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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 22, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug02 020722 587.50 598.00 585.00 593.75 +18.50 15,207 36,084 -3,535
Sep02 020722 565.50 575.00 563.50 570.50 +17.50 5,611 22,483 +155
Nov02 020722 554.00 560.00 548.50 555.00 +18.00 34,249 109,549 -900
Jan03 020722 550.00 558.00 547.50 554.00 +16.75 998 16,822 +51
Mar03 020722 548.50 553.50 545.00 549.75 +14.25 1,538 14,649 +489
May03 020722 545.00 550.00 543.00 546.50 +13.00 3,223 25,564 +952
Jul03 020722 543.00 548.75 543.00 544.75 +11.00 862 5,870 +271
Total Volume and Open Interest 62,423 233,154 -2,379
Soybean Meal(CBOT)
Aug02 020722 189.20 191.70 187.90 191.00 +5.80 8,981 25,101 -605
Sep02 020722 182.00 184.00 181.00 183.50 +6.10 3,917 19,355 +474
Oct02 020722 176.00 178.00 175.00 176.80 +5.20 1,312 16,832 -78
Dec02 020722 174.00 176.50 173.50 175.30 +5.50 8,900 57,429 -1,095
Jan03 020722 172.80 175.00 172.80 173.90 +4.50 933 5,717 -118
Mar03 020722 171.80 173.80 171.80 172.60 +4.00 1,185 5,340 +163
May03 020722 170.00 172.00 170.00 170.60 +3.70 1,732 8,899 +358
Jul03 020722 169.80 172.10 169.80 170.70 +3.60 557 3,772 +209
Total Volume and Open Interest 27,634 145,053 -753
Soybean Oil(CBOT)
Aug02 020722 20.20 20.26 20.01 20.09 +0.29 8,084 27,177 -1,153
Sep02 020722 20.35 20.35 20.15 20.20 +0.26 2,197 22,785 -191
Oct02 020722 20.45 20.48 20.30 20.34 +0.29 750 9,387 +312
Dec02 020722 20.68 20.74 20.48 20.54 +0.25 10,342 57,609 +1,210
Jan03 020722 20.70 20.76 20.59 20.59 +0.25 1,788 6,868 +1,022
Mar03 020722 20.75 20.82 20.66 20.66 +0.26 2,535 3,719 -443
May03 020722 20.82 20.88 20.65 20.71 +0.26 1,551 8,748 +91
Jul03 020722 20.80 20.90 20.72 20.72 +0.24 730 3,601 +404
Total Volume and Open Interest 27,977 142,022 +1,254
Canola(WCE)
Jul02 020722 400.0 400.0 400.0 400.0 +7.0 0 101 +0
Sep02 020722 404.7 404.7 404.7 404.7 +9.1 0 109 +0
Nov02 020722 402.0 407.9 401.0 407.3 +12.5 3,030 46,157 +704
Jan03 020722 401.5 405.2 400.0 405.2 +11.7 447 2,765 +121
Mar03 020722 404.6 404.6 404.6 404.6 +12.0 80 1,018 +55
Total Volume and Open Interest 3,557 50,175 +880
Corn(CBOT)
Sep02 020722 241.00 247.50 240.00 246.00 +11.25 18,019 151,295 +52
Dec02 020722 251.00 257.50 250.00 256.00 +11.25 31,047 222,911 +3,034
Mar03 020722 255.50 262.25 255.50 260.00 +9.50 2,581 38,043 +431
May03 020722 259.00 265.00 258.50 263.25 +9.50 142 8,722 +4
Jul03 020722 261.00 266.25 260.75 265.25 +9.50 452 14,497 +180
Sep03 020722 252.00 254.00 250.00 251.50 +4.50 135 1,651 +25
Total Volume and Open Interest 53,110 456,617 +3,800
Wheat(CBOT)
Sep02 020722 335.00 343.00 334.00 339.75 +9.00 9,468 46,797 -770
Dec02 020722 345.00 352.00 344.00 348.75 +8.75 17,616 62,443 +684
Mar03 020722 349.50 355.50 348.50 353.75 +8.50 1,071 8,615 +76
May03 020722 344.75 345.00 344.00 344.00 +6.00 60 405 +26
Jul03 020722 331.00 336.50 331.00 335.00 +6.50 326 5,171 +39
Total Volume and Open Interest 28,552 123,923 +66
Wheat(KCBT)
Jul02 020722 367.00 367.00 367.00 367.00 +10.00 171 171 +171
Sep02 020722 366.00 374.00 365.00 370.00 +9.50 6,378 36,631 +218
Dec02 020722 368.00 376.50 368.00 373.75 +9.50 4,378 34,255 +693
Mar03 020722 369.00 374.00 369.00 372.50 +9.50 503 7,970 +94
May03 020722 359.00 363.00 359.00 361.50 +8.50 79 672 +44
Total Volume and Open Interest 11,555 81,541 +1,258
Wheat(MGE)
Jul02 020722 370.00 373.00 370.00 373.00 +9.00 4 2 +2
Sep02 020722 375.50 383.25 374.00 380.75 +9.25 4,215 12,545 -732
Dec02 020722 380.00 386.25 378.75 384.25 +9.25 2,467 8,163 +747
Mar03 020722 380.00 385.50 380.00 383.50 +9.00 195 2,318 +43
May03 020722 377.00 377.00 376.00 376.00 +4.00 50 867 +35
Total Volume and Open Interest 6,967 24,898 +89
Oats(CBOT)
Sep02 020722 177.50 186.50 177.00 180.50 +5.50 872 3,008 -37
Dec02 020722 178.50 183.00 178.00 179.50 +5.75 967 7,052 -160
Mar03 020722 179.00 182.00 179.00 179.75 +5.25 260 662 +197
May03 020722 180.50 180.50 180.50 180.50 +6.00 55 69 +54
Total Volume and Open Interest 2,154 10,791 +54
Rough Rice(CBOT)
Jul02 020722 4.75 4.75 4.68 4.68 -0.10 1 216 -1
Sep02 020722 5.00 5.00 4.75 4.93 -0.01 1,546 3,730 +503
Nov02 020722 5.12 5.14 4.91 5.13 +0.03 1,183 2,443 +257
Jan03 020722 5.28 5.33 5.24 5.33 +0.05 360 783 +52
Total Volume and Open Interest 3,110 8,414 +814
Live Cattle(CME)
Aug02 020722 65.425 66.500 65.275 65.800 +0.100 4,409 27,345 -765
Oct02 020722 68.000 68.700 67.350 67.825 -0.225 4,455 37,884 +785
Dec02 020722 68.650 69.350 68.300 68.600 -0.250 1,506 20,046 +195
Feb03 020722 69.500 70.050 69.350 69.550 -0.200 441 7,911 -5,907
Apr03 020722 70.100 70.600 70.050 70.375 -0.025 181 3,670 +67
Jun03 020722 66.050 66.350 65.950 66.075 -0.125 32 980 +11
Total Volume and Open Interest 11,025 97,847 -5,613
Feeder Cattle(CME)
Aug02 020722 77.400 77.800 76.650 76.725 -1.125 646 5,420 -51
Sep02 020722 77.400 77.600 76.650 76.725 -0.825 315 2,820 +66
Oct02 020722 77.325 77.750 76.700 77.075 -0.800 127 1,976 -19
Nov02 020722 77.800 78.000 77.350 77.600 -0.700 102 1,016 +19
Jan03 020722 77.000 77.000 76.200 76.250 -1.050 58 669 +29
Mar03 020722 76.000 76.000 75.500 75.500 -0.750 0 43 +0
Apr03 020722 76.000 76.000 75.400 75.400 -0.700 0 87 +0
Total Volume and Open Interest 1,248 12,033 +44
Lean Hogs(CME)
Aug02 020722 50.900 51.750 48.975 49.825 -0.850 1,920 8,847 -249
Oct02 020722 43.000 43.525 40.800 41.300 -1.500 1,095 12,520 -114
Dec02 020722 40.400 40.850 38.750 39.350 -1.125 546 7,231 +15
Feb03 020722 44.600 44.750 43.500 43.825 -0.700 108 1,021 +2
Apr03 020722 48.400 48.400 47.500 48.050 +0.175 11 178 +6
May03 020722 54.750 54.750 54.100 54.725 -0.025 11 30 +5
Jun03 020722 57.150 57.400 56.000 56.475 -0.325 4 104 -1
Jul03 020722 56.600 57.100 55.500 56.300 -0.200 3 29 +2
Total Volume and Open Interest 3,698 29,961 -334
Pork Bellies(CME)
Jul02 020722 78.300 78.600 75.900 76.225 -2.675 23 137 -23
Aug02 020722 76.300 77.850 73.225 73.225 -3.000 624 1,526 -48
Feb03 020722 66.600 67.550 65.750 65.750 -0.750 60 266 +17
Mar03 020722 64.500 64.500 64.500 64.500 -0.500 0 6 +0
May03 020722 65.600 65.600 65.600 65.600 unch 0 4 +0
Total Volume and Open Interest 707 1,939 -54
Cocoa(NYBOT)
Sep02 020722 1803 1843 1802 1819 +20 4,322 35,108 +35
Dec02 020722 1798 1834 1797 1812 +23 3,296 21,895 -1,613
Mar03 020722 1772 1800 1772 1787 +22 202 17,066 +20
May03 020722 1773 1794 1773 1785 +20 42 7,061 +0
Jul03 020722 1784 1784 1784 1784 +18 98 6,703 +24
Sep03 020722 1787 1787 1787 1787 +18 1,242 11,228 -89
Dec03 020722 1790 1790 1790 1790 +21 693 9,211 +548
Total Volume and Open Interest 9,937 109,442 -1,033
Coffee "C"(NYBOT)
Jul02 020719 48.00 48.00 46.50 47.35 -0.25 68 113 +10
Sep02 020722 48.50 48.70 48.10 48.45 -0.10 4,752 37,330 -157
Dec02 020722 51.55 52.00 51.50 51.80 -0.10 1,723 15,651 +449
Mar03 020722 54.75 54.85 54.60 54.80 -0.05 277 7,742 +81
May03 020722 56.40 56.50 56.00 56.40 unch 61 3,447 +13
Jul03 020722 58.20 58.20 57.85 57.85 unch 48 2,996 +6
Total Volume and Open Interest 6,942 69,239 +367
Orange Juice(NYBOT)
Sep02 020722 97.10 99.40 97.00 99.05 +2.00 1,652 16,699 +600
Nov02 020722 97.15 99.00 97.15 98.90 +1.75 492 4,793 +217
Jan03 020722 97.55 98.90 97.55 98.90 +1.75 40 4,178 -3
Mar03 020722 98.35 99.90 98.20 99.90 +1.55 51 2,391 +11
May03 020722 101.15 101.15 101.15 101.15 +1.60 0 356 +0
Total Volume and Open Interest 2,235 28,419 +825
Sugar #11(NYBOT)
Oct02 020722 6.10 6.19 5.93 6.16 +0.10 20,682 82,190 +4,218
Mar03 020722 5.98 6.16 5.96 6.14 +0.09 8,457 32,913 +492
May03 020722 5.82 5.96 5.78 5.95 +0.06 1,039 10,617 +547
Jul03 020722 5.60 5.75 5.60 5.73 +0.04 622 15,579 +82
Oct03 020722 5.70 5.82 5.70 5.82 +0.06 72 10,216 -14
Total Volume and Open Interest 31,218 155,494 +5,545
London Cocoa(LCE)
Jul02 020716 1430 1451 1425 1449 +26 6,526 20,606 -310
Sep02 020722 1384 1408 1384 1399 +10 2,123 51,724 +209
Dec02 020722 1273 1295 1270 1284 +11 1,886 24,819 +317
Mar03 020722 1235 1251 1235 1241 +12 255 36,945 +57
May03 020722 1253 1260 1246 1251 +10 135 8,869 +9
Jul03 020722 1267 1275 1266 1266 +12 389 7,775 +353
Sep03 020722 1268 1268 1268 1268 +12 133 5,741 +102
Total Volume and Open Interest 4,953 143,975 +1,047
London Coffee(LCE)
Jul02 020722 502.00 510.00 501.00 505.00 +1.00 36 549 -3
Sep02 020722 530.00 532.00 527.00 531.00 +2.00 3,883 39,216 +14
Nov02 020722 547.00 549.00 545.00 549.00 +2.00 1,246 32,328 +158
Jan03 020722 564.00 566.00 562.00 565.00 +2.00 2,032 21,005 +1,123
Mar03 020722 577.00 580.00 577.00 579.00 +1.00 90 11,895 +10
May03 020722 594.00 596.00 593.00 594.00 +1.00 0 8,538 +0
Total Volume and Open Interest 7,351 115,306 +1,319
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020722 183.00 187.90 181.00 187.90 +4.80 3,263 20,256 +184
Dec02 020722 180.00 184.20 180.00 184.20 +4.60 587 5,166 +57
Mar03 020722 182.20 187.00 182.10 187.00 +5.20 363 7,166 +71
May03 020722 182.90 186.40 182.90 186.00 +4.90 206 2,758 +43
Total Volume and Open Interest 4,600 36,433 +436
Cotton(NYBOT)
Oct02 020722 47.15 47.55 47.10 47.54 +0.44 421 3,335 +14
Dec02 020722 48.74 49.25 48.52 49.08 +0.34 8,976 55,308 +1,544
Mar03 020722 50.30 50.90 50.30 50.90 +0.35 1,046 8,407 -261
May03 020722 52.90 53.45 52.90 53.45 +0.40 511 4,683 +170
Jul03 020722 53.80 54.50 53.80 54.40 +0.60 5 2,014 +0
Oct03 020722 55.45 55.45 55.45 55.45 +0.60 0 110 +0
Total Volume and Open Interest 10,978 74,833 +1,467
Lumber(CME)
Sep02 020722 260.0 260.0 249.0 250.3 -6.3 360 1,677 +53
Nov02 020722 261.0 261.0 252.0 252.3 -6.7 63 239 +13
Jan03 020722 268.2 268.2 265.5 267.0 -3.8 4 56 +3
Mar03 020722 275.1 279.0 275.0 279.0 -2.5 0 13 +0
Total Volume and Open Interest 427 2,007 +69
Crude Oil(NYM)
Aug02 020722 27.45 27.45 26.27 26.60 -1.23 52,888 33,004 -11,528
Sep02 020722 27.35 27.44 26.31 26.70 -1.14 84,832 162,142 +4,123
Oct02 020722 27.05 27.10 26.10 26.39 -1.05 19,561 53,282 -1,079
Nov02 020722 26.70 26.70 26.00 26.21 -0.97 2,896 20,820 +192
Dec02 020722 26.60 26.65 25.80 26.00 -0.91 8,439 51,261 -316
Jan03 020722 26.35 26.35 25.64 25.74 -0.86 2,066 21,979 +738
Feb03 020722 25.96 25.96 25.50 25.51 -0.83 326 10,134 +65
Mar03 020722 25.30 25.30 25.30 25.30 -0.79 481 8,440 +77
Apr03 020722 25.11 25.11 25.11 25.11 -0.75 455 6,418 +0
May03 020722 24.92 24.92 24.92 24.92 -0.71 51 3,718 +47
Total Volume and Open Interest 180,169 437,455 -48,110
Heating Oil(NYM)
Aug02 020722 69.10 69.30 66.70 67.11 -3.03 20,311 29,556 -1,873
Sep02 020722 70.00 70.00 67.40 67.97 -2.89 10,339 35,260 +1,866
Oct02 020722 70.50 70.60 68.30 68.67 -2.74 1,447 12,422 +269
Nov02 020722 71.00 71.35 69.10 69.37 -2.64 857 8,632 +77
Dec02 020722 71.80 71.95 69.80 70.07 -2.54 1,837 19,003 +627
Jan03 020722 72.00 72.40 70.20 70.52 -2.44 509 9,895 -29
Feb03 020722 71.70 72.10 69.80 70.27 -2.34 391 8,100 +218
Mar03 020722 70.55 70.55 68.80 68.82 -2.19 125 5,843 +86
Apr03 020722 68.50 68.60 67.02 67.02 -2.04 73 2,824 +21
May03 020722 66.60 66.60 65.22 65.22 -1.94 41 1,559 +9
Total Volume and Open Interest 35,960 139,399 +1,297
Unleaded Gas(NYM)
Aug02 020722 82.50 83.00 80.20 81.14 -2.72 24,735 36,971 -1,508
Sep02 020722 79.80 80.20 77.60 78.06 -2.83 12,646 41,110 +592
Oct02 020722 75.70 75.80 73.50 73.71 -2.78 3,281 16,567 +838
Nov02 020722 73.00 73.00 71.92 71.92 -2.62 478 5,563 +262
Dec02 020722 72.10 72.50 70.75 70.77 -2.52 245 3,745 +58
Jan03 020722 70.44 70.44 70.44 70.44 -2.42 0 2,614 +0
Feb03 020722 70.49 70.49 70.49 70.49 -2.37 100 660 +55
Mar03 020722 71.07 71.07 71.07 71.07 -2.34 100 2,387 +40
Total Volume and Open Interest 41,689 112,465 +290
Natural Gas(NYM)
Aug02 020722 2.980 3.000 2.870 2.947 +0.014 44,761 48,613 +375
Sep02 020722 3.005 3.010 2.880 2.956 +0.012 12,961 56,747 +2,331
Oct02 020722 3.040 3.050 2.930 2.996 +0.014 8,622 47,568 -1,506
Nov02 020722 3.365 3.375 3.255 3.313 +0.011 4,000 34,223 +464
Dec02 020722 3.620 3.635 3.520 3.588 +0.006 7,113 32,599 -961
Jan03 020722 3.770 3.790 3.680 3.738 +0.010 3,936 30,442 -784
Feb03 020722 3.745 3.770 3.650 3.718 +0.013 2,002 22,049 +799
Mar03 020722 3.720 3.720 3.630 3.683 +0.016 2,495 23,729 +7
Total Volume and Open Interest 97,033 517,781 +798
Brent Crude Oil(IPE)
Sep02 020722 25.23 26.15 25.15 25.42 -1.01 48,103 79,010 +4,915
Oct02 020722 25.91 25.92 25.05 25.29 -0.93 15,660 49,727 -3,060
Nov02 020722 25.76 25.78 25.00 25.18 -0.89 1,312 14,577 +150
Dec02 020722 25.53 25.56 24.90 25.01 -0.84 6,901 29,887 -40
Jan03 020722 25.28 25.36 24.80 24.82 -0.78 468 17,025 -124
Feb03 020722 25.10 25.10 24.55 24.63 -0.73 10 5,762 +0
Mar03 020722 24.35 24.43 24.35 24.43 -0.69 300 3,493 -79
Apr03 020722 24.50 24.50 24.24 24.24 -0.65 550 950 -118
Total Volume and Open Interest 75,834 234,266 +2,076
Gas Oil(IPE)
Aug02 020722 213.50 213.50 206.50 206.50 -6.25 10,865 41,087 -1,011
Sep02 020722 214.00 214.25 208.00 208.00 -6.25 5,189 31,528 +1,566
Oct02 020722 215.50 215.75 209.75 209.75 -6.25 477 18,507 -126
Nov02 020722 216.50 216.75 210.00 210.00 -7.00 193 19,813 +103
Dec02 020722 217.25 217.25 210.50 210.50 -7.00 1,382 41,487 -223
Jan03 020722 217.00 217.00 210.25 210.25 -7.25 100 9,588 +100
Feb03 020722 208.00 208.00 208.00 208.00 -7.25 0 4,390 +0
Mar03 020722 205.00 205.00 205.00 205.00 -7.00 0 5,616 +0
Total Volume and Open Interest 18,306 201,792 +409
US Dollar Index(NYBOT)
Sep02 020722 104.65 105.25 104.53 105.13 +0.71 558 9,954 +45
Dec02 020722 105.50 105.83 105.45 105.69 +0.66 64 2,443 +58
Mar03 020722 106.29 106.29 106.29 106.29 +0.66 0 2 +0
Total Volume and Open Interest 623 12,401 +103
Australian Dollar(IMM)
Sep02 020722 54.95 55.06 54.35 54.54 -0.87 1,753 31,241 +827
Dec02 020722 54.65 54.65 54.05 54.10 -0.87 16 712 +5
Mar03 020722 53.66 53.66 53.66 53.66 -0.87 0 16 +0
Total Volume and Open Interest 1,774 32,673 +837
British Pound(IMM)
Sep02 020722 156.82 157.70 156.80 157.18 -0.14 1,738 36,912 +609
Dec02 020722 156.20 156.80 156.20 156.28 -0.14 89 494 +30
Mar03 020722 156.24 156.24 155.38 155.38 -0.14 0 33 +0
Total Volume and Open Interest 1,827 37,443 +639
Canadian Dollar(IMM)
Sep02 020722 64.55 64.57 63.82 63.92 -0.78 5,318 68,363 -918
Dec02 020722 64.40 64.40 63.70 63.77 -0.76 315 4,850 -4
Mar03 020722 64.20 64.20 63.55 63.63 -0.75 23 942 +9
Jun03 020722 63.50 63.50 63.50 63.50 -0.74 0 467 +0
Total Volume and Open Interest 5,656 74,800 -913
Japanese Yen(IMM)
Sep02 020722 86.14 86.42 85.94 86.17 -0.49 4,249 78,722 +3,117
Dec02 020722 86.55 86.75 86.45 86.56 -0.49 76 1,580 -3
Mar03 020722 86.99 86.99 86.99 86.99 -0.49 20 170 +0
Total Volume and Open Interest 4,345 80,697 +3,114
Swiss Franc(IMM)
Sep02 020722 69.34 69.74 69.10 69.24 -0.20 5,839 42,898 -783
Dec02 020722 69.52 69.75 69.31 69.37 -0.19 11 488 -8
Mar03 020722 69.49 69.49 69.49 69.49 -0.19 0 39 +0
Total Volume and Open Interest 5,850 43,432 -791
EuroFX(IMM)
Sep02 020722 100.61 100.93 100.30 100.46 -0.64 10,378 109,562 +99
Dec02 020722 100.22 100.46 99.93 100.06 -0.64 478 4,108 +310
Mar03 020722 99.68 99.68 99.68 99.68 -0.64 5 170 +0
Total Volume and Open Interest 10,861 114,097 +409
Mexican Peso(IMM)
Sep02 020722 10265.0 10310.0 10260.0 10280.0 +13.0 2,623 13,404 +105
Dec02 020722 10100.0 10100.0 10092.0 10095.0 +13.0 9 1,647 +6
Total Volume and Open Interest 2,632 15,494 +111
30-Year T-Bonds(CBOT)
Sep02 020722 105~19 106~13 105~09 106~04 +0~31 204,765 392,131 +2,033
Dec02 020722 105~00 105~06 104~04 104~31 +0~31 1,953 29,297 -349
Mar03 020722 103~16 103~28 103~16 103~28 +0~31 0 15 +0
Total Volume and Open Interest 206,718 421,443 +1,684
Municipal Bonds(CBOT)
Sep02 020722 105~31 106~16 105~23 106~03 +0~12 492 3,714 -9
Total Volume and Open Interest 492 3,714 -9
10-Year T-Notes(CBOT)
Sep02 020722 109~250 110~140 109~195 110~055 +0~225 346,178 845,318 +5,009
Dec02 020722 108~115 109~010 108~085 108~260 +0~225 5,076 51,526 +880
Total Volume and Open Interest 351,254 896,844 +5,889
5-Year T-Notes(CBOT)
Sep02 020722 109~155 110~000 109~135 109~265 +0~180 72,788 558,850 +8,722
Dec02 020722 108~125 108~295 108~125 108~255 +0~190 2,022 3,389 -265
Total Volume and Open Interest 74,810 562,239 +8,457
2 Year T-Notes(CBOT)
Sep02 020722 106~005 106~026 106~000 106~020 +0~024 13,702 97,677 -538
Total Volume and Open Interest 13,702 97,677 -538
3-Mth T-Bills(IMM)
Sep02 020722 98.34 98.38 98.34 98.38 +0.05 0 132 +0
Total Volume and Open Interest 0 132 +0
Eurodollars(IMM)
Sep02 020722 98.170 98.195 98.155 98.180 +0.035 72,628 663,617 -7,040
Dec02 020722 98.030 98.080 98.000 98.065 +0.090 116,595 655,237 +4,690
Mar03 020722 97.755 97.845 97.735 97.815 +0.100 181,071 545,825 -2,069
Jun03 020722 97.330 97.415 97.310 97.385 +0.105 149,403 409,892 +1,201
Sep03 020722 96.805 96.900 96.785 96.880 +0.130 77,017 335,877 +9,397
Dec03 020722 96.320 96.425 96.300 96.400 +0.140 52,388 241,975 +3,723
Mar04 020722 95.965 96.060 95.960 96.015 +0.110 29,124 176,675 -1,389
Jun04 020722 95.715 95.795 95.695 95.755 +0.095 19,570 150,396 -3,566
Sep04 020722 95.490 95.555 95.475 95.535 +0.105 8,573 129,221 -19
Dec04 020722 95.265 95.340 95.260 95.320 +0.105 6,022 112,512 +392
Mar05 020722 95.125 95.185 95.120 95.180 +0.105 6,208 103,095 -703
Jun05 020722 94.975 95.030 94.970 95.030 +0.105 6,125 85,438 -892
Total Volume and Open Interest 754,893 4,133,189 +12,792
3-Mth Euro-Yen(IMM)
Sep02 020722 99.91 99.91 99.91 99.91 unch 34 9,064 +159
Dec02 020722 99.91 99.91 99.91 99.91 unch 0 4,384 +0
Mar03 020722 99.86 99.86 99.86 99.86 unch 10 1,922 +1
Jun03 020722 99.87 99.87 99.87 99.87 unch 10 4,897 +7
Sep03 020722 99.84 99.84 99.84 99.84 +0.01 0 6,213 +0
Dec03 020722 99.80 99.80 99.80 99.80 +0.01 0 2,063 +0
Mar04 020722 99.73 99.73 99.73 99.73 unch 0 714 +0
Jun04 020722 99.71 99.71 99.71 99.71 unch 0 277 +0
Sep04 020722 99.65 99.65 99.65 99.65 unch 0 720 +0
Dec04 020722 99.58 99.58 99.58 99.58 unch 0 162 +0
Total Volume and Open Interest 54 31,976 +167
3-Mth Euro-Yen(SIMEX)
Sep02 020722 99.91 99.92 99.91 99.92 unch 1,854 43,315 +1,214
Dec02 020722 99.90 99.91 99.90 99.91 +0.01 401 37,094 -284
Mar03 020722 99.86 99.86 99.86 99.86 unch 1,740 36,553 +1,210
Jun03 020722 99.87 99.87 99.87 99.87 unch 444 52,274 +24
Sep03 020722 99.84 99.84 99.84 99.84 +0.01 12 28,773 +0
Dec03 020722 99.80 99.80 99.80 99.80 +0.01 566 16,671 +511
Mar04 020722 99.74 99.74 99.74 99.74 +0.01 266 15,201 -20
Jun04 020722 99.72 99.72 99.72 99.72 unch 0 6,226 +0
Total Volume and Open Interest 5,283 243,987 +2,655
German Euro-Bund(EUREX)
Sep02 020722 108.68 108.84 108.46 108.81 +0.37 660,504 795,303 -7,540
Dec02 020722 108.00 108.19 108.00 108.19 +0.37 2,882 20,737 -354
Mar03 020722 108.11 108.11 108.11 108.11 +0.37 1,654 0 +0
Total Volume and Open Interest 665,040 816,040 -7,894
German Euro-Bobl(EUREX)
Sep02 020722 106.97 107.07 106.83 107.06 +0.25 320,834 554,013 -21,320
Dec02 020722 106.42 106.42 106.42 106.42 +0.25 161 16,860 +125
Mar03 020722 106.36 106.36 106.36 106.36 +0.25 55 0 +0
Total Volume and Open Interest 321,050 570,873 -21,195
Long Gilt(LIFFE)
Sep02 020722 113~24 113~29 113~16 113~26 +0~07 16,090 111,075 +456
Dec02 020722 115~27 115~27 115~27 115~27 +0~07      
Total Volume and Open Interest 16,090 111,075 +456
3-Mth Short Sterling(LIFFE)
Sep02 020722 95.93 95.95 95.91 95.92 +0.02 19,714 0 +0
Dec02 020722 95.74 95.80 95.72 95.74 +0.05 26,929 0 +0
Mar03 020722 95.48 95.55 95.46 95.49 +0.08 23,412 0 +0
Total Volume and Open Interest 99,152    
3-Mth Euribor(LIFFE)
Sep02 020722 96.555 96.605 96.550 96.580 +0.015 48,267 405,120 -640
Dec02 020722 96.470 96.520 96.460 96.480 +0.030 74,499 335,772 +1,048
Mar03 020722 96.380 96.435 96.350 96.380 +0.040 89,045 352,817 -5,758
Total Volume and Open Interest 288,339 1,718,797 -4,153
3-Mth Aus T-Bills(SFE)
Sep02 020722 95.06 95.10 95.06 95.08 +0.05 6,659 256,300 -9,132
Dec02 020722 94.92 94.95 94.89 94.94 +0.10 5,366 141,195 -5,208
Mar03 020722 94.74 94.78 94.74 94.76 +0.08 1,943 56,408 -984
Jun03 020722 94.61 94.65 94.61 94.63 +0.09 294 27,591 -224
Sep03 020722 94.46 94.54 94.46 94.51 +0.10 230 17,916 +8
Dec03 020722 94.45 94.45 94.43 94.43 +0.11 104 14,318 -31
Mar04 020722 94.35 94.35 94.33 94.33 +0.11 125 8,964 -28
Jun04 020722 94.27 94.27 94.27 94.27 +0.11 115 4,287 +78
Sep04 020722 94.17 94.17 94.17 94.17 +0.09 0 1,899 -14
Dec04 020722 94.10 94.10 94.10 94.10 +0.10 0 1,335 -14
Total Volume and Open Interest 14,836 531,103 -15,549
10-Year Aus T-Bonds(SFE)
Sep02 020722 94.26 94.26 94.20 94.21 +0.05 2,507 198,318 +8,235
Dec02 020722 94.21 94.21 94.21 94.21 +0.05      
Total Volume and Open Interest 10,542 190,083 -5,767
3-Year Aus T-Bonds(SFE)
Sep02 020722 94.72 94.74 94.70 94.72 +0.11 36,852 469,140 -12,722
Dec02 020722 94.72 94.72 94.72 94.72 +0.11      
Total Volume and Open Interest 36,852 469,140 -12,722
Gold(CMX)
Aug02 020722 322.8 324.4 322.2 323.5 -0.4 49,140 76,410 -621
Oct02 020722 324.7 325.7 323.8 324.8 -0.3 1,013 7,428 +183
Dec02 020722 325.1 326.7 324.5 325.7 -0.4 8,937 47,943 +4,069
Feb03 020722 325.9 327.0 325.5 326.5 -0.4 51 8,149 +2
Apr03 020722 326.7 327.2 326.7 327.2 -0.4 503 4,190 +505
Jun03 020722 328.3 329.0 328.1 328.1 -0.4 77 5,934 +75
Total Volume and Open Interest 59,978 174,309 +4,417
Silver(CMX)
Jul02 020722 505.0 507.0 503.3 503.3 -3.0 20 410 -17
Sep02 020722 505.5 510.0 504.0 504.5 -3.3 9,806 66,869 +713
Dec02 020722 510.0 513.5 506.5 507.5 -3.3 1,684 20,862 +437
Mar03 020722 511.0 513.0 509.5 509.5 -3.3 103 1,865 +17
May03 020722 511.0 511.0 511.0 511.0 -3.3 0 1,574 +0
Total Volume and Open Interest 11,663 100,297 +1,171
Platinum(NYM)
Jul02 020722 528.0 528.0 521.0 523.2 -7.4 20 63 +0
Oct02 020722 520.0 520.0 513.0 513.2 -7.4 420 5,241 -128
Jan03 020722 510.0 510.0 507.2 507.2 -7.4 5 68 +5
Total Volume and Open Interest 445 5,372 -123
Palladium(NYME)
Sep02 020722 324.00 324.00 316.50 316.50 -7.50 77 2,111 +39
Dec02 020722 317.50 317.50 317.50 317.50 -7.50 0 25 +0
Total Volume and Open Interest 77 2,136 +39
Copper(CMX)
Jul02 020722 70.30 70.50 70.05 70.10 -1.35 801 1,557 +243
Sep02 020722 71.05 71.10 70.25 70.55 -1.35 18,765 50,508 +4,192
Dec02 020722 71.80 71.95 71.30 71.40 -1.35 786 12,789 +175
Mar03 020722 72.80 72.80 72.25 72.25 -1.35 902 2,588 +493
May03 020722 73.30 73.30 72.75 72.75 -1.35 186 2,135 +70
Total Volume and Open Interest 23,945 88,085 +6,520
DJIA Index(CBOT)
Sep02 020722 7945 8130 7695 7785 -213 42,039 34,225 +3,411
Dec02 020722 7920 8110 7690 7769 -213 166 573 +20
Mar03 020722 7766 7766 7766 7766 -216 0 1 +0
Jun03 020722 7860 7860 7766 7766 -219      
Total Volume and Open Interest 42,207 34,826 +3,433
S & P 500(CME)
Sep02 020722 838.00 856.00 811.00 819.80 -24.20 89,370 557,530 +3,847
Dec02 020722 837.50 855.50 814.50 819.80 -24.20 121 19,747 -2
Mar03 020722 820.00 820.00 820.00 820.00 -24.20 105 14,839 +72
Jun03 020722 821.10 821.10 821.10 821.10 -24.60 0 368 +0
Total Volume and Open Interest 89,596 592,523 +3,916
S & P 500 E-Mini(Globex)
Sep02 020722 842.75 856.25 810.75 819.75 -24.25 658,101 327,703 +13,626
Dec02 020722 837.50 846.00 817.00 819.75 -24.25 26 48 +7
Total Volume and Open Interest 658,127 327,751 +13,633
NASDAQ 100(CME)
Sep02 020722 962.00 985.00 931.00 943.50 -23.50 17,793 62,440 -1,416
Dec02 020722 948.00 948.00 948.00 948.00 -24.00 0 61 +0
Mar03 020722 952.50 952.50 952.50 952.50 -24.50      
Total Volume and Open Interest 17,793 62,501 -1,416
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020722 960.5 985.5 931.0 943.5 -23.5 234,002 147,945 -2,836
Dec02 020722 948.0 948.0 948.0 948.0 -24.0 0 7 +0
Total Volume and Open Interest 234,002 147,952 -2,836
NYSE Composite(NYBOT)
Sep02 020722 452.50 458.50 438.75 440.00 -15.00 1,984 7,498 +4,000
Dec02 020722 439.75 440.00 439.75 440.00 -15.25 130 490 +0
Mar03 020722 440.00 440.00 440.00 440.00 -15.50 0 200 +0
Total Volume and Open Interest 2,114 8,188 +4,000
S & P Midcap 400(CME)
Sep02 020722 417.50 425.00 403.00 408.00 -13.50 1,939 15,496 +203
Dec02 020722 409.25 409.25 409.25 409.25 -13.50      
Mar03 020722 412.25 412.25 412.25 412.25 -13.50      
Total Volume and Open Interest 1,939 15,496 +203
Russell 2000(CME)
Sep02 020722 383.50 391.50 375.00 378.75 -9.25 3,040 24,906 +634
Dec02 020722 379.75 379.75 379.75 379.75 -9.25 0 1 +0
Mar03 020722 381.75 381.75 381.75 381.75 -9.25      
Total Volume and Open Interest 3,040 24,907 +634
Value Line(KCBT)
Sep02 020722 980.00 984.00 961.00 961.00 -25.00 5 86 -1
Total Volume and Open Interest 6 93 +0
Nikkei 225(CME)
Sep02 020722 10120 10200 9980 10050 +35 2,430 23,829 +214
Dec02 020722 10045 10045 10045 10045 +35 0 44 +0
Total Volume and Open Interest 2,430 23,875 +214
Nikkei 225(SIMEX)
Sep02 020722 9950 10295 9940 10160 -60 16,087 75,839 +2,405
Dec02 020722 10130 10130 10130 10130 -60 0 151 +0
Mar03 020722 10130 10130 10130 10130 -60 0 300 +0
Total Volume and Open Interest 16,088 76,791 +2,405
CAC 40(MATIF)
Jul02 020722 3252.0 3295.0 3086.0 3150.0 -180.0 68,997 527,758 +5,853
Aug02 020722 3290.0 3293.5 3158.0 3158.0 -181.0 4,959 10,055 +4,644
Sep02 020722 3306.0 3317.5 3123.0 3167.0 -181.0 1,591 109,967 +310
Total Volume and Open Interest 76,147 671,506 +10,807
DAX Index(EUREX)
Sep02 020722 3867.0 3875.0 3655.0 3738.0 -197.0 74,236 188,114 +3,459
Dec02 020722 3820.5 3891.5 3701.5 3770.5 -199.0 245 4,971 -50
Mar03 020722 3860.0 3917.0 3733.5 3802.0 -199.5 100 567 -30
Total Volume and Open Interest 74,581 193,652 +3,379
FT-SE 100(LIFFE)
Sep02 020722 4011.50 4069.00 3825.00 3889.00 -204.00 67,464 431,019 -3,707
Dec02 020722 4037.00 4048.00 3900.00 3908.00 -209.50 158 13,540 -64
Mar03 020722 4036.50 4066.50 3903.50 3903.50 -205.00 0 12,695 +0
Total Volume and Open Interest 67,622 459,254 -3,771
SPI 200(SFE)
Sep02 020722 3050.0 3098.0 3045.0 3097.0 -15.0 10,804 123,895 -4,689
Dec02 020722 3062.0 3108.0 3062.0 3108.0 -17.0 15 1,838 -2
Mar03 020722 3105.0 3122.0 3105.0 3122.0 -17.0 5 1,028 -63
Total Volume and Open Interest 10,830 127,729 -4,754
GSCI(CME)
Aug02 020722 205.60 206.20 203.00 203.80 -4.00 71 19,676 +19
Sep02 020722 203.00 203.00 203.00 203.00 -3.25 0 1 +0
Oct02 020722 204.50 204.50 204.50 204.50 -2.25      
Total Volume and Open Interest 71 19,677 +19
Bridge CRB Index(NYBOT)
Aug02 020722 215.00 216.00 214.50 214.65 -0.10 31 349 +5
Nov02 020722 218.00 218.75 217.65 217.65 -0.10 9 129 +3
Jan03 020722 220.15 220.15 220.15 220.15 -0.10 0 51 +0
Total Volume and Open Interest 40 529 +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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