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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 Tue July 30, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug02 020730 536.75 550.00 536.50 544.50 +9.75 15,199 15,165 -4,418
Sep02 020730 522.00 539.00 521.50 531.50 +12.00 10,809 26,694 -475
Nov02 020730 506.00 522.50 505.50 518.00 +15.00 45,565 99,872 -4,452
Jan03 020730 509.50 525.00 509.00 520.25 +14.50 1,157 17,419 -14
Mar03 020730 512.00 526.50 512.00 523.50 +14.50 1,628 15,441 +36
May03 020730 511.00 526.00 511.00 523.25 +13.00 1,902 27,456 +57
Jul03 020730 513.00 526.00 512.50 522.50 +12.00 488 6,384 -40
Total Volume and Open Interest 76,921 210,939 -9,257
Soybean Meal(CBOT)
Aug02 020730 172.50 175.70 172.30 174.80 +3.60 12,558 12,833 -3,392
Sep02 020730 168.00 171.90 167.40 170.80 +4.40 11,054 23,826 +428
Oct02 020730 161.80 166.20 161.70 165.60 +4.90 2,524 18,555 +142
Dec02 020730 160.30 165.00 160.10 164.10 +4.90 20,221 52,395 +120
Jan03 020730 160.00 164.80 160.00 164.20 +5.20 1,289 6,704 -78
Mar03 020730 160.50 164.70 160.50 164.00 +5.00 3,110 5,513 -111
May03 020730 159.00 163.70 159.00 163.40 +5.10 2,107 6,868 +107
Jul03 020730 159.30 163.80 159.00 163.50 +5.00 576 4,614 +121
Total Volume and Open Interest 53,577 134,519 -2,599
Soybean Oil(CBOT)
Aug02 020730 19.34 19.71 19.32 19.70 +0.51 12,228 9,300 -4,198
Sep02 020730 19.45 19.77 19.45 19.76 +0.47 9,864 27,454 +969
Oct02 020730 19.59 19.87 19.55 19.83 +0.43 2,341 11,933 +1,186
Dec02 020730 19.80 20.08 19.77 20.02 +0.38 14,920 60,533 +693
Jan03 020730 19.85 20.09 19.85 20.09 +0.39 986 6,357 -61
Mar03 020730 20.00 20.20 20.00 20.12 +0.35 575 4,411 -207
May03 020730 19.96 20.25 19.96 20.19 +0.36 578 10,417 -71
Jul03 020730 20.00 20.27 20.00 20.20 +0.38 199 3,984 +29
Total Volume and Open Interest 41,806 136,783 -1,619
Canola(WCE)
Sep02 020730 397.0 397.0 397.0 397.0 +3.0 0 111 +0
Nov02 020730 396.5 403.5 396.5 402.5 +6.9 3,226 44,398 -401
Jan03 020730 394.5 402.0 394.5 401.3 +7.5 403 3,845 -43
Mar03 020730 392.2 398.7 392.2 396.8 +5.4 155 1,291 +90
May03 020730 396.1 396.1 396.1 396.1 +4.1 0 275 +0
Total Volume and Open Interest 3,789 50,013 -354
Corn(CBOT)
Sep02 020730 232.50 237.00 231.75 236.00 +5.00 28,516 145,671 -3,338
Dec02 020730 241.50 246.50 241.00 245.75 +5.50 69,767 238,221 -6,056
Mar03 020730 248.00 252.50 247.75 251.50 +4.75 5,624 41,709 +293
May03 020730 251.75 256.75 251.75 256.50 +5.25 1,600 10,418 +545
Jul03 020730 255.25 259.50 255.25 259.25 +5.00 1,753 16,803 -29
Sep03 020730 248.00 250.00 247.50 249.00 +2.50 327 2,513 +255
Total Volume and Open Interest 109,393 473,517 -8,284
Wheat(CBOT)
Sep02 020730 323.00 327.50 321.75 326.00 -0.50 6,204 44,646 -693
Dec02 020730 335.00 337.50 331.50 336.00 -0.25 17,841 61,832 -2,048
Mar03 020730 339.00 342.50 338.00 342.00 -0.25 1,246 9,772 +50
May03 020730 334.50 334.50 332.00 334.00 -0.50 63 529 +19
Jul03 020730 324.00 324.00 321.00 323.75 +0.25 544 5,816 -69
Total Volume and Open Interest 25,912 123,188 -2,742
Wheat(KCBT)
Sep02 020730 357.00 362.75 355.50 361.25 +2.50 6,861 35,534 +690
Dec02 020730 361.00 366.25 359.00 365.50 +2.75 6,106 33,648 +1,315
Mar03 020730 359.50 364.00 357.00 364.00 +4.50 766 7,552 -213
May03 020730 348.00 352.00 346.00 350.00 +2.00 25 681 +16
Jul03 020730 334.50 339.00 334.25 336.00 -0.25 368 2,599 +277
Total Volume and Open Interest 14,126 80,022 +2,085
Wheat(MGE)
Sep02 020730 368.00 369.75 363.50 368.50 +0.25 2,307 13,038 +208
Dec02 020730 373.00 374.75 368.50 373.00 unch 1,576 8,317 +338
Mar03 020730 371.75 374.25 369.00 374.00 +1.75 160 2,369 +8
May03 020730 368.00 370.50 364.00 368.25 +1.25 19 896 +10
Jul03 020730 363.00 365.00 360.00 363.50 +1.50 60 828 +50
Total Volume and Open Interest 4,124 25,684 +615
Oats(CBOT)
Sep02 020730 163.50 171.50 163.50 170.75 +7.25 587 2,595 -131
Dec02 020730 162.25 167.00 162.25 166.25 +3.50 436 6,755 -128
Mar03 020730 164.00 167.50 164.00 166.75 +2.50 64 868 +34
May03 020730 167.00 168.00 167.00 168.00 +1.00 0 134 +0
Total Volume and Open Interest 1,087 10,352 -225
Rough Rice(CBOT)
Sep02 020730 4.59 4.62 4.55 4.60 +0.01 143 3,360 -38
Nov02 020730 4.82 4.82 4.76 4.78 -0.01 92 2,545 -19
Jan03 020730 5.02 5.02 4.98 5.00 -0.01 5 861 +5
Mar03 020730 5.16 5.20 5.16 5.20 -0.01 0 652 +0
Total Volume and Open Interest 241 8,035 -51
Live Cattle(CME)
Aug02 020730 64.800 64.950 64.550 64.900 -0.025 4,822 20,192 -1,515
Oct02 020730 67.550 67.700 67.250 67.675 +0.025 3,718 38,693 +221
Dec02 020730 68.575 68.850 68.400 68.825 +0.100 1,573 20,620 +148
Feb03 020730 69.600 69.675 69.325 69.650 unch 636 9,223 +172
Apr03 020730 70.050 70.150 69.900 70.125 -0.050 112 4,072 +71
Jun03 020730 66.000 66.000 65.800 66.000 unch 43 1,271 +19
Total Volume and Open Interest 10,906 94,094 -884
Feeder Cattle(CME)
Aug02 020730 77.550 77.650 77.100 77.550 -0.150 1,552 4,510 -578
Sep02 020730 77.300 77.400 76.875 77.300 -0.175 536 2,950 +14
Oct02 020730 77.750 77.750 77.300 77.700 -0.200 542 2,269 -13
Nov02 020730 77.850 77.850 77.575 77.825 -0.150 119 1,083 +37
Jan03 020730 76.600 76.700 76.500 76.625 -0.225 34 757 +14
Mar03 020730 76.000 76.000 76.000 76.000 -0.200 14 62 +9
Apr03 020730 75.700 75.700 75.700 75.700 -0.200 3 77 +1
Total Volume and Open Interest 2,800 11,715 -516
Lean Hogs(CME)
Aug02 020730 50.850 51.600 50.600 51.550 +0.700 1,506 7,814 -104
Oct02 020730 41.250 42.150 40.900 41.800 +0.425 1,251 12,687 -90
Dec02 020730 39.550 40.250 39.200 40.175 +0.450 326 7,409 -6
Feb03 020730 44.500 44.800 44.100 44.750 +0.050 30 1,171 +12
Apr03 020730 47.975 49.100 47.975 48.850 +0.750 2 225 +0
May03 020730 55.975 55.975 55.975 55.975 +0.575 6 56 +1
Jun03 020730 57.000 57.600 57.000 57.500 +0.575 4 135 +0
Jul03 020730 56.750 57.275 56.750 57.275 +0.475 1 48 +0
Total Volume and Open Interest 3,127 29,552 -186
Pork Bellies(CME)
Aug02 020730 64.400 65.050 62.600 64.150 -1.425 463 1,059 -38
Feb03 020730 65.400 66.000 65.300 65.400 unch 124 367 +23
Mar03 020730 64.000 64.000 64.000 64.000 unch 0 5 +0
May03 020730 65.250 65.250 65.250 65.250 unch 0 2 +0
Total Volume and Open Interest 587 1,433 -96
Cocoa(NYBOT)
Sep02 020730 1760 1787 1760 1771 +12 2,855 30,402 +26
Dec02 020730 1780 1805 1780 1788 +11 1,861 22,623 +329
Mar03 020730 1765 1780 1765 1773 +13 881 17,835 +305
May03 020730 1770 1773 1770 1773 +14 6 7,053 +19
Jul03 020730 1772 1772 1772 1772 +13 2 6,788 +0
Sep03 020730 1780 1780 1776 1776 +13 101 10,904 -300
Dec03 020730 1788 1788 1778 1778 +12 400 9,389 +159
Total Volume and Open Interest 6,106 106,729 +538
Coffee "C"(NYBOT)
Sep02 020730 47.00 47.40 46.85 47.05 -0.20 5,140 36,236 +57
Dec02 020730 50.40 50.75 50.25 50.40 -0.20 2,279 16,579 +58
Mar03 020730 53.50 53.70 53.25 53.45 -0.25 1,605 9,093 +772
May03 020730 55.25 55.35 55.00 55.20 -0.20 214 3,897 +134
Jul03 020730 57.00 57.00 56.80 56.80 -0.20 90 3,207 +74
Sep03 020730 58.75 58.75 58.25 58.25 -0.25 14 2,202 -10
Total Volume and Open Interest 9,355 71,314 +1,098
Orange Juice(NYBOT)
Sep02 020730 99.70 100.00 99.50 99.80 -0.10 1,078 18,531 +166
Nov02 020730 100.40 100.85 100.25 100.85 +0.25 380 7,059 +240
Jan03 020730 100.50 100.85 100.45 100.60 -0.10 2 4,340 +1
Mar03 020730 101.25 101.35 101.25 101.35 -0.25 32 2,401 +2
May03 020730 101.75 102.15 101.75 102.15 -0.30 10 356 +0
Total Volume and Open Interest 1,502 32,689 +409
Sugar #11(NYBOT)
Oct02 020730 5.52 5.71 5.51 5.67 +0.08 15,542 82,305 -1,892
Mar03 020730 5.65 5.80 5.65 5.75 +0.06 4,421 32,826 -249
May03 020730 5.56 5.67 5.55 5.63 +0.06 455 10,149 +95
Jul03 020730 5.33 5.45 5.33 5.41 +0.05 1,011 16,202 +294
Oct03 020730 5.47 5.53 5.45 5.47 +0.03 735 10,401 +393
Total Volume and Open Interest 22,339 155,896 -1,385
London Cocoa(LCE)
Jul02 020716 1430 1451 1425 1449 +26 6,526 20,606 -310
Sep02 020730 1395 1402 1380 1380 -10 285 50,584 +2
Dec02 020730 1281 1287 1269 1269 -6 317 26,113 +6
Mar03 020730 1244 1248 1231 1231 -4 29 38,227 -9
May03 020730 1253 1261 1243 1243 -4 63 9,230 +0
Jul03 020730 1260 1260 1250 1250 -4 0 8,482 +0
Sep03 020730 1257 1257 1257 1257 -3 49 6,102 +49
Total Volume and Open Interest 773 147,098 +78
London Coffee(LCE)
Jul02 020730 480.00 481.00 466.00 468.00 -13.00 41 57 -43
Sep02 020730 505.00 507.00 492.00 494.00 -13.00 3,828 33,552 -1,712
Nov02 020730 525.00 527.00 512.00 513.00 -14.00 3,542 36,828 +933
Jan03 020730 543.00 544.00 530.00 530.00 -14.00 3,412 24,132 +1,627
Mar03 020730 558.00 560.00 547.00 547.00 -13.00 713 12,724 +254
May03 020730 573.00 573.00 563.00 563.00 -12.00 302 9,233 +190
Total Volume and Open Interest 13,957 121,662 +2,968
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020730 176.70 177.90 173.00 177.50 +1.20 2,616 20,567 -684
Dec02 020730 173.20 175.70 172.00 175.70 +1.40 370 5,506 +218
Mar03 020730 175.20 178.00 174.00 178.00 +2.10 277 7,660 +174
May03 020730 174.70 177.90 174.70 177.50 +2.70 196 3,160 +120
Total Volume and Open Interest 3,533 38,296 -136
Cotton(NYBOT)
Oct02 020730 45.37 47.05 45.00 47.03 +1.78 345 3,198 -124
Dec02 020730 46.95 48.70 46.57 48.60 +1.85 2,459 55,157 -225
Mar03 020730 48.85 50.30 48.51 50.30 +1.70 405 8,718 +107
May03 020730 51.05 52.90 51.05 52.90 +1.70 74 4,784 +30
Jul03 020730 51.90 53.75 51.90 53.75 +1.85 18 2,114 +2
Oct03 020730 54.90 54.90 54.90 54.90 +1.85 0 110 +0
Total Volume and Open Interest 3,307 75,122 -209
Lumber(CME)
Sep02 020730 251.5 251.9 246.9 251.4 -1.9 226 1,647 +44
Nov02 020730 254.0 254.0 250.5 253.9 -1.3 55 306 +15
Jan03 020730 263.3 263.4 262.1 263.4 -2.4 2 66 +2
Mar03 020730 270.0 270.0 270.0 270.0 -1.6 0 11 +0
Total Volume and Open Interest 283 2,057 +61
Crude Oil(NYM)
Sep02 020730 26.90 27.54 26.85 27.36 +0.81 40,501 132,884 -4,559
Oct02 020730 26.40 26.96 26.37 26.82 +0.73 20,044 61,821 +269
Nov02 020730 26.20 26.75 26.20 26.59 +0.65 6,157 24,756 +1,755
Dec02 020730 26.07 26.50 26.05 26.40 +0.61 4,919 51,604 -85
Jan03 020730 25.80 26.25 25.75 26.15 +0.58 1,465 20,736 +46
Feb03 020730 25.60 25.92 25.60 25.92 +0.55 190 10,010 +33
Mar03 020730 25.38 25.73 25.38 25.71 +0.53 405 8,491 -95
Apr03 020730 25.32 25.55 25.32 25.51 +0.51 244 6,638 -18
May03 020730 25.15 25.31 25.15 25.31 +0.49 8 3,816 -6
Jun03 020730 24.75 25.11 24.75 25.11 +0.47 931 14,923 -198
Total Volume and Open Interest 76,164 427,592 -3,012
Heating Oil(NYM)
Aug02 020730 67.50 69.25 67.50 68.87 +2.27 7,098 12,727 -1,732
Sep02 020730 68.50 70.20 68.45 69.75 +2.24 9,174 39,077 +335
Oct02 020730 69.25 70.70 69.25 70.40 +2.14 2,054 13,967 +18
Nov02 020730 70.00 71.30 70.00 71.05 +2.04 1,218 9,196 +900
Dec02 020730 70.50 72.00 70.50 71.65 +1.94 325 16,882 +80
Jan03 020730 71.10 72.10 71.10 72.10 +1.89 202 9,954 +94
Feb03 020730 71.50 72.00 71.50 71.80 +1.79 147 8,629 -21
Mar03 020730 69.70 70.50 69.70 70.40 +1.69 233 5,978 -118
Apr03 020730 68.45 68.90 68.45 68.65 +1.59 33 2,913 +5
May03 020730 66.90 66.90 66.90 66.90 +1.49 5 1,778 +6
Total Volume and Open Interest 20,577 127,047 -407
Unleaded Gas(NYM)
Aug02 020730 84.00 85.80 83.60 85.61 +2.45 20,204 18,748 -3,961
Sep02 020730 78.50 80.20 78.40 79.92 +2.21 14,479 45,370 +1,105
Oct02 020730 74.00 75.30 73.80 75.17 +2.09 2,619 19,098 +434
Nov02 020730 72.10 73.50 72.10 73.37 +2.02 527 6,040 +365
Dec02 020730 72.10 72.40 72.00 72.22 +1.92 216 4,607 +50
Jan03 020730 71.30 71.90 71.30 71.90 +1.90 11 2,489 -30
Feb03 020730 72.05 72.05 72.05 72.05 +1.90 0 989 +0
Mar03 020730 72.72 72.72 72.72 72.72 +1.92 50 2,528 -42
Total Volume and Open Interest 38,127 102,985 -2,076
Natural Gas(NYM)
Sep02 020730 2.890 2.930 2.850 2.891 -0.014 60,657 59,492 -3,412
Oct02 020730 2.910 2.945 2.880 2.916 -0.014 16,239 39,516 -2,511
Nov02 020730 3.210 3.240 3.200 3.211 -0.019 8,333 29,429 +432
Dec02 020730 3.480 3.510 3.460 3.476 -0.024 11,924 32,530 -1,381
Jan03 020730 3.620 3.655 3.610 3.621 -0.014 5,851 32,655 +654
Feb03 020730 3.590 3.630 3.580 3.598 -0.012 1,422 21,308 -42
Mar03 020730 3.560 3.590 3.540 3.558 -0.007 5,236 22,083 -238
Apr03 020730 3.470 3.500 3.470 3.482 +0.002 2,471 16,081 -1,004
Total Volume and Open Interest 177,761 454,986 -32,141
Brent Crude Oil(IPE)
Sep02 020730 25.03 25.82 25.03 25.68 +0.68 25,757 59,906 +331
Oct02 020730 24.98 25.65 24.98 25.55 +0.58 8,458 47,997 +116
Nov02 020730 25.09 25.53 25.03 25.45 +0.55 1,927 14,327 +360
Dec02 020730 24.93 25.37 24.90 25.30 +0.52 4,101 32,020 -275
Jan03 020730 24.77 25.10 24.77 25.10 +0.49 506 18,512 +253
Feb03 020730 24.70 24.89 24.70 24.89 +0.45 255 5,996 +255
Mar03 020730 24.68 24.68 24.68 24.68 +0.40 25 3,518 +25
Apr03 020730 24.25 24.48 24.25 24.48 +0.35 0 2,275 +0
Total Volume and Open Interest 42,329 218,346 +1,660
Gas Oil(IPE)
Aug02 020730 208.00 215.25 208.00 215.00 +7.25 9,620 35,651 -1,242
Sep02 020730 208.50 215.50 208.50 215.00 +6.75 4,448 38,580 -576
Oct02 020730 210.25 216.25 210.25 215.75 +6.25 1,711 17,324 +115
Nov02 020730 211.25 216.75 211.25 216.00 +5.50 176 20,538 -2
Dec02 020730 213.50 217.00 213.00 216.25 +5.25 303 44,531 -105
Jan03 020730 213.50 216.50 213.50 216.25 +5.25 0 9,945 +0
Feb03 020730 214.25 214.25 214.25 214.25 +4.75 0 4,411 +0
Mar03 020730 208.75 211.00 208.75 211.00 +4.25 0 6,216 +0
Total Volume and Open Interest 16,258 207,234 -1,810
US Dollar Index(NYBOT)
Sep02 020730 107.52 107.52 106.62 107.15 -0.24 1,659 8,709 -322
Dec02 020730 107.70 107.79 107.40 107.72 -0.24 53 2,542 -2
Mar03 020730 108.32 108.32 108.32 108.32 -0.24 0 2 +0
Total Volume and Open Interest 1,712 11,255 -324
Australian Dollar(IMM)
Sep02 020730 54.23 54.35 54.05 54.11 +0.37 1,227 25,539 -534
Dec02 020730 53.92 53.92 53.67 53.67 +0.37 13 751 -3
Mar03 020730 53.23 53.23 53.23 53.23 +0.37 0 16 +0
Total Volume and Open Interest 1,250 27,027 -527
British Pound(IMM)
Sep02 020730 155.92 156.94 155.90 156.84 +1.10 2,537 35,189 +259
Dec02 020730 155.46 155.96 155.46 155.96 +1.08 18 531 -8
Mar03 020730 155.06 155.06 155.06 155.06 +1.08 0 35 +0
Total Volume and Open Interest 2,555 35,759 +251
Canadian Dollar(IMM)
Sep02 020730 63.53 63.64 63.33 63.39 -0.12 5,150 57,214 -1,329
Dec02 020730 63.33 63.42 63.20 63.22 -0.12 430 6,171 +260
Mar03 020730 63.15 63.25 63.06 63.06 -0.12 168 1,167 +36
Jun03 020730 63.08 63.08 62.92 62.92 -0.12 6 560 +2
Total Volume and Open Interest 5,768 65,327 -1,032
Japanese Yen(IMM)
Sep02 020730 83.82 83.95 83.37 83.41 -0.29 6,362 72,714 -1,130
Dec02 020730 84.23 84.28 83.75 83.78 -0.29 63 1,673 -1
Mar03 020730 84.17 84.17 84.17 84.17 -0.29 45 228 +60
Total Volume and Open Interest 6,470 74,840 -1,071
Swiss Franc(IMM)
Sep02 020730 67.60 68.00 67.50 67.57 +0.19 9,568 38,119 -1,871
Dec02 020730 67.72 68.15 67.72 67.72 +0.20 14 733 +4
Mar03 020730 67.95 67.95 67.86 67.86 +0.21 0 39 +0
Total Volume and Open Interest 9,612 38,926 -1,837
EuroFX(IMM)
Sep02 020730 98.21 98.74 98.10 98.21 +0.36 17,293 104,101 -2,753
Dec02 020730 97.90 98.24 97.73 97.82 +0.36 389 4,100 +15
Mar03 020730 97.44 97.44 97.44 97.44 +0.36 2 172 -1
Total Volume and Open Interest 17,691 108,632 -2,741
Mexican Peso(IMM)
Sep02 020730 10220.0 10237.0 10170.0 10177.0 -50.0 2,271 13,733 +258
Dec02 020730 10015.0 10015.0 10002.0 10002.0 -50.0 76 1,478 +39
Total Volume and Open Interest 2,347 15,664 +297
30-Year T-Bonds(CBOT)
Sep02 020730 104~19 105~06 104~10 104~22 +0~03 221,327 405,386 +2,579
Dec02 020730 103~18 103~30 103~05 103~16 +0~03 1,923 34,629 +7
Mar03 020730 102~13 102~13 102~06 102~12 +0~03 0 33 +0
Total Volume and Open Interest 223,250 440,048 +2,586
Municipal Bonds(CBOT)
Sep02 020730 104~27 105~02 104~15 104~24 -0~04 389 4,083 +39
Total Volume and Open Interest 389 4,083 +39
10-Year T-Notes(CBOT)
Sep02 020730 109~300 110~075 109~165 109~235 -0~065 408,235 914,917 +10,524
Dec02 020730 108~220 108~270 108~050 108~110 -0~070 13,327 73,647 +7,593
Total Volume and Open Interest 421,562 988,564 +18,117
5-Year T-Notes(CBOT)
Sep02 020730 109~270 110~020 109~140 109~200 -0~065 101,508 584,786 -10,362
Dec02 020730 108~270 108~270 108~200 108~200 -0~070 6,004 7,944 +4,150
Total Volume and Open Interest 107,512 592,730 -6,212
2 Year T-Notes(CBOT)
Sep02 020730 106~032 106~040 106~013 106~024 -0~008 6,662 100,308 +894
Total Volume and Open Interest 6,662 100,308 +894
3-Mth T-Bills(IMM)
Sep02 020730 98.35 98.35 98.35 98.35 unch 28 648 -22
Total Volume and Open Interest 28 648 -22
Eurodollars(IMM)
Sep02 020730 98.180 98.205 98.160 98.170 unch 89,698 695,277 +2,532
Dec02 020730 98.060 98.100 98.000 98.035 -0.010 130,418 643,939 -9,393
Mar03 020730 97.780 97.840 97.675 97.710 -0.035 216,318 586,505 +30,687
Jun03 020730 97.370 97.420 97.245 97.300 -0.050 164,456 423,773 +18,052
Sep03 020730 96.885 96.950 96.765 96.815 -0.060 67,797 351,472 +2,967
Dec03 020730 96.440 96.470 96.320 96.365 -0.045 42,953 281,917 +2,045
Mar04 020730 96.040 96.080 95.940 95.985 -0.035 27,218 185,488 +2,711
Jun04 020730 95.730 95.750 95.630 95.665 -0.045 18,331 153,945 -546
Sep04 020730 95.475 95.485 95.400 95.405 -0.060 8,411 127,405 +1,042
Dec04 020730 95.225 95.245 95.150 95.160 -0.065 8,550 110,311 +2,603
Mar05 020730 95.070 95.090 94.990 95.005 -0.065 6,717 96,100 +464
Jun05 020730 94.910 94.930 94.820 94.845 -0.065 5,355 86,000 +1,150
Total Volume and Open Interest 821,977 4,281,924 +62,690
3-Mth Euro-Yen(IMM)
Sep02 020730 99.92 99.92 99.92 99.92 +0.01 274 9,909 +216
Dec02 020730 99.91 99.91 99.91 99.91 +0.01 250 5,355 +687
Mar03 020730 99.87 99.87 99.87 99.87 unch 1 2,052 -201
Jun03 020730 99.88 99.88 99.88 99.88 +0.01 20 4,934 +3
Sep03 020730 99.84 99.84 99.84 99.84 +0.01 95 5,733 -31
Dec03 020730 99.80 99.80 99.80 99.80 +0.01 0 2,062 +0
Mar04 020730 99.74 99.74 99.74 99.74 +0.01 0 719 +0
Jun04 020730 99.72 99.72 99.72 99.72 +0.01 0 277 +0
Sep04 020730 99.65 99.66 99.65 99.66 +0.01 0 720 +0
Dec04 020730 99.58 99.58 99.58 99.58 unch 0 162 +0
Total Volume and Open Interest 640 33,483 +674
3-Mth Euro-Yen(SIMEX)
Sep02 020730 99.92 99.92 99.92 99.92 +0.00 1,387 40,692 -1,858
Dec02 020730 99.90 99.91 99.90 99.91 +0.01 4,321 38,064 +246
Mar03 020730 99.86 99.86 99.86 99.86 +0.00 593 36,172 +200
Jun03 020730 99.88 99.88 99.88 99.88 +0.00 0 50,170 +0
Sep03 020730 99.83 99.84 99.83 99.84 unch 16 28,026 -21
Dec03 020730 99.80 99.80 99.80 99.80 +0.01 13 17,449 +0
Mar04 020730 99.74 99.75 99.74 99.75 +0.01 56 15,132 -50
Jun04 020730 99.72 99.72 99.72 99.72 +0.01 0 6,224 +0
Total Volume and Open Interest 6,386 239,809 -1,483
German Euro-Bund(EUREX)
Sep02 020730 108.76 108.98 108.59 108.75 -0.09 545,794 850,639 -43,845
Dec02 020730 108.02 108.27 108.00 108.11 -0.08 236 29,363 +22
Mar03 020730 108.05 108.05 108.05 108.05 -0.09 1,622 0 +0
Total Volume and Open Interest 547,652 880,002 -43,823
German Euro-Bobl(EUREX)
Sep02 020730 107.10 107.27 107.00 107.15 +0.02 269,112 574,544 -14,438
Dec02 020730 106.53 106.53 106.49 106.49 +0.02 1,032 19,009 +4
Mar03 020730 106.47 106.47 106.47 106.47 +0.04 25 0 +0
Total Volume and Open Interest 270,169 593,553 -14,434
Long Gilt(LIFFE)
Sep02 020730 113~18 113~28 113~15 113~26 +0~02 15,226 112,091 +1,818
Dec02 020730 115~29 115~29 115~29 115~29 -0~02      
Total Volume and Open Interest 15,226 112,091 +1,818
3-Mth Short Sterling(LIFFE)
Sep02 020730 95.95 96.00 95.95 96.00 +0.02 21,759 0 +0
Dec02 020730 95.79 95.88 95.76 95.87 +0.04 22,354 0 +0
Mar03 020730 95.52 95.68 95.50 95.67 +0.07 16,791 0 +0
Total Volume and Open Interest 77,835    
3-Mth Euribor(LIFFE)
Sep02 020730 96.595 96.645 96.590 96.640 +0.005 86,020 393,377 -7,683
Dec02 020730 96.515 96.580 96.485 96.570 +0.025 117,758 360,438 -13,200
Mar03 020730 96.420 96.505 96.395 96.490 +0.040 131,960 373,675 +267
Total Volume and Open Interest 446,664 1,768,450 -24,463
3-Mth Aus T-Bills(SFE)
Sep02 020730 95.10 95.13 95.09 95.12 -0.04 9,838 283,042 -16,307
Dec02 020730 94.89 94.94 94.88 94.93 -0.07 9,361 165,643 -11,723
Mar03 020730 94.69 94.74 94.69 94.73 -0.09 755 64,334 -2,308
Jun03 020730 94.56 94.58 94.55 94.57 -0.10 210 28,646 -148
Sep03 020730 94.43 94.44 94.42 94.43 -0.11 67 18,295 -389
Dec03 020730 94.29 94.31 94.29 94.30 -0.11 60 14,834 -257
Mar04 020730 94.21 94.21 94.17 94.18 -0.14 253 10,037 -67
Jun04 020730 94.10 94.11 94.07 94.08 -0.14 0 4,379 -207
Sep04 020730 94.00 94.00 93.98 93.98 -0.15 0 1,911 -70
Dec04 020730 93.90 93.90 93.90 93.90 -0.14 0 1,335 +0
Total Volume and Open Interest 20,544 593,446 -31,476
10-Year Aus T-Bonds(SFE)
Sep02 020730 94.12 94.15 94.11 94.12 -0.13 1,119 210,046 +9,131
Dec02 020730 94.12 94.12 94.12 94.12 -0.13      
Total Volume and Open Interest 8,868 200,915 -9,159
3-Year Aus T-Bonds(SFE)
Sep02 020730 94.63 94.66 94.61 94.63 -0.13 25,665 583,326 -17,065
Dec02 020730 94.63 94.63 94.63 94.63 -0.13      
Total Volume and Open Interest 25,665 583,326 -17,065
Gold(CMX)
Aug02 020730 304.0 305.2 303.2 303.7 +1.3 28,153 22,275 -10,098
Oct02 020730 305.5 306.8 304.0 305.0 +1.4 1,299 10,672 -107
Dec02 020730 306.0 307.5 305.3 306.0 +1.5 29,244 72,416 +4,250
Feb03 020730 306.4 308.3 306.4 306.7 +1.5 493 8,436 +170
Apr03 020730 307.4 307.4 307.4 307.4 +1.9 5 4,353 +2
Jun03 020730 307.5 308.8 307.5 308.1 +1.8 207 5,963 +61
Total Volume and Open Interest 61,041 149,472 -4,677
Silver(CMX)
Sep02 020730 466.0 469.5 464.5 465.8 +1.8 10,625 46,408 -2,148
Dec02 020730 467.5 472.5 467.0 468.6 +1.8 2,910 24,394 +420
Mar03 020730 472.0 475.0 470.8 470.8 +1.9 49 2,086 -6
May03 020730 472.0 472.0 472.0 472.0 +2.0 2 1,872 +0
Jul03 020730 473.0 473.0 473.0 473.0 +2.0 5 4,433 +0
Total Volume and Open Interest 13,734 83,901 -1,731
Platinum(NYM)
Oct02 020730 520.5 525.0 520.5 523.2 +3.6 177 4,985 +47
Jan03 020730 517.2 517.2 517.2 517.2 +3.6 0 66 +0
Total Volume and Open Interest 177 5,051 +43
Palladium(NYME)
Sep02 020730 325.00 325.00 319.00 319.30 -13.20 99 1,977 -8
Dec02 020730 320.30 320.30 320.30 320.30 -13.20 0 141 +0
Total Volume and Open Interest 99 2,118 -8
Copper(CMX)
Sep02 020730 69.50 69.55 68.90 69.25 -0.60 13,724 46,339 -7,526
Dec02 020730 70.50 70.50 69.80 70.10 -0.55 515 13,895 +52
Mar03 020730 71.20 71.20 70.70 70.95 -0.55 27 3,167 +4
May03 020730 71.60 71.60 71.20 71.45 -0.55 94 2,718 -55
Jul03 020730 72.05 72.05 71.75 71.85 -0.55 5 2,111 +1
Total Volume and Open Interest 24,098 95,648 -38
DJIA Index(CBOT)
Sep02 020730 8610 8755 8531 8694 +29 33,116 32,553 +943
Dec02 020730 8600 8745 8530 8682 +29 128 547 -16
Mar03 020730 8682 8682 8682 8682 +29      
Jun03 020730 8687 8687 8687 8687 +29 0 1 +0
Total Volume and Open Interest 33,245 33,128 +924
S & P 500(CME)
Sep02 020730 890.50 910.50 883.50 905.50 +11.80 76,058 589,289 +2,488
Dec02 020730 889.00 909.00 885.00 905.80 +11.90 298 20,545 +57
Mar03 020730 890.50 906.20 890.50 906.20 +11.90 21 15,003 +8
Jun03 020730 907.20 907.20 907.20 907.20 +11.90 0 379 +0
Total Volume and Open Interest 76,377 625,255 +2,553
S & P 500 E-Mini(Globex)
Sep02 020730 894.25 910.25 883.50 905.50 +11.75 532,257 370,189 +4,280
Dec02 020730 887.25 910.25 886.00 905.75 +11.75 57 45 -23
Total Volume and Open Interest 532,314 370,234 +4,257
NASDAQ 100(CME)
Sep02 020730 957.00 996.00 952.00 980.50 +19.00 16,241 64,227 -1,253
Dec02 020730 984.50 984.50 984.50 984.50 +19.00 1 61 +0
Mar03 020730 988.50 988.50 988.50 988.50 +19.00 0 2 +0
Total Volume and Open Interest 16,242 64,290 -1,253
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020730 961.5 995.0 951.5 980.5 +19.0 209,519 163,747 +724
Dec02 020730 978.0 984.5 976.0 984.5 +19.0 0 8 +0
Total Volume and Open Interest 209,519 163,755 +724
NYSE Composite(NYBOT)
Sep02 020730 480.75 490.00 480.50 486.00 +3.55 2,221 6,889 -80
Dec02 020730 486.00 486.00 486.00 486.00 +3.55 0 510 +0
Mar03 020730 486.00 486.00 486.00 486.00 +3.55 0 200 +0
Total Volume and Open Interest 2,221 7,599 -80
S & P Midcap 400(CME)
Sep02 020730 436.00 446.50 431.50 443.00 +6.50 1,453 16,000 +170
Dec02 020730 443.80 443.80 443.80 443.80 +6.50      
Mar03 020730 446.80 446.80 446.80 446.80 +6.50      
Total Volume and Open Interest 1,453 16,000 +170
Russell 2000(CME)
Sep02 020730 397.00 403.75 390.00 401.50 +3.15 3,295 25,301 +637
Dec02 020730 402.25 402.25 402.25 402.25 +3.15 0 1 +0
Mar03 020730 404.25 404.25 404.25 404.25 +3.15      
Total Volume and Open Interest 3,295 25,302 +637
Value Line(KCBT)
Sep02 020730 1018.00 1038.50 1003.00 1032.00 +7.00 52 237 +15
Total Volume and Open Interest 52 243 +15
Nikkei 225(CME)
Sep02 020730 9960 10090 9930 10030 +65 3,380 25,961 +671
Dec02 020730 10025 10025 10025 10025 +65 1 45 +1
Total Volume and Open Interest 3,382 26,010 +673
Nikkei 225(SIMEX)
Sep02 020730 9965 10015 9905 10005 +275 15,711 84,376 -614
Dec02 020730 9975 9975 9975 9975 +275 0 151 +0
Mar03 020730 9975 9975 9975 9975 +275 0 300 +0
Total Volume and Open Interest 15,711 85,327 -614
CAC 40(MATIF)
Jul02 020730 3440.0 3449.5 3345.0 3385.0 -5.0 197,765 653,604 -1,356
Aug02 020730 3435.0 3458.0 3356.0 3394.0 -5.0 112,359 177,882 +103,361
Sep02 020730 3455.0 3460.0 3380.0 3402.0 -5.0 11,209 127,348 +9,607
Total Volume and Open Interest 321,833 983,263 +112,112
DAX Index(EUREX)
Sep02 020730 3851.0 3899.0 3758.0 3887.5 +39.5 76,723 198,253 -3,013
Dec02 020730 3805.0 3925.0 3797.5 3921.0 +40.0 334 5,416 -45
Mar03 020730 3873.0 3958.5 3830.5 3953.0 +41.0 131 1,057 -13
Total Volume and Open Interest 77,188 204,726 -3,071
FT-SE 100(LIFFE)
Sep02 020730 4265.00 4273.00 4115.00 4154.00 -39.00 75,132 465,037 -10,928
Dec02 020730 4200.00 4209.00 4147.00 4174.00 -39.00 542 30,392 +1
Mar03 020730 4174.00 4174.00 4168.00 4168.00 -32.50 0 15,450 +0
Total Volume and Open Interest 75,674 513,654 -10,927
SPI 200(SFE)
Sep02 020730 3088.0 3090.0 3062.0 3079.0 +44.0 13,074 150,101 -4,825
Dec02 020730 3092.0 3097.0 3084.0 3087.0 +44.0 32 1,910 -10
Mar03 020730 3093.0 3098.0 3093.0 3098.0 +44.0 47 1,045 -19
Total Volume and Open Interest 13,153 154,165 -4,878
GSCI(CME)
Aug02 020730 201.40 203.65 201.40 203.65 +4.35 275 18,606 -156
Sep02 020730 202.50 202.50 202.50 202.50 +3.75 28 26 +25
Oct02 020730 203.25 203.25 203.25 203.25 +3.25      
Total Volume and Open Interest 303 18,632 -131
Bridge CRB Index(NYBOT)
Aug02 020730 209.00 210.00 208.25 210.00 +1.55 22 210 -6
Nov02 020730 212.00 213.50 211.75 213.50 +1.55 19 170 +8
Jan03 020730 216.50 216.50 216.50 216.50 +1.55 0 53 +0
Total Volume and Open Interest 41 433 +2
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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