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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 June 07, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020607 511.50 511.50 505.50 507.50 -5.75 35,569 86,374 -922
Aug02 020607 501.50 502.00 497.00 498.25 -6.50 5,265 14,927 +952
Sep02 020607 485.50 487.00 482.50 484.50 -4.00 1,958 11,656 +329
Nov02 020607 476.00 478.75 475.00 477.25 -3.50 12,220 45,495 +892
Jan03 020607 479.00 481.00 478.25 479.75 -2.75 574 8,514 +302
Mar03 020607 480.00 483.50 479.50 482.75 -1.00 940 6,153 +354
May03 020607 481.00 484.00 480.00 483.50 -1.50 1,394 7,520 +759
Total Volume and Open Interest 58,460 184,807 +2,868
Soybean Meal(CBOT)
Jul02 020607 168.50 169.50 167.50 168.10 -1.20 12,909 56,656 -1,603
Aug02 020607 163.60 164.80 163.40 163.60 -1.00 3,049 19,068 +804
Sep02 020607 159.80 160.70 159.20 160.00 -0.10 2,573 14,542 +263
Oct02 020607 155.80 156.60 155.00 155.40 -0.70 1,654 11,025 +405
Dec02 020607 153.30 154.80 152.70 153.40 unch 5,219 27,326 -331
Jan03 020607 152.20 153.60 151.70 153.00 +0.50 133 4,414 +16
Mar03 020607 150.50 151.80 150.20 151.50 +0.40 605 3,857 +213
May03 020607 148.50 149.50 148.50 149.00 +0.50 942 3,206 +184
Total Volume and Open Interest 27,690 143,552 +421
Soybean Oil(CBOT)
Jul02 020607 18.60 18.62 18.28 18.40 -0.33 15,744 64,591 +389
Aug02 020607 18.70 18.70 18.38 18.49 -0.34 3,406 19,139 +52
Sep02 020607 18.76 18.76 18.50 18.60 -0.32 1,537 11,079 +545
Oct02 020607 18.84 18.84 18.60 18.67 -0.32 780 7,301 -105
Dec02 020607 18.96 19.05 18.76 18.89 -0.31 3,747 25,363 +14
Jan03 020607 19.00 19.00 19.00 19.00 -0.29 274 4,142 +268
Mar03 020607 19.10 19.16 19.03 19.16 -0.29 268 2,377 +115
May03 020607 19.43 19.43 19.17 19.33 -0.25 790 2,938 +523
Total Volume and Open Interest 26,697 139,621 +1,693
Canola(WCE)
Jul02 020607 344.0 344.0 336.8 339.5 -5.8 5,441 14,808 -1,809
Sep02 020607 341.5 341.5 341.5 341.5 -7.5 0 16 +0
Nov02 020607 347.7 347.7 342.2 344.0 -6.7 7,029 25,717 +1,546
Jan03 020607 348.0 348.5 346.5 346.6 -6.8 30 1,310 +0
Mar03 020607 346.5 346.5 346.5 346.5 -6.6 5 365 +0
Total Volume and Open Interest 12,505 42,216 -263
Corn(CBOT)
Jul02 020607 208.00 208.25 206.50 206.75 -2.25 28,932 186,788 -2,388
Sep02 020607 214.75 215.25 213.50 213.75 -2.25 6,238 58,593 +1,788
Dec02 020607 223.75 223.75 222.00 222.50 -2.50 9,411 129,053 +654
Mar03 020607 231.50 231.50 230.50 230.75 -2.25 1,170 21,791 +306
May03 020607 234.00 234.75 233.50 233.75 -1.50 12 6,830 -4
Jul03 020607 237.25 237.50 236.50 237.00 -2.25 347 10,158 +45
Total Volume and Open Interest 46,318 428,803 +399
Wheat(CBOT)
Jul02 020607 278.00 278.50 274.00 275.00 -5.50 12,015 54,468 -1,223
Sep02 020607 286.00 286.00 282.00 283.50 -4.25 2,901 13,353 +763
Dec02 020607 294.50 294.75 291.75 293.00 -3.75 3,282 22,154 +356
Mar03 020607 297.00 297.00 295.00 296.00 -3.00 212 2,813 +53
May03 020607 292.50 293.00 291.50 291.50 -2.50 31 447 +21
Total Volume and Open Interest 18,614 95,006 +50
Wheat(KCBT)
Jul02 020607 299.00 300.00 296.00 298.00 -5.00 5,208 39,319 -2,334
Sep02 020607 304.00 304.00 300.75 303.00 -3.25 1,916 13,003 +348
Dec02 020607 306.00 307.00 304.50 306.00 -3.25 2,485 13,618 +103
Mar03 020607 309.00 310.00 308.25 309.00 -2.00 515 4,267 +259
May03 020607 310.50 310.50 310.50 310.50 -1.50 1 292 -1
Total Volume and Open Interest 10,128 71,966 -1,622
Wheat(MGE)
Jul02 020607 304.00 304.00 299.50 300.75 -4.75 1,971 11,704 -418
Sep02 020607 306.00 306.00 302.50 303.25 -3.75 909 5,507 -99
Dec02 020607 313.00 313.50 310.00 310.50 -2.75 221 3,576 +1
Mar03 020607 320.00 320.00 317.00 317.50 -4.00 238 1,287 +170
May03 020607 325.00 325.00 321.50 321.50 -4.50 265 330 +220
Total Volume and Open Interest 3,614 23,147 -136
Oats(CBOT)
Jul02 020607 197.25 199.50 196.00 196.50 -7.00 981 4,822 +152
Sep02 020607 157.00 157.00 151.00 152.00 -6.75 195 877 -16
Dec02 020607 143.50 143.50 140.00 140.25 -7.00 358 5,021 -19
Mar03 020607 145.00 145.00 143.00 143.00 -6.00 1 153 +0
Total Volume and Open Interest 1,535 10,876 +117
Rough Rice(CBOT)
Jul02 020607 4.08 4.10 3.95 3.97 -0.19 288 4,184 -32
Sep02 020607 4.35 4.35 4.21 4.22 -0.18 128 1,085 -15
Nov02 020607 4.45 4.53 4.44 4.46 -0.13 77 1,479 +37
Jan03 020607 4.68 4.73 4.67 4.67 -0.11 30 699 +6
Total Volume and Open Interest 543 8,485 -9
Live Cattle(CME)
Jun02 020607 61.625 61.625 60.650 60.900 -0.525 6,667 15,579 -1,460
Aug02 020607 61.475 61.500 60.650 61.075 -0.375 6,674 38,379 +2,095
Oct02 020607 64.325 64.325 63.750 63.775 -0.600 1,271 26,685 +223
Dec02 020607 66.175 66.250 65.700 65.775 -0.600 589 12,442 +55
Feb03 020607 66.800 67.200 66.700 67.000 -0.275 204 3,768 +90
Apr03 020607 68.525 68.525 68.000 68.325 -0.450 43 1,700 +21
Total Volume and Open Interest 15,448 98,553 +1,024
Feeder Cattle(CME)
Aug02 020607 75.400 75.650 74.800 74.950 -0.500 1,031 7,728 -44
Sep02 020607 74.900 75.050 74.450 74.600 -0.400 153 1,002 -27
Oct02 020607 75.000 75.250 74.750 74.875 -0.325 107 1,518 -43
Nov02 020607 75.750 75.750 75.400 75.400 -0.425 46 683 +5
Jan03 020607 75.450 75.450 75.300 75.350 -0.150 15 383 +6
Mar03 020607 75.050 75.050 75.050 75.050 unch 0 14 +0
Apr03 020607 74.950 74.950 74.950 74.950 -0.300 0 56 +0
Total Volume and Open Interest 1,352 11,384 -103
Lean Hogs(CME)
Jun02 020607 48.950 50.100 48.600 49.875 +1.075 3,294 3,555 -547
Jul02 020607 48.900 49.675 48.600 48.775 -0.350 4,552 12,734 +103
Aug02 020607 48.400 48.850 47.650 47.750 -0.675 1,617 6,101 +402
Oct02 020607 39.750 40.100 39.250 39.375 -0.450 358 3,281 +4
Dec02 020607 38.000 38.275 37.250 37.325 -0.500 494 3,168 +18
Feb03 020607 40.975 41.250 40.300 40.300 -0.350 13 525 +5
Apr03 020607 42.000 42.550 41.500 41.500 -0.150 0 30 +0
May03 020607 46.750 46.750 46.025 46.025 +0.325 0 1 +0
Total Volume and Open Interest 10,328 29,403 -15
Pork Bellies(CME)
Jul02 020607 55.550 56.125 54.750 54.825 -0.825 510 2,107 -77
Aug02 020607 55.500 55.900 54.600 54.600 -0.875 138 808 +30
Feb03 020607 60.000 60.000 60.000 60.000 unch 1 80 +1
Mar03 020607 60.000 60.000 60.000 60.000 unch 0 2 +0
May03 020607 60.750 60.750 60.750 60.750 unch 0 1 +0
Total Volume and Open Interest 649 2,998 -46
Cocoa(NYBOT)
Jul02 020607 1565 1566 1543 1549 -11 4,429 25,309 -920
Sep02 020607 1550 1554 1532 1536 -11 3,425 23,392 +777
Dec02 020607 1516 1520 1505 1510 -1 1,166 15,825 +152
Mar03 020607 1485 1486 1479 1484 +5 120 13,120 +108
May03 020607 1479 1479 1479 1479 +6 1 6,086 -1
Jul03 020607 1480 1480 1472 1472 +2 60 5,058 +60
Sep03 020607 1479 1479 1471 1471 +3 25 11,687 +25
Total Volume and Open Interest 9,257 107,099 +142
Coffee "C"(NYBOT)
Jul02 020607 50.00 50.10 48.75 49.15 -1.10 3,933 24,897 -753
Sep02 020607 52.60 52.90 51.60 51.90 -1.00 2,556 22,604 +517
Dec02 020607 55.40 55.60 54.70 54.85 -0.95 501 8,894 +85
Mar03 020607 57.80 57.95 57.10 57.15 -0.85 450 5,541 +68
May03 020607 59.30 59.30 58.40 58.60 -0.70 114 2,086 -12
Jul03 020607 60.40 60.40 59.50 59.50 -0.90 30 2,160 +20
Total Volume and Open Interest 7,600 67,627 -64
Orange Juice(NYBOT)
Jul02 020607 90.90 91.00 90.25 90.30 -1.05 648 10,406 +16
Sep02 020607 89.90 90.00 89.35 89.70 -0.70 364 5,695 +231
Nov02 020607 89.25 89.25 89.00 89.00 -0.85 44 2,860 +5
Jan03 020607 90.60 90.60 90.00 90.00 -0.85 0 3,767 +0
Mar03 020607 91.05 91.05 91.05 91.05 -0.55 0 2,313 +0
Total Volume and Open Interest 1,056 25,391 +252
Sugar #11(NYBOT)
Jul02 020607 5.56 5.68 5.52 5.62 +0.05 18,184 68,552 -2,875
Oct02 020607 5.48 5.59 5.46 5.56 +0.06 8,457 43,371 +1,693
Mar03 020607 5.75 5.82 5.74 5.81 +0.05 1,117 22,109 +142
May03 020607 5.76 5.80 5.74 5.80 +0.04 116 8,026 +8
Jul03 020607 5.66 5.70 5.66 5.70 +0.03 21 12,343 -13
Total Volume and Open Interest 27,983 165,105 -1,045
London Cocoa(LCE)
Jul02 020607 1277 1285 1269 1275 -2 1,306 41,101 -231
Sep02 020607 1243 1249 1235 1239 -4 957 38,804 +447
Dec02 020607 1140 1148 1138 1140 -2 369 19,369 -51
Mar03 020607 1119 1122 1119 1119 -1 114 35,098 -3
May03 020607 1135 1135 1130 1130 -1 102 6,566 +95
Jul03 020607 1143 1143 1143 1143 -1 5 6,677 +5
Sep03 020607 1145 1145 1143 1143 -2 10 3,940 +10
Total Volume and Open Interest 2,884 158,729 +293
London Coffee(LCE)
Jul02 020607 524.00 527.00 520.00 523.00 -3.00 2,020 26,202 -335
Sep02 020607 542.00 545.00 535.00 539.00 -4.00 2,093 39,479 +809
Nov02 020607 552.00 555.00 547.00 549.00 -4.00 254 18,537 +173
Jan03 020607 562.00 564.00 555.00 559.00 -4.00 232 11,553 +132
Mar03 020607 572.00 574.00 568.00 568.00 -4.00 24 8,234 -6
May03 020607 577.00 577.00 577.00 577.00 -4.00 16 3,642 -4
Total Volume and Open Interest 4,639 107,655 +769
London Sugar(LCE)
Aug02 020607 198.00 198.90 197.50 198.90 +0.80 2,768 19,259 +58
Oct02 020607 174.50 175.90 174.10 175.90 +0.90 1,811 10,348 -801
Dec02 020607 176.20 176.90 176.20 176.90 +0.90 311 3,076 +230
Mar03 020607 180.00 180.40 179.00 179.90 +0.40 106 4,400 -67
May03 020607 183.00 183.90 183.00 183.00 unch 118 2,032 +61
Total Volume and Open Interest 5,114 39,115 -519
Cotton(NYBOT)
Jul02 020607 39.00 39.35 38.65 39.15 -0.01 5,899 23,974 -729
Oct02 020607 40.75 41.55 40.75 41.30 +0.05 141 2,685 +25
Dec02 020607 42.70 43.40 42.60 43.24 +0.23 2,817 29,943 +562
Mar03 020607 44.45 45.00 44.40 45.00 +0.25 204 4,351 +56
May03 020607 46.95 47.35 46.95 47.35 +0.30 46 2,800 +24
Jul03 020607 48.50 48.50 48.50 48.50 +0.30 33 1,199 +14
Total Volume and Open Interest 9,140 65,614 -48
Lumber(CME)
Jul02 020607 263.7 265.5 258.1 259.8 -6.3 544 1,567 +144
Sep02 020607 270.0 270.0 266.1 266.5 -4.0 161 471 -9
Nov02 020607 271.5 271.5 267.5 268.8 -2.0 34 102 +0
Jan03 020607 282.3 282.4 282.2 282.4 -1.6 9 28 +5
Total Volume and Open Interest 753 2,181 +143
Crude Oil(NYM)
Jul02 020607 24.80 24.92 24.45 24.75 -0.04 102,811 144,345 -7,003
Aug02 020607 24.90 25.10 24.71 25.02 +0.04 64,140 68,564 -5,096
Sep02 020607 24.92 25.13 24.70 25.06 +0.03 24,579 39,707 -1,547
Oct02 020607 25.12 25.12 24.95 25.05 +0.02 9,944 28,404 +1,642
Nov02 020607 24.85 24.97 24.70 24.97 +0.02 3,383 16,099 +530
Dec02 020607 24.75 24.90 24.65 24.87 +0.02 11,731 49,577 +650
Jan03 020607 24.65 24.71 24.50 24.71 +0.02 1,320 23,030 -332
Feb03 020607 24.50 24.57 24.50 24.57 +0.02 334 10,137 -78
Mar03 020607 24.43 24.43 24.43 24.43 +0.02 600 8,664 +125
Apr03 020607 24.30 24.30 24.30 24.30 +0.02 220 5,253 +100
Total Volume and Open Interest 225,327 490,505 -10,725
Heating Oil(NYM)
Jul02 020607 63.40 63.70 62.40 63.17 -0.31 23,071 41,543 +1,555
Aug02 020607 64.25 64.60 63.30 64.29 -0.05 8,363 20,249 +1,600
Sep02 020607 65.15 65.35 64.85 65.24 unch 3,601 12,937 +369
Oct02 020607 66.19 66.25 66.00 66.19 unch 3,579 10,410 +1,035
Nov02 020607 67.04 67.20 66.80 67.09 +0.05 1,151 7,780 +612
Dec02 020607 67.74 67.90 67.50 67.84 +0.10 3,801 15,907 -249
Jan03 020607 68.14 68.60 67.75 68.24 +0.10 898 8,680 +396
Feb03 020607 67.99 68.25 67.75 68.09 +0.10 962 6,637 +427
Mar03 020607 66.89 67.20 66.50 66.99 +0.10 575 4,639 +245
Apr03 020607 65.44 65.90 65.25 65.49 +0.05 208 2,519 +163
Total Volume and Open Interest 46,325 136,879 +6,238
Unleaded Gas(NYM)
Jul02 020607 75.70 75.75 74.60 75.09 -0.61 28,320 49,326 -312
Aug02 020607 75.80 76.00 75.00 75.49 -0.33 11,712 25,593 +1,738
Sep02 020607 73.80 73.90 73.20 73.61 -0.31 3,930 17,079 +7
Oct02 020607 70.20 70.41 70.20 70.41 -0.26 442 12,232 +94
Nov02 020607 68.60 68.91 68.60 68.91 -0.21 197 1,629 +173
Dec02 020607 67.95 68.31 67.90 68.31 -0.21 392 3,534 -67
Jan03 020607 67.90 68.31 67.90 68.31 -0.21 208 1,967 +152
Feb03 020607 68.71 68.71 68.71 68.71 -0.21 8 267 +8
Total Volume and Open Interest 45,235 114,415 +1,816
Natural Gas(NYM)
Jul02 020607 3.150 3.220 3.150 3.204 +0.022 56,265 68,537 +6,230
Aug02 020607 3.220 3.280 3.215 3.269 +0.027 12,605 40,361 -618
Sep02 020607 3.250 3.305 3.245 3.294 +0.028 8,268 33,848 -239
Oct02 020607 3.290 3.335 3.270 3.324 +0.029 11,920 55,153 +935
Nov02 020607 3.560 3.600 3.550 3.594 +0.029 3,482 33,976 +242
Dec02 020607 3.795 3.840 3.790 3.832 +0.029 3,460 32,018 +855
Jan03 020607 3.890 3.930 3.875 3.922 +0.029 2,296 32,073 +226
Feb03 020607 3.835 3.865 3.825 3.862 +0.027 520 23,104 +76
Total Volume and Open Interest 117,081 558,121 +13,585
Brent Crude Oil(IPE)
Jul02 020607 24.05 24.25 23.90 23.99 -0.23 41,669 48,898 -1,374
Aug02 020607 24.32 24.45 24.18 24.30 -0.10 35,037 47,219 -2,304
Sep02 020607 24.37 24.47 24.25 24.36 -0.10 14,065 24,685 -1,612
Oct02 020607 24.35 24.36 24.21 24.28 -0.10 2,899 13,417 -356
Nov02 020607 24.10 24.15 24.10 24.15 -0.10 652 8,932 -218
Dec02 020607 24.00 24.11 23.93 24.03 -0.10 6,582 30,885 -411
Jan03 020607 23.94 23.94 23.86 23.86 -0.10 506 11,652 +0
Feb03 020607 23.65 23.72 23.65 23.72 -0.08 355 4,468 -213
Total Volume and Open Interest 102,970 221,496 -6,613
Gas Oil(IPE)
Jun02 020607 190.00 192.00 189.25 189.25 +1.50 14,424 26,191 -5,284
Jul02 020607 193.00 194.00 191.75 191.75 +1.00 15,684 39,456 -919
Aug02 020607 196.00 198.25 194.50 195.00 +1.00 4,496 15,510 +2,627
Sep02 020607 198.75 199.00 197.75 197.75 +1.25 749 10,372 +332
Oct02 020607 201.25 201.50 200.25 200.25 +1.25 2,388 13,746 +946
Nov02 020607 202.75 203.00 201.75 202.00 +1.50 59 13,101 +50
Dec02 020607 202.50 203.75 202.00 202.50 +1.50 4,545 33,159 +1,239
Jan03 020607 203.00 203.00 202.50 202.50 +1.50 209 6,745 -100
Total Volume and Open Interest 42,896 187,734 -919
US Dollar Index(NYBOT)
Jun02 020607 110.70 111.18 110.62 111.08 +0.21 1,186 5,530 -365
Sep02 020607 111.23 111.65 111.13 111.58 +0.20 1,073 7,536 +709
Dec02 020607 111.65 112.08 111.65 112.08 +0.20 11 72 +10
Total Volume and Open Interest 2,270 13,138 +354
Australian Dollar(IMM)
Jun02 020607 57.32 57.50 57.00 57.17 -0.27 6,880 35,635 -3,150
Sep02 020607 56.90 57.05 56.60 56.73 -0.27 7,013 12,515 +6,935
Dec02 020607 56.25 56.30 56.25 56.29 -0.27 0 476 +3
Total Volume and Open Interest 15,013 49,461 +4,303
British Pound(IMM)
Jun02 020607 146.14 146.28 145.84 145.90 unch 5,493 36,738 -2,361
Sep02 020607 145.36 145.44 145.02 145.08 +0.02 3,281 7,390 +3,212
Dec02 020607 144.10 144.24 144.10 144.24 +0.02 0 24 +0
Total Volume and Open Interest 8,774 44,152 +851
Canadian Dollar(IMM)
Jun02 020607 65.29 65.40 65.18 65.26 +0.06 8,510 60,326 -4,927
Sep02 020607 65.15 65.28 65.05 65.12 +0.06 5,667 25,771 +4,655
Dec02 020607 65.00 65.00 64.90 64.98 +0.06 176 2,757 +64
Mar03 020607 64.85 64.85 64.85 64.85 +0.06 81 583 +50
Total Volume and Open Interest 14,529 89,840 -105
Japanese Yen(IMM)
Jun02 020607 80.38 80.63 80.22 80.42 -0.09 24,253 78,840 -9,308
Sep02 020607 80.79 81.00 80.62 80.80 -0.09 5,824 15,011 +4,675
Dec02 020607 81.27 81.27 81.15 81.27 -0.09 3 717 +1
Total Volume and Open Interest 30,120 94,948 -4,592
Swiss Franc(IMM)
Jun02 020607 64.23 64.54 64.14 64.26 +0.08 11,827 50,592 +314
Sep02 020607 64.35 64.63 64.27 64.36 +0.08 3,464 7,718 +3,123
Dec02 020607 64.46 64.46 64.46 64.46 +0.08 2 87 +0
Total Volume and Open Interest 15,293 58,397 +3,437
EuroFX(IMM)
Jun02 020607 94.44 94.85 94.25 94.38 -0.15 18,740 126,398 -3,178
Sep02 020607 94.08 94.44 93.88 94.01 -0.15 6,579 19,744 +4,371
Dec02 020607 93.75 94.05 93.53 93.66 -0.15 69 1,111 -14
Total Volume and Open Interest 25,394 147,419 +1,181
Mexican Peso(IMM)
Jun02 020607 10212.0 10280.0 10195.0 10245.0 unch 3,888 23,814 -504
Sep02 020607 10035.0 10110.0 10020.0 10082.0 +5.0 1,550 5,552 +805
Total Volume and Open Interest 5,627 31,140 +480
30-Year T-Bonds(CBOT)
Jun02 020607 102~14 103~02 101~24 101~30 -0~19 35,738 89,530 -15,177
Sep02 020607 101~15 101~29 100~18 100~25 -0~18 236,931 358,200 +21,547
Dec02 020607 100~13 100~19 99~16 99~23 -0~18 1,139 30,112 +146
Total Volume and Open Interest 273,809 477,844 +6,516
Municipal Bonds(CBOT)
Jun02 020607 105~00 105~00 104~09 104~15 -0~09 369 6,627 -189
Sep02 020607 103~17 103~17 102~28 103~03 -0~07 402 2,102 +126
Total Volume and Open Interest 771 8,729 -63
10-Year T-Notes(CBOT)
Jun02 020607 107~080 107~190 106~200 106~260 -0~085 66,588 163,716 -17,457
Sep02 020607 105~260 106~040 105~050 105~110 -0~085 378,465 667,130 +21,925
Total Volume and Open Interest 445,368 831,124 +4,719
5-Year T-Notes(CBOT)
Jun02 020607 107~220 107~275 107~080 107~115 -0~045 71,078 138,155 -48,703
Sep02 020607 106~130 106~180 105~270 106~005 -0~045 114,899 486,380 +42,327
Total Volume and Open Interest 185,977 624,535 -6,376
2 Year T-Notes(CBOT)
Jun02 020607 105~024 105~032 105~001 105~008 -0~004 9,757 17,578 -5,511
Sep02 020607 104~049 104~057 104~024 104~032 -0~004 12,341 85,925 +3,782
Total Volume and Open Interest 22,098 103,503 -1,729
3-Mth T-Bills(IMM)
Sep02 020607 98.07 98.07 98.02 98.02 +0.02 17 109 +5
Total Volume and Open Interest 27 415 +2
Eurodollars(IMM)
Jun02 020607 98.092 98.095 98.085 98.090 +0.005 83,125 638,388 +3,400
Sep02 020607 97.770 97.800 97.720 97.755 +0.025 129,391 647,779 -4,257
Dec02 020607 97.235 97.265 97.155 97.195 +0.005 250,183 747,823 -23,596
Mar03 020607 96.670 96.680 96.560 96.600 -0.010 125,004 516,126 +1,942
Jun03 020607 96.120 96.140 95.995 96.030 -0.035 60,642 306,381 -441
Sep03 020607 95.700 95.710 95.560 95.595 -0.050 32,433 256,908 +4,115
Dec03 020607 95.375 95.390 95.235 95.265 -0.070 20,719 195,852 +991
Mar04 020607 95.195 95.210 95.045 95.070 -0.085 15,700 174,149 +1,055
Jun04 020607 95.020 95.040 94.885 94.900 -0.080 9,717 143,297 +1,717
Sep04 020607 94.865 94.865 94.735 94.745 -0.080 7,743 132,390 -269
Dec04 020607 94.690 94.690 94.560 94.570 -0.080 7,884 107,001 +2,066
Mar05 020607 94.590 94.610 94.480 94.495 -0.075 7,299 100,543 +999
Total Volume and Open Interest 819,614 4,522,248 -8,802
3-Mth Euro-Yen(IMM)
Jun02 020607 99.93 99.93 99.93 99.93 unch 1,854 13,303 +608
Sep02 020607 99.91 99.91 99.91 99.91 unch 1,820 5,958 +10
Dec02 020607 99.89 99.90 99.89 99.89 unch 31 3,739 -3
Mar03 020607 99.85 99.85 99.84 99.84 unch 100 2,642 -3
Jun03 020607 99.84 99.84 99.84 99.84 unch 126 3,355 +126
Sep03 020607 99.80 99.80 99.80 99.80 +0.01 10 7,813 -4
Dec03 020607 99.75 99.75 99.75 99.75 +0.01 13 1,621 +11
Mar04 020607 99.68 99.68 99.68 99.68 unch 10 693 +15
Jun04 020607 99.64 99.64 99.64 99.64 unch 50 297 +0
Sep04 020607 99.56 99.56 99.56 99.56 unch 30 430 +30
Total Volume and Open Interest 4,194 40,423 +940
3-Mth Euro-Yen(SIMEX)
Jun02 020607 99.93 99.93 99.93 99.93 +0.00 3,871 75,509 -5,646
Sep02 020607 99.91 99.91 99.90 99.90 unch 66 36,376 -126
Dec02 020607 99.89 99.89 99.89 99.89 +0.01 4,333 37,414 +3,733
Mar03 020607 99.83 99.85 99.83 99.84 +0.01 119 33,334 +94
Jun03 020607 99.85 99.85 99.85 99.85 +0.01 4 49,598 +0
Sep03 020607 99.79 99.81 99.79 99.80 +0.01 33 32,684 -14
Dec03 020607 99.74 99.75 99.74 99.75 +0.01 61 12,881 +22
Mar04 020607 99.68 99.69 99.68 99.69 +0.01 10 13,518 +0
Total Volume and Open Interest 8,497 303,047 -1,937
German Euro-Bund(EUREX)
Jun02 020606 106.17 106.18 105.99 106.02 -0.22 629,862 104,206 -251,439
Sep02 020607 106.15 106.29 105.81 105.90 -0.09 785,863 630,245 +48,240
Dec02 020607 105.47 105.47 105.32 105.32 -0.10 1,986 875 +192
Total Volume and Open Interest 888,206 631,120 -55,774
German Euro-Bobl(EUREX)
Jun02 020606 105.16 105.16 104.97 105.01 -0.12 370,037 62,155 -203,829
Sep02 020607 105.07 105.09 104.87 104.92 unch 510,367 465,081 +35,811
Dec02 020607 104.30 104.30 104.30 104.30 -0.02 676 355 +0
Total Volume and Open Interest 571,522 465,436 -26,344
Long Gilt(LIFFE)
Jun02 020607 112~09 112~09 111~29 111~30 -0~01 3,669 21,165 -1,268
Sep02 020607 111~15 111~16 111~01 111~04 -0~01 26,888 82,226 +5,353
Total Volume and Open Interest 30,557 103,391 +4,085
3-Mth Short Sterling(LIFFE)
Jun02 020607 95.78 95.79 95.77 95.79 +0.03 81,040 0 +0
Sep02 020607 95.39 95.41 95.36 95.38 +0.03 71,963 0 +0
Dec02 020607 94.99 95.04 94.99 95.01 +0.05 34,501 0 +0
Total Volume and Open Interest 228,717    
3-Mth Euribor(LIFFE)
Jun02 020607 96.530 96.535 96.510 96.520 +0.005 147,014 394,891 -16,586
Sep02 020607 96.270 96.280 96.225 96.245 +0.005 158,033 378,742 +13,333
Dec02 020607 95.950 95.970 95.915 95.930 +0.010 144,189 300,369 +7,000
Total Volume and Open Interest 589,054 1,846,963 +15,871
3-Mth Aus T-Bills(SFE)
Jun02 020607 94.94 94.99 94.94 94.96 +0.02 10,036 187,985 -5,839
Sep02 020607 94.39 94.42 94.38 94.40 +0.07 15,530 196,080 -6,558
Dec02 020607 94.03 94.07 94.03 94.05 +0.09 6,663 99,352 +592
Mar03 020607 93.82 93.91 93.82 93.90 +0.10 1,873 42,893 +812
Jun03 020607 93.80 93.83 93.80 93.81 +0.09 656 21,657 -247
Sep03 020607 93.74 93.77 93.74 93.75 +0.08 602 13,816 -259
Dec03 020607 93.72 93.72 93.69 93.69 +0.06 267 11,030 -410
Mar04 020607 93.67 93.67 93.66 93.66 +0.07 253 5,932 -100
Jun04 020607 93.65 93.65 93.63 93.63 +0.08 0 2,037 -78
Sep04 020607 93.60 93.60 93.60 93.60 +0.07 0 1,308 -31
Total Volume and Open Interest 35,930 583,656 -12,214
10-Year Aus T-Bonds(SFE)
Jun02 020607 93.86 93.91 93.85 93.89 +0.10 2,522 280,740 +1,194
Sep02 020607 93.83 93.85 93.83 93.83 +0.10 397 1,078 +190
Total Volume and Open Interest 15,909 280,434 -14,116
3-Year Aus T-Bonds(SFE)
Jun02 020607 94.09 94.15 94.08 94.14 +0.12 49,910 840,939 -43,051
Sep02 020607 93.99 94.02 93.99 94.01 +0.12 0 8,122 -2
Total Volume and Open Interest 49,910 849,061 -43,053
Gold(CMX)
Jun02 020607 326.3 327.5 323.9 324.6 -0.3 190 1,870 -752
Aug02 020607 326.8 328.8 324.3 325.4 -0.4 34,139 113,116 +3,736
Oct02 020607 329.5 330.0 325.8 326.4 -0.4 90 5,424 -2
Dec02 020607 329.0 331.0 326.2 327.3 -0.4 2,982 27,407 -843
Feb03 020607 331.0 331.0 328.3 328.3 -0.4 40 7,763 +4
Apr03 020607 329.2 329.2 329.2 329.2 -0.4 23 2,721 +0
Total Volume and Open Interest 38,307 179,771 +2,880
Silver(CMX)
Jul02 020607 501.0 505.5 495.5 498.0 -1.5 12,043 70,932 +451
Sep02 020607 502.5 507.5 497.5 499.9 -1.5 482 9,906 +94
Dec02 020607 508.0 510.0 499.0 501.8 -1.6 912 10,758 +292
Mar03 020607 508.0 508.0 501.0 503.6 -1.5 15 1,651 -4
May03 020607 504.9 504.9 504.9 504.9 -1.5 12 1,134 -5
Total Volume and Open Interest 13,503 101,131 +814
Platinum(NYM)
Jul02 020607 567.0 569.8 561.2 563.6 -0.1 1,036 6,476 +284
Oct02 020607 566.0 566.0 556.0 556.6 -0.1 77 233 +50
Jan03 020607 553.6 553.6 553.6 553.6 +0.6 0 3 +0
Total Volume and Open Interest 1,113 6,712 +334
Palladium(NYME)
Jun02 020607 358.00 358.00 351.40 351.40 -1.60 1 93 +1
Sep02 020607 356.00 358.00 350.25 351.40 -1.60 96 1,568 +5
Total Volume and Open Interest 97 1,661 +6
Copper(CMX)
Jul02 020607 77.80 78.05 77.30 78.00 +0.10 8,469 50,793 +1,549
Sep02 020607 78.45 78.55 77.85 78.55 +0.10 565 9,180 +158
Dec02 020607 79.00 79.10 78.50 79.10 +0.10 131 9,158 -26
Mar03 020607 79.40 79.65 79.40 79.65 +0.15 25 1,960 +4
May03 020607 80.05 80.05 80.05 80.05 +0.20 21 1,894 -7
Total Volume and Open Interest 9,848 86,797 +1,789
DJIA Index(CBOT)
Jun02 020607 9495 9640 9470 9590 -40 24,992 32,928 -568
Sep02 020607 9490 9635 9475 9590 -40 693 2,174 +217
Dec02 020607 9490 9630 9490 9597 -40 13 194 +2
Mar03 020607 9632 9632 9632 9632 -40 0 1 +0
Total Volume and Open Interest 25,698 35,322 -349
S & P 500(CME)
Jun02 020607 1014.00 1033.80 1012.20 1028.30 -1.20 87,696 398,588 -4,767
Sep02 020607 1014.00 1034.00 1013.50 1029.40 -1.20 21,851 156,957 +8,794
Dec02 020607 1017.00 1031.40 1017.00 1031.40 -1.30 1,110 13,643 +609
Mar03 020607 1035.40 1035.40 1035.40 1035.40 -1.30 0 95 -3
Total Volume and Open Interest 110,659 569,458 +4,633
S & P 500 E-Mini(Globex)
Jun02 020607 1016.00 1034.00 1010.25 1028.25 -1.25 484,645 239,798 +8,124
Sep02 020607 1020.00 1034.75 1012.50 1029.50 -1.00 6,475 11,304 +3,364
Total Volume and Open Interest 491,120 251,102 +11,488
NASDAQ 100(CME)
Jun02 020607 1112.00 1157.00 1107.00 1137.50 -26.00 15,976 67,664 +567
Sep02 020607 1126.00 1154.00 1116.00 1143.00 -26.00 417 2,348 +333
Dec02 020607 1148.00 1148.00 1148.00 1148.00 -26.50 0 21 +0
Total Volume and Open Interest 16,393 70,033 +900
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020607 1121.0 1158.0 1106.0 1137.5 -26.0 226,297 187,004 +3,755
Sep02 020607 1147.0 1160.0 1114.5 1143.0 -26.0 321 288 +123
Total Volume and Open Interest 226,618 187,292 +3,878
NYSE Composite(NYBOT)
Jun02 020607 543.00 552.00 543.00 551.50 +1.00 1,263 2,816 -338
Sep02 020607 543.00 553.75 543.00 551.90 +1.00 70 500 +0
Dec02 020607 552.30 552.30 552.30 552.30 +1.00 0 200 +0
Total Volume and Open Interest 1,333 3,516 -338
S & P Midcap 400(CME)
Jun02 020607 497.00 510.75 497.00 508.75 +4.25 1,495 15,081 -527
Sep02 020607 509.95 509.95 509.95 509.95 +4.15 304 765 +304
Dec02 020607 513.10 513.10 513.10 513.10 +4.15      
Total Volume and Open Interest 1,799 15,846 -223
Russell 2000(CME)
Jun02 020607 457.50 471.50 457.50 469.00 +4.25 2,798 25,988 -521
Sep02 020607 459.50 471.00 459.50 469.50 +4.05 64 194 +62
Dec02 020607 471.50 471.50 471.50 471.50 +4.05      
Total Volume and Open Interest 2,862 26,182 -459
Value Line(KCBT)
Jun02 020607 1172.00 1208.00 1172.00 1199.00 +7.00 99 271 +18
Total Volume and Open Interest 109 289 +24
Nikkei 225(CME)
Jun02 020607 11390 11500 11340 11480 -10 2,467 21,623 -681
Sep02 020607 11400 11520 11360 11495 -10 404 908 +344
Total Volume and Open Interest 2,871 22,564 -337
Nikkei 225(SIMEX)
Jun02 020607 11470 11470 11355 11445 -140 15,806 99,106 -81
Sep02 020607 11450 11455 11380 11440 -145 1,579 6,863 +1,538
Dec02 020607 11415 11415 11415 11415 -145 0 149 +0
Total Volume and Open Interest 17,385 106,419 +1,457
CAC 40(MATIF)
Jun02 020607 4045.0 4063.0 3969.0 4014.0 -85.0 60,058 438,518 +9,506
Jul02 020607 4021.0 4021.0 4021.0 4021.0 -85.5 3 513 +512
Aug02 020607 4032.0 4032.0 4032.0 4032.0 -85.5      
Total Volume and Open Interest 60,575 504,303 +10,021
DAX Index(EUREX)
Jun02 020607 4548.0 4611.5 4518.5 4602.5 -42.0 68,965 246,764 -809
Sep02 020607 4581.5 4649.0 4565.0 4642.5 -42.5 3,208 13,040 +2,378
Dec02 020607 4636.5 4687.5 4609.0 4687.5 -44.0 314 3,239 +171
Total Volume and Open Interest 72,487 263,043 +1,740
FT-SE 100(LIFFE)
Jun02 020607 4900.00 4930.00 4853.00 4909.50 -56.50 43,468 327,805 -992
Sep02 020607 4912.00 4925.00 4869.00 4920.00 -58.00 3,962 26,958 +2,113
Dec02 020607 4949.50 4958.50 4944.00 4958.50 -60.00 750 10,321 +6
Total Volume and Open Interest 48,443 369,347 +877
SPI 200(SFE)
Jun02 020607 3316.0 3342.0 3315.0 3335.0 +2.0 9,849 164,353 +5,027
Sep02 020607 3335.0 3352.0 3335.0 3349.0 +1.0 1,300 5,725 +1,130
Dec02 020607 3366.0 3366.0 3366.0 3366.0 +1.0 82 1,418 +78
Total Volume and Open Interest 11,233 172,722 +6,084
GSCI(CME)
Jun02 020607 193.00 193.00 191.10 192.00 -1.35 1,136 19,820 +2
Jul02 020607 193.75 193.95 193.20 193.95 -1.20 1,015 819 +759
Aug02 020607 193.25 193.25 193.25 193.25 -1.00 0 5 +0
Total Volume and Open Interest 2,151 20,644 +761
Bridge CRB Index(NYBOT)
Aug02 020607 204.50 204.50 204.05 204.20 -1.00 34 182 +13
Nov02 020607 206.50 206.50 206.15 206.15 -0.80 0 54 +0
Jan03 020607 208.10 208.10 208.10 208.10 -0.60      
Total Volume and Open Interest 67 401 +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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