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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 Thu June 20, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020620 492.00 492.50 487.00 487.50 -4.00 36,058 65,241 -4,168
Aug02 020620 488.50 489.00 483.50 483.75 -3.75 9,280 25,780 +2,663
Sep02 020620 476.00 478.25 473.50 473.75 -2.75 1,003 12,003 -183
Nov02 020620 470.00 472.00 467.00 467.25 -3.25 12,963 56,845 +2,325
Jan03 020620 473.50 475.00 470.00 470.00 -3.00 241 9,102 +125
Mar03 020620 476.00 477.00 473.00 473.00 -4.00 137 6,846 +8
May03 020620 477.00 477.50 473.00 473.50 -4.50 633 9,522 +438
Total Volume and Open Interest 60,587 189,918 +1,260
Soybean Meal(CBOT)
Jul02 020620 165.30 165.70 164.30 164.60 -0.60 11,664 39,166 -1,516
Aug02 020620 162.60 163.20 161.40 161.60 -0.80 5,472 22,162 +938
Sep02 020620 159.30 159.70 158.20 158.30 -0.70 975 16,877 -98
Oct02 020620 155.40 155.90 154.40 154.50 -0.50 555 11,976 +115
Dec02 020620 154.20 154.70 153.10 153.30 -0.40 4,888 33,488 +1,594
Jan03 020620 153.50 154.00 152.50 152.50 -0.60 145 4,808 +99
Mar03 020620 152.20 152.30 151.10 151.10 -0.80 84 4,449 +0
May03 020620 150.80 151.00 149.50 149.70 -0.70 999 5,090 +491
Total Volume and Open Interest 25,319 141,915 +1,782
Soybean Oil(CBOT)
Jul02 020620 17.78 17.80 17.65 17.66 -0.20 19,225 41,955 -5,562
Aug02 020620 17.89 17.91 17.76 17.77 -0.19 6,184 21,821 +1,033
Sep02 020620 18.00 18.01 17.88 17.89 -0.18 619 11,796 -92
Oct02 020620 18.08 18.12 17.99 17.99 -0.18 452 7,663 +258
Dec02 020620 18.28 18.35 18.20 18.21 -0.19 5,379 26,186 +1,216
Jan03 020620 18.33 18.46 18.33 18.35 -0.19 78 3,799 +4
Mar03 020620 18.65 18.65 18.55 18.58 -0.15 8 2,862 +0
May03 020620 18.71 18.80 18.60 18.66 -0.21 439 3,932 +304
Total Volume and Open Interest 32,635 122,697 -2,793
Canola(WCE)
Jul02 020620 333.2 335.0 333.2 334.3 +0.4 728 7,427 -802
Sep02 020620 337.0 337.0 337.0 337.0 -0.1 0 116 +0
Nov02 020620 340.9 341.5 339.6 340.8 +0.4 1,851 26,557 +108
Jan03 020620 343.8 343.8 343.8 343.8 +0.7 21 1,407 +10
Mar03 020620 344.0 344.0 344.0 344.0 +1.5 0 455 +0
Total Volume and Open Interest 2,600 35,977 -684
Corn(CBOT)
Jul02 020620 210.25 211.25 209.75 210.00 +1.25 40,657 131,444 -6,979
Sep02 020620 217.00 218.50 216.50 217.00 +1.75 12,085 101,545 +5,733
Dec02 020620 226.50 227.75 226.00 226.25 +2.00 12,153 143,891 +621
Mar03 020620 233.75 235.25 233.75 234.50 +2.00 520 23,072 +90
May03 020620 238.00 238.50 237.50 237.75 +2.00 221 7,710 +90
Jul03 020620 239.50 240.75 239.50 240.50 +2.00 411 11,622 +81
Total Volume and Open Interest 66,436 436,345 -267
Wheat(CBOT)
Jul02 020620 291.25 294.00 290.50 291.25 -0.25 15,412 34,609 -1,865
Sep02 020620 298.50 301.00 298.00 298.50 +0.50 5,753 32,559 +1,987
Dec02 020620 304.50 308.75 304.00 306.50 +1.75 5,152 25,685 -388
Mar03 020620 305.00 308.00 305.00 307.75 +2.25 616 3,573 +77
May03 020620 301.50 302.00 301.00 302.00 +2.50 51 547 +21
Total Volume and Open Interest 27,180 100,099 -85
Wheat(KCBT)
Jul02 020620 311.50 314.00 311.00 312.25 +1.75 10,364 20,640 -6,434
Sep02 020620 313.50 316.50 313.50 315.00 +2.25 4,725 24,588 +1,927
Dec02 020620 318.50 320.50 317.00 318.25 +1.50 4,018 19,735 +2,181
Mar03 020620 317.00 318.00 315.00 316.50 +1.50 685 4,637 +466
May03 020620 315.00 315.00 314.50 314.50 -0.50 46 374 +42
Total Volume and Open Interest 19,878 71,665 -1,817
Wheat(MGE)
Jul02 020620 303.00 305.50 302.25 305.25 +4.25 2,806 8,164 -658
Sep02 020620 303.50 306.00 303.00 305.50 +3.25 1,815 6,784 +528
Dec02 020620 309.00 309.00 307.50 308.75 +1.75 286 4,166 +133
Mar03 020620 313.50 313.50 311.00 312.50 +0.50 374 2,022 +280
May03 020620 316.00 316.00 313.00 314.25 +0.25 10 696 +3
Total Volume and Open Interest 5,346 22,837 +269
Oats(CBOT)
Jul02 020620 192.75 193.00 185.00 185.25 -3.00 866 4,067 -92
Sep02 020620 152.00 152.00 147.25 148.75 unch 279 1,109 +120
Dec02 020620 143.00 144.00 141.50 141.50 unch 368 5,254 +92
Mar03 020620 146.00 146.00 146.00 146.00 +2.00 0 190 +0
Total Volume and Open Interest 1,513 10,628 +120
Rough Rice(CBOT)
Jul02 020620 4.01 4.02 3.96 4.01 -0.01 263 2,511 -92
Sep02 020620 4.28 4.29 4.22 4.27 unch 199 1,623 +97
Nov02 020620 4.49 4.49 4.44 4.48 -0.01 40 1,952 +34
Jan03 020620 4.68 4.68 4.68 4.68 -0.01 0 935 +0
Total Volume and Open Interest 502 8,229 +41
Live Cattle(CME)
Jun02 020620 64.050 64.200 63.750 64.075 -0.050 1,490 4,303 -741
Aug02 020620 63.850 64.000 63.325 63.725 -0.075 3,775 37,524 -317
Oct02 020620 65.450 65.650 65.125 65.475 +0.100 589 25,093 -149
Dec02 020620 66.750 67.050 66.700 66.900 +0.025 712 14,006 +182
Feb03 020620 68.200 68.450 68.100 68.400 +0.100 224 3,997 +71
Apr03 020620 69.300 69.650 69.050 69.600 +0.075 191 2,048 +9
Total Volume and Open Interest 6,985 86,979 -942
Feeder Cattle(CME)
Aug02 020620 78.000 78.000 77.400 77.600 -0.450 1,002 7,135 -72
Sep02 020620 77.400 77.550 77.200 77.450 -0.325 90 850 +4
Oct02 020620 77.800 77.800 77.300 77.600 -0.400 88 1,468 -7
Nov02 020620 78.100 78.150 77.750 78.000 -0.400 44 661 +0
Jan03 020620 77.600 77.600 77.600 77.600 -0.275 18 415 +6
Mar03 020620 76.650 76.650 76.550 76.550 -0.400 2 25 +1
Apr03 020620 76.500 76.500 76.500 76.500 -0.300 1 68 -1
Total Volume and Open Interest 1,245 10,622 -69
Lean Hogs(CME)
Jul02 020620 50.950 51.725 50.850 51.575 +1.225 3,425 8,883 +28
Aug02 020620 49.000 49.650 48.900 49.175 +0.800 2,844 11,257 +661
Oct02 020620 40.050 40.500 40.000 40.050 +0.200 440 4,084 +225
Dec02 020620 37.950 38.200 37.750 37.800 +0.075 650 3,707 +50
Feb03 020620 41.350 41.500 41.200 41.250 +0.350 172 631 -41
Apr03 020620 42.750 42.750 42.750 42.750 +0.250 0 85 +0
May03 020620 47.750 47.750 47.750 47.750 +0.250 0 3 +0
Jun03 020620 52.000 52.000 51.750 51.750 +0.050 3 23 +2
Total Volume and Open Interest 7,534 28,673 +925
Pork Bellies(CME)
Jul02 020620 64.000 65.725 64.000 65.100 +1.900 530 1,737 -53
Aug02 020620 63.600 65.000 63.600 64.450 +1.450 247 1,026 +26
Feb03 020620 62.800 62.900 62.500 62.550 +0.225 11 107 +4
Mar03 020620 60.500 60.500 60.500 60.500 unch 1 3 +1
May03 020620 59.750 59.750 59.750 59.750 unch 0 3 +0
Total Volume and Open Interest 789 2,876 -22
Cocoa(NYBOT)
Jul02 020620 1500 1545 1498 1545 +49 154 901 -81
Sep02 020620 1522 1580 1515 1573 +55 3,772 29,018 -462
Dec02 020620 1510 1565 1502 1553 +50 1,267 19,823 +240
Mar03 020620 1496 1538 1496 1538 +46 345 14,816 +160
May03 020620 1499 1538 1493 1538 +46 1,077 6,496 +297
Jul03 020620 1533 1533 1533 1533 +38 0 5,231 +0
Sep03 020620 1500 1546 1500 1546 +45 552 11,776 -74
Total Volume and Open Interest 7,212 95,074 +123
Coffee "C"(NYBOT)
Jul02 020620 46.50 48.25 46.15 47.80 +1.35 8,751 2,583 -4,237
Sep02 020620 49.40 50.75 48.70 50.35 +1.10 8,953 43,637 +3,809
Dec02 020620 52.50 53.90 51.95 53.50 +1.05 969 11,536 +222
Mar03 020620 55.10 56.50 54.70 55.80 +0.80 331 5,879 +26
May03 020620 56.55 57.10 56.45 57.10 +0.65 47 2,322 +16
Jul03 020620 58.00 58.30 57.75 58.30 +0.55 17 2,405 +1
Total Volume and Open Interest 19,084 69,990 -152
Orange Juice(NYBOT)
Jul02 020620 91.05 93.25 91.00 92.75 +1.55 1,605 7,331 -919
Sep02 020620 90.60 92.10 90.45 91.70 +1.15 1,642 10,215 +1,310
Nov02 020620 89.95 91.20 89.95 91.20 +1.25 5 3,138 -6
Jan03 020620 91.45 92.00 91.45 92.00 +1.05 0 3,761 +0
Mar03 020620 91.80 92.75 91.80 92.75 +1.20 10 2,372 +10
Total Volume and Open Interest 3,262 27,167 +395
Sugar #11(NYBOT)
Jul02 020620 5.06 5.11 4.99 5.02 -0.03 13,052 31,437 -3,138
Oct02 020620 5.01 5.04 4.92 4.94 -0.07 12,258 68,066 +3,066
Mar03 020620 5.35 5.38 5.28 5.30 -0.05 2,682 22,979 -32
May03 020620 5.36 5.37 5.28 5.28 -0.06 461 7,858 +146
Jul03 020620 5.26 5.26 5.15 5.15 -0.07 1,084 12,954 +546
Total Volume and Open Interest 30,967 154,700 +856
London Cocoa(LCE)
Jul02 020620 1280 1306 1270 1300 +24 560 34,652 -264
Sep02 020620 1252 1286 1242 1279 +29 1,209 43,978 +397
Dec02 020620 1148 1175 1140 1173 +25 1,416 19,165 -33
Mar03 020620 1125 1153 1120 1151 +25 1,034 37,073 +453
May03 020620 1133 1160 1133 1160 +24 381 6,841 +22
Jul03 020620 1163 1174 1163 1174 +24 7 6,615 -5
Sep03 020620 1175 1175 1175 1175 +24 9 4,365 +0
Total Volume and Open Interest 4,634 160,100 +570
London Coffee(LCE)
Jul02 020620 509.00 510.00 508.00 509.00 +1.00 1,050 17,637 -401
Sep02 020620 524.00 527.00 524.00 525.00 +1.00 1,646 43,106 +272
Nov02 020620 538.00 540.00 537.00 538.00 +1.00 974 21,570 +286
Jan03 020620 549.00 549.00 546.00 547.00 unch 214 12,514 +23
Mar03 020620 556.00 558.00 556.00 556.00 unch 14 8,358 +14
May03 020620 568.00 569.00 566.00 566.00 unch 333 4,664 +105
Total Volume and Open Interest 4,243 108,024 +311
London Sugar(LCE)
Aug02 020620 188.00 188.50 187.00 187.20 -0.40 3,394 17,750 +144
Oct02 020620 166.50 166.50 164.30 164.30 -2.20 616 12,897 +205
Dec02 020620 167.00 167.00 164.80 164.80 -2.70 140 3,437 +25
Mar03 020620 170.50 170.50 168.00 168.20 -2.00 126 4,772 +52
May03 020620 173.50 173.50 171.10 171.20 -2.20 22 2,230 -8
Total Volume and Open Interest 4,314 41,122 +434
Cotton(NYBOT)
Jul02 020620 39.80 42.85 39.80 42.85 +3.00 2,908 5,073 -2,034
Oct02 020620 42.50 45.47 42.50 45.47 +3.00 479 3,192 -49
Dec02 020620 44.40 47.24 44.35 47.24 +3.00 4,763 41,665 +1,035
Mar03 020620 46.50 49.16 46.49 49.16 +3.00 861 5,621 -29
May03 020620 49.80 52.20 49.80 52.20 +3.00 742 2,917 -64
Jul03 020620 50.50 53.40 50.50 53.40 +3.00 143 1,328 +26
Total Volume and Open Interest 9,918 60,497 -1,098
Lumber(CME)
Jul02 020620 269.0 276.8 268.0 276.2 +7.7 277 1,480 -33
Sep02 020620 272.5 280.9 272.5 279.7 +6.7 144 590 +20
Nov02 020620 277.0 279.6 277.0 279.2 +6.3 14 119 +2
Jan03 020620 287.0 292.3 287.0 292.3 +4.4 8 47 +4
Total Volume and Open Interest 452 2,258 -2
Crude Oil(NYM)
Jul02 020620 25.60 25.70 25.10 25.53 +0.22 58,779 27,563 -15,194
Aug02 020620 25.80 26.00 25.35 25.95 +0.37 115,661 146,486 +8,676
Sep02 020620 25.73 25.95 25.33 25.90 +0.39 29,086 56,664 +5,183
Oct02 020620 25.65 25.88 25.36 25.81 +0.39 6,459 26,839 -615
Nov02 020620 25.55 25.71 25.30 25.71 +0.39 1,484 15,732 +155
Dec02 020620 25.45 25.59 25.15 25.59 +0.39 9,596 53,986 +867
Jan03 020620 25.25 25.40 25.00 25.40 +0.39 1,706 19,960 +396
Feb03 020620 24.88 25.23 24.86 25.23 +0.41 1,144 9,810 +417
Mar03 020620 25.06 25.06 25.06 25.06 +0.43 765 8,438 -31
Apr03 020620 24.49 24.91 24.49 24.91 +0.43 110 5,513 +33
Total Volume and Open Interest 227,436 468,137 -497
Heating Oil(NYM)
Jul02 020620 65.80 66.15 64.70 66.03 +0.79 17,077 22,017 -2,462
Aug02 020620 66.50 66.80 65.30 66.61 +0.79 11,190 32,840 +505
Sep02 020620 67.20 67.41 66.40 67.41 +0.79 2,735 14,100 +256
Oct02 020620 68.00 68.26 67.45 68.26 +0.79 728 9,498 +83
Nov02 020620 68.90 69.11 68.10 69.11 +0.84 327 8,001 +62
Dec02 020620 69.60 69.76 68.60 69.76 +0.84 945 18,221 +179
Jan03 020620 69.80 70.11 69.00 70.11 +0.89 923 8,458 -201
Feb03 020620 69.55 69.91 68.90 69.91 +0.94 430 7,887 -20
Mar03 020620 68.35 68.66 67.75 68.66 +0.94 14 5,115 +7
Apr03 020620 66.65 67.01 66.35 67.01 +0.94 96 2,500 +20
Total Volume and Open Interest 34,477 135,802 -1,563
Unleaded Gas(NYM)
Jul02 020620 77.40 77.40 75.30 76.96 +0.12 20,030 36,536 -1,599
Aug02 020620 77.60 77.80 75.80 77.33 +0.24 15,361 40,141 -543
Sep02 020620 76.30 76.30 74.60 76.18 +0.61 2,737 17,636 +274
Oct02 020620 72.15 73.03 72.05 73.03 +0.96 938 12,411 +55
Nov02 020620 71.33 71.33 71.33 71.33 +1.01 154 1,811 +78
Dec02 020620 69.80 70.53 69.00 70.53 +1.06 679 3,570 +188
Jan03 020620 70.00 70.43 70.00 70.43 +1.09 31 2,066 +22
Feb03 020620 70.63 70.63 70.63 70.63 +1.09 0 272 +0
Total Volume and Open Interest 40,601 118,386 -979
Natural Gas(NYM)
Jul02 020620 3.370 3.380 3.165 3.216 -0.098 47,622 42,405 -750
Aug02 020620 3.420 3.440 3.230 3.276 -0.111 11,675 46,779 +1,073
Sep02 020620 3.465 3.465 3.275 3.307 -0.110 6,754 30,760 -842
Oct02 020620 3.500 3.505 3.300 3.349 -0.108 4,014 48,061 -1,482
Nov02 020620 3.780 3.780 3.610 3.644 -0.093 1,769 32,507 +88
Dec02 020620 4.035 4.035 3.860 3.904 -0.080 2,431 31,627 -513
Jan03 020620 4.120 4.120 3.970 4.004 -0.070 2,137 28,989 -567
Feb03 020620 4.070 4.070 3.920 3.951 -0.059 818 23,895 +301
Total Volume and Open Interest 97,565 522,916 -654
Brent Crude Oil(IPE)
Aug02 020620 24.72 25.10 24.52 25.07 +0.52 45,006 72,477 -505
Sep02 020620 24.79 25.10 24.58 25.07 +0.46 14,195 48,756 +2,976
Oct02 020620 24.71 24.99 24.52 24.99 +0.45 4,059 20,759 +138
Nov02 020620 24.59 24.87 24.45 24.87 +0.47 911 8,576 +492
Dec02 020620 24.50 24.76 24.33 24.76 +0.49 5,989 33,326 +1,949
Jan03 020620 24.20 24.57 24.17 24.57 +0.51 1,638 11,910 +250
Feb03 020620 24.15 24.41 24.03 24.41 +0.52 545 5,276 +195
Mar03 020620 23.86 24.25 23.86 24.25 +0.52 40 3,951 +20
Total Volume and Open Interest 74,083 231,221 +5,865
Gas Oil(IPE)
Jul02 020620 201.75 203.00 199.50 200.00 -3.75 20,567 43,039 -666
Aug02 020620 203.00 204.50 201.25 201.50 -4.25 11,532 27,752 -487
Sep02 020620 204.50 205.50 203.00 203.50 -4.00 1,721 11,750 +78
Oct02 020620 207.75 207.75 205.00 205.50 -3.75 333 15,725 -106
Nov02 020620 206.50 207.00 206.50 207.00 -3.75 350 15,426 +108
Dec02 020620 208.25 209.25 206.75 207.00 -3.75 1,786 37,521 +55
Jan03 020620 209.25 209.25 207.00 207.00 -3.75 1,050 7,674 +119
Feb03 020620 205.50 205.50 205.50 205.50 -3.50 2,000 4,240 +2,000
Total Volume and Open Interest 40,989 191,604 +2,451
US Dollar Index(NYBOT)
Sep02 020620 110.11 110.11 109.36 109.48 -0.71 1,724 10,934 -640
Dec02 020620 110.20 110.20 109.96 110.04 -0.70 3 2,010 +1
Mar03 020620 110.60 110.60 110.60 110.60 -0.70 0 1 +0
Total Volume and Open Interest 1,727 12,945 -640
Australian Dollar(IMM)
Sep02 020620 56.50 56.80 56.45 56.67 +0.59 1,069 32,805 -300
Dec02 020620 56.13 56.22 56.13 56.22 +0.59 4 542 +0
Mar03 020620 55.77 55.77 55.77 55.77 +0.59 0 5 +0
Total Volume and Open Interest 1,075 34,013 -298
British Pound(IMM)
Sep02 020620 148.58 149.20 148.48 149.08 +0.80 3,989 45,222 +573
Dec02 020620 148.08 148.16 148.08 148.16 +0.80 13 249 +12
Mar03 020620 147.26 147.26 147.26 147.26 +0.80      
Total Volume and Open Interest 4,002 45,471 +585
Canadian Dollar(IMM)
Sep02 020620 64.93 65.22 64.89 65.21 +0.46 6,526 69,008 -317
Dec02 020620 64.74 65.05 64.74 65.04 +0.45 86 3,503 +8
Mar03 020620 64.67 64.88 64.67 64.88 +0.44 6 620 -1
Jun03 020620 64.52 64.72 64.52 64.72 +0.43 0 384 +0
Total Volume and Open Interest 6,618 73,618 -21,076
Japanese Yen(IMM)
Sep02 020620 81.19 81.50 81.13 81.35 +0.23 5,927 68,376 +1,005
Dec02 020620 81.60 81.80 81.60 81.75 +0.23 2 890 +16
Mar03 020620 82.23 82.23 82.23 82.23 +0.23 0 164 +0
Total Volume and Open Interest 5,929 69,655 +1,021
Swiss Franc(IMM)
Sep02 020620 65.34 65.80 65.30 65.60 +0.49 6,581 43,952 +2,287
Dec02 020620 65.86 65.86 65.70 65.70 +0.49 3 144 +2
Mar03 020620 65.81 65.81 65.81 65.81 +0.48 38 39 +38
Total Volume and Open Interest 6,622 44,135 +2,327
EuroFX(IMM)
Sep02 020620 95.55 96.12 95.49 96.01 +0.74 13,209 109,525 +1,510
Dec02 020620 95.19 95.63 95.19 95.63 +0.74 63 1,409 +29
Mar03 020620 95.29 95.29 95.29 95.29 +0.74 2 30 +2
Total Volume and Open Interest 13,274 111,150 +1,541
Mexican Peso(IMM)
Jun02 020617 10390.0 10405.0 10385.0 10385.0 +23.0 571 16,425 +70
Sep02 020620 10115.0 10120.0 9975.0 9982.0 -145.0 4,080 16,000 -502
Total Volume and Open Interest 4,080 17,963 -572
30-Year T-Bonds(CBOT)
Sep02 020620 104~12 104~16 103~09 103~10 -1~01 213,497 399,569 -3,559
Dec02 020620 103~08 103~08 102~06 102~06 -1~01 623 32,403 +150
Mar03 020620 101~08 101~08 101~08 101~08 -1~01 0 2 +0
Total Volume and Open Interest 233,724 447,455 -17,062
Municipal Bonds(CBOT)
Sep02 020620 104~23 105~00 104~04 104~05 -0~18 598 4,152 +111
Total Volume and Open Interest 879 8,978 -33
10-Year T-Notes(CBOT)
Sep02 020620 107~270 107~305 107~000 107~010 -0~245 324,779 730,240 +20,104
Dec02 020620 106~085 106~150 105~230 105~230 -0~245 1,462 2,366 +1,282
Total Volume and Open Interest 358,627 773,785 -1,910
5-Year T-Notes(CBOT)
Sep02 020620 107~210 107~225 107~065 107~070 -0~140 56,524 559,502 +559,502
Dec02 020620 106~160 106~160 106~040 106~040        
2 Year T-Notes(CBOT)
Sep02 020620 105~009 105~009 104~104 104~104 -0~033 3,718 94,254 -1,407
Total Volume and Open Interest 4,101 104,910 -1,709
3-Mth T-Bills(IMM)
Sep02 020620 98.18 98.18 98.18 98.18 -0.03 1 176 +1
Total Volume and Open Interest 1 176 +1
Eurodollars(IMM)
Sep02 020620 97.970 97.975 97.910 97.915 -0.045 122,530 676,366 +10,845
Dec02 020620 97.645 97.665 97.530 97.540 -0.100 182,658 729,234 -10,536
Mar03 020620 97.160 97.185 97.015 97.030 -0.135 179,654 543,911 -2,465
Jun03 020620 96.620 96.640 96.430 96.440 -0.170 104,783 312,848 -899
Sep03 020620 96.150 96.150 95.950 95.955 -0.180 59,287 285,892 +416
Dec03 020620 95.780 95.790 95.585 95.590 -0.170 40,749 206,316 +2,591
Mar04 020620 95.510 95.520 95.315 95.325 -0.175 28,655 177,783 +3,501
Jun04 020620 95.275 95.285 95.100 95.105 -0.165 19,409 144,083 +123
Sep04 020620 95.090 95.100 94.935 94.940 -0.150 15,435 135,455 -124
Dec04 020620 94.910 94.930 94.765 94.770 -0.145 11,140 108,862 +539
Mar05 020620 94.825 94.845 94.680 94.695 -0.135 9,427 107,641 -1,304
Jun05 020620 94.710 94.745 94.565 94.590 -0.125 7,000 66,627 +1,070
Total Volume and Open Interest 838,273 4,025,535 +3,506
3-Mth Euro-Yen(IMM)
Jun02 020617 99.93 99.93 99.93 99.93 unch 2,789 20,410 +2,097
Sep02 020620 99.91 99.91 99.91 99.91 unch 92 6,333 +1,230
Dec02 020620 99.89 99.89 99.89 99.89 unch 5 3,890 +5
Mar03 020620 99.85 99.86 99.85 99.86 +0.01 3 2,945 -21
Jun03 020620 99.86 99.86 99.86 99.86 +0.01 3 3,479 -4
Sep03 020620 99.82 99.82 99.82 99.82 unch 3 6,969 -131
Dec03 020620 99.77 99.77 99.77 99.77 unch 7 1,567 +5
Mar04 020620 99.71 99.71 99.71 99.71 +0.01 0 698 +0
Jun04 020620 99.68 99.68 99.68 99.68 +0.01 0 327 +0
Sep04 020620 99.62 99.62 99.62 99.62 +0.06 0 530 +0
Total Volume and Open Interest 113 27,460 +1,084
3-Mth Euro-Yen(SIMEX)
Sep02 020620 99.90 99.91 99.90 99.91 +0.01 373 39,288 -923
Dec02 020620 99.89 99.89 99.89 99.89 +0.00 3,943 38,107 -850
Mar03 020620 99.85 99.85 99.85 99.85 unch 676 34,153 -263
Jun03 020620 99.85 99.86 99.85 99.86 +0.01 898 49,844 -179
Sep03 020620 99.81 99.82 99.81 99.82 +0.01 308 31,402 -114
Dec03 020620 99.76 99.77 99.76 99.77 +0.01 2,075 15,498 +2,016
Mar04 020620 99.70 99.71 99.70 99.71 +0.02 18 13,653 +15
Jun04 020620 99.69 99.69 99.69 99.69 +0.02 285 5,074 -100
Total Volume and Open Interest 8,600 234,002 -389
German Euro-Bund(EUREX)
Sep02 020620 107.56 107.68 106.97 107.13 +107.13 655,161 704,601 +704,601
Dec02 020620 107.05 107.05 106.57 106.57 +106.57 9,934 4,512 +4,512
Mar03 020620 106.51 106.51 106.51 106.51 +106.51 797 0 +0
Total Volume and Open Interest 665,892 709,113 +709,113
German Euro-Bobl(EUREX)
Sep02 020620 106.01 106.05 105.66 105.73 +105.73 377,229 517,057 +517,057
Dec02 020620 105.14 105.14 105.14 105.14 +105.14 5,473 7,647 +7,647
Mar03 020620 105.03 105.03 105.03 105.03 +105.03 628 0 +0
Total Volume and Open Interest 383,330 524,704 +524,704
Long Gilt(LIFFE)
Jun02 020620 113~28 113~28 113~14 113~15 +113~15 657 16,940 +16,940
Sep02 020620 113~04 113~09 112~17 112~23 +112~23 32,330 101,996 +101,996
Total Volume and Open Interest 32,987 118,936 +118,936
3-Mth Short Sterling(LIFFE)
Sep02 020620 95.53 95.56 95.49 95.53 +0.04 60,440 0 +0
Dec02 020620 95.21 95.24 95.15 95.20 +0.05 78,679 0 +0
Mar03 020620 94.96 94.98 94.87 94.93 +0.05 32,969 0 +0
Total Volume and Open Interest 242,845    
3-Mth Euribor(LIFFE)
Sep02 020620 96.350 96.370 96.340 96.360 +96.360 85,001 348,730 +348,730
Dec02 020620 96.125 96.140 96.085 96.120 +96.120 89,018 296,912 +296,912
Mar03 020620 95.965 95.980 95.915 95.950 +95.950 69,049 244,881 +244,881
Total Volume and Open Interest 340,457 1,439,399 +1,439,399
3-Mth Aus T-Bills(SFE)
Jun02 020613 94.98 94.98 94.92 94.94 -0.05 17,536 74,918 -60,651
Sep02 020620 94.75 94.76 94.70 94.73 -0.01 24,997 236,704 -2,762
Dec02 020620 94.49 94.49 94.43 94.44 -0.01 13,692 110,510 +1,683
Mar03 020620 94.33 94.34 94.28 94.29 unch 5,715 49,816 +2,432
Jun03 020620 94.21 94.22 94.19 94.19 +0.01 747 23,572 -420
Sep03 020620 94.15 94.15 94.10 94.10 +0.01 727 15,751 +177
Dec03 020620 94.06 94.07 94.04 94.04 +0.02 434 13,879 -711
Mar04 020620 94.03 94.03 93.98 93.98 +0.01 117 7,236 -882
Jun04 020620 93.96 93.98 93.93 93.93 +0.01 110 2,742 -512
Sep04 020620 93.91 93.92 93.90 93.90 +0.01 20 1,588 -367
Total Volume and Open Interest 46,599 463,851 -1,821
10-Year Aus T-Bonds(SFE)
Sep02 020620 94.12 94.14 94.07 94.08 -0.01 4,335 148,190 -7,547
Dec02 020620 94.08 94.08 94.08 94.08 -0.01      
Total Volume and Open Interest 23,477 155,737 +11,548
3-Year Aus T-Bonds(SFE)
Sep02 020620 94.43 94.47 94.37 94.39 +0.01 59,629 268,163 +27,894
Dec02 020620 94.39 94.39 94.39 94.39 +0.01      
Total Volume and Open Interest 59,629 268,163 +27,894
Gold(CMX)
Jun02 020620 322.2 324.5 321.3 323.2 +3.4 19 485 -256
Aug02 020620 321.9 325.4 321.7 323.7 +3.4 23,067 101,035 +124
Oct02 020620 325.0 326.0 324.0 324.8 +3.5 143 5,650 -10
Dec02 020620 324.0 327.1 323.8 325.7 +3.5 1,250 26,454 -33
Feb03 020620 327.0 328.0 326.5 326.6 +3.5 9 7,717 +4
Apr03 020620 327.5 327.5 327.5 327.5 +3.5 25 2,738 -25
Total Volume and Open Interest 24,697 168,898 -203
Silver(CMX)
Jul02 020620 486.5 488.0 484.5 487.0 +2.8 11,630 54,037 -3,680
Sep02 020620 489.0 490.5 487.0 489.3 +2.9 4,432 22,564 +2,386
Dec02 020620 492.0 493.5 489.5 491.9 +3.0 988 14,215 +467
Mar03 020620 494.0 495.0 493.8 493.8 +3.0 106 1,742 +85
May03 020620 495.1 495.1 495.1 495.1 +3.0 0 1,439 +0
Total Volume and Open Interest 17,224 101,908 -700
Platinum(NYM)
Jul02 020620 567.0 569.5 565.0 569.1 -0.4 1,146 5,479 -543
Oct02 020620 561.5 564.0 559.5 563.1 +0.1 958 1,892 +640
Jan03 020620 560.1 560.1 560.1 560.1 +0.1 2 10 +2
Total Volume and Open Interest 2,106 7,381 +99
Palladium(NYME)
Jun02 020620 332.65 332.65 332.65 332.65 -1.35 0 2 +0
Sep02 020620 333.50 333.50 331.00 332.65 -1.35 45 1,882 +6
Total Volume and Open Interest 45 1,884 +6
Copper(CMX)
Jul02 020620 75.35 75.65 74.75 75.15 -0.60 4,640 45,443 -1,225
Sep02 020620 76.00 76.25 75.50 75.85 -0.60 1,022 10,015 -344
Dec02 020620 76.40 76.80 76.00 76.45 -0.60 115 9,207 -37
Mar03 020620 77.05 77.05 77.05 77.05 -0.60 78 1,946 -4
May03 020620 77.45 77.45 77.45 77.45 -0.60 0 1,998 +0
Total Volume and Open Interest 6,041 82,691 -1,934
DJIA Index(CBOT)
Jun02 020620 9535 9580 9420 9423 -140 3,562 19,606 -2,369
Sep02 020620 9530 9580 9420 9428 -132 30,540 21,218 +4,094
Dec02 020620 9530 9575 9415 9429 -132 53 380 +11
Mar03 020620 9449 9449 9449 9449 -132 0 1 +0
Total Volume and Open Interest 34,155 41,230 +1,736
S & P 500(CME)
Jun02 020620 1017.00 1023.00 1004.00 1007.10 -12.50 67,445 145,978 -38,773
Sep02 020620 1017.50 1025.00 1004.50 1007.80 -12.50 144,419 495,820 +47,536
Dec02 020620 1009.00 1009.20 1009.00 1009.20 -12.50 2,143 19,217 +1,767
Mar03 020620 1012.80 1012.80 1012.80 1012.80 -12.50 0 144 +0
Total Volume and Open Interest 214,007 661,332 +10,530
S & P 500 E-Mini(Globex)
Jun02 020620 1021.75 1025.00 1004.50 1007.00 -12.50 10,205 202,849 -6,309
Sep02 020620 1021.00 1026.00 1004.75 1007.75 -12.50 439,470 111,428 +11,590
Total Volume and Open Interest 449,675 314,277 +5,281
NASDAQ 100(CME)
Jun02 020620 1095.00 1100.00 1058.00 1064.50 -33.50 8,201 45,717 +45,717
Sep02 020620 1102.00 1108.00 1061.00 1069.50 -33.50 22,648 47,612 +47,612
Dec02 020620 1074.50 1074.50 1074.50 1074.50 -33.50 0 61 +61
Total Volume and Open Interest 30,849 93,390 +93,390
NASDAQ 100 E-Mini(GLOBEX)
Jun02 020620 1096.0 1102.0 1058.0 1064.5 +1064.5 5,190 160,759 +160,759
Sep02 020620 1102.0 1108.5 1061.5 1069.5 -33.5 202,513 60,142 +60,142
Total Volume and Open Interest 207,703 220,901 +220,901
NYSE Composite(NYBOT)
Jun02 020620 546.70 548.75 541.85 541.85 -5.85 370 1,123 +90
Sep02 020620 546.75 550.25 542.00 542.25 -5.75 1,193 1,330 -108
Dec02 020620 542.65 542.65 542.65 542.65 -5.75 0 400 +0
Total Volume and Open Interest 1,563 3,053 -18
S & P Midcap 400(CME)
Jun02 020620 504.00 504.00 498.75 498.75 -4.65 1,304 5,927 -1,366
Sep02 020620 504.00 506.00 497.00 499.50 -5.00 2,635 13,436 +1,799
Dec02 020620 502.65 502.65 502.65 502.65 -5.00      
Total Volume and Open Interest 3,939 19,363 +433
Russell 2000(CME)
Jun02 020620 463.50 466.50 459.00 462.75 -0.80 1,963 8,719 -1,209
Sep02 020620 463.50 467.50 459.50 462.90 -2.00 5,394 22,679 +790
Dec02 020620 464.90 464.90 464.90 464.90 -2.00      
Total Volume and Open Interest 7,357 31,398 -419
Value Line(KCBT)
Jun02 020620 1170.00 1170.00 1161.50 1161.50 -11.50 21 179 -18
Total Volume and Open Interest 119 267 -35
Nikkei 225(CME)
Sep02 020620 10490 10540 10415 10430 +10430 2,187 21,005 +21,005
Dec02 020620 10420 10420 10420 10420 +10420 1 47 +47
Total Volume and Open Interest 2,189 21,053 +21,053
Nikkei 225(SIMEX)
Sep02 020620 10415 10620 10310 10570 +80 18,730 70,413 +63
Dec02 020620 10545 10545 10545 10545 +80 0 149 +0
Mar03 020620 10540 10540 10540 10540 +80 0 300 +0
Total Volume and Open Interest 18,730 70,865 +63
CAC 40(MATIF)
Jun02 020620 3891.0 3921.5 3791.0 3796.0 -146.0 73,898 547,384 +547,384
Jul02 020620 3915.0 3927.0 3808.0 3835.5 -113.5 1,080 4,403 +4,403
Aug02 020620 3846.0 3846.0 3846.0 3846.0 -114.0      
Total Volume and Open Interest 81,762 629,116 +629,116
DAX Index(EUREX)
Jun02 020620 4330.0 4371.0 4204.5 4248.0 -111.0 96,730 167,415 -6,807
Sep02 020620 4370.0 4408.5 4241.5 4285.5 -111.0 28,781 117,624 +17,240
Dec02 020620 4400.0 4425.5 4300.0 4325.5 -113.5 16 3,689 +4
Total Volume and Open Interest 125,527 288,728 +10,437
FT-SE 100(LIFFE)
Jun02 020620 4632.00 4683.50 4551.00 4584.00 -70.50 135,826 165,306 -55,046
Sep02 020620 4640.00 4688.50 4554.50 4588.00 -73.50 80,159 251,659 +47,267
Dec02 020620 4654.00 4654.00 4623.00 4623.00 -73.50 36 11,813 +36
Total Volume and Open Interest 216,021 433,089 -7,743
SPI 200(SFE)
Jun02 020620 3265.0 3278.0 3251.0 3274.0 +3274.0 13,068 141,980 +141,980
Sep02 020620 3278.0 3290.0 3267.0 3286.0 +3286.0 3,716 26,297 +26,297
Dec02 020620 3296.0 3299.0 3294.0 3299.0 +3299.0 6 1,363 +1,363
Total Volume and Open Interest 16,790 171,072 +171,072
GSCI(CME)
Jul02 020620 198.70 198.90 196.60 198.30 +1.40 62 19,510 -5
Aug02 020620 197.50 197.50 197.50 197.50 +0.75      
Sep02 020620 198.00 198.00 198.00 198.00 +0.75      
Total Volume and Open Interest 62 19,510 -5
Bridge CRB Index(NYBOT)
Aug02 020620 205.25 205.75 204.50 205.75 +1.50 26 255 -3
Nov02 020620 208.75 208.75 208.75 208.75 +1.50 0 104 +0
Jan03 020620 211.25 211.25 211.25 211.25 +1.50 0 50 +0
Total Volume and Open Interest 26 409 -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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