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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 June 05, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020605 510.50 514.75 507.75 513.75 +4.00 37,054 90,889 -854
Aug02 020605 505.50 507.50 501.50 506.50 +2.75 5,419 14,104 +969
Sep02 020605 491.50 493.50 489.00 491.50 +1.50 1,950 11,642 -141
Nov02 020605 481.00 484.00 479.00 483.00 +1.75 13,793 42,979 +1,697
Jan03 020605 484.00 486.50 482.00 484.75 +0.75 366 7,795 +76
Mar03 020605 485.50 486.50 482.50 485.50 +0.50 1,385 5,719 +678
May03 020605 485.00 487.50 482.50 485.00 unch 682 6,019 +399
Total Volume and Open Interest 61,066 182,993 +3,006
Soybean Meal(CBOT)
Jul02 020605 169.50 170.00 167.60 169.90 +0.70 15,212 59,554 +63
Aug02 020605 165.70 166.30 164.00 165.60 +0.10 3,974 18,477 +672
Sep02 020605 162.00 162.30 160.30 161.30 -0.30 2,248 14,221 +411
Oct02 020605 157.20 157.80 156.20 156.30 -1.10 2,142 10,759 +393
Dec02 020605 154.80 155.30 153.50 153.80 -1.10 4,133 28,011 +44
Jan03 020605 153.50 153.70 152.50 152.50 -1.00 166 4,468 -49
Mar03 020605 151.10 151.50 150.30 150.50 -0.50 743 3,881 +335
May03 020605 148.80 149.30 148.00 148.10 -0.20 780 2,807 +124
Total Volume and Open Interest 29,979 144,856 +2,160
Soybean Oil(CBOT)
Jul02 020605 18.66 18.83 18.58 18.72 +0.12 18,880 66,049 +616
Aug02 020605 18.76 18.94 18.68 18.85 +0.17 4,293 18,981 +688
Sep02 020605 18.86 18.99 18.79 18.94 +0.16 1,245 10,747 +125
Oct02 020605 18.95 19.03 18.85 19.01 +0.16 1,180 7,447 -222
Dec02 020605 19.14 19.30 19.06 19.24 +0.16 5,232 24,663 +613
Jan03 020605 19.27 19.42 19.27 19.38 +0.18 316 3,714 +202
Mar03 020605 19.45 19.50 19.45 19.50 +0.18 473 2,198 +215
May03 020605 19.53 19.70 19.53 19.69 +0.19 675 2,126 +299
Total Volume and Open Interest 32,803 138,725 +2,074
Canola(WCE)
Jul02 020605 347.5 350.2 345.3 349.1 +2.5 6,340 16,188 -535
Sep02 020605 348.0 348.0 348.0 348.0 +4.0 2 16 +0
Nov02 020605 351.0 354.8 348.9 353.4 +3.2 6,772 22,910 +496
Jan03 020605 353.0 355.5 352.5 355.5 +3.0 29 1,302 +19
Mar03 020605 355.3 355.3 355.3 355.3 +2.8 0 365 +0
Total Volume and Open Interest 13,143 40,781 -20
Corn(CBOT)
Jul02 020605 210.25 211.00 208.75 210.25 -0.25 35,502 194,511 -979
Sep02 020605 217.00 217.75 215.50 217.25 unch 3,556 54,910 +1,060
Dec02 020605 226.50 227.25 224.75 226.75 -0.25 9,560 126,622 +109
Mar03 020605 234.50 234.75 232.75 234.50 -0.25 592 21,119 +72
May03 020605 237.50 237.75 236.25 237.25 -0.25 181 6,835 +41
Jul03 020605 240.50 241.00 239.00 240.75 unch 340 10,086 +77
Total Volume and Open Interest 50,252 429,833 +450
Wheat(CBOT)
Jul02 020605 282.00 284.50 280.25 283.25 +1.25 30,088 56,745 -2,811
Sep02 020605 289.00 291.00 287.50 290.00 +1.00 4,130 11,529 +276
Dec02 020605 298.25 300.00 296.00 299.00 +0.75 5,124 21,749 +677
Mar03 020605 300.00 301.00 298.75 300.00 unch 410 2,670 +18
May03 020605 296.00 296.00 296.00 296.00 +0.50 20 422 +20
Total Volume and Open Interest 40,071 94,765 -1,715
Wheat(KCBT)
Jul02 020605 299.50 303.50 299.00 302.25 +2.25 9,560 42,380 -1,015
Sep02 020605 302.50 306.00 302.00 306.00 +2.50 3,076 11,981 +699
Dec02 020605 307.00 309.50 306.75 309.00 +1.50 3,335 13,557 +1,380
Mar03 020605 310.25 312.00 309.75 310.00 +0.50 241 3,775 +69
May03 020605 311.50 311.50 311.50 311.50 -0.50 10 283 +10
Total Volume and Open Interest 16,234 73,400 +1,155
Wheat(MGE)
Jul02 020605 303.50 306.00 302.50 305.50 +1.25 2,733 12,694 +46
Sep02 020605 308.50 309.50 306.00 308.50 +2.00 885 5,496 +133
Dec02 020605 315.50 318.50 315.00 316.50 +1.25 187 3,575 -37
Mar03 020605 325.50 327.25 325.00 325.00 +1.00 137 939 +55
May03 020605 331.00 331.00 331.00 331.00 unch 0 110 +0
Total Volume and Open Interest 3,952 23,549 +207
Oats(CBOT)
Jul02 020605 195.50 204.25 195.00 202.25 +3.25 1,238 4,473 +84
Sep02 020605 154.00 161.50 154.00 159.25 +2.00 325 893 +65
Dec02 020605 144.50 148.00 144.50 146.75 +1.00 553 4,958 -44
Mar03 020605 146.50 148.75 146.50 148.75 +1.75 24 143 +13
Total Volume and Open Interest 2,140 10,470 +118
Rough Rice(CBOT)
Jul02 020605 4.29 4.40 4.15 4.25 -0.09 1,243 4,391 -258
Sep02 020605 4.45 4.62 4.37 4.49 -0.05 505 1,080 +193
Nov02 020605 4.66 4.84 4.60 4.69 -0.08 396 1,415 +5
Jan03 020605 4.80 5.00 4.76 4.85 -0.05 31 674 +10
Total Volume and Open Interest 2,228 8,603 -40
Live Cattle(CME)
Jun02 020605 61.675 61.700 60.400 61.025 -0.800 6,024 16,973 -2,931
Aug02 020605 61.850 61.925 60.500 61.175 -0.800 5,725 35,156 +923
Oct02 020605 64.550 64.625 63.350 63.925 -0.775 3,124 26,835 +106
Dec02 020605 66.500 66.575 65.425 66.050 -0.600 1,489 12,601 +598
Feb03 020605 67.650 67.675 66.700 67.000 -0.750 267 3,547 +23
Apr03 020605 69.050 69.150 67.800 68.550 -0.750 93 1,652 +64
Total Volume and Open Interest 16,722 96,764 -1,217
Feeder Cattle(CME)
Aug02 020605 75.950 76.000 74.475 75.100 -0.875 1,932 7,747 -101
Sep02 020605 75.600 75.600 74.200 74.800 -0.900 130 1,062 +33
Oct02 020605 75.700 75.700 74.450 74.850 -0.875 197 1,580 +5
Nov02 020605 76.000 76.050 74.875 75.350 -0.700 111 649 -10
Jan03 020605 74.850 75.300 74.850 75.000 -1.100 17 380 +11
Mar03 020605 74.800 74.800 74.700 74.700 -0.900 0 13 +0
Apr03 020605 74.925 74.925 74.750 74.750 -0.950 0 53 +0
Total Volume and Open Interest 2,387 11,484 -62
Lean Hogs(CME)
Jun02 020605 46.900 47.200 46.200 46.950 +0.475 2,974 4,848 -955
Jul02 020605 47.700 47.850 46.250 47.575 +0.275 4,459 12,694 +489
Aug02 020605 46.800 47.200 45.750 47.050 +0.300 1,358 5,545 -26
Oct02 020605 38.850 39.000 37.950 38.900 unch 154 3,245 +11
Dec02 020605 36.775 37.000 35.900 36.675 +0.050 220 3,180 -63
Feb03 020605 39.800 39.800 39.100 39.500 -0.125 42 515 +11
Apr03 020605 40.950 40.950 40.950 40.950 -0.100 7 30 +3
May03 020605 45.000 45.000 45.000 45.000 -0.300 0 1 -1
Total Volume and Open Interest 9,214 30,063 -531
Pork Bellies(CME)
Jul02 020605 56.400 56.400 54.600 54.675 -1.250 504 2,233 +41
Aug02 020605 56.100 56.250 54.500 54.625 -1.075 68 737 +11
Feb03 020605 60.500 60.500 59.500 59.500 -1.000 3 80 +3
Mar03 020605 59.500 59.500 59.500 59.500 -0.200 0 2 +0
May03 020605 60.050 60.050 60.050 60.050 unch 0 1 +0
Total Volume and Open Interest 575 3,053 +55
Cocoa(NYBOT)
Jul02 020605 1589 1591 1552 1566 -18 2,682 28,598 -711
Sep02 020605 1575 1575 1541 1552 -17 1,802 21,311 +702
Dec02 020605 1531 1531 1507 1512 -17 440 15,743 +202
Mar03 020605 1485 1485 1476 1480 -19 220 13,203 +68
May03 020605 1475 1475 1475 1475 -18 2 6,087 +0
Jul03 020605 1473 1473 1473 1473 -16 3 4,998 -1
Sep03 020605 1472 1472 1472 1472 -15 33 11,688 +23
Total Volume and Open Interest 5,183 108,321 +333
Coffee "C"(NYBOT)
Jul02 020605 49.75 50.35 49.60 50.15 -0.70 4,789 26,598 -1,086
Sep02 020605 53.00 53.00 52.60 52.85 -0.70 2,943 21,742 +836
Dec02 020605 55.75 55.90 55.40 55.60 -0.60 415 8,799 +106
Mar03 020605 58.25 58.25 57.75 57.85 -0.55 159 5,787 +342
May03 020605 59.75 59.75 59.20 59.20 -0.50 74 2,078 +16
Jul03 020605 60.80 60.80 60.30 60.30 -0.40 3 2,141 -1
Total Volume and Open Interest 8,389 68,567 +215
Orange Juice(NYBOT)
Jul02 020605 91.45 91.50 91.10 91.45 +0.05 945 10,480 -91
Sep02 020605 90.45 90.50 90.15 90.35 -0.10 273 5,276 +183
Nov02 020605 89.90 90.00 89.80 90.00 +0.30 26 2,853 +12
Jan03 020605 91.25 91.25 91.00 91.00 +0.30 65 3,757 +16
Mar03 020605 91.75 91.75 91.75 91.75 +0.30 0 2,313 +0
Total Volume and Open Interest 1,309 25,029 +120
Sugar #11(NYBOT)
Jul02 020605 5.75 5.76 5.68 5.75 unch 7,687 76,385 +56
Oct02 020605 5.66 5.67 5.60 5.66 -0.01 2,942 41,141 +977
Mar03 020605 5.92 5.92 5.86 5.91 -0.03 819 22,245 -271
May03 020605 5.93 5.93 5.89 5.92 -0.03 183 8,026 +66
Jul03 020605 5.80 5.84 5.80 5.84 -0.03 20 12,356 +20
Total Volume and Open Interest 11,707 170,847 +839
London Cocoa(LCE)
Jul02 020605 1293 1305 1274 1286 -12 2,192 43,417 +599
Sep02 020605 1249 1264 1239 1246 -7 1,210 37,481 +429
Dec02 020605 1144 1160 1141 1148 -2 1,514 19,796 +366
Mar03 020605 1130 1130 1120 1125 unch 2,629 35,302 +714
May03 020605 1134 1136 1134 1136 +1 333 6,535 +233
Jul03 020605 1149 1149 1148 1148 unch 785 6,694 +0
Sep03 020605 1149 1149 1149 1149 +1 656 3,950 +340
Total Volume and Open Interest 9,339 160,299 +2,701
London Coffee(LCE)
Jul02 020605 520.00 530.00 518.00 521.00 -15.00 2,654 28,604 +604
Sep02 020605 538.00 545.00 534.00 537.00 -16.00 2,159 39,020 +1,273
Nov02 020605 552.00 555.00 545.00 547.00 -15.00 295 18,356 +107
Jan03 020605 558.00 563.00 555.00 557.00 -15.00 100 11,226 +39
Mar03 020605 575.00 575.00 566.00 566.00 -15.00 27 8,227 +27
May03 020605 580.00 585.00 575.00 575.00 -15.00 107 3,619 +79
Total Volume and Open Interest 5,342 109,052 +1,696
London Sugar(LCE)
Aug02 020605 197.50 199.00 196.10 197.90 -2.20 1,099 19,461 +447
Oct02 020605 175.00 177.40 174.40 176.90 -0.30 618 11,460 +181
Dec02 020605 177.30 178.70 177.00 177.50 -0.40 359 2,868 +249
Mar03 020605 179.00 181.10 179.00 181.10 +0.20 220 4,422 +213
May03 020605 185.00 185.00 183.00 184.50 +0.30 316 2,116 +246
Total Volume and Open Interest 2,612 40,327 +1,336
Cotton(NYBOT)
Jul02 020605 38.83 39.45 38.80 39.03 +0.20 4,113 25,266 -237
Oct02 020605 41.05 41.60 41.00 41.18 +0.03 233 2,551 -47
Dec02 020605 42.85 43.40 42.80 42.90 +0.09 2,844 29,002 +176
Mar03 020605 44.95 45.10 44.65 44.65 +0.05 222 4,255 +14
May03 020605 47.15 47.15 47.00 47.00 +0.05 258 2,761 +127
Jul03 020605 48.25 48.25 48.15 48.15 +0.05 110 1,188 +2
Total Volume and Open Interest 7,825 65,675 +69
Lumber(CME)
Jul02 020605 260.5 264.0 259.1 262.0 -4.1 556 1,365 +48
Sep02 020605 268.9 269.4 265.7 268.0 -2.0 221 452 +68
Nov02 020605 270.9 271.0 269.0 270.5 -0.4 38 100 -2
Jan03 020605 282.0 282.9 280.9 282.7 -0.4 6 17 +5
Total Volume and Open Interest 824 1,944 +122
Crude Oil(NYM)
Jul02 020605 24.85 25.05 24.65 24.89 -0.44 59,607 157,986 -1,933
Aug02 020605 25.00 25.20 24.85 25.08 -0.37 32,430 74,827 -3,874
Sep02 020605 24.90 25.15 24.85 25.05 -0.29 10,102 41,783 +530
Oct02 020605 24.82 24.95 24.70 24.95 -0.21 4,861 26,412 -133
Nov02 020605 24.62 24.82 24.60 24.82 -0.17 2,105 15,606 -74
Dec02 020605 24.55 24.70 24.45 24.68 -0.13 8,584 49,018 -601
Jan03 020605 24.30 24.60 24.30 24.50 -0.10 1,255 23,574 +301
Feb03 020605 24.28 24.45 24.27 24.35 -0.09 796 9,858 +357
Mar03 020605 24.00 24.20 24.00 24.20 -0.08 213 8,618 -45
Apr03 020605 24.07 24.07 24.07 24.07 -0.06 54 5,225 +54
Total Volume and Open Interest 120,889 509,507 -5,193
Heating Oil(NYM)
Jul02 020605 63.10 63.75 63.10 63.60 -0.68 16,562 41,157 -1,188
Aug02 020605 64.30 64.50 64.05 64.39 -0.75 4,749 18,139 +35
Sep02 020605 65.00 65.40 65.00 65.24 -0.75 1,195 12,714 -54
Oct02 020605 66.10 66.55 66.05 66.19 -0.70 690 8,916 +273
Nov02 020605 66.80 67.20 66.80 66.99 -0.65 603 7,201 +130
Dec02 020605 67.30 67.85 67.30 67.64 -0.60 949 16,198 +178
Jan03 020605 67.70 68.15 67.70 67.99 -0.60 523 8,454 +2
Feb03 020605 67.65 68.00 67.55 67.79 -0.60 130 6,204 +31
Mar03 020605 66.80 67.00 66.50 66.59 -0.60 56 4,367 -7
Apr03 020605 65.20 65.20 65.00 65.09 -0.55 26 2,345 +9
Total Volume and Open Interest 25,515 131,178 -588
Unleaded Gas(NYM)
Jul02 020605 74.60 75.25 74.30 75.13 -0.21 23,310 51,735 -1,138
Aug02 020605 74.80 75.40 74.50 75.25 -0.19 5,803 23,329 +1,442
Sep02 020605 73.00 73.40 72.75 73.35 -0.17 1,424 17,299 +184
Oct02 020605 70.10 70.10 70.10 70.10 -0.09 238 12,121 +174
Nov02 020605 68.55 68.55 68.55 68.55 -0.09 90 1,481 +9
Dec02 020605 67.40 67.95 67.40 67.95 -0.09 61 3,480 +7
Jan03 020605 67.85 67.85 67.85 67.85 -0.09 102 1,818 +50
Feb03 020605 68.25 68.25 68.25 68.25 -0.09 102 260 +38
Total Volume and Open Interest 31,238 114,288 +819
Natural Gas(NYM)
Jul02 020605 3.280 3.305 3.240 3.260 -0.068 43,860 64,307 -631
Aug02 020605 3.330 3.350 3.285 3.310 -0.060 11,598 40,781 -1,628
Sep02 020605 3.360 3.370 3.310 3.328 -0.060 8,466 33,662 +293
Oct02 020605 3.380 3.390 3.320 3.352 -0.059 10,479 54,568 +2,869
Nov02 020605 3.635 3.650 3.600 3.617 -0.059 3,890 33,682 +1,036
Dec02 020605 3.900 3.900 3.830 3.850 -0.061 2,425 30,693 +1,496
Jan03 020605 3.970 3.970 3.920 3.937 -0.061 1,068 32,402 +15
Feb03 020605 3.925 3.925 3.870 3.877 -0.061 893 22,927 +133
Total Volume and Open Interest 96,003 545,042 +4,378
Brent Crude Oil(IPE)
Jul02 020605 24.10 24.30 24.00 24.18 -0.27 27,658 55,901 +1,507
Aug02 020605 24.20 24.50 24.20 24.43 -0.08 18,667 53,365 +3,520
Sep02 020605 24.25 24.44 24.24 24.42 +0.03 4,943 23,935 +2,200
Oct02 020605 24.10 24.28 24.07 24.28 +0.08 1,781 13,641 +749
Nov02 020605 23.99 24.13 23.98 24.13 +0.12 549 9,191 +254
Dec02 020605 23.66 23.98 23.66 23.98 +0.15 1,994 31,755 +332
Jan03 020605 23.79 23.79 23.79 23.79 +0.17 594 11,658 +119
Feb03 020605 23.46 23.63 23.46 23.63 +0.17 50 4,581 +50
Total Volume and Open Interest 56,961 235,442 +8,481
Gas Oil(IPE)
Jun02 020605 191.00 193.00 190.50 192.75 -0.75 9,582 33,836 -712
Jul02 020605 193.50 195.25 193.25 195.00 -1.25 7,603 38,889 +2,094
Aug02 020605 196.50 197.50 196.50 197.50 -1.25 1,523 11,672 +201
Sep02 020605 198.75 199.75 198.75 199.75 -1.50 441 11,067 +277
Oct02 020605 201.50 202.25 201.50 202.00 -1.50 175 12,809 -7
Nov02 020605 203.50 203.75 203.25 203.25 -1.50 43 13,011 +17
Dec02 020605 203.00 204.25 203.00 203.50 -1.50 1,136 31,186 +552
Jan03 020605 203.25 203.25 203.25 203.25 -1.75 10 6,845 +0
Total Volume and Open Interest 20,523 188,079 +2,247
US Dollar Index(NYBOT)
Jun02 020605 111.30 111.84 111.30 111.41 +0.25 754 7,323 -137
Sep02 020605 111.89 112.35 111.86 111.92 +0.24 462 5,762 +275
Dec02 020605 112.55 112.70 112.42 112.42 +0.24 22 60 +6
Total Volume and Open Interest 1,238 13,145 +144
Australian Dollar(IMM)
Jun02 020605 57.24 57.30 56.90 57.24 -0.01 5,745 40,367 -2,077
Sep02 020605 56.80 56.90 56.40 56.80 unch 1,746 4,967 +1,957
Dec02 020605 56.36 56.36 56.36 56.36 +0.01 34 473 +5
Total Volume and Open Interest 7,577 46,120 -83
British Pound(IMM)
Jun02 020605 145.70 146.00 145.20 145.82 -0.06 3,696 41,106 -2,065
Sep02 020605 144.90 145.12 144.44 144.98 -0.06 218 2,155 +214
Dec02 020605 144.14 144.14 144.14 144.14 -0.06 0 24 +0
Total Volume and Open Interest 3,918 43,285 -1,853
Canadian Dollar(IMM)
Jun02 020605 65.23 65.26 65.01 65.23 -0.12 8,418 67,216 -3,339
Sep02 020605 65.10 65.11 64.85 65.09 -0.12 1,647 17,731 +1,306
Dec02 020605 65.00 65.00 64.70 64.95 -0.12 39 2,609 -3
Mar03 020605 64.75 64.82 64.75 64.82 -0.12 6 531 +0
Total Volume and Open Interest 10,127 88,429 -2,024
Japanese Yen(IMM)
Jun02 020605 80.48 80.55 80.20 80.40 -0.33 10,328 88,646 -3,313
Sep02 020605 80.89 80.89 80.59 80.78 -0.33 2,581 7,923 +1,740
Dec02 020605 81.25 81.25 81.25 81.25 -0.33 21 716 +0
Total Volume and Open Interest 12,937 97,625 -1,573
Swiss Franc(IMM)
Jun02 020605 63.79 63.90 63.52 63.88 -0.16 7,326 50,572 -2,021
Sep02 020605 63.89 64.00 63.63 63.98 -0.17 2,236 4,040 +1,878
Dec02 020605 64.09 64.09 64.09 64.09 -0.18 4 87 +4
Total Volume and Open Interest 9,566 54,699 -139
EuroFX(IMM)
Jun02 020605 93.73 93.93 93.47 93.89 -0.19 15,324 132,435 -3,470
Sep02 020605 93.33 93.54 93.08 93.52 -0.19 3,577 12,917 +1,449
Dec02 020605 92.92 93.17 92.75 93.17 -0.20 108 1,302 -78
Total Volume and Open Interest 19,017 146,821 -2,091
Mexican Peso(IMM)
Jun02 020605 10260.0 10290.0 10232.0 10242.0 +10.0 3,079 24,656 +431
Sep02 020605 10085.0 10130.0 10080.0 10080.0 +8.0 793 4,613 +14
Total Volume and Open Interest 3,917 30,811 +424
30-Year T-Bonds(CBOT)
Jun02 020605 102~12 102~14 101~27 102~00 -0~16 30,546 111,692 -12,866
Sep02 020605 101~04 101~09 100~21 100~27 -0~16 211,161 328,105 +10,933
Dec02 020605 99~20 100~06 99~20 99~25 -0~16 9,198 30,267 +4,455
Total Volume and Open Interest 250,905 470,066 +2,522
Municipal Bonds(CBOT)
Jun02 020605 104~21 104~26 104~15 104~16 -0~13 378 6,997 -181
Sep02 020605 103~01 103~06 102~29 103~01 -0~08 309 1,802 +117
Total Volume and Open Interest 687 8,799 -64
10-Year T-Notes(CBOT)
Jun02 020605 106~275 107~000 106~200 106~265 -0~050 85,956 213,412 -33,307
Sep02 020605 105~110 105~175 105~040 105~115 -0~050 372,205 592,467 +30,758
Total Volume and Open Interest 458,228 805,905 -2,535
5-Year T-Notes(CBOT)
Jun02 020605 107~115 107~140 107~055 107~115 -0~025 54,013 215,236 -31,660
Sep02 020605 105~305 106~030 105~250 105~315 -0~035 89,149 423,116 +25,214
Total Volume and Open Interest 143,162 638,352 -6,446
2 Year T-Notes(CBOT)
Jun02 020605 105~000 105~012 104~124 105~004 -0~002 7,868 28,306 -3,992
Sep02 020605 104~017 104~032 104~016 104~025 -0~001 7,623 76,454 +2,787
Total Volume and Open Interest 15,491 104,760 -1,205
3-Mth T-Bills(IMM)
Sep02 020605 98.04 98.04 98.02 98.03 +0.06 1 77 +0
Total Volume and Open Interest 1 404 +0
Eurodollars(IMM)
Jun02 020605 98.085 98.090 98.075 98.085 -0.003 62,110 650,108 +5,814
Sep02 020605 97.705 97.735 97.670 97.715 -0.010 139,243 652,459 -3,893
Dec02 020605 97.150 97.195 97.110 97.170 -0.015 200,572 759,991 +347
Mar03 020605 96.565 96.610 96.520 96.580 -0.025 144,902 504,622 +14,884
Jun03 020605 96.030 96.065 95.980 96.035 -0.025 67,002 309,735 +8,324
Sep03 020605 95.625 95.650 95.580 95.615 -0.035 26,401 251,752 +348
Dec03 020605 95.310 95.340 95.265 95.310 -0.030 18,646 196,057 +2,169
Mar04 020605 95.125 95.150 95.070 95.120 -0.035 13,332 173,111 +1,393
Jun04 020605 94.950 94.965 94.915 94.940 -0.035 8,325 141,817 +1,455
Sep04 020605 94.785 94.805 94.760 94.780 -0.035 7,358 132,574 +1,942
Dec04 020605 94.605 94.620 94.575 94.600 -0.030 6,681 104,780 +243
Mar05 020605 94.520 94.540 94.500 94.520 -0.030 6,135 100,068 +1,944
Total Volume and Open Interest 739,985 4,525,043 +39,043
3-Mth Euro-Yen(IMM)
Jun02 020605 99.93 99.93 99.92 99.93 unch 518 13,244 -463
Sep02 020605 99.91 99.91 99.91 99.91 unch 1 5,495 -712
Dec02 020605 99.88 99.88 99.88 99.88 -0.01 19 3,794 -120
Mar03 020605 99.83 99.83 99.83 99.83 -0.01 54 2,663 +24
Jun03 020605 99.84 99.84 99.84 99.84 unch 8 3,233 -4
Sep03 020605 99.80 99.80 99.80 99.80 unch 25 7,817 +25
Dec03 020605 99.74 99.74 99.74 99.74 -0.01 25 1,571 +17
Mar04 020605 99.68 99.68 99.68 99.68 unch 25 693 +15
Jun04 020605 99.60 99.60 99.60 99.60 unch 0 297 +0
Sep04 020605 99.52 99.52 99.52 99.52 unch 0 400 +0
Total Volume and Open Interest 675 39,629 -1,218
3-Mth Euro-Yen(SIMEX)
Jun02 020605 99.93 99.93 99.92 99.93 unch 0 80,535 -425
Sep02 020605 99.90 99.91 99.90 99.90 +0.00 129 37,928 +705
Dec02 020605 99.89 99.89 99.89 99.89 +0.01 537 33,826 -887
Mar03 020605 99.83 99.83 99.83 99.83 unch 214 33,374 +62
Jun03 020605 99.83 99.84 99.83 99.84 unch 0 49,506 -50
Sep03 020605 99.79 99.80 99.79 99.80 unch 0 32,730 +0
Dec03 020605 99.74 99.74 99.74 99.74 unch 0 12,867 -20
Mar04 020605 99.68 99.68 99.68 99.68 unch 0 13,479 +0
Total Volume and Open Interest 880 305,968 -615
German Euro-Bund(EUREX)
Jun02 020605 106.20 106.33 106.03 106.24 -0.14 639,578 355,645 -61,680
Sep02 020605 105.88 106.01 105.75 105.92 -0.17 277,745 439,285 +115,199
Dec02 020605 105.54 105.54 105.23 105.33 -0.17 1,453 683 +200
Total Volume and Open Interest 918,776 795,613 +53,719
German Euro-Bobl(EUREX)
Jun02 020605 105.17 105.20 105.04 105.13 -0.15 312,532 265,984 -84,957
Sep02 020605 104.90 104.90 104.74 104.84 -0.11 178,020 323,128 +87,031
Dec02 020605 104.23 104.23 104.23 104.23 -0.15 119 355 +0
Total Volume and Open Interest 490,671 589,467 +2,074
Long Gilt(LIFFE)
Jun02 020605 111~26 112~00 111~17 111~29 +0~09 18,240 29,593 -71
Sep02 020605 111~05 111~06 110~23 111~03 +0~09 7,431 70,188 +2,857
Total Volume and Open Interest 25,671 99,781 +2,786
3-Mth Short Sterling(LIFFE)
Jun02 020605 95.72 95.74 95.70 95.71 -0.01 12,702 0 +0
Sep02 020605 95.31 95.33 95.27 95.29 -0.01 20,895 0 +0
Dec02 020605 94.92 94.94 94.88 94.91 unch 18,052 0 +0
Total Volume and Open Interest 74,367    
3-Mth Euribor(LIFFE)
Jun02 020605 96.485 96.510 96.480 96.505 +0.010 24,017 410,919 +495
Sep02 020605 96.210 96.255 96.210 96.245 +0.010 43,805 357,547 -259
Dec02 020605 95.905 95.935 95.875 95.920 +0.020 45,299 283,722 -763
Total Volume and Open Interest 165,445 1,803,856 +425
3-Mth Aus T-Bills(SFE)
Jun02 020605 94.87 94.92 94.86 94.92 +0.02 7,217 187,352 +1,200
Sep02 020605 94.24 94.30 94.19 94.30 +0.05 9,818 221,442 -3,963
Dec02 020605 93.85 93.93 93.81 93.93 +0.04 3,856 102,762 -1,390
Mar03 020605 93.70 93.77 93.64 93.77 +0.03 1,511 41,855 +945
Jun03 020605 93.64 93.70 93.58 93.69 +0.02 1,055 21,084 +166
Sep03 020605 93.59 93.65 93.54 93.64 +0.01 284 13,413 -190
Dec03 020605 93.53 93.61 93.50 93.60 +0.01 389 10,380 +57
Mar04 020605 93.49 93.56 93.46 93.56 +0.01 140 5,799 -41
Jun04 020605 93.43 93.53 93.43 93.53 +0.01 74 2,112 -153
Sep04 020605 93.43 93.50 93.43 93.50 unch 40 1,345 -15
Total Volume and Open Interest 24,394 609,229 -3,374
10-Year Aus T-Bonds(SFE)
Jun02 020605 93.75 93.76 93.69 93.76 unch 2,268 286,754 -7,784
Sep02 020605 93.69 93.71 93.64 93.71 unch 174 186 +174
Total Volume and Open Interest 12,435 294,550 +294,550
3-Year Aus T-Bonds(SFE)
Jun02 020605 93.93 93.99 93.87 93.99 +0.02 32,021 842,902 -51,696
Sep02 020605 93.74 93.86 93.74 93.86 +0.02 9 7,033 -959
Total Volume and Open Interest 32,030 849,935 -52,655
Gold(CMX)
Jun02 020605 324.8 325.0 320.1 321.2 -6.6 1,866 3,798 -466
Aug02 020605 325.0 325.8 321.1 322.1 -6.7 27,467 109,794 -1,781
Oct02 020605 327.0 327.0 322.5 323.0 -6.9 78 5,418 +11
Dec02 020605 326.1 327.5 322.8 323.9 -7.0 3,972 31,926 -402
Feb03 020605 327.7 327.7 324.9 324.9 -7.0 103 7,735 -22
Apr03 020605 326.0 328.0 325.8 325.8 -7.1 363 2,721 +19
Total Volume and Open Interest 35,111 181,999 -2,118
Silver(CMX)
Jul02 020605 505.0 506.5 492.0 494.5 -18.0 8,414 75,130 +176
Sep02 020605 506.0 508.5 493.5 496.3 -18.2 820 7,594 +161
Dec02 020605 508.0 511.5 496.5 498.5 -18.7 760 10,602 +317
Mar03 020605 514.0 514.0 500.0 500.2 -18.7 266 1,593 +156
May03 020605 515.0 515.0 501.3 501.3 -18.7 70 1,139 +3
Total Volume and Open Interest 10,444 101,403 +837
Platinum(NYM)
Jul02 020605 551.0 551.0 545.0 549.8 -3.2 632 6,272 -47
Oct02 020605 542.0 545.0 540.0 542.8 -3.2 97 186 +75
Jan03 020605 539.8 539.8 539.8 539.8 -3.2 0 3 +0
Total Volume and Open Interest 729 6,461 +28
Palladium(NYME)
Jun02 020605 351.00 351.00 349.50 349.50 -4.80 0 100 +2
Sep02 020605 349.50 353.00 348.00 349.50 -4.05 81 1,546 +18
Total Volume and Open Interest 81 1,646 +20
Copper(CMX)
Jul02 020605 78.25 78.40 77.50 78.35 -0.25 16,892 46,618 +2,110
Sep02 020605 78.80 78.95 78.05 78.85 -0.25 1,567 8,591 -54
Dec02 020605 79.25 79.40 78.50 79.40 -0.25 798 9,222 +141
Mar03 020605 79.50 79.90 79.50 79.90 -0.25 0 1,823 +0
May03 020605 80.25 80.25 80.25 80.25 -0.25 70 1,902 +43
Total Volume and Open Interest 22,253 81,994 +4,116
DJIA Index(CBOT)
Jun02 020605 9710 9815 9690 9805 +105 32,862 34,068 +1,051
Sep02 020605 9705 9810 9700 9805 +107 439 1,626 +59
Dec02 020605 9715 9812 9715 9812 +107 18 191 -5
Mar03 020605 9847 9847 9847 9847 +107 0 1 +0
Total Volume and Open Interest 33,319 35,911 +1,105
S & P 500(CME)
Jun02 020605 1043.70 1051.50 1038.80 1050.60 +9.10 100,310 408,033 -11,519
Sep02 020605 1045.00 1052.80 1040.00 1051.80 +9.10 23,312 141,656 +12,756
Dec02 020605 1047.50 1054.00 1047.50 1054.00 +9.10 173 11,787 -5
Mar03 020605 1058.40 1058.40 1058.40 1058.40 +9.10 13 79 +0
Total Volume and Open Interest 123,808 561,715 +1,232
S & P 500 E-Mini(Globex)
Jun02 020605 1042.50 1051.50 1038.50 1050.50 +9.00 568,362 240,055 +4,583
Sep02 020605 1044.50 1052.50 1040.00 1051.75 +9.00 7,390 6,830 +5,660
Total Volume and Open Interest 575,752 246,885 +10,243
NASDAQ 100(CME)
Jun02 020605 1184.00 1199.00 1165.00 1194.00 +13.00 19,153 68,772 -723
Sep02 020605 1190.00 1199.50 1181.00 1199.50 +13.00 43 380 +36
Dec02 020605 1205.00 1205.00 1205.00 1205.00 +13.00 0 21 +0
Total Volume and Open Interest 19,196 69,173 -687
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020605 1179.5 1198.5 1165.0 1194.0 +13.0 283,884 180,565 +8,594
Sep02 020605 1185.5 1206.5 1174.0 1199.5 +13.0 129 141 +32
Total Volume and Open Interest 284,013 180,706 +8,626
NYSE Composite(NYBOT)
Jun02 020605 557.50 560.75 556.00 560.25 +3.75 579 3,172 +10
Sep02 020605 557.30 560.65 557.30 560.65 +3.75 0 510 +0
Dec02 020605 557.50 561.05 557.50 561.05 +3.75 0 200 +0
Total Volume and Open Interest 579 3,882 +10
S & P Midcap 400(CME)
Jun02 020605 511.50 515.00 509.50 513.85 +3.60 1,459 15,751 -359
Sep02 020605 514.00 515.15 514.00 515.15 +3.60 100 203 +100
Dec02 020605 518.30 518.30 518.30 518.30 +3.60      
Total Volume and Open Interest 1,559 15,954 -259
Russell 2000(CME)
Jun02 020605 473.50 475.50 470.25 474.10 +1.10 3,031 26,857 -230
Sep02 020605 473.00 474.85 473.00 474.85 +1.10 0 109 +0
Dec02 020605 476.85 476.85 476.85 476.85 +1.10      
Total Volume and Open Interest 3,031 26,966 -230
Value Line(KCBT)
Jun02 020605 1209.00 1222.00 1208.50 1221.00 +8.50 67 242 -36
Total Volume and Open Interest 68 246 -35
Nikkei 225(CME)
Jun02 020605 11690 11750 11680 11720 unch 2,329 22,190 -141
Sep02 020605 11720 11750 11700 11735 -5 280 504 +210
Total Volume and Open Interest 2,612 22,727 +70
Nikkei 225(SIMEX)
Jun02 020605 11680 11765 11640 11675 +15 25,768 101,289 -1,599
Sep02 020605 11690 11710 11665 11675 +15 889 4,705 +853
Dec02 020605 11650 11650 11650 11650 +15 0 1 +0
Total Volume and Open Interest 26,659 106,296 -746
CAC 40(MATIF)
Jun02 020605 4093.0 4125.0 4055.0 4080.5 +14.5 78,737 430,004 +30,506
Jul02 020605 4091.5 4091.5 4087.5 4087.5 +14.5 1 1 +1
Aug02 020605 4099.0 4099.0 4099.0 4099.0 +15.0      
Total Volume and Open Interest 78,833 495,249 +30,559
DAX Index(EUREX)
Jun02 020605 4685.0 4695.5 4608.5 4623.5 -21.0 67,689 247,072 +2,990
Sep02 020605 4729.0 4735.0 4650.0 4664.0 -20.5 1,949 10,062 +1,317
Dec02 020605 4745.5 4745.5 4710.5 4710.5 -20.0 286 3,004 +117
Total Volume and Open Interest 69,924 260,138 +4,424
FT-SE 100(LIFFE)
Jun02 020605 4995.00 5024.00 4965.00 4992.50 -71.50 39,321 323,523 -183
Sep02 020605 5050.00 5050.00 4985.50 5004.50 -73.00 1,156 24,554 +689
Dec02 020605 5046.50 5046.50 5046.50 5046.50 -71.50 0 10,315 +0
Total Volume and Open Interest 40,496 362,905 +525
SPI 200(SFE)
Jun02 020605 3348.0 3349.0 3329.0 3333.0 -3.0 13,044 164,432 +861
Sep02 020605 3358.0 3358.0 3346.0 3348.0 -3.0 148 4,491 +90
Dec02 020605 3370.0 3370.0 3365.0 3365.0 +1.0 5 1,297 +5
Total Volume and Open Interest 13,197 171,236 +956
GSCI(CME)
Jun02 020605 192.60 193.50 192.40 193.50 -1.30 197 19,809 +68
Jul02 020605 194.10 195.00 193.60 195.00 -1.20 2 56 +0
Aug02 020605 194.25 194.25 194.25 194.25 -1.75 5 5 +5
Total Volume and Open Interest 204 19,870 +73
Bridge CRB Index(NYBOT)
Aug02 020605 205.25 205.25 204.00 205.10 -1.80 12 167 +8
Nov02 020605 206.95 206.95 206.95 206.95 -1.95 0 54 +0
Jan03 020605 208.80 208.80 208.80 208.80 -2.10      
Total Volume and Open Interest 36 399 -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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