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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 29, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug02 020729 536.00 541.00 532.00 534.75 -16.00 22,953 19,583 -6,297
Sep02 020729 514.50 525.00 514.00 519.50 -13.00 12,370 27,169 +1,957
Nov02 020729 502.00 509.00 500.00 503.00 -12.25 56,396 104,324 -4,852
Jan03 020729 504.00 512.00 503.00 505.75 -12.25 2,447 17,433 +23
Mar03 020729 503.00 514.00 503.00 509.00 -9.75 1,650 15,405 +115
May03 020729 507.50 513.50 507.00 510.25 -9.25 1,570 27,399 -142
Jul03 020729 508.00 513.00 508.00 510.50 -8.75 246 6,424 -36
Total Volume and Open Interest 97,937 220,196 -9,232
Soybean Meal(CBOT)
Aug02 020729 174.50 175.00 171.00 171.20 -6.10 12,817 16,225 -2,012
Sep02 020729 168.10 169.70 166.10 166.40 -5.40 7,925 23,398 +679
Oct02 020729 161.50 162.80 160.50 160.70 -4.30 2,449 18,413 +90
Dec02 020729 159.50 161.80 159.00 159.20 -4.40 16,832 52,275 -2,539
Jan03 020729 159.00 161.30 159.00 159.00 -4.00 1,177 6,782 +461
Mar03 020729 158.50 160.80 158.50 159.00 -3.20 1,449 5,624 +115
May03 020729 159.00 160.00 158.30 158.30 -2.70 2,694 6,761 -482
Jul03 020729 158.50 160.20 158.40 158.50 -2.70 1,110 4,493 +270
Total Volume and Open Interest 46,915 137,118 -3,182
Soybean Oil(CBOT)
Aug02 020729 19.10 19.28 19.04 19.19 -0.11 9,959 13,498 -5,681
Sep02 020729 19.22 19.40 19.14 19.29 -0.15 6,655 26,485 +910
Oct02 020729 19.33 19.46 19.25 19.40 -0.13 1,295 10,747 -77
Dec02 020729 19.60 19.72 19.46 19.64 -0.17 13,260 59,840 +884
Jan03 020729 19.65 19.76 19.55 19.70 -0.19 723 6,418 -371
Mar03 020729 19.85 19.85 19.65 19.77 -0.23 557 4,618 +50
May03 020729 19.87 19.94 19.76 19.83 -0.23 1,441 10,488 +55
Jul03 020729 19.85 19.85 19.75 19.82 -0.28 135 3,955 -45
Total Volume and Open Interest 34,292 138,402 -4,188
Canola(WCE)
Sep02 020729 394.0 394.0 394.0 394.0 -2.0 0 111 +0
Nov02 020729 396.0 398.0 394.3 395.6 -3.9 5,677 44,799 +205
Jan03 020729 396.0 396.3 392.7 393.8 -4.7 678 3,888 +289
Mar03 020729 393.0 394.5 390.8 391.4 -7.6 80 1,201 +35
May03 020729 392.0 392.0 392.0 392.0 unch 25 275 +0
Total Volume and Open Interest 6,508 50,367 +577
Corn(CBOT)
Sep02 020729 233.00 236.00 230.25 231.00 -12.00 17,669 149,009 -1,869
Dec02 020729 241.50 244.00 239.50 240.25 -12.50 36,273 244,277 +2,714
Mar03 020729 248.00 250.00 245.75 246.75 -11.25 2,996 41,416 -66
May03 020729 254.00 255.00 250.25 251.25 -10.00 479 9,873 +144
Jul03 020729 258.00 258.50 253.50 254.25 -9.75 1,175 16,832 +351
Sep03 020729 249.00 249.00 246.00 246.50 -5.25 194 2,258 -70
Total Volume and Open Interest 61,233 481,801 +1,656
Wheat(CBOT)
Sep02 020729 325.00 331.75 325.00 326.50 -8.50 6,641 45,339 +328
Dec02 020729 334.00 341.50 334.00 336.25 -7.75 10,675 63,880 +1,456
Mar03 020729 332.00 346.00 332.00 342.25 -8.00 1,099 9,722 +463
May03 020729 334.00 337.00 333.50 334.50 -5.50 2 510 +1
Jul03 020729 318.00 325.00 318.00 323.50 -6.00 421 5,885 +26
Total Volume and Open Interest 18,871 125,930 +2,271
Wheat(KCBT)
Sep02 020729 364.00 366.25 358.00 358.75 -9.25 5,380 34,844 -440
Dec02 020729 366.00 370.00 361.50 362.75 -9.25 4,162 32,333 +3
Mar03 020729 361.50 366.50 358.50 359.50 -9.00 544 7,765 +20
May03 020729 356.00 356.00 348.00 348.00 -8.00 48 665 -9
Jul03 020729 338.00 341.00 335.50 336.25 -9.00 465 2,322 +161
Total Volume and Open Interest 10,599 77,937 -265
Wheat(MGE)
Sep02 020729 372.00 373.00 368.00 368.25 -9.00 2,045 12,830 -341
Dec02 020729 376.00 377.75 373.00 373.00 -8.00 941 7,979 -123
Mar03 020729 376.50 378.00 372.00 372.25 -8.00 72 2,361 -5
May03 020729 370.00 370.25 367.00 367.00 -7.00 30 886 +10
Jul03 020729 365.00 366.00 362.00 362.00 -7.00 2 778 +0
Total Volume and Open Interest 3,090 25,069 -459
Oats(CBOT)
Sep02 020729 160.75 164.50 160.50 163.50 -3.75 720 2,726 -81
Dec02 020729 161.25 164.50 161.00 162.75 -5.25 769 6,883 -128
Mar03 020729 160.50 164.75 160.50 164.25 -4.50 47 834 +18
May03 020729 167.00 167.00 167.00 167.00 -4.00 0 134 +0
Total Volume and Open Interest 1,536 10,577 -191
Rough Rice(CBOT)
Sep02 020729 4.66 4.74 4.59 4.59 -0.10 187 3,398 -74
Nov02 020729 4.87 4.96 4.78 4.79 -0.11 186 2,564 -33
Jan03 020729 5.09 5.15 5.01 5.01 -0.09 66 856 +30
Mar03 020729 5.21 5.21 5.21 5.21 -0.09 3 652 +1
Total Volume and Open Interest 437 8,086 -76
Live Cattle(CME)
Aug02 020729 65.200 65.400 64.750 64.925 +0.025 5,314 21,707 -1,974
Oct02 020729 67.900 68.150 67.600 67.650 unch 4,115 38,472 -608
Dec02 020729 68.900 69.225 68.675 68.725 -0.175 1,651 20,472 -30
Feb03 020729 69.950 70.125 69.550 69.650 -0.175 569 9,051 +318
Apr03 020729 70.450 70.650 70.075 70.175 -0.200 118 4,001 +38
Jun03 020729 66.150 66.300 65.925 66.000 -0.150 23 1,252 +11
Total Volume and Open Interest 11,794 94,978 -2,243
Feeder Cattle(CME)
Aug02 020729 77.650 78.400 77.650 77.700 +0.775 1,040 5,088 -29
Sep02 020729 77.550 78.150 77.400 77.475 +0.825 346 2,936 -2
Oct02 020729 78.100 78.575 77.800 77.900 +0.825 492 2,282 +48
Nov02 020729 78.100 78.650 77.900 77.975 +0.825 125 1,046 +38
Jan03 020729 77.000 77.400 76.800 76.850 +0.925 27 743 +6
Mar03 020729 76.500 76.500 76.200 76.200 +0.950 0 53 +0
Apr03 020729 75.700 75.900 75.700 75.900 +0.800 4 76 +1
Total Volume and Open Interest 2,034 12,231 +62
Lean Hogs(CME)
Aug02 020729 50.750 51.100 50.600 50.850 +0.050 1,760 7,918 -238
Oct02 020729 41.100 41.800 41.100 41.375 -0.175 1,444 12,777 +165
Dec02 020729 39.700 40.000 39.550 39.725 -0.100 456 7,415 +21
Feb03 020729 44.700 44.800 44.525 44.700 unch 66 1,159 +12
Apr03 020729 48.250 48.300 48.100 48.100 -0.225 22 225 +5
May03 020729 55.600 55.600 55.400 55.400 -0.350 8 55 +0
Jun03 020729 56.900 56.950 56.900 56.925 -0.175 9 135 +3
Jul03 020729 56.800 56.800 56.800 56.800 -0.175 5 48 +3
Total Volume and Open Interest 3,771 29,738 -30
Pork Bellies(CME)
Aug02 020729 68.550 68.550 65.575 65.575 -3.000 635 1,097 -151
Feb03 020729 66.550 66.750 64.950 65.400 -1.000 108 344 +25
Mar03 020729 64.000 64.000 64.000 64.000 unch 0 5 +0
May03 020729 65.250 65.250 65.250 65.250 unch 0 2 +0
Total Volume and Open Interest 758 1,529 -126
Cocoa(NYBOT)
Sep02 020729 1783 1783 1751 1759 -29 5,009 30,376 -633
Dec02 020729 1785 1789 1770 1777 -19 2,667 22,294 +318
Mar03 020729 1767 1770 1759 1760 -20 598 17,530 +287
May03 020729 1774 1774 1759 1759 -20 40 7,034 -33
Jul03 020729 1755 1759 1755 1759 -20 0 6,788 +0
Sep03 020729 1759 1763 1759 1763 -20 400 11,204 -27
Dec03 020729 1766 1766 1766 1766 -17 115 9,230 -9
Total Volume and Open Interest 8,929 106,191 -97
Coffee "C"(NYBOT)
Sep02 020729 48.00 48.00 47.20 47.25 -1.15 2,663 36,179 -50
Dec02 020729 51.10 51.10 50.50 50.60 -1.00 908 16,521 +171
Mar03 020729 54.00 54.00 53.55 53.70 -0.85 425 8,321 -2
May03 020729 55.75 55.75 55.30 55.40 -0.70 144 3,763 +159
Jul03 020729 57.05 57.30 57.00 57.00 -0.50 221 3,133 +1
Sep03 020729 58.50 58.50 58.50 58.50 -0.50 237 2,212 +187
Total Volume and Open Interest 4,621 70,216 +463
Orange Juice(NYBOT)
Sep02 020729 99.70 100.20 99.50 99.90 +0.30 840 18,365 -145
Nov02 020729 100.20 100.65 100.00 100.60 +0.25 236 6,819 +70
Jan03 020729 100.55 100.70 100.55 100.70 +0.15 9 4,339 -5
Mar03 020729 101.00 101.60 101.00 101.60 +0.15 0 2,399 +0
May03 020729 102.20 102.45 102.20 102.45 +0.25 0 356 +0
Total Volume and Open Interest 1,085 32,280 -80
Sugar #11(NYBOT)
Oct02 020729 5.71 5.77 5.57 5.59 -0.22 14,025 84,197 -609
Mar03 020729 5.82 5.84 5.65 5.69 -0.19 3,078 33,075 +418
May03 020729 5.65 5.68 5.57 5.57 -0.15 236 10,054 -26
Jul03 020729 5.44 5.47 5.36 5.36 -0.15 434 15,908 +53
Oct03 020729 5.53 5.54 5.44 5.44 -0.16 225 10,008 -26
Total Volume and Open Interest 18,440 157,281 -291
London Cocoa(LCE)
Jul02 020716 1430 1451 1425 1449 +26 6,526 20,606 -310
Sep02 020729 1394 1400 1382 1390 -15 2,477 50,582 +36
Dec02 020729 1285 1285 1266 1275 -16 979 26,107 +433
Mar03 020729 1244 1244 1234 1235 -16 808 38,236 +266
May03 020729 1255 1255 1244 1247 -16 221 9,230 +131
Jul03 020729 1254 1254 1254 1254 -16 61 8,482 -150
Sep03 020729 1260 1260 1260 1260 -16 136 6,053 +136
Total Volume and Open Interest 4,938 147,020 +1,067
London Coffee(LCE)
Jul02 020729 495.00 502.00 481.00 481.00 -17.00 23 100 -215
Sep02 020729 516.00 519.00 507.00 507.00 -13.00 3,265 35,264 -1,608
Nov02 020729 537.00 539.00 527.00 527.00 -13.00 2,310 35,895 +1,066
Jan03 020729 555.00 556.00 544.00 544.00 -13.00 1,119 22,505 +519
Mar03 020729 571.00 572.00 560.00 560.00 -12.00 516 12,470 +96
May03 020729 584.00 584.00 575.00 575.00 -11.00 70 9,043 +41
Total Volume and Open Interest 8,544 118,694 +698
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020729 180.00 180.00 176.00 176.30 -3.70 1,676 21,251 -192
Dec02 020729 176.20 176.50 174.30 174.30 -2.70 232 5,288 +141
Mar03 020729 178.00 179.00 175.50 175.90 -2.60 344 7,486 +136
May03 020729 177.50 178.50 174.80 174.80 -3.20 154 3,040 +48
Total Volume and Open Interest 2,542 38,432 +260
Cotton(NYBOT)
Oct02 020729 45.40 45.40 44.90 45.25 -0.50 257 3,322 -15
Dec02 020729 47.00 47.05 46.55 46.75 -0.68 2,028 55,382 -139
Mar03 020729 48.70 48.95 48.41 48.60 -0.60 316 8,611 +82
May03 020729 51.00 51.30 50.95 51.20 -0.50 126 4,754 +41
Jul03 020729 52.20 52.20 51.90 51.90 -0.70 20 2,112 -13
Oct03 020729 53.05 53.05 53.05 53.05 -0.75 0 110 +0
Total Volume and Open Interest 2,747 75,331 -44
Lumber(CME)
Sep02 020729 254.5 256.7 252.2 253.3 +0.8 266 1,603 -20
Nov02 020729 256.4 257.9 255.1 255.2 +1.5 69 291 -8
Jan03 020729 266.0 266.3 265.8 265.8 +1.5 12 64 +5
Mar03 020729 271.6 271.6 271.6 271.6 +1.1 1 11 +1
Total Volume and Open Interest 348 1,996 -22
Crude Oil(NYM)
Sep02 020729 26.48 26.66 26.36 26.55 +0.01 77,208 137,443 -6,076
Oct02 020729 26.00 26.18 25.93 26.09 -0.02 29,544 61,552 +1,442
Nov02 020729 25.90 26.00 25.83 25.94 -0.02 7,352 23,001 +763
Dec02 020729 25.70 25.85 25.65 25.79 unch 5,981 51,689 +5
Jan03 020729 25.54 25.65 25.45 25.57 unch 2,624 20,690 -66
Feb03 020729 25.39 25.39 25.30 25.37 +0.01 793 9,977 +501
Mar03 020729 25.20 25.20 25.18 25.18 +0.02 48 8,586 +17
Apr03 020729 24.90 25.06 24.90 25.00 +0.02 3 6,656 +2
May03 020729 24.82 24.82 24.82 24.82 +0.02 2 3,822 +2
Jun03 020729 24.65 24.65 24.55 24.64 +0.02 610 15,121 -196
Total Volume and Open Interest 125,191 430,604 -3,635
Heating Oil(NYM)
Aug02 020729 66.60 67.15 66.40 66.60 -0.15 12,947 14,459 -2,081
Sep02 020729 67.50 67.90 67.25 67.51 -0.28 11,856 38,742 +2,152
Oct02 020729 68.00 68.60 68.00 68.26 -0.28 1,899 13,949 +109
Nov02 020729 69.20 69.35 68.90 69.01 -0.23 835 8,296 -347
Dec02 020729 69.80 70.10 69.50 69.71 -0.23 1,310 16,802 +15
Jan03 020729 70.60 70.60 70.00 70.21 -0.23 206 9,860 -41
Feb03 020729 70.00 70.40 70.00 70.01 -0.23 154 8,650 +8
Mar03 020729 69.00 69.00 68.71 68.71 -0.18 181 6,096 -15
Apr03 020729 67.30 67.40 67.06 67.06 -0.13 62 2,908 +32
May03 020729 65.60 65.70 65.41 65.41 -0.08 6 1,772 +2
Total Volume and Open Interest 29,502 127,454 -146
Unleaded Gas(NYM)
Aug02 020729 82.00 83.50 81.90 83.16 +0.95 22,592 22,709 -4,327
Sep02 020729 77.60 78.25 77.40 77.71 -0.09 17,469 44,265 +1,146
Oct02 020729 73.50 73.60 72.90 73.08 -0.13 2,022 18,664 +338
Nov02 020729 71.35 71.35 71.35 71.35 -0.11 277 5,675 +28
Dec02 020729 70.50 70.50 69.90 70.30 -0.11 331 4,557 +104
Jan03 020729 70.15 70.15 69.70 70.00 -0.11 125 2,519 -75
Feb03 020729 70.15 70.15 70.15 70.15 -0.11 107 989 +21
Mar03 020729 70.80 70.80 70.80 70.80 -0.11 0 2,570 +0
Total Volume and Open Interest 43,207 105,061 -2,644
Natural Gas(NYM)
Aug02 020729 2.990 3.110 2.900 2.976 +0.040 59,023 28,776 -7,262
Sep02 020729 2.950 3.090 2.900 2.905 +0.014 36,779 62,904 +2,115
Oct02 020729 2.980 3.105 2.930 2.930 -0.003 11,744 42,027 +3,025
Nov02 020729 3.290 3.380 3.230 3.230 -0.018 8,008 28,997 -1,436
Dec02 020729 3.550 3.650 3.490 3.500 -0.033 11,021 33,911 -3,155
Jan03 020729 3.680 3.770 3.632 3.635 -0.033 4,834 32,001 +215
Feb03 020729 3.675 3.770 3.610 3.610 -0.033 1,809 21,350 -189
Mar03 020729 3.650 3.710 3.565 3.565 -0.036 9,468 22,321 -1,191
Total Volume and Open Interest 171,674 487,127 -13,334
Brent Crude Oil(IPE)
Sep02 020729 25.03 25.08 24.80 25.00 -0.03 27,501 59,575 +720
Oct02 020729 24.88 25.02 24.78 24.97 +0.02 8,667 47,881 -557
Nov02 020729 24.70 24.94 24.70 24.90 +0.05 1,734 13,967 +198
Dec02 020729 24.60 24.79 24.55 24.78 +0.06 3,589 32,295 +800
Jan03 020729 24.57 24.61 24.55 24.61 +0.07 34 18,259 -18
Feb03 020729 24.40 24.44 24.40 24.44 +0.07 11 5,741 -4
Mar03 020729 24.25 24.28 24.25 24.28 +0.08 0 3,493 +0
Apr03 020729 24.13 24.13 24.13 24.13 +0.10 0 2,275 +0
Total Volume and Open Interest 43,476 216,686 +1,689
Gas Oil(IPE)
Aug02 020729 206.50 207.75 206.25 207.75 +1.00 9,479 36,893 -1,320
Sep02 020729 207.00 208.50 206.50 208.25 +1.00 6,785 39,156 +998
Oct02 020729 208.50 209.50 208.00 209.50 +1.00 1,367 17,209 +423
Nov02 020729 209.50 210.50 209.00 210.50 +0.50 91 20,540 +90
Dec02 020729 210.00 211.00 210.00 211.00 +0.75 740 44,636 +100
Jan03 020729 211.00 211.00 211.00 211.00 +0.75 64 9,945 +0
Feb03 020729 209.50 209.50 209.50 209.50 +0.75 21 4,411 +21
Mar03 020729 206.75 206.75 206.75 206.75 +0.75 0 6,216 +0
Total Volume and Open Interest 18,782 209,044 +307
US Dollar Index(NYBOT)
Sep02 020729 106.93 107.72 106.84 107.39 +0.50 722 9,031 -133
Dec02 020729 107.81 108.20 107.81 107.96 +0.50 60 2,544 -11
Mar03 020729 108.56 108.56 108.56 108.56 +0.50 0 2 +0
Total Volume and Open Interest 782 11,579 -144
Australian Dollar(IMM)
Sep02 020729 53.64 53.95 53.55 53.74 +0.48 2,986 26,073 -2,293
Dec02 020729 53.25 53.35 53.25 53.30 +0.48 19 754 +9
Mar03 020729 52.86 52.86 52.86 52.86 +0.48 0 16 +0
Total Volume and Open Interest 3,005 27,554 -2,284
British Pound(IMM)
Sep02 020729 155.82 156.16 155.20 155.74 -0.36 3,785 34,930 -786
Dec02 020729 154.84 155.20 154.30 154.88 -0.36 13 539 +0
Mar03 020729 153.98 153.98 153.98 153.98 -0.36 0 35 +0
Total Volume and Open Interest 3,798 35,508 -786
Canadian Dollar(IMM)
Sep02 020729 63.15 63.59 63.12 63.51 +0.59 5,646 58,543 +405
Dec02 020729 62.99 63.45 62.98 63.34 +0.58 373 5,911 +148
Mar03 020729 62.85 63.25 62.85 63.18 +0.57 168 1,131 +61
Jun03 020729 63.15 63.15 62.95 63.04 +0.57 28 558 +6
Total Volume and Open Interest 6,222 66,359 +623
Japanese Yen(IMM)
Sep02 020729 83.85 83.90 83.52 83.70 -0.59 18,037 73,844 -3,421
Dec02 020729 84.20 84.20 83.95 84.07 -0.59 29 1,674 -1
Mar03 020729 84.46 84.46 84.46 84.46 -0.59 0 168 +0
Total Volume and Open Interest 18,066 75,911 -3,422
Swiss Franc(IMM)
Sep02 020729 67.66 67.71 67.15 67.38 -0.93 6,850 39,990 -1,359
Dec02 020729 67.78 67.79 67.40 67.52 -0.93 132 729 +113
Mar03 020729 67.65 67.65 67.65 67.65 -0.93 0 39 +0
Total Volume and Open Interest 6,983 40,763 -1,246
EuroFX(IMM)
Sep02 020729 98.01 98.09 97.49 97.85 -0.65 15,603 106,854 +3,245
Dec02 020729 97.62 97.68 97.13 97.46 -0.64 483 4,085 -203
Mar03 020729 96.80 97.08 96.80 97.08 -0.64 13 173 -3
Total Volume and Open Interest 16,105 111,373 +3,026
Mexican Peso(IMM)
Sep02 020729 10267.0 10287.0 10205.0 10227.0 +20.0 5,094 13,475 +1,103
Dec02 020729 10080.0 10080.0 10052.0 10052.0 +20.0 82 1,439 +20
Total Volume and Open Interest 5,176 15,367 +1,123
30-Year T-Bonds(CBOT)
Sep02 020729 105~22 105~28 104~09 104~19 -1~10 178,453 402,807 +3,556
Dec02 020729 104~12 104~12 103~08 103~13 -1~10 2,201 34,622 +755
Mar03 020729 102~09 102~09 102~09 102~09 -1~10 0 33 +0
Total Volume and Open Interest 180,654 437,462 +4,311
Municipal Bonds(CBOT)
Sep02 020729 105~12 105~23 104~21 104~28 -1~01 405 4,044 -40
Total Volume and Open Interest 405 4,044 -40
10-Year T-Notes(CBOT)
Sep02 020729 110~265 110~310 109~215 109~300 -1~035 338,216 904,393 +25,112
Dec02 020729 109~150 109~150 108~110 108~180 -1~040 3,892 66,054 +566
Total Volume and Open Interest 342,108 970,447 +25,678
5-Year T-Notes(CBOT)
Sep02 020729 110~100 110~105 109~220 109~265 -0~285 64,572 595,148 +13,120
Dec02 020729 109~120 109~120 108~270 108~270 -0~310 184 3,794 +130
Total Volume and Open Interest 64,756 598,942 +13,250
2 Year T-Notes(CBOT)
Sep02 020729 106~052 106~056 106~025 106~032 -0~045 10,973 99,414 +2,935
Total Volume and Open Interest 10,973 99,414 +2,935
3-Mth T-Bills(IMM)
Sep02 020729 98.35 98.35 98.35 98.35 -0.08 457 670 +299
Total Volume and Open Interest 457 670 +299
Eurodollars(IMM)
Sep02 020729 98.190 98.205 98.165 98.170 -0.070 81,871 692,745 -6,965
Dec02 020729 98.105 98.120 98.020 98.045 -0.120 121,543 653,332 -374
Mar03 020729 97.875 97.895 97.730 97.745 -0.215 162,577 555,818 +3,856
Jun03 020729 97.495 97.505 97.325 97.350 -0.250 118,419 405,721 -1,456
Sep03 020729 97.010 97.015 96.835 96.875 -0.235 66,229 348,505 +6,335
Dec03 020729 96.530 96.545 96.390 96.410 -0.225 45,080 279,872 +8,417
Mar04 020729 96.135 96.150 96.000 96.020 -0.220 18,680 182,777 -3,093
Jun04 020729 95.800 95.845 95.700 95.710 -0.220 13,133 154,491 +84
Sep04 020729 95.580 95.585 95.430 95.465 -0.215 5,101 126,363 -1,062
Dec04 020729 95.330 95.360 95.190 95.225 -0.215 6,173 107,708 -636
Mar05 020729 95.180 95.200 95.040 95.070 -0.210 3,817 95,636 -62
Jun05 020729 95.050 95.050 94.875 94.910 -0.205 4,420 84,850 -1,560
Total Volume and Open Interest 678,224 4,219,234 +6,055
3-Mth Euro-Yen(IMM)
Sep02 020729 99.91 99.92 99.91 99.91 -0.01 4 9,693 -5
Dec02 020729 99.90 99.90 99.90 99.90 -0.01 21 4,668 -6
Mar03 020729 99.87 99.87 99.87 99.87 unch 0 2,253 +0
Jun03 020729 99.87 99.87 99.87 99.87 unch 0 4,931 +1
Sep03 020729 99.83 99.83 99.83 99.83 -0.01 105 5,764 -41
Dec03 020729 99.79 99.79 99.79 99.79 unch 0 2,062 +0
Mar04 020729 99.73 99.73 99.73 99.73 unch 0 719 +0
Jun04 020729 99.71 99.71 99.71 99.71 unch 0 277 +0
Sep04 020729 99.65 99.65 99.65 99.65 unch 0 720 +0
Dec04 020729 99.58 99.58 99.58 99.58 unch 0 162 +0
Total Volume and Open Interest 130 32,809 -51
3-Mth Euro-Yen(SIMEX)
Sep02 020729 99.91 99.91 99.91 99.91 unch 1,221 42,550 +799
Dec02 020729 99.91 99.91 99.90 99.90 unch 1,212 37,818 -1,543
Mar03 020729 99.86 99.86 99.86 99.86 unch 1,325 35,972 -441
Jun03 020729 99.87 99.87 99.87 99.87 unch 698 50,170 -1,030
Sep03 020729 99.84 99.84 99.84 99.84 unch 11 28,047 -2
Dec03 020729 99.79 99.79 99.79 99.79 -0.01 886 17,449 +105
Mar04 020729 99.74 99.74 99.73 99.74 unch 0 15,182 +0
Jun04 020729 99.71 99.71 99.71 99.71 -0.01 10 6,224 +0
Total Volume and Open Interest 5,363 241,292 -2,112
German Euro-Bund(EUREX)
Sep02 020729 109.28 109.34 108.80 108.84 -0.57 796,514 894,484 -27,331
Dec02 020729 108.56 108.56 108.19 108.19 -0.58 9,602 29,341 +2,446
Mar03 020729 108.14 108.14 108.14 108.14 -0.57 7,121 0 +0
Total Volume and Open Interest 813,237 923,825 -24,885
German Euro-Bobl(EUREX)
Sep02 020729 107.50 107.54 107.13 107.13 -0.45 388,048 588,982 +3,423
Dec02 020729 106.68 106.68 106.47 106.47 -0.44 1,340 19,005 +375
Mar03 020729 106.43 106.43 106.43 106.43 -0.45 748 0 +0
Total Volume and Open Interest 390,136 607,987 +3,798
Long Gilt(LIFFE)
Sep02 020729 113~31 114~01 113~19 113~24 -0~13 22,478 110,273 +1,208
Dec02 020729 115~31 115~31 115~31 115~31 -0~13      
Total Volume and Open Interest 22,478 110,273 +1,208
3-Mth Short Sterling(LIFFE)
Sep02 020729 96.03 96.03 95.95 95.98 -0.03 18,984 0 +0
Dec02 020729 95.92 95.92 95.80 95.83 -0.07 28,370 0 +0
Mar03 020729 95.69 95.71 95.56 95.60 -0.08 24,950 0 +0
Total Volume and Open Interest 112,737    
3-Mth Euribor(LIFFE)
Sep02 020729 96.665 96.685 96.610 96.635 -0.040 87,643 401,060 +13,037
Dec02 020729 96.635 96.635 96.505 96.545 -0.090 122,989 373,638 +5,460
Mar03 020729 96.545 96.560 96.410 96.450 -0.110 129,138 373,408 +6,042
Total Volume and Open Interest 474,813 1,792,913 +30,470
3-Mth Aus T-Bills(SFE)
Sep02 020729 95.18 95.18 95.13 95.16 -0.01 11,166 299,349 -10,558
Dec02 020729 95.02 95.02 94.97 95.00 -0.03 10,551 177,366 -1,805
Mar03 020729 94.82 94.83 94.79 94.82 -0.03 2,548 66,642 +950
Jun03 020729 94.68 94.68 94.65 94.67 -0.02 757 28,794 -2,065
Sep03 020729 94.55 94.55 94.52 94.54 -0.02 220 18,684 -290
Dec03 020729 94.41 94.41 94.40 94.41 -0.05 58 15,091 -432
Mar04 020729 94.30 94.32 94.30 94.32 -0.06 59 10,104 -453
Jun04 020729 94.22 94.22 94.22 94.22 -0.07 8 4,586 -89
Sep04 020729 94.13 94.13 94.13 94.13 -0.08 0 1,981 +0
Dec04 020729 94.04 94.04 94.04 94.04 -0.08 0 1,335 +0
Total Volume and Open Interest 25,367 624,922 -14,742
10-Year Aus T-Bonds(SFE)
Sep02 020729 94.27 94.27 94.22 94.25 -0.05 3,792 200,915 -9,159
Dec02 020729 94.25 94.25 94.25 94.25 -0.05      
Total Volume and Open Interest 9,233 210,074 -22,362
3-Year Aus T-Bonds(SFE)
Sep02 020729 94.78 94.78 94.73 94.76 -0.05 28,884 600,391 -91,268
Dec02 020729 94.76 94.76 94.76 94.76 -0.05      
Total Volume and Open Interest 28,884 600,391 -91,268
Gold(CMX)
Aug02 020729 302.5 303.5 301.6 302.4 -0.9 53,397 32,373 -12,595
Oct02 020729 303.0 305.0 302.5 303.6 -0.8 4,320 10,779 +2,283
Dec02 020729 304.8 305.6 303.7 304.5 -0.7 31,929 68,166 +6,038
Feb03 020729 305.5 306.3 304.2 305.2 -0.7 248 8,266 -62
Apr03 020729 307.0 307.0 305.5 305.5 -1.0 98 4,351 +48
Jun03 020729 307.0 307.0 305.8 306.3 -0.7 231 5,902 +78
Total Volume and Open Interest 90,807 154,149 -3,993
Silver(CMX)
Jul02 020729 462.0 466.0 461.0 463.6 -2.5 61 37 -17
Sep02 020729 466.0 466.5 462.0 464.0 -2.5 26,625 48,556 -5,459
Dec02 020729 467.0 469.0 465.0 466.8 -2.6 3,921 23,974 -547
Mar03 020729 472.0 472.0 467.5 468.9 -2.6 64 2,092 +6
May03 020729 469.0 470.0 469.0 470.0 -2.6 0 1,872 +0
Total Volume and Open Interest 30,955 85,632 -5,761
Platinum(NYM)
Oct02 020729 520.5 523.0 519.0 519.6 -3.6 947 4,938 -3
Jan03 020729 513.6 513.6 513.6 513.6 -3.6 2 66 +2
Total Volume and Open Interest 949 5,008 -6
Palladium(NYME)
Sep02 020729 330.00 336.00 330.00 332.50 -1.95 132 1,985 -21
Dec02 020729 333.50 333.50 333.50 333.50 -1.95 0 141 +0
Total Volume and Open Interest 132 2,126 -21
Copper(CMX)
Jul02 020729 69.35 69.55 69.15 69.50 +0.80 367 1,289 -268
Sep02 020729 69.50 70.10 69.35 69.85 +0.80 6,752 53,865 +979
Dec02 020729 70.35 70.90 70.25 70.65 +0.70 1,027 13,843 +101
Mar03 020729 71.20 71.75 71.20 71.50 +0.70 93 3,163 +61
May03 020729 71.75 72.15 71.75 72.00 +0.70 381 2,773 +358
Total Volume and Open Interest 9,721 95,686 +1,887
DJIA Index(CBOT)
Sep02 020729 8390 8715 8380 8665 +398 21,914 31,610 -1,145
Dec02 020729 8360 8700 8360 8653 +403 20 563 -1
Mar03 020729 8653 8653 8653 8653 +406 0 4 +4
Jun03 020729 8658 8658 8658 8658 +411 0 1 +0
Total Volume and Open Interest 21,934 32,204 -1,142
S & P 500(CME)
Sep02 020729 870.50 900.50 869.60 893.70 +40.00 77,222 586,801 +2,590
Dec02 020729 870.50 899.50 870.50 893.90 +40.20 38 20,488 -25
Mar03 020729 884.00 894.50 884.00 894.30 +40.60 8 14,995 +0
Jun03 020729 895.30 895.30 895.30 895.30 +40.60 0 379 -2
Total Volume and Open Interest 77,268 622,702 +2,563
S & P 500 E-Mini(Globex)
Sep02 020729 855.00 900.00 852.50 893.75 +40.00 544,176 365,909 +5,154
Dec02 020729 836.00 898.25 836.00 894.00 +40.25 20 68 +2
Total Volume and Open Interest 544,196 365,977 +5,156
NASDAQ 100(CME)
Sep02 020729 939.00 973.00 933.00 961.50 +49.00 13,304 65,480 -458
Dec02 020729 945.00 965.50 945.00 965.50 +49.00 1 61 +0
Mar03 020729 969.50 969.50 969.50 969.50 +49.00 0 2 +0
Total Volume and Open Interest 13,305 65,543 -458
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020729 915.0 972.5 910.0 961.5 +49.0 207,572 163,023 +1,856
Dec02 020729 965.5 965.5 965.5 965.5 +49.0 1 8 +0
Total Volume and Open Interest 207,573 163,031 +1,856
NYSE Composite(NYBOT)
Sep02 020729 468.00 485.00 467.50 482.45 +21.70 190 6,969 -250
Dec02 020729 482.45 482.45 482.45 482.45 +21.70 0 510 +0
Mar03 020729 482.45 482.45 482.45 482.45 +21.70 0 200 +0
Total Volume and Open Interest 190 7,679 -250
S & P Midcap 400(CME)
Sep02 020729 427.00 440.50 423.00 436.50 +19.00 1,302 15,830 -362
Dec02 020729 437.30 437.30 437.30 437.30 +19.00      
Mar03 020729 440.30 440.30 440.30 440.30 +19.00      
Total Volume and Open Interest 1,302 15,830 -362
Russell 2000(CME)
Sep02 020729 393.00 402.00 388.00 398.35 +13.35 2,581 24,664 +168
Dec02 020729 399.10 399.10 399.10 399.10 +13.35 0 1 +0
Mar03 020729 401.10 401.10 401.10 401.10 +13.35      
Total Volume and Open Interest 2,581 24,665 +168
Value Line(KCBT)
Sep02 020729 995.00 1025.00 994.50 1025.00 +47.50 40 222 +3
Total Volume and Open Interest 40 228 +3
Nikkei 225(CME)
Sep02 020729 9880 9990 9860 9965 +225 1,816 25,290 -14
Dec02 020729 10000 10000 9960 9960 +225 0 44 +0
Total Volume and Open Interest 1,816 25,337 -14
Nikkei 225(SIMEX)
Sep02 020729 9750 9850 9635 9730 +115 23,928 84,990 +7,781
Dec02 020729 9700 9700 9700 9700 +115 0 151 +0
Mar03 020729 9700 9700 9700 9700 +115 0 300 +0
Total Volume and Open Interest 23,928 85,941 +7,781
CAC 40(MATIF)
Jul02 020729 3178.0 3460.0 3175.0 3390.0 +221.0 112,834 654,960 +23,211
Aug02 020729 3217.5 3456.0 3198.0 3399.0 +222.0 28,663 74,521 +26,120
Sep02 020729 3222.0 3426.0 3205.0 3407.0 +222.0 4,530 117,741 +3,068
Total Volume and Open Interest 146,027 871,151 +52,399
DAX Index(EUREX)
Sep02 020729 3640.0 3854.0 3618.0 3848.0 +270.5 95,717 201,266 -328
Dec02 020729 3662.0 3881.0 3662.0 3881.0 +273.5 536 5,461 +266
Mar03 020729 3750.0 3912.0 3750.0 3912.0 +276.0 115 1,070 +59
Total Volume and Open Interest 96,368 207,797 -3
FT-SE 100(LIFFE)
Sep02 020729 4005.00 4225.00 3990.50 4193.00 +195.00 77,356 475,965 -4,190
Dec02 020729 4019.00 4213.00 4014.00 4213.00 +197.00 6,038 30,391 -5,763
Mar03 020729 4200.50 4200.50 4200.50 4200.50 +195.00 0 15,450 +0
Total Volume and Open Interest 83,394 524,581 -9,953
SPI 200(SFE)
Sep02 020729 3009.0 3040.0 3004.0 3035.0 +43.0 12,753 154,926 +7,595
Dec02 020729 3032.0 3043.0 3032.0 3043.0 +43.0 100 1,920 -1
Mar03 020729 3056.0 3056.0 3054.0 3054.0 +43.0 0 1,064 -13
Total Volume and Open Interest 12,973 159,043 +7,666
GSCI(CME)
Aug02 020729 199.80 200.80 199.30 199.30 -0.80 798 18,762 -749
Sep02 020729 199.80 200.50 198.75 198.75 -1.25 0 1 +0
Oct02 020729 200.00 200.00 200.00 200.00 -1.25      
Total Volume and Open Interest 798 18,763 -749
Bridge CRB Index(NYBOT)
Aug02 020729 208.00 208.50 207.75 208.45 -0.80 58 216 -40
Nov02 020729 211.75 212.30 211.65 211.95 -0.55 15 162 +0
Jan03 020729 214.95 214.95 214.95 214.95 -0.30 0 53 +0
Total Volume and Open Interest 73 431 -40
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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