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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 July 12, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul02 020712 574.00 590.00 572.00 578.00 +1.50 1,445 438 -896
Aug02 020712 553.50 560.00 551.75 558.25 +3.50 21,571 41,127 -536
Sep02 020712 531.50 536.50 528.50 534.50 +2.00 4,720 18,323 +71
Nov02 020712 518.00 523.50 515.50 521.50 +2.50 39,907 98,737 +543
Jan03 020712 519.00 523.50 517.50 521.00 +1.25 854 15,270 +263
Mar03 020712 520.00 524.00 517.00 521.00 +1.00 1,175 12,217 +391
May03 020712 519.00 522.00 518.00 521.00 +1.75 2,279 20,882 +902
Total Volume and Open Interest 72,469 213,315 +697
Soybean Meal(CBOT)
Jul02 020712 191.50 192.30 189.20 191.70 +0.20 5,350 1,072 -2,673
Aug02 020712 185.00 185.00 183.90 184.50 -0.30 13,726 26,371 +488
Sep02 020712 177.40 177.50 176.50 176.70 -0.70 3,643 18,795 +887
Oct02 020712 170.70 170.80 169.80 170.00 -0.60 1,556 15,941 -62
Dec02 020712 168.80 169.40 167.50 168.00 -1.10 11,040 56,893 -613
Jan03 020712 167.60 168.20 166.50 166.50 -1.30 285 5,355 +51
Mar03 020712 166.00 166.50 164.20 164.20 -1.90 276 5,145 +121
May03 020712 164.80 164.80 163.20 163.30 -1.20 878 7,066 +33
Total Volume and Open Interest 37,079 141,526 -1,696
Soybean Oil(CBOT)
Jul02 020712 18.78 19.11 18.78 19.11 +0.33 1,079 595 -428
Aug02 020712 18.80 19.28 18.80 19.23 +0.40 8,963 32,622 +795
Sep02 020712 18.93 19.40 18.93 19.37 +0.40 2,628 22,101 +394
Oct02 020712 19.03 19.53 19.03 19.49 +0.43 340 8,774 -62
Dec02 020712 19.25 19.75 19.25 19.71 +0.45 6,595 47,274 -212
Jan03 020712 19.48 19.82 19.43 19.82 +0.44 20 5,447 +15
Mar03 020712 19.60 20.00 19.55 20.00 +0.50 504 4,030 -133
May03 020712 19.75 20.10 19.75 20.10 +0.46 418 7,526 +125
Total Volume and Open Interest 20,791 132,715 +696
Canola(WCE)
Jul02 020712 393.0 393.0 393.0 393.0 +9.0 23 176 -23
Sep02 020712 390.5 390.5 390.5 390.5 +5.0 1 116 +0
Nov02 020712 385.8 394.5 385.8 394.4 +8.6 6,382 44,949 -629
Jan03 020712 386.0 392.8 385.5 392.8 +7.4 274 1,613 +101
Mar03 020712 383.5 389.0 383.0 389.0 +6.0 0 855 +0
Total Volume and Open Interest 6,680 47,724 -551
Corn(CBOT)
Jul02 020712 214.75 215.00 212.50 214.25 -1.75 2,312 1,250 -705
Sep02 020712 222.00 223.25 220.25 222.50 -1.25 26,099 153,155 -1,440
Dec02 020712 231.50 233.25 229.75 232.75 -1.00 62,729 207,504 -2,163
Mar03 020712 238.50 240.00 236.75 239.50 -1.00 4,270 35,842 -456
May03 020712 242.25 243.50 241.50 243.50 -0.75 1,619 8,841 +348
Jul03 020712 245.50 247.75 244.50 247.00 -0.50 1,617 13,760 +356
Total Volume and Open Interest 99,699 439,510 -3,951
Wheat(CBOT)
Jul02 020712 319.00 319.00 314.00 315.25 -10.75 150 77 -116
Sep02 020712 320.50 323.00 318.00 318.25 -5.00 15,715 49,526 +29
Dec02 020712 330.50 332.00 325.00 326.00 -6.00 22,509 52,888 +766
Mar03 020712 335.00 335.00 329.50 330.25 -7.75 2,076 6,388 +542
May03 020712 329.00 329.00 324.00 324.00 -6.00 31 294 +6
Total Volume and Open Interest 41,004 114,072 +1,136
Wheat(KCBT)
Jul02 020712 346.50 346.50 341.00 341.00 -9.00 64 210 +0
Sep02 020712 345.00 346.50 340.00 342.75 -5.25 11,925 42,152 +713
Dec02 020712 350.00 351.00 344.25 347.00 -5.50 7,438 33,574 +1,916
Mar03 020712 349.00 349.00 342.50 344.50 -7.50 997 7,129 +448
May03 020712 339.00 339.50 337.00 338.00 -6.00 150 574 -123
Total Volume and Open Interest 20,610 85,592 +2,952
Wheat(MGE)
Jul02 020712 348.25 348.25 348.00 348.00 -2.00 0 2 +0
Sep02 020712 356.00 356.50 351.75 354.25 -2.75 3,890 12,351 -190
Dec02 020712 357.00 359.00 355.00 357.00 -1.00 1,618 6,342 +212
Mar03 020712 359.50 360.50 357.00 359.00 unch 603 2,154 +251
May03 020712 358.00 358.00 354.50 355.00 -1.50 78 749 -5
Total Volume and Open Interest 6,300 22,616 +242
Oats(CBOT)
Jul02 020712 219.50 220.50 215.25 220.25 +1.25 179 53 -82
Sep02 020712 157.25 164.00 157.25 162.00 +3.75 889 2,334 +60
Dec02 020712 154.75 158.50 153.50 155.00 -0.75 871 6,889 +124
Mar03 020712 156.50 162.00 156.50 158.00 -0.75 49 279 +25
Total Volume and Open Interest 1,988 9,565 +127
Rough Rice(CBOT)
Jul02 020712 4.27 4.27 4.23 4.23 -0.02 10 241 -71
Sep02 020712 4.46 4.47 4.40 4.40 -0.05 151 2,874 -61
Nov02 020712 4.66 4.66 4.59 4.59 -0.05 61 2,235 +21
Jan03 020712 4.80 4.80 4.76 4.76 -0.04 11 733 +8
Total Volume and Open Interest 249 7,311 -94
Live Cattle(CME)
Aug02 020712 65.525 65.600 65.175 65.400 +0.125 11,156 33,068 +118
Oct02 020712 67.700 67.800 67.400 67.700 unch 5,942 32,723 +1,778
Dec02 020712 68.650 68.650 68.200 68.450 -0.150 1,938 18,343 +488
Feb03 020712 69.800 69.850 69.350 69.625 -0.175 1,169 6,261 +523
Apr03 020712 70.300 70.300 69.850 70.100 -0.125 515 3,114 +234
Jun03 020712 65.750 66.050 65.750 65.800 -0.050 291 723 +173
Total Volume and Open Interest 21,011 94,235 +3,314
Feeder Cattle(CME)
Aug02 020712 78.400 78.950 78.250 78.350 +0.425 1,826 6,303 -209
Sep02 020712 78.900 79.250 78.500 78.725 +0.325 876 2,153 +500
Oct02 020712 78.700 79.150 78.200 78.725 +0.525 463 1,717 +32
Nov02 020712 78.600 79.400 78.575 78.700 +0.100 180 906 +77
Jan03 020712 77.750 78.625 77.350 77.650 -0.300 244 496 +41
Mar03 020712 77.200 77.200 77.100 77.100 +0.100 1 34 -1
Apr03 020712 76.800 76.800 76.800 76.800 +0.600 6 84 +5
Total Volume and Open Interest 3,596 11,695 +445
Lean Hogs(CME)
Jul02 020712 54.150 54.250 53.950 54.025 +0.075 765 1,663 -152
Aug02 020712 51.550 51.775 50.650 51.350 -0.075 5,528 10,638 -462
Oct02 020712 43.500 43.600 42.700 43.375 -0.225 2,650 9,666 +1,296
Dec02 020712 40.375 40.600 39.825 40.400 +0.025 1,049 5,701 -153
Feb03 020712 43.450 43.500 42.600 42.600 -0.400 62 838 +11
Apr03 020712 46.200 46.200 45.650 45.650 +0.150 18 127 +5
May03 020712 53.000 53.000 53.000 53.000 +0.150 0 19 +0
Jun03 020712 55.300 55.400 55.300 55.400 +0.100 4 83 +4
Total Volume and Open Interest 10,077 28,756 +550
Pork Bellies(CME)
Jul02 020712 77.900 78.450 75.400 76.975 -1.175 91 330 -38
Aug02 020712 75.100 75.200 72.200 73.750 -0.825 823 1,535 +54
Feb03 020712 65.100 65.100 63.450 63.775 -1.125 21 179 +0
Mar03 020712 64.750 64.750 63.300 63.300 -0.200 0 3 +0
May03 020712 63.500 63.500 63.500 63.500 unch 0 3 +0
Total Volume and Open Interest 935 2,050 +16
Cocoa(NYBOT)
Jul02 020712 1810 1810 1730 1740 -68 5 100 -59
Sep02 020712 1808 1812 1740 1751 -67 5,128 34,215 +235
Dec02 020712 1792 1795 1720 1735 -62 2,534 21,832 -238
Mar03 020712 1743 1743 1692 1697 -53 1,417 17,317 +639
May03 020712 1742 1743 1690 1695 -51 221 6,983 +72
Jul03 020712 1742 1742 1697 1697 -53 282 6,054 +161
Sep03 020712 1747 1747 1700 1700 -53 147 11,271 -10
Total Volume and Open Interest 9,859 106,774 +865
Coffee "C"(NYBOT)
Jul02 020712 50.50 50.50 49.75 49.85 -2.05 51 220 -67
Sep02 020712 52.80 52.90 51.00 51.65 -2.05 12,731 38,759 -1,060
Dec02 020712 55.10 55.30 54.10 54.55 -2.15 2,584 14,134 +418
Mar03 020712 58.00 58.25 57.25 57.35 -2.15 476 7,289 -48
May03 020712 59.40 59.40 58.50 58.75 -2.15 163 3,387 +51
Jul03 020712 60.75 60.75 60.00 60.00 -2.15 48 2,684 -1
Total Volume and Open Interest 16,091 68,311 -690
Orange Juice(NYBOT)
Sep02 020712 92.00 92.00 91.10 91.20 -0.30 519 13,847 +22
Nov02 020712 92.00 92.00 91.20 91.20 -0.30 244 3,459 -24
Jan03 020712 92.25 92.25 91.35 91.35 -0.30 71 4,157 +40
Mar03 020712 93.00 93.00 92.55 92.55 -0.30 10 2,352 +0
May03 020712 93.75 93.75 93.75 93.75 -0.30 0 346 +0
Total Volume and Open Interest 856 24,181 +21
Sugar #11(NYBOT)
Oct02 020712 5.97 6.00 5.81 5.99 unch 26,010 73,628 +403
Mar03 020712 6.05 6.07 5.92 6.05 -0.02 8,118 28,825 +1,192
May03 020712 5.90 5.92 5.80 5.90 -0.03 612 9,930 +17
Jul03 020712 5.70 5.70 5.61 5.68 -0.04 869 14,787 -167
Oct03 020712 5.80 5.81 5.79 5.79 -0.01 192 10,055 +15
Total Volume and Open Interest 35,948 140,689 +1,514
London Cocoa(LCE)
Jul02 020712 1467 1473 1403 1407 -61 2,707 21,765 -654
Sep02 020712 1402 1414 1350 1366 -38 3,489 46,307 +838
Dec02 020712 1295 1303 1248 1263 -33 997 25,044 -258
Mar03 020712 1247 1256 1202 1218 -33 744 37,687 -80
May03 020712 1255 1259 1212 1227 -32 40 8,697 +22
Jul03 020712 1268 1275 1226 1241 -31 393 6,900 +346
Sep03 020712 1279 1279 1246 1246 -31 98 4,625 +45
Total Volume and Open Interest 8,825 159,102 +529
London Coffee(LCE)
Jul02 020712 522.00 532.00 518.00 518.00 -16.00 338 806 -83
Sep02 020712 563.00 579.00 537.00 541.00 -22.00 8,695 46,319 +608
Nov02 020712 575.00 589.00 551.00 556.00 -20.00 3,204 29,476 +548
Jan03 020712 587.00 603.00 567.00 567.00 -20.00 2,040 15,941 +258
Mar03 020712 600.00 605.00 575.00 578.00 -20.00 927 9,463 +506
May03 020712 615.00 615.00 588.00 590.00 -19.00 663 8,340 +241
Total Volume and Open Interest 16,336 111,359 +2,446
London Sugar(LCE)
Aug02 020712 205.00 205.00 200.10 202.20 -1.80 3,310 4,623 -1,565
Oct02 020712 181.00 181.00 177.50 179.70 -0.30 3,029 17,720 +296
Dec02 020712 179.00 179.50 176.00 179.00 unch 615 4,754 +216
Mar03 020712 183.00 183.00 179.40 182.00 unch 460 6,610 +219
May03 020712 185.00 185.00 183.00 183.00 -1.00 22 2,548 +6
Total Volume and Open Interest 7,535 37,029 -794
Cotton(NYBOT)
Oct02 020712 46.26 47.47 44.71 44.74 -1.32 808 3,660 -37
Dec02 020712 47.95 48.00 46.25 46.30 -1.45 8,800 58,709 +142
Mar03 020712 49.65 49.65 48.26 48.27 -1.28 387 7,705 +48
May03 020712 52.20 52.50 51.00 51.05 -1.28 280 4,190 +83
Jul03 020712 51.55 51.55 51.55 51.55 -1.48 0 1,916 +0
Oct03 020712 52.70 52.70 52.70 52.70 -1.30 0 106 +0
Total Volume and Open Interest 10,284 77,232 +240
Lumber(CME)
Jul02 020712 276.8 276.8 269.7 271.0 -3.3 164 252 -42
Sep02 020712 270.6 272.2 268.5 269.7 -2.5 226 1,255 +58
Nov02 020712 268.5 272.8 268.4 269.1 -4.1 34 162 +11
Jan03 020712 282.3 283.8 281.0 283.8 -0.5 7 55 -3
Total Volume and Open Interest 449 1,752 +31
Crude Oil(NYM)
Aug02 020712 27.25 27.53 27.16 27.48 +0.65 68,630 105,874 -8,062
Sep02 020712 27.25 27.50 27.15 27.43 +0.59 51,738 96,577 +9,229
Oct02 020712 26.98 27.15 26.78 27.07 +0.55 11,271 37,051 +1,150
Nov02 020712 26.70 26.80 26.50 26.78 +0.49 2,394 16,947 -114
Dec02 020712 26.45 26.51 26.28 26.51 +0.45 5,429 52,166 +920
Jan03 020712 26.15 26.25 26.05 26.25 +0.42 1,170 21,011 -91
Feb03 020712 25.88 26.00 25.80 26.00 +0.39 453 9,390 -50
Mar03 020712 25.68 25.77 25.68 25.77 +0.37 640 8,808 +187
Apr03 020712 25.45 25.55 25.42 25.55 +0.34 35 6,568 +300
May03 020712 25.30 25.33 25.30 25.33 +0.31 65 3,137 +55
Total Volume and Open Interest 147,247 457,787 +4,124
Heating Oil(NYM)
Aug02 020712 69.90 70.85 69.75 70.54 +1.53 19,479 37,061 +1,214
Sep02 020712 70.70 71.50 70.45 71.23 +1.54 6,242 26,081 +3,209
Oct02 020712 71.25 71.73 71.10 71.73 +1.44 2,832 10,634 +312
Nov02 020712 71.80 72.28 71.70 72.28 +1.39 449 8,924 +153
Dec02 020712 72.00 72.73 72.00 72.73 +1.39 1,625 19,099 +979
Jan03 020712 72.60 73.03 72.20 73.03 +1.39 621 9,328 +234
Feb03 020712 72.25 72.63 71.95 72.63 +1.34 122 7,869 -291
Mar03 020712 71.10 71.13 70.90 71.13 +1.29 145 5,299 +10
Apr03 020712 69.20 69.28 69.20 69.28 +1.24 183 2,710 -31
May03 020712 67.43 67.43 67.43 67.43 +1.19 1 1,536 +1
Total Volume and Open Interest 31,702 134,656 +5,791
Unleaded Gas(NYM)
Aug02 020712 81.30 82.80 80.75 82.44 +2.61 33,498 44,028 -2,350
Sep02 020712 79.70 81.00 79.00 80.56 +2.34 14,514 30,891 +2,420
Oct02 020712 75.50 76.43 75.00 76.43 +2.03 2,561 16,623 +944
Nov02 020712 73.10 74.59 73.10 74.59 +2.09 450 4,070 +90
Dec02 020712 72.85 73.35 72.20 73.35 +2.00 504 3,471 -75
Jan03 020712 71.50 73.00 71.50 73.00 +1.95 313 2,359 +15
Feb03 020712 71.60 73.10 71.50 73.10 +1.95 100 418 +101
Mar03 020712 73.75 73.75 73.75 73.75 +1.95 0 1,734 +18
Total Volume and Open Interest 51,940 106,304 +1,163
Natural Gas(NYM)
Aug02 020712 2.890 2.900 2.770 2.787 -0.043 47,082 54,814 -278
Sep02 020712 2.925 2.930 2.820 2.830 -0.039 13,401 46,367 +2,016
Oct02 020712 2.970 2.970 2.860 2.877 -0.034 12,340 49,911 +735
Nov02 020712 3.340 3.340 3.240 3.265 -0.033 3,883 31,646 -184
Dec02 020712 3.620 3.660 3.565 3.573 -0.033 9,648 33,945 -46
Jan03 020712 3.730 3.770 3.690 3.708 -0.023 8,643 27,335 -1,786
Feb03 020712 3.740 3.745 3.670 3.678 -0.023 2,065 20,462 -206
Mar03 020712 3.690 3.700 3.638 3.638 -0.023 2,517 23,148 +185
Total Volume and Open Interest 112,238 503,653 +377
Brent Crude Oil(IPE)
Aug02 020712 26.10 26.44 26.05 26.32 +0.36 19,688 46,781 -3,685
Sep02 020712 25.81 26.16 25.79 26.10 +0.47 39,076 62,025 -952
Oct02 020712 25.68 26.00 25.67 25.96 +0.43 12,665 37,714 +6,575
Nov02 020712 25.60 25.81 25.52 25.77 +0.38 3,031 11,750 +378
Dec02 020712 25.30 25.57 25.29 25.52 +0.33 5,656 30,215 -481
Jan03 020712 25.08 25.30 25.08 25.29 +0.32 525 14,810 +100
Feb03 020712 25.06 25.08 25.05 25.08 +0.31 5 5,644 +0
Mar03 020712 24.73 24.94 24.73 24.87 +0.30 250 3,951 +0
Total Volume and Open Interest 83,385 243,447 +3,100
Gas Oil(IPE)
Aug02 020712 214.50 216.50 214.00 214.75 +1.75 18,733 50,339 -918
Sep02 020712 215.50 217.00 214.75 216.00 +2.00 4,280 25,370 +1,911
Oct02 020712 216.75 218.00 216.00 216.75 +1.75 2,223 20,492 +483
Nov02 020712 216.75 218.50 216.75 217.75 +2.00 555 19,705 +273
Dec02 020712 217.25 219.00 217.25 218.00 +2.00 1,390 39,698 -194
Jan03 020712 218.00 218.50 217.75 217.75 +2.00 400 7,753 +400
Feb03 020712 215.50 215.50 215.50 215.50 +2.25 0 4,390 +0
Mar03 020712 212.00 212.00 212.00 212.00 +1.75 1,000 5,666 +812
Total Volume and Open Interest 36,558 198,685 -2,677
US Dollar Index(NYBOT)
Sep02 020712 106.60 106.65 106.04 106.22 +0.03 888 10,184 +1
Dec02 020712 107.14 107.14 106.58 106.83 +0.03 9 2,315 -3
Mar03 020712 107.43 107.43 107.43 107.43 +0.03 0 2 +0
Total Volume and Open Interest 897 12,502 -2
Australian Dollar(IMM)
Sep02 020712 55.61 55.80 55.38 55.61 +0.09 2,634 32,393 -6
Dec02 020712 54.80 55.20 54.80 55.16 +0.09 6 720 +61
Mar03 020712 54.71 54.71 54.71 54.71 +0.09 0 16 +0
Total Volume and Open Interest 2,642 33,826 +57
British Pound(IMM)
Sep02 020712 154.08 154.74 154.08 154.52 -0.64 2,784 39,335 -1,185
Dec02 020712 153.70 153.90 153.56 153.56 -0.64 9 378 +45
Mar03 020712 152.66 152.66 152.66 152.66 -0.64 0 33 +0
Total Volume and Open Interest 2,793 39,750 -1,140
Canadian Dollar(IMM)
Sep02 020712 65.41 65.48 65.10 65.13 -0.48 5,485 74,993 +1,707
Dec02 020712 65.20 65.23 64.94 64.94 -0.48 176 4,013 +9
Mar03 020712 65.04 65.04 64.76 64.76 -0.48 22 744 +2
Jun03 020712 64.59 64.59 64.59 64.59 -0.48 0 422 +0
Total Volume and Open Interest 5,810 80,342 +1,754
Japanese Yen(IMM)
Sep02 020712 85.68 86.14 85.67 85.86 -0.04 6,277 76,649 +919
Dec02 020712 86.25 86.50 86.25 86.26 -0.04 98 1,506 +13
Mar03 020712 86.70 86.70 86.70 86.70 -0.05 3 168 +3
Total Volume and Open Interest 6,378 78,548 +935
Swiss Franc(IMM)
Sep02 020712 67.32 67.65 67.32 67.50 -0.19 7,089 43,228 +2,645
Dec02 020712 67.50 67.63 67.50 67.61 -0.19 24 501 -3
Mar03 020712 67.72 67.72 67.72 67.72 -0.19 0 39 +0
Total Volume and Open Interest 7,125 43,774 +2,642
EuroFX(IMM)
Sep02 020712 98.46 98.98 98.45 98.78 -0.04 12,579 109,043 -1,679
Dec02 020712 98.10 98.42 98.10 98.39 -0.04 222 2,898 +30
Mar03 020712 98.02 98.02 98.02 98.02 -0.04 0 72 +0
Total Volume and Open Interest 12,811 112,259 -1,639
Mexican Peso(IMM)
Sep02 020712 10185.0 10210.0 10145.0 10167.0 +52.0 4,339 17,105 -678
Dec02 020712 10030.0 10030.0 9982.0 9982.0 +52.0 97 1,532 +2
Total Volume and Open Interest 4,460 18,988 -656
30-Year T-Bonds(CBOT)
Sep02 020712 104~21 105~21 104~16 105~08 +0~05 360,555 395,550 +2,605
Dec02 020712 103~15 104~15 103~13 104~03 +0~05 3,800 28,123 -199
Mar03 020712 103~01 103~01 103~01 103~01 +0~05 0 14 +0
Total Volume and Open Interest 364,355 423,687 +2,406
Municipal Bonds(CBOT)
Sep02 020712 105~13 106~04 105~11 105~20 -0~01 1,097 3,997 -6
Total Volume and Open Interest 1,097 3,997 -6
10-Year T-Notes(CBOT)
Sep02 020712 108~180 109~100 108~145 109~010 +0~060 575,096 815,562 +6,257
Dec02 020712 107~060 107~305 107~040 107~220 +0~060 9,842 39,809 +1,200
Total Volume and Open Interest 584,938 855,372 +7,457
5-Year T-Notes(CBOT)
Sep02 020712 108~135 108~315 108~120 108~265 +0~040 109,330 540,563 +9,781
Dec02 020712 107~120 107~250 107~120 107~250 +0~035 935 3,322 +577
Total Volume and Open Interest 110,265 543,885 +10,358
2 Year T-Notes(CBOT)
Sep02 020712 105~072 105~105 105~072 105~096 +0~008 8,041 99,383 +1,291
Total Volume and Open Interest 8,041 99,383 +1,291
3-Mth T-Bills(IMM)
Sep02 020712 98.31 98.31 98.31 98.31 +0.01 0 133 +0
Total Volume and Open Interest 0 133 +0
Eurodollars(IMM)
Sep02 020712 98.090 98.135 98.085 98.125 +0.015 172,423 675,726 +14,625
Dec02 020712 97.845 97.955 97.830 97.940 +0.055 234,023 647,845 -7,764
Mar03 020712 97.535 97.715 97.525 97.690 +0.085 338,948 547,897 -9,098
Jun03 020712 97.045 97.255 97.040 97.225 +0.090 213,284 376,457 +600
Sep03 020712 96.505 96.710 96.500 96.690 +0.095 117,278 324,014 +13,707
Dec03 020712 96.080 96.250 96.060 96.225 +0.070 71,183 232,373 +12,651
Mar04 020712 95.750 95.880 95.730 95.850 +0.035 34,160 171,635 -3,048
Jun04 020712 95.490 95.610 95.465 95.560 +0.010 22,817 148,217 +1,198
Sep04 020712 95.275 95.385 95.275 95.380 +0.025 12,026 136,361 +513
Dec04 020712 95.065 95.200 95.060 95.160 +0.015 9,393 97,932 -737
Mar05 020712 94.950 95.080 94.950 95.035 +0.005 15,276 103,977 -2,793
Jun05 020712 94.830 94.900 94.825 94.885 unch 6,377 81,575 +817
Total Volume and Open Interest 1,279,603 4,074,213 +20,219
3-Mth Euro-Yen(IMM)
Sep02 020712 99.91 99.91 99.91 99.91 unch 405 7,228 +150
Dec02 020712 99.90 99.90 99.90 99.90 unch 0 4,559 -365
Mar03 020712 99.86 99.86 99.86 99.86 +0.01 0 1,909 -191
Jun03 020712 99.87 99.87 99.87 99.87 +0.01 0 4,407 +0
Sep03 020712 99.83 99.83 99.83 99.83 unch 0 6,208 -4
Dec03 020712 99.78 99.78 99.78 99.78 unch 0 1,776 +213
Mar04 020712 99.72 99.72 99.72 99.72 unch 0 708 +0
Jun04 020712 99.70 99.70 99.70 99.70 unch 0 367 +40
Sep04 020712 99.63 99.63 99.63 99.63 unch 0 730 +100
Dec04 020712 99.54 99.54 99.54 99.54 unch 0 162 +0
Total Volume and Open Interest 405 29,214 +443
3-Mth Euro-Yen(SIMEX)
Sep02 020712 99.91 99.91 99.91 99.91 unch 1,177 40,045 -3
Dec02 020712 99.90 99.90 99.89 99.90 unch 6,397 41,741 +2,321
Mar03 020712 99.85 99.86 99.85 99.86 unch 1,848 35,611 -74
Jun03 020712 99.86 99.86 99.86 99.86 unch 368 52,317 +24
Sep03 020712 99.83 99.83 99.83 99.83 unch 660 29,603 -203
Dec03 020712 99.78 99.78 99.78 99.78 unch 900 16,812 +241
Mar04 020712 99.72 99.72 99.72 99.72 unch 343 15,296 +20
Jun04 020712 99.70 99.70 99.70 99.70 unch 513 5,894 +373
Total Volume and Open Interest 12,456 244,980 +2,861
German Euro-Bund(EUREX)
Sep02 020712 107.79 108.37 107.65 108.21 +0.27 856,143 772,037 -11,306
Dec02 020712 107.12 107.60 107.12 107.60 +0.31 4,646 17,426 -157
Mar03 020712 107.51 107.51 107.51 107.51 +0.27      
Total Volume and Open Interest 860,789 789,463 -11,463
German Euro-Bobl(EUREX)
Sep02 020712 106.39 106.74 106.28 106.63 +0.13 428,228 578,705 +6,059
Dec02 020712 105.97 105.97 105.97 105.97 +0.12 1,805 14,721 -37
Mar03 020712 105.93 105.93 105.93 105.93 +0.13 102 0 +0
Total Volume and Open Interest 430,135 593,426 +6,022
Long Gilt(LIFFE)
Sep02 020712 112~30 113~14 112~25 113~11 +0~08 36,084 102,748 +1,987
Dec02 020712 115~12 115~12 115~12 115~12 +0~08      
Total Volume and Open Interest 36,084 102,748 +1,987
3-Mth Short Sterling(LIFFE)
Sep02 020712 95.73 95.80 95.72 95.77 +0.04 37,017 0 +0
Dec02 020712 95.43 95.52 95.41 95.49 +0.04 41,899 0 +0
Mar03 020712 95.15 95.24 95.13 95.21 +0.04 34,431 0 +0
Total Volume and Open Interest 147,747    
3-Mth Euribor(LIFFE)
Sep02 020712 96.500 96.535 96.495 96.520 +0.010 80,836 426,409 -2,356
Dec02 020712 96.345 96.415 96.315 96.395 +0.030 114,124 361,865 +7,939
Mar03 020712 96.210 96.315 96.170 96.290 +0.050 140,310 333,845 +8,610
Total Volume and Open Interest 471,683 1,758,255 +24,066
3-Mth Aus T-Bills(SFE)
Sep02 020712 94.94 94.98 94.92 94.96 -0.01 20,926 256,410 +14,900
Dec02 020712 94.76 94.78 94.75 94.77 -0.04 13,189 138,070 +11,066
Mar03 020712 94.57 94.59 94.56 94.58 -0.04 1,953 54,610 +770
Jun03 020712 94.40 94.41 94.39 94.41 -0.05 2,105 28,517 +1,933
Sep03 020712 94.24 94.26 94.24 94.26 -0.05 1,501 18,179 +1,691
Dec03 020712 94.11 94.14 94.11 94.14 -0.05 201 14,286 +109
Mar04 020712 94.03 94.03 94.03 94.03 -0.05 175 9,109 +90
Jun04 020712 93.92 93.93 93.92 93.93 -0.06 34 4,101 +31
Sep04 020712 93.85 93.85 93.85 93.85 -0.06 0 1,909 -65
Dec04 020712 93.78 93.78 93.78 93.78 -0.05 45 1,615 -200
Total Volume and Open Interest 40,154 527,686 +30,350
10-Year Aus T-Bonds(SFE)
Sep02 020712 94.10 94.10 94.06 94.08 -0.08 2,459 173,560 -26,160
Dec02 020712 94.08 94.08 94.08 94.08 -0.08      
Total Volume and Open Interest 21,367 199,720 +17,452
3-Year Aus T-Bonds(SFE)
Sep02 020712 94.45 94.47 94.43 94.47 -0.05 76,279 471,845 +61,294
Dec02 020712 94.47 94.47 94.47 94.47 -0.05      
Total Volume and Open Interest 76,279 471,845 +61,294
Gold(CMX)
Aug02 020712 315.7 317.3 315.2 315.9 -1.7 39,833 90,581 +2,745
Oct02 020712 317.2 318.5 316.7 317.2 -1.7 325 6,524 +28
Dec02 020712 318.5 319.5 317.5 318.2 -1.7 4,244 36,790 +2,223
Feb03 020712 319.5 320.5 318.5 319.0 -1.7 592 8,107 -35
Apr03 020712 321.0 321.0 319.7 319.7 -1.7 1 3,781 +1
Jun03 020712 321.8 321.8 320.0 320.6 -1.7 395 5,745 +20
Total Volume and Open Interest 45,926 174,535 +5,333
Silver(CMX)
Jul02 020712 506.0 506.0 503.0 504.6 -2.6 88 374 -10
Sep02 020712 508.0 511.5 504.0 506.5 -2.7 12,742 68,598 +1,876
Dec02 020712 511.0 514.0 507.5 509.2 -2.7 1,699 19,337 +121
Mar03 020712 511.1 511.1 511.1 511.1 -2.7 5 1,801 +0
May03 020712 512.5 512.5 512.5 512.5 -2.7 5 1,638 +5
Total Volume and Open Interest 14,792 100,337 +2,147
Platinum(NYM)
Jul02 020712 531.0 531.0 531.0 531.0 +1.7 6 165 -12
Oct02 020712 527.0 528.0 523.1 524.0 +1.7 486 5,551 -85
Jan03 020712 518.0 518.0 518.0 518.0 +1.7 0 19 +0
Total Volume and Open Interest 492 5,735 -97
Palladium(NYME)
Sep02 020712 327.00 327.00 318.00 320.00 -7.00 57 2,068 +31
Total Volume and Open Interest 57 2,068 +31
Copper(CMX)
Jul02 020712 74.40 74.45 73.80 73.95 -0.60 678 2,479 -588
Sep02 020712 74.80 75.20 74.20 74.50 -0.60 14,013 38,925 -1,558
Dec02 020712 75.60 75.75 75.10 75.30 -0.55 1,319 10,277 +45
Mar03 020712 75.95 76.45 75.95 76.00 -0.55 56 2,012 +30
May03 020712 76.50 76.50 76.45 76.45 -0.55 35 2,053 +0
Total Volume and Open Interest 16,236 72,676 -2,059
DJIA Index(CBOT)
Sep02 020712 8860 8860 8590 8648 -149 46,259 31,215 +175
Dec02 020712 8855 8855 8605 8641 -149 115 461 +7
Mar03 020712 8650 8650 8650 8650 -149 3 1 +0
Jun03 020712 8670 8670 8670 8670 -149      
Total Volume and Open Interest 46,377 31,702 +182
S & P 500(CME)
Sep02 020712 930.00 936.00 913.10 917.30 -9.60 111,834 549,766 -3,417
Dec02 020712 931.00 931.50 917.70 917.70 -9.60 1,506 20,046 -174
Mar03 020712 918.50 918.50 918.50 918.50 -9.80 1,135 14,895 +815
Jun03 020712 920.80 920.80 920.80 920.80 -10.10 243 360 +90
Total Volume and Open Interest 114,723 585,105 -2,685
S & P 500 E-Mini(Globex)
Sep02 020712 928.00 938.00 912.75 917.25 -9.75 791,119 238,489 -2,666
Dec02 020712 929.50 933.75 917.75 917.75 -9.50 11 25 +0
Total Volume and Open Interest 791,130 238,514 -2,666
NASDAQ 100(CME)
Sep02 020712 1020.00 1030.00 990.00 1001.00 +2.50 25,146 57,337 +933
Dec02 020712 1006.00 1006.00 1006.00 1006.00 +2.50 0 61 +0
Mar03 020712 1011.00 1011.00 1011.00 1011.00 +2.50      
Total Volume and Open Interest 25,146 57,398 +933
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020712 1000.0 1030.0 990.5 1001.0 +2.5 358,951 113,579 +8,633
Dec02 020712 1006.0 1006.0 1006.0 1006.0 +2.5 0 7 +0
Total Volume and Open Interest 358,951 113,586 +8,633
NYSE Composite(NYBOT)
Sep02 020712 500.00 501.25 490.50 493.00 -5.00 2,152 2,438 +58
Dec02 020712 493.25 493.25 493.25 493.25 -5.00 50 450 -30
Mar03 020712 493.50 493.50 493.50 493.50 -5.15 0 200 +0
Total Volume and Open Interest 2,202 3,088 +28
S & P Midcap 400(CME)
Sep02 020712 448.50 453.25 442.75 445.75 -2.00 1,094 14,583 +183
Dec02 020712 447.00 447.00 447.00 447.00 -2.00      
Mar03 020712 450.00 450.00 450.00 450.00 -2.00      
Total Volume and Open Interest 1,094 14,583 +183
Russell 2000(CME)
Sep02 020712 416.00 422.00 411.50 412.50 -2.75 3,006 24,507 -209
Dec02 020712 413.50 413.50 413.50 413.50 -3.15 2 2 +2
Mar03 020712 415.50 415.50 415.50 415.50 -3.15      
Total Volume and Open Interest 3,008 24,509 -207
Value Line(KCBT)
Sep02 020712 1073.00 1081.00 1052.00 1057.50 -10.50 93 138 +51
Total Volume and Open Interest 99 143 +56
Nikkei 225(CME)
Sep02 020712 10620 10640 10455 10485 -30 2,145 23,352 +494
Dec02 020712 10475 10475 10475 10475 -30 0 43 +0
Total Volume and Open Interest 2,145 23,397 +494
Nikkei 225(SIMEX)
Sep02 020712 10600 10695 10565 10625 +95 14,123 72,050 +119
Dec02 020712 10630 10630 10595 10595 +95 0 150 +0
Mar03 020712 10595 10595 10595 10595 +95 0 300 +0
Total Volume and Open Interest 14,866 72,501 -168
CAC 40(MATIF)
Jul02 020712 3565.0 3641.5 3463.0 3523.0 +4.0 87,352 456,063 -2,854
Aug02 020712 3533.0 3533.0 3533.0 3533.0 -137.0 126 229 +124
Sep02 020712 3646.0 3650.0 3500.0 3542.0 +4.0 1,277 109,088 -31
Total Volume and Open Interest 89,084 589,023 -2,469
DAX Index(EUREX)
Sep02 020712 4275.0 4289.0 4096.0 4155.5 -24.0 104,275 175,793 +394
Dec02 020712 4290.0 4300.0 4144.0 4192.5 -24.5 55 4,671 +29
Mar03 020712 4333.5 4333.5 4204.5 4230.5 -23.5 177 411 +153
Total Volume and Open Interest 104,507 180,875 +576
FT-SE 100(LIFFE)
Sep02 020712 4339.00 4341.00 4151.50 4197.50 -42.50 92,406 372,486 +5,326
Dec02 020712 4350.00 4350.00 4180.50 4223.00 -45.00 307 11,988 +135
Mar03 020712 4223.50 4223.50 4223.50 4223.50 -45.50 600 7,415 +100
Total Volume and Open Interest 93,313 393,189 +5,561
SPI 200(SFE)
Sep02 020712 3194.0 3198.0 3182.0 3192.0 +11.0 15,104 122,226 +8,120
Dec02 020712 3203.0 3204.0 3203.0 3204.0 +11.0 0 1,721 -55
Mar03 020712 3230.0 3230.0 3217.0 3217.0 +10.0 0 1,052 -2
Total Volume and Open Interest 15,140 125,895 +8,079
GSCI(CME)
Jul02 020712 204.80 205.30 203.80 205.30 +2.00 3,870 5,266 -3,499
Aug02 020712 204.70 205.00 204.05 204.70 +1.60 3,890 15,190 +3,758
Sep02 020712 205.20 205.20 204.50 204.50 +2.00      
Total Volume and Open Interest 7,760 20,456 +259
Bridge CRB Index(NYBOT)
Aug02 020712 211.00 211.90 211.00 211.80 -1.20 37 327 -2
Nov02 020712 214.75 214.80 214.50 214.80 -1.20 7 112 +2
Jan03 020712 217.30 217.30 217.30 217.30 -1.20 0 51 +0
Total Volume and Open Interest 44 490 +0
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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