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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 Mon July 01, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020701 545.50 550.00 543.50 549.50 +13.00 12,651 15,285 -5,352
Aug02 020701 538.00 541.00 535.00 540.25 +11.50 18,094 41,109 +22
Sep02 020701 523.00 527.00 521.50 526.50 +11.25 3,328 15,761 +525
Nov02 020701 514.00 519.50 513.50 518.75 +12.00 53,770 89,764 +5,453
Jan03 020701 518.50 519.00 515.00 517.75 +10.75 3,519 12,522 +1,233
Mar03 020701 518.00 518.00 514.00 516.25 +7.75 1,780 9,026 +167
May03 020701 514.00 515.50 512.50 514.00 +7.00 6,037 16,658 +2,745
Total Volume and Open Interest 100,931 205,783 +5,612
Soybean Meal(CBOT)
Jul02 020701 186.00 186.00 182.40 184.40 +4.00 9,478 15,031 -1,057
Aug02 020701 182.00 182.00 178.50 180.80 +4.50 8,906 26,608 -152
Sep02 020701 177.00 177.50 174.50 176.80 +4.40 5,998 19,839 -369
Oct02 020701 171.00 172.70 170.00 172.60 +5.00 648 13,046 -248
Dec02 020701 169.00 171.40 168.00 171.10 +4.90 12,165 53,170 +1,333
Jan03 020701 167.50 170.00 167.00 169.70 +4.30 453 5,170 -127
Mar03 020701 166.00 167.40 164.50 167.40 +4.40 343 4,779 -32
May03 020701 161.00 164.40 161.00 164.20 +4.40 1,226 7,141 +326
Total Volume and Open Interest 39,800 149,093 -423
Soybean Oil(CBOT)
Jul02 020701 18.53 18.55 18.28 18.42 +0.17 11,075 9,627 -1,082
Aug02 020701 18.60 18.65 18.37 18.51 +0.16 16,083 34,692 +656
Sep02 020701 18.70 18.75 18.52 18.63 +0.14 2,215 17,456 +133
Oct02 020701 18.83 18.86 18.60 18.72 +0.13 963 7,684 -297
Dec02 020701 18.97 19.10 18.84 18.96 +0.12 6,804 40,588 +1,007
Jan03 020701 19.15 19.15 19.06 19.11 +0.10 291 4,668 +165
Mar03 020701 19.20 19.28 19.15 19.28 +0.08 6 3,738 +1
May03 020701 19.40 19.40 19.30 19.31 -0.04 539 6,271 +306
Total Volume and Open Interest 38,456 127,821 +994
Canola(WCE)
Jul02 020628 356.0 360.2 354.0 360.0 +9.0 3,158 4,207 +520
Sep02 020628 359.0 359.0 359.0 359.0 +3.0 0 116 +0
Nov02 020628 360.0 364.0 359.5 362.3 +5.1 4,812 31,829 +860
Jan03 020628 363.5 366.9 363.5 366.4 +5.5 126 1,507 +32
Mar03 020628 365.2 365.2 365.2 365.2 +4.1 9 752 -5
Total Volume and Open Interest 8,105 38,426 +1,407
Corn(CBOT)
Jul02 020701 231.00 233.25 229.50 232.75 +7.25 19,341 20,011 -6,830
Sep02 020701 238.50 241.50 237.00 240.50 +7.50 31,437 153,517 +1,964
Dec02 020701 249.00 252.50 248.00 251.25 +7.75 50,967 191,040 +6,495
Mar03 020701 254.50 258.50 254.25 257.75 +7.75 3,911 30,448 +1,178
May03 020701 258.00 261.50 256.50 260.00 +8.00 689 8,204 +49
Jul03 020701 258.00 263.00 257.50 261.75 +8.25 1,016 12,924 +66
Total Volume and Open Interest 110,471 434,720 +2,972
Wheat(CBOT)
Jul02 020701 308.00 316.00 307.00 315.50 +8.50 3,859 4,942 -1,020
Sep02 020701 314.50 325.00 314.50 322.50 +9.50 15,235 50,165 +1,822
Dec02 020701 324.00 335.00 324.00 333.50 +10.00 23,447 38,123 +2,006
Mar03 020701 326.00 334.00 326.00 333.50 +7.50 704 4,470 +190
May03 020701 320.00 326.00 320.00 326.00 +9.00 42 654 -2
Total Volume and Open Interest 44,202 102,357 +3,152
Wheat(KCBT)
Jul02 020701 325.00 330.00 325.00 329.50 +7.00 2,286 4,576 -1,008
Sep02 020701 326.00 331.00 324.50 329.75 +8.00 9,684 38,721 +3,650
Dec02 020701 332.00 337.00 331.50 336.50 +7.00 3,663 27,231 +2,009
Mar03 020701 333.00 334.00 331.50 334.00 +6.00 332 5,794 +232
May03 020701 334.00 334.00 330.50 331.25 +1.25 109 688 +23
Total Volume and Open Interest 16,085 78,838 +4,912
Wheat(MGE)
Jul02 020701 333.50 337.50 333.00 333.00 +4.00 858 466 -255
Sep02 020701 333.00 340.00 333.00 339.25 +8.50 6,029 12,091 +987
Dec02 020701 335.50 341.50 335.50 338.50 +5.00 1,411 5,233 +298
Mar03 020701 342.00 342.00 337.00 339.50 +4.50 104 2,089 +37
May03 020701 336.00 337.50 336.00 336.00 +3.25 18 717 +14
Total Volume and Open Interest 8,492 21,623 +1,084
Oats(CBOT)
Jul02 020701 212.75 214.00 210.00 213.75 +8.25 557 651 -239
Sep02 020701 172.50 174.75 172.00 173.75 +4.00 715 2,168 +87
Dec02 020701 164.50 164.50 161.25 163.25 +4.25 511 6,470 -87
Mar03 020701 164.50 165.50 164.50 165.50 +4.50 14 222 -11
Total Volume and Open Interest 1,797 9,521 -250
Rough Rice(CBOT)
Jul02 020701 4.14 4.14 4.12 4.13 +0.05 121 620 -447
Sep02 020701 4.32 4.39 4.32 4.36 +0.05 291 2,650 +126
Nov02 020701 4.51 4.58 4.51 4.57 +0.07 152 2,294 -9
Jan03 020701 4.71 4.77 4.71 4.77 +0.07 45 848 -39
Total Volume and Open Interest 610 7,602 -368
Live Cattle(CME)
Aug02 020701 63.450 64.850 63.400 64.775 +1.225 5,142 37,189 -389
Oct02 020701 65.475 66.800 65.475 66.775 +1.300 1,758 24,979 +381
Dec02 020701 66.700 67.850 66.675 67.800 +1.075 2,015 16,577 +1,225
Feb03 020701 68.050 68.900 67.950 68.825 +0.825 420 4,767 +200
Apr03 020701 68.850 69.750 68.850 69.750 +0.750 119 2,432 +93
Jun03 020701 65.300 65.950 65.300 65.950 +0.550 57 67 +51
Total Volume and Open Interest 9,511 86,011 +1,120
Feeder Cattle(CME)
Aug02 020701 75.400 76.450 75.400 76.275 +0.775 1,436 7,128 -30
Sep02 020701 75.850 76.800 75.850 76.750 +0.600 235 953 +43
Oct02 020701 75.700 76.700 75.650 76.675 +0.625 231 1,577 +23
Nov02 020701 76.100 77.000 76.100 76.850 +0.350 50 702 -2
Jan03 020701 75.800 76.400 75.800 76.250 +0.450 36 415 -14
Mar03 020701 75.200 75.650 75.200 75.650 +0.900 0 31 +0
Apr03 020701 75.400 75.400 75.400 75.400 +0.650 10 76 +3
Total Volume and Open Interest 1,998 10,883 +23
Lean Hogs(CME)
Jul02 020701 51.100 52.000 50.700 51.950 +1.425 2,374 4,255 -319
Aug02 020701 47.600 48.725 47.600 48.725 +2.000 2,608 12,075 -172
Oct02 020701 39.750 40.800 39.750 40.800 +2.000 862 4,180 +84
Dec02 020701 38.000 39.000 37.900 38.825 +1.800 710 5,235 +257
Feb03 020701 41.000 42.750 40.950 42.300 +1.400 96 774 +15
Apr03 020701 45.500 46.100 45.500 45.600 +0.700 15 110 +3
May03 020701 51.000 51.000 51.000 51.000 +1.000 8 12 +8
Jun03 020701 54.900 55.000 54.900 55.000 +0.975 5 57 +4
Total Volume and Open Interest 6,683 26,706 -115
Pork Bellies(CME)
Jul02 020701 66.500 67.350 66.500 67.350 +3.000 420 863 -113
Aug02 020701 64.600 64.750 64.600 64.750 +3.000 412 1,189 -30
Feb03 020701 64.500 65.250 64.450 64.550 +2.300 11 127 +5
Mar03 020701 63.000 63.000 63.000 63.000 +3.000 0 3 +0
May03 020701 62.750 62.750 62.750 62.750 +3.000 0 3 +0
Total Volume and Open Interest 843 2,185 -138
Cocoa(NYBOT)
Jul02 020701 1620 1655 1610 1650 +20 33 359 -77
Sep02 020701 1635 1678 1632 1670 +23 6,167 31,461 -948
Dec02 020701 1629 1668 1625 1660 +21 1,810 21,185 +317
Mar03 020701 1616 1645 1616 1640 +21 614 15,544 -22
May03 020701 1640 1640 1640 1640 +21 18 6,954 +0
Jul03 020701 1625 1640 1625 1640 +21 0 5,865 +0
Sep03 020701 1643 1643 1643 1643 +20 1 11,672 +0
Total Volume and Open Interest 8,876 100,196 -697
Coffee "C"(NYBOT)
Jul02 020701 46.50 47.80 46.50 47.80 +1.30 229 592 -153
Sep02 020701 49.25 50.25 48.90 50.05 +1.20 3,411 43,036 +351
Dec02 020701 52.25 53.15 52.10 52.95 +1.00 1,299 12,422 -89
Mar03 020701 55.00 56.00 55.00 55.75 +0.95 1,196 7,186 +158
May03 020701 57.00 57.60 56.70 57.35 +0.95 790 3,118 +335
Jul03 020701 58.65 58.65 58.65 58.65 +0.95 5 2,615 +5
Total Volume and Open Interest 6,993 70,724 +652
Orange Juice(NYBOT)
Jul02 020701 91.35 91.50 91.30 91.40 +0.20 595 1,960 -253
Sep02 020701 91.50 91.60 91.00 91.00 -0.30 1,152 14,466 -157
Nov02 020701 91.05 91.05 90.50 90.50 -0.40 12 3,276 +2
Jan03 020701 91.20 91.20 91.00 91.00 -0.10 118 4,037 +55
Mar03 020701 91.50 91.50 91.50 91.50 -0.25 92 2,351 -11
Total Volume and Open Interest 1,969 26,440 -364
Sugar #11(NYBOT)
Oct02 020701 5.10 5.18 5.01 5.16 +0.20 32,228 86,885 +5,326
Mar03 020701 5.42 5.46 5.29 5.39 +0.13 4,092 26,536 +896
May03 020701 5.41 5.48 5.29 5.34 +0.09 365 9,641 +132
Jul03 020701 5.28 5.28 5.15 5.18 +0.08 1,730 14,169 +506
Oct03 020701 5.38 5.40 5.30 5.32 +0.09 230 9,250 +56
Total Volume and Open Interest 45,920 151,139 +2,434
London Cocoa(LCE)
Jul02 020701 1336 1355 1328 1355 +8 2,711 27,735 -1,661
Sep02 020701 1324 1337 1305 1336 +8 2,565 42,532 -505
Dec02 020701 1206 1225 1198 1224 +9 2,333 23,784 +441
Mar03 020701 1169 1187 1161 1187 +8 1,057 37,961 +163
May03 020701 1177 1194 1168 1194 +8 38 7,031 +10
Jul03 020701 1188 1207 1188 1207 +8 18 6,511 +10
Sep03 020701 1212 1212 1212 1212 +8 218 4,561 +196
Total Volume and Open Interest 9,190 157,781 -1,096
London Coffee(LCE)
Jul02 020701 490.00 504.00 490.00 504.00 +9.00 6,482 1,903 -5,107
Sep02 020701 518.00 525.00 516.00 525.00 +5.00 3,415 46,123 +333
Nov02 020701 533.00 540.00 531.00 540.00 +6.00 3,638 25,417 +1,200
Jan03 020701 543.00 550.00 540.00 550.00 +7.00 574 13,545 +249
Mar03 020701 555.00 559.00 555.00 559.00 +6.00 34 8,667 -4
May03 020701 563.00 569.00 562.00 569.00 +6.00 684 6,870 +381
Total Volume and Open Interest 14,851 102,945 -2,933
London Sugar(LCE)
Aug02 020701 189.00 192.60 189.00 192.40 +3.00 2,718 15,481 -1,222
Oct02 020701 166.00 168.30 165.80 167.50 +3.00 1,471 14,958 +205
Dec02 020701 168.00 168.50 167.10 168.50 +3.00 363 3,712 +107
Mar03 020701 170.90 171.50 169.70 171.50 +2.70 572 5,672 +236
May03 020701 174.60 174.60 173.60 174.20 +2.70 225 2,568 +85
Total Volume and Open Interest 5,632 42,870 -465
Cotton(NYBOT)
Jul02 020701 46.70 46.80 45.30 45.30 -1.50 33 281 -9
Oct02 020701 47.75 47.76 45.76 45.98 -1.98 516 3,736 +37
Dec02 020701 48.90 49.10 47.50 47.71 -1.82 11,834 55,631 +412
Mar03 020701 50.60 50.70 49.60 49.60 -1.75 773 6,608 +168
May03 020701 53.30 53.40 52.30 52.30 -1.85 419 3,621 +183
Jul03 020701 54.05 54.05 52.90 52.90 -2.07 136 1,589 +60
Total Volume and Open Interest 13,769 72,282 +901
Lumber(CME)
Jul02 020701 288.4 288.5 282.5 284.3 -3.2 302 794 -162
Sep02 020701 292.9 292.9 288.0 290.0 -1.7 287 686 +7
Nov02 020701 287.5 289.0 287.1 287.1 -2.1 7 141 -1
Jan03 020701 298.6 298.6 297.7 297.9 -1.9 10 59 -2
Total Volume and Open Interest 609 1,702 -158
Crude Oil(NYM)
Aug02 020701 26.85 26.99 26.61 26.81 -0.05 76,097 157,617 -2,871
Sep02 020701 26.75 26.83 26.55 26.74 +0.03 44,388 71,750 +3,557
Oct02 020701 26.50 26.50 26.40 26.48 +0.04 9,829 30,380 +61
Nov02 020701 26.20 26.25 26.20 26.25 +0.02 1,726 16,906 +667
Dec02 020701 25.95 26.10 25.85 26.03 unch 10,118 53,289 +1,688
Jan03 020701 25.70 25.79 25.70 25.79 unch 1,187 20,632 +286
Feb03 020701 25.50 25.57 25.50 25.57 unch 372 9,204 -76
Mar03 020701 25.25 25.36 25.25 25.36 unch 129 8,519 +89
Apr03 020701 25.16 25.16 25.16 25.16 unch 175 6,684 -145
May03 020701 24.96 24.96 24.96 24.96 unch 205 3,132 +87
Total Volume and Open Interest 154,422 474,952 +5,591
Heating Oil(NYM)
Aug02 020701 67.80 68.80 67.75 68.02 -0.01 21,235 41,523 +1,454
Sep02 020701 68.90 69.50 68.65 68.85 -0.07 6,438 16,878 +1,084
Oct02 020701 69.70 70.20 69.50 69.50 +0.07 928 9,361 +153
Nov02 020701 70.10 70.80 70.00 70.20 +0.07 442 8,204 +63
Dec02 020701 70.60 71.40 70.60 70.75 +0.07 1,109 17,394 -594
Jan03 020701 71.30 71.75 71.05 71.05 +0.07 431 8,651 +45
Feb03 020701 70.75 71.45 70.70 70.70 +0.07 27 8,196 +7
Mar03 020701 69.55 70.15 69.30 69.30 +0.07 31 5,250 +23
Apr03 020701 68.30 68.30 67.55 67.55 +0.07 3 2,661 +2
May03 020701 66.60 66.60 65.80 65.80 +0.07 0 1,516 +0
Total Volume and Open Interest 44,274 127,887 -3,489
Unleaded Gas(NYM)
Aug02 020701 78.50 79.50 78.25 79.19 +0.55 30,013 53,939 +1,102
Sep02 020701 77.00 78.20 76.90 77.86 +0.57 7,584 19,439 +2,002
Oct02 020701 74.50 74.55 74.36 74.36 +0.52 1,114 13,118 -228
Nov02 020701 72.00 72.41 72.00 72.41 +0.45 475 1,968 -20
Dec02 020701 71.00 71.46 71.00 71.46 +0.45 122 3,533 -55
Jan03 020701 71.00 71.31 71.00 71.31 +0.45 35 2,287 +30
Feb03 020701 71.51 71.51 71.51 71.51 +0.45 0 283 +0
Mar03 020701 72.16 72.16 72.16 72.16 +0.45 45 1,715 +0
Total Volume and Open Interest 59,197 102,722 -3,492
Natural Gas(NYM)
Aug02 020701 3.270 3.285 3.180 3.192 -0.053 24,933 57,876 -1,604
Sep02 020701 3.300 3.320 3.215 3.220 -0.053 9,529 35,100 +1,689
Oct02 020701 3.330 3.340 3.245 3.250 -0.053 6,534 46,821 +1,315
Nov02 020701 3.635 3.655 3.570 3.570 -0.038 1,160 29,698 +227
Dec02 020701 3.910 3.920 3.845 3.845 -0.031 4,238 34,713 +1,494
Jan03 020701 3.985 4.010 3.941 3.941 -0.027 1,530 28,519 +203
Feb03 020701 3.940 3.955 3.889 3.889 -0.022 2,205 20,853 +226
Mar03 020701 3.865 3.875 3.822 3.822 -0.013 2,103 22,812 +114
Total Volume and Open Interest 59,933 490,030 +4,799
Brent Crude Oil(IPE)
Aug02 020701 25.50 25.72 25.39 25.64 +0.06 28,646 61,096 +2,063
Sep02 020701 25.36 25.55 25.30 25.43 +0.07 18,816 58,039 +3,209
Oct02 020701 25.24 25.43 25.22 25.35 +0.12 2,716 24,539 +546
Nov02 020701 25.03 25.24 25.03 25.20 +0.13 458 11,024 -18
Dec02 020701 24.80 25.05 24.80 25.01 +0.11 4,248 32,399 +67
Jan03 020701 24.65 24.78 24.65 24.78 +0.09 175 13,225 +25
Feb03 020701 24.61 24.61 24.61 24.61 +0.09 200 6,331 +200
Mar03 020701 24.43 24.43 24.43 24.43 +0.08 0 3,951 +0
Total Volume and Open Interest 58,084 239,808 +6,899
Gas Oil(IPE)
Jul02 020701 206.50 210.00 205.50 209.25 +2.50 11,108 34,391 -1,645
Aug02 020701 208.00 210.50 207.00 209.50 +1.75 8,199 34,817 +1,411
Sep02 020701 209.50 211.75 208.75 211.00 +1.00 2,746 15,667 +477
Oct02 020701 210.75 213.50 210.25 212.50 +1.00 775 16,300 +225
Nov02 020701 212.25 213.75 212.25 213.75 +0.75 550 16,030 +450
Dec02 020701 212.50 215.00 212.00 214.00 +0.50 2,338 41,298 +926
Jan03 020701 212.50 214.75 212.50 214.00 +0.50 285 7,502 +73
Feb03 020701 212.25 212.25 211.50 211.50 -0.25 0 4,280 +0
Total Volume and Open Interest 26,101 199,395 +1,867
US Dollar Index(NYBOT)
Sep02 020701 106.32 107.12 106.25 106.99 +0.44 1,237 10,394 +370
Dec02 020701 107.31 107.66 107.31 107.55 +0.44 37 2,292 +3
Mar03 020701 108.11 108.11 108.11 108.11 +0.44 0 2 +0
Total Volume and Open Interest 1,274 12,688 +373
Australian Dollar(IMM)
Sep02 020701 55.72 55.85 55.65 55.77 -0.23 2,684 32,528 +1,053
Dec02 020701 55.35 55.35 55.32 55.32 -0.23 18 642 +10
Mar03 020701 54.87 54.87 54.87 54.87 -0.23 0 16 +0
Total Volume and Open Interest 2,702 33,864 +1,063
British Pound(IMM)
Sep02 020701 152.52 152.54 152.14 152.34 -0.10 4,054 38,720 -421
Dec02 020701 151.46 151.62 151.38 151.38 -0.10 35 310 +8
Mar03 020701 151.00 151.00 150.48 150.48 -0.10 0 32 +0
Total Volume and Open Interest 4,092 39,066 -410
Canadian Dollar(IMM)
Sep02 020701 65.76 65.82 65.65 65.74 -0.12 7,594 72,496 -611
Dec02 020701 65.59 65.62 65.50 65.57 -0.12 103 3,638 +2
Mar03 020701 65.40 65.41 65.40 65.41 -0.12 14 656 +1
Jun03 020701 65.21 65.25 65.21 65.25 -0.12 0 384 +0
Total Volume and Open Interest 7,713 77,284 -606
Japanese Yen(IMM)
Sep02 020701 83.84 83.84 83.53 83.62 -0.41 7,950 71,755 +443
Dec02 020701 84.19 84.19 84.02 84.02 -0.41 222 1,338 +84
Mar03 020701 84.47 84.47 84.47 84.47 -0.41 0 164 +0
Total Volume and Open Interest 8,172 73,482 +527
Swiss Franc(IMM)
Sep02 020701 67.50 67.54 67.18 67.31 -0.25 6,960 39,899 -479
Dec02 020701 67.54 67.58 67.40 67.41 -0.25 1 454 +73
Mar03 020701 67.52 67.52 67.52 67.52 -0.25 0 39 +0
Total Volume and Open Interest 6,961 40,395 -406
EuroFX(IMM)
Sep02 020701 98.76 98.81 98.28 98.42 -0.43 20,957 115,564 +1,188
Dec02 020701 98.40 98.40 97.98 98.04 -0.43 304 2,529 -131
Mar03 020701 97.68 97.68 97.68 97.68 -0.43 5 62 +1
Total Volume and Open Interest 21,286 118,391 +1,078
Mexican Peso(IMM)
Sep02 020701 9900.0 9950.0 9870.0 9885.0 +20.0 2,579 18,853 +25
Dec02 020701 9690.0 9690.0 9687.0 9687.0 +17.0 118 1,461 -33
Total Volume and Open Interest 2,699 20,533 -8
30-Year T-Bonds(CBOT)
Sep02 020701 102~30 103~12 102~08 102~30 +0~05 190,159 399,837 -4,702
Dec02 020701 101~20 102~04 101~03 101~25 +0~05 1,264 30,083 -734
Mar03 020701 100~02 100~23 100~02 100~23 +0~04 0 3 +0
Total Volume and Open Interest 191,423 429,923 -5,436
Municipal Bonds(CBOT)
Sep02 020701 103~29 103~29 103~08 103~24 +0~04 372 3,891 -130
Total Volume and Open Interest 372 3,891 -130
10-Year T-Notes(CBOT)
Sep02 020701 107~105 107~190 106~280 107~095 +0~020 296,234 725,541 -1,708
Dec02 020701 105~310 105~315 105~220 105~310 +0~020 3,805 12,867 +2,456
Total Volume and Open Interest 300,039 738,408 +748
5-Year T-Notes(CBOT)
Sep02 020701 107~170 107~180 107~070 107~155 +0~020 61,865 528,695 -8,078
Dec02 020701 106~100 106~115 106~100 106~115 +0~015 0 51 +0
Total Volume and Open Interest 61,865 528,746 -8,078
2 Year T-Notes(CBOT)
Sep02 020701 105~004 105~008 104~117 105~005 +0~009 10,329 96,096 +1,068
Total Volume and Open Interest 10,329 96,096 -8,966
3-Mth T-Bills(IMM)
Sep02 020701 98.26 98.26 98.26 98.26 unch 0 121 +0
Total Volume and Open Interest 0 121 +0
Eurodollars(IMM)
Sep02 020701 98.055 98.060 98.035 98.040 -0.005 76,904 686,024 +1,098
Dec02 020701 97.745 97.755 97.695 97.740 +0.010 111,929 682,498 -22,875
Mar03 020701 97.265 97.295 97.210 97.290 +0.045 169,963 504,560 -13,289
Jun03 020701 96.635 96.675 96.590 96.670 +0.055 116,684 330,803 +213
Sep03 020701 96.055 96.100 96.015 96.095 +0.055 43,273 290,695 -118
Dec03 020701 95.645 95.675 95.585 95.670 +0.055 28,878 206,624 -3,401
Mar04 020701 95.335 95.380 95.305 95.375 +0.050 23,956 170,308 +168
Jun04 020701 95.115 95.145 95.075 95.140 +0.055 19,381 142,754 -602
Sep04 020701 94.955 94.975 94.900 94.975 +0.060 8,500 134,880 +1,890
Dec04 020701 94.790 94.805 94.735 94.805 +0.055 7,535 105,546 +800
Mar05 020701 94.705 94.720 94.650 94.720 +0.055 6,462 109,013 -297
Jun05 020701 94.550 94.605 94.535 94.605 +0.055 9,878 78,398 +123
Total Volume and Open Interest 663,701 3,979,485 -41,028
3-Mth Euro-Yen(IMM)
Sep02 020701 99.91 99.91 99.91 99.91 unch 3 7,153 +1
Dec02 020701 99.90 99.90 99.90 99.90 unch 4 4,427 +36
Mar03 020701 99.85 99.85 99.85 99.85 unch 1 2,293 +0
Jun03 020701 99.86 99.86 99.86 99.86 unch 239 3,964 +504
Sep03 020701 99.82 99.82 99.82 99.82 unch 0 6,929 +0
Dec03 020701 99.78 99.78 99.78 99.78 -0.01 50 1,613 +50
Mar04 020701 99.72 99.72 99.72 99.72 unch 0 708 +0
Jun04 020701 99.69 99.69 99.69 99.69 unch 0 327 +0
Sep04 020701 99.62 99.62 99.62 99.62 unch 0 530 +0
Dec04 020701 99.53 99.53 99.53 99.53 unch 0 162 +0
Total Volume and Open Interest 297 28,666 +591
3-Mth Euro-Yen(SIMEX)
Sep02 020701 99.90 99.91 99.90 99.91 +0.01 2,095 40,891 -303
Dec02 020701 99.89 99.90 99.89 99.89 unch 2,281 38,675 +1,343
Mar03 020701 99.86 99.86 99.85 99.86 unch 3,247 34,320 +362
Jun03 020701 99.86 99.86 99.86 99.86 unch 1,958 51,323 +1,042
Sep03 020701 99.82 99.82 99.82 99.82 unch 1,736 28,894 -1,922
Dec03 020701 99.78 99.78 99.78 99.78 unch 121 15,435 +50
Mar04 020701 99.72 99.72 99.72 99.72 unch 200 14,724 +0
Jun04 020701 99.69 99.69 99.69 99.69 -0.01 0 5,034 +0
Total Volume and Open Interest 11,638 236,495 +572
German Euro-Bund(EUREX)
Sep02 020701 107.50 107.59 107.15 107.33 -0.09 645,581 720,746 +19,712
Dec02 020701 106.81 106.81 106.71 106.71 -0.09 1,990 12,380 +786
Mar03 020701 106.63 106.63 106.63 106.63 -0.09 3,507 0 +0
Total Volume and Open Interest 651,078 733,126 +20,498
German Euro-Bobl(EUREX)
Sep02 020701 106.14 106.20 105.95 106.05 -0.01 364,003 546,947 +18,217
Dec02 020701 105.39 105.42 105.39 105.42 -0.01 777 12,523 +251
Mar03 020701 105.35 105.35 105.35 105.35 -0.01 142 0 +0
Total Volume and Open Interest 364,922 559,470 +18,468
Long Gilt(LIFFE)
Sep02 020701 112~26 112~29 112~19 112~23 -0~01 33,638 93,269 -4,423
Dec02 020701 114~29 114~29 114~29 114~29 +1~27      
Total Volume and Open Interest 33,638 93,269 -4,423
3-Mth Short Sterling(LIFFE)
Sep02 020701 95.65 95.68 95.60 95.65 +0.02 24,316 0 +0
Dec02 020701 95.29 95.34 95.26 95.31 +0.03 24,990 0 +0
Mar03 020701 95.00 95.04 94.96 95.00 +0.02 19,956 0 +0
Total Volume and Open Interest 86,781    
3-Mth Euribor(LIFFE)
Sep02 020701 96.495 96.505 96.475 96.485 unch 95,914 422,241 -2,577
Dec02 020701 96.270 96.285 96.240 96.255 unch 107,562 338,471 -30
Mar03 020701 96.100 96.125 96.070 96.090 +0.005 85,075 290,896 +4,359
Total Volume and Open Interest 376,806 1,645,536 -5,485
3-Mth Aus T-Bills(SFE)
Sep02 020701 94.77 94.77 94.73 94.75 unch 14,055 218,318 -26,225
Dec02 020701 94.53 94.53 94.48 94.50 unch 6,923 114,995 -6,231
Mar03 020701 94.32 94.32 94.28 94.29 -0.01 2,926 55,540 -915
Jun03 020701 94.17 94.17 94.14 94.14 -0.02 1,368 25,572 +852
Sep03 020701 94.05 94.05 94.02 94.02 -0.03 695 16,389 +248
Dec03 020701 93.95 93.95 93.92 93.92 -0.03 382 14,472 +312
Mar04 020701 93.88 93.88 93.85 93.85 -0.03 197 9,216 -354
Jun04 020701 93.81 93.81 93.78 93.78 -0.03 220 4,166 +70
Sep04 020701 93.74 93.74 93.72 93.72 -0.02 107 2,094 +107
Dec04 020701 93.68 93.68 93.68 93.68 -0.02 150 1,557 +150
Total Volume and Open Interest 27,123 463,118 -31,886
10-Year Aus T-Bonds(SFE)
Sep02 020701 93.97 93.99 93.93 93.94 -0.03 1,392 176,117 +822
Dec02 020701 93.94 93.94 93.94 93.94 -0.03      
Total Volume and Open Interest 20,224 175,295 -2,027
3-Year Aus T-Bonds(SFE)
Sep02 020701 94.32 94.33 94.27 94.28 -0.02 58,697 415,399 -40,213
Dec02 020701 94.28 94.28 94.28 94.28 -0.02      
Total Volume and Open Interest 58,697 415,399 -40,213
Gold(CMX)
Aug02 020701 311.6 315.1 311.6 314.4 +0.5 42,796 97,229 -5,160
Oct02 020701 312.0 316.3 312.0 315.5 +0.5 1,406 5,830 +109
Dec02 020701 313.8 317.2 313.8 316.4 +0.5 4,213 30,503 +1,015
Feb03 020701 315.5 317.8 314.2 317.2 +0.4 16 7,252 -11
Apr03 020701 317.9 317.9 317.9 317.9 +0.4 0 3,482 +0
Jun03 020701 316.0 320.0 316.0 318.8 +0.3 24 5,455 +6
Total Volume and Open Interest 48,491 171,163 -4,051
Silver(CMX)
Jul02 020701 480.0 487.0 480.0 486.7 +3.4 2,294 1,982 -5,881
Sep02 020701 482.0 489.0 482.0 488.8 +3.3 9,347 61,493 +84
Dec02 020701 487.0 492.5 484.5 491.5 +3.2 725 17,620 +156
Mar03 020701 490.0 493.4 489.0 493.4 +3.2 0 1,790 +0
May03 020701 494.9 494.9 494.9 494.9 +3.4 201 1,639 +200
Total Volume and Open Interest 12,574 92,790 -5,440
Platinum(NYM)
Jul02 020701 532.0 535.0 530.5 531.6 -5.7 488 488 -539
Oct02 020701 529.0 529.0 522.5 525.6 -5.7 1,123 5,964 +156
Jan03 020701 522.6 522.6 522.6 522.6 -5.7 0 19 +0
Total Volume and Open Interest 1,611 6,471 -383
Palladium(NYME)
Sep02 020701 314.50 322.00 314.50 320.00 +1.20 63 2,027 +39
Total Volume and Open Interest 63 2,027 +39
Copper(CMX)
Jul02 020701 77.05 77.20 76.70 76.80 +0.05 4,519 6,773 -4,973
Sep02 020701 77.75 77.90 77.15 77.45 unch 15,856 38,570 +5,549
Dec02 020701 78.40 78.50 77.70 78.05 unch 447 9,926 +86
Mar03 020701 78.60 78.60 78.60 78.60 unch 50 1,891 +15
May03 020701 78.95 78.95 78.95 78.95 unch 0 2,091 +0
Total Volume and Open Interest 22,204 73,396 +1,789
DJIA Index(CBOT)
Sep02 020701 9275 9320 9091 9096 -134 16,675 28,033 +445
Dec02 020701 9295 9295 9092 9092 -134 37 438 +8
Mar03 020701 9104 9104 9104 9104 -134 0 1 +0
Jun03 020701 9124 9124 9124 9124 -134      
Total Volume and Open Interest 16,712 28,497 +453
S & P 500(CME)
Sep02 020701 989.90 995.80 967.10 969.60 -20.50 72,346 538,728 +1,469
Dec02 020701 989.00 989.00 970.50 970.50 -20.50 84 23,681 -127
Mar03 020701 973.00 973.00 973.00 973.00 -20.90 18 203 -26
Jun03 020701 976.50 976.50 976.50 976.50 -20.90 0 145 +0
Total Volume and Open Interest 72,448 562,784 +1,316
S & P 500 E-Mini(Globex)
Sep02 020701 989.00 996.25 967.00 969.50 -20.50 366,376 173,781 +7,475
Dec02 020701 970.50 970.50 970.50 970.50 -20.50 2 11 +1
Total Volume and Open Interest 366,378 173,792 +7,476
NASDAQ 100(CME)
Sep02 020701 1047.00 1055.00 1000.00 1002.00 -52.00 16,801 54,204 -341
Dec02 020701 1007.00 1007.00 1007.00 1007.00 -52.00 0 61 +0
Mar03 020701 1012.00 1012.00 1012.00 1012.00 -52.00      
Total Volume and Open Interest 16,801 54,265 -341
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020701 1054.5 1064.5 998.5 1002.0 -52.0 175,213 84,583 -2,845
Dec02 020701 1007.0 1007.0 1007.0 1007.0 -52.0 4 6 +4
Total Volume and Open Interest 175,217 84,589 -2,841
NYSE Composite(NYBOT)
Sep02 020701 533.25 535.00 522.50 522.75 -10.45 404 1,888 -30
Dec02 020701 523.15 523.15 523.15 523.15 -10.45 10 410 +10
Mar03 020701 523.55 523.55 523.55 523.55 -10.45 0 200 +0
Total Volume and Open Interest 414 2,498 -20
S & P Midcap 400(CME)
Sep02 020701 489.00 491.50 476.50 476.50 -13.80 1,259 13,918 -37
Dec02 020701 477.75 477.75 477.75 477.75 -13.80      
Mar03 020701 480.75 480.75 480.75 480.75 -13.80      
Total Volume and Open Interest 1,259 13,918 -37
Russell 2000(CME)
Sep02 020701 458.00 461.00 444.50 444.75 -18.60 4,435 24,380 -305
Dec02 020701 446.15 446.15 446.15 446.15 -18.60      
Mar03 020701 448.15 448.15 448.15 448.15 -18.60      
Total Volume and Open Interest 4,435 24,380 -305
Value Line(KCBT)
Sep02 020701 1158.25 1158.25 1127.50 1127.50 -30.50 17 146 +7
Total Volume and Open Interest 17 146 +7
Nikkei 225(CME)
Sep02 020701 10615 10650 10480 10515 -20 1,883 22,130 -127
Dec02 020701 10505 10505 10505 10505 -20 0 43 +0
Total Volume and Open Interest 1,883 22,175 -127
Nikkei 225(SIMEX)
Sep02 020701 10560 10680 10535 10605 +40 17,055 70,457 +241
Dec02 020701 10575 10575 10575 10575 +40 0 150 +0
Mar03 020701 10575 10575 10575 10575 +40 0 300 +0
Total Volume and Open Interest 17,056 70,921 +241
CAC 40(MATIF)
Jul02 020701 3885.0 3987.0 3851.5 3907.5 +4.5 93,726 336,991 +49,514
Aug02 020701 3918.5 3918.5 3918.5 3918.5 +4.5 2 2 +2
Sep02 020701 3915.0 3962.5 3894.0 3928.5 +4.5 4,564 105,561 +982
Total Volume and Open Interest 98,578 464,849 -590,590
DAX Index(EUREX)
Sep02 020701 4365.5 4480.0 4351.0 4386.0 -35.5 76,974 166,383 -3,256
Dec02 020701 4441.5 4506.0 4410.0 4426.0 -36.0 194 4,349 +98
Mar03 020701 4510.0 4525.5 4459.0 4467.5 -35.5 74 103 +26
Total Volume and Open Interest 77,242 170,835 -3,132
FT-SE 100(LIFFE)
Sep02 020701 4624.00 4711.50 4617.50 4673.00 +20.00 75,228 341,310 +3,463
Dec02 020701 4668.00 4709.00 4663.00 4706.00 +21.00 14 11,146 +0
Mar03 020701 4707.00 4707.00 4707.00 4707.00 +19.00 335 5,343 +375
Total Volume and Open Interest 75,577 359,049 +3,838
SPI 200(SFE)
Sep02 020701 3223.0 3234.0 3208.0 3231.0 +30.0 15,759 119,284 +5,795
Dec02 020701 3243.0 3243.0 3243.0 3243.0 +30.0 150 1,741 +80
Mar03 020701 3255.0 3259.0 3255.0 3259.0 +30.0 0 1,126 +0
Total Volume and Open Interest 15,994 122,737 -117,091
GSCI(CME)
Jul02 020701 202.60 204.30 202.55 203.80 +0.40 188 19,474 +192
Aug02 020701 202.90 203.25 202.90 203.25 +0.45 50 52 +50
Sep02 020701 203.00 203.00 203.00 203.00 +1.60      
Total Volume and Open Interest 238 19,526 +242
Bridge CRB Index(NYBOT)
Aug02 020701 210.00 211.00 209.50 210.75 +2.75 56 308 +30
Nov02 020701 213.00 213.75 213.00 213.75 +2.75 0 106 +0
Jan03 020701 215.00 216.25 215.00 216.25 +2.75 0 50 +0
Total Volume and Open Interest 56 464 +30
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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