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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 Wed August 07, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug02 020807 566.00 571.50 559.00 560.00 -4.75 2,023 3,388 -554
Sep02 020807 551.50 557.00 548.50 550.75 -0.75 8,951 26,217 +9
Nov02 020807 531.00 535.50 528.00 530.50 -2.50 33,601 102,745 +1,272
Jan03 020807 531.50 536.00 529.00 531.50 -2.00 991 17,807 -4
Mar03 020807 531.50 536.00 529.00 531.25 -2.00 641 14,964 -20
May03 020807 529.00 535.00 529.00 531.75 -0.50 1,399 27,349 -206
Jul03 020807 531.00 534.00 528.75 530.25 -1.75 359 6,672 +48
Total Volume and Open Interest 48,242 202,226 +622
Soybean Meal(CBOT)
Aug02 020807 182.50 183.00 181.10 181.40 -1.40 2,397 5,795 -602
Sep02 020807 178.10 179.00 176.50 176.90 -1.60 7,485 19,265 -1,019
Oct02 020807 170.00 170.30 168.20 168.50 -2.20 2,315 20,213 +549
Dec02 020807 167.70 168.20 165.30 166.40 -2.10 7,836 51,427 +75
Jan03 020807 167.20 167.20 165.10 165.70 -2.10 759 6,987 -64
Mar03 020807 166.00 166.00 163.80 164.60 -2.40 899 6,408 -57
May03 020807 164.50 164.70 162.20 162.80 -1.80 715 7,177 -149
Jul03 020807 164.30 164.30 162.20 162.30 -2.30 588 5,837 +275
Total Volume and Open Interest 23,323 127,307 -825
Soybean Oil(CBOT)
Aug02 020807 19.90 20.17 19.90 20.08 +0.16 869 2,622 -538
Sep02 020807 19.94 20.23 19.92 20.10 +0.15 9,189 28,597 -1,525
Oct02 020807 20.01 20.26 19.97 20.15 +0.15 1,433 13,770 -54
Dec02 020807 20.18 20.49 20.17 20.30 +0.11 11,851 67,182 +759
Jan03 020807 20.25 20.49 20.25 20.29 +0.06 499 6,066 +305
Mar03 020807 20.28 20.45 20.25 20.32 +0.07 538 3,861 +22
May03 020807 20.37 20.50 20.35 20.35 +0.05 2,021 8,734 -616
Jul03 020807 20.37 20.50 20.32 20.33 +0.04 110 4,533 -26
Total Volume and Open Interest 26,617 138,022 -1,636
Canola(WCE)
Sep02 020807 399.9 399.9 399.9 399.9 -0.1 0 111 +0
Nov02 020807 404.0 406.9 403.5 406.7 +2.4 3,362 38,815 -687
Jan03 020807 404.3 406.9 404.0 406.9 +2.6 467 8,139 +198
Mar03 020807 402.0 404.9 402.0 404.7 +2.4 5 1,811 +5
May03 020807 403.0 403.0 403.0 403.0 +2.5 0 356 +0
Total Volume and Open Interest 3,848 49,427 -494
Corn(CBOT)
Sep02 020807 249.50 251.00 248.25 249.00 -2.25 27,688 133,274 -7,642
Dec02 020807 259.00 261.75 259.00 260.00 -2.00 47,865 274,485 +4,809
Mar03 020807 263.50 266.25 263.50 264.50 -2.00 3,477 45,419 +128
May03 020807 266.25 268.75 266.25 267.25 -1.50 894 11,520 +135
Jul03 020807 268.50 270.25 268.00 269.25 -1.00 1,299 17,803 +132
Sep03 020807 254.75 257.00 254.75 255.25 -0.50 196 3,486 +23
Total Volume and Open Interest 82,513 505,338 -2,285
Wheat(CBOT)
Sep02 020807 342.50 347.00 341.50 346.25 +4.50 8,650 37,219 -2,205
Dec02 020807 353.50 359.00 352.50 358.00 +5.00 18,265 72,990 +3,108
Mar03 020807 359.00 365.00 359.00 364.75 +5.75 1,626 10,828 +127
May03 020807 353.00 353.00 352.50 353.00 +3.00 47 572 -26
Jul03 020807 335.50 338.50 335.50 337.50 +2.00 401 6,394 +35
Total Volume and Open Interest 29,120 128,869 +1,043
Wheat(KCBT)
Sep02 020807 378.00 383.00 377.50 381.75 +2.50 4,644 29,533 -790
Dec02 020807 384.00 388.00 383.25 387.00 +2.25 6,431 35,581 +1,273
Mar03 020807 382.00 387.00 382.00 386.00 +3.00 1,540 8,657 +348
May03 020807 369.00 372.50 369.00 372.50 +3.50 112 857 +49
Jul03 020807 360.00 360.00 357.50 359.75 +3.25 609 3,150 +83
Total Volume and Open Interest 13,341 77,792 +968
Wheat(MGE)
Sep02 020807 380.00 387.50 379.50 387.00 +6.00 2,934 11,714 -197
Dec02 020807 385.00 391.50 385.00 390.50 +4.25 2,242 9,160 +722
Mar03 020807 390.75 391.00 389.00 390.50 +3.50 134 2,309 +61
May03 020807 383.00 385.00 383.00 384.50 +5.00 95 942 +37
Jul03 020807 375.00 376.00 375.00 376.00 +3.50 7 855 +2
Total Volume and Open Interest 5,417 25,336 +630
Oats(CBOT)
Sep02 020807 180.75 181.75 179.00 180.50 -1.00 279 2,806 +51
Dec02 020807 173.50 175.00 170.50 172.75 -2.00 550 7,028 +46
Mar03 020807 169.00 169.00 167.00 168.00 -2.00 125 1,252 +3
May03 020807 166.50 166.50 165.00 165.00 unch 0 164 +0
Total Volume and Open Interest 954 11,251 +100
Rough Rice(CBOT)
Sep02 020807 4.15 4.19 3.95 3.99 -0.31 640 2,742 -137
Nov02 020807 4.40 4.42 4.26 4.27 -0.27 465 2,705 +90
Jan03 020807 4.65 4.65 4.52 4.52 -0.26 8 877 +0
Mar03 020807 4.80 4.82 4.75 4.75 -0.24 21 726 +10
Total Volume and Open Interest 1,244 7,802 +43
Live Cattle(CME)
Aug02 020807 64.650 65.200 64.450 64.625 -0.125 5,348 9,528 -1,222
Oct02 020807 67.900 68.250 67.675 67.850 -0.175 7,691 41,276 +749
Dec02 020807 69.150 69.700 69.050 69.350 +0.050 2,100 21,255 -143
Feb03 020807 70.150 70.475 69.900 70.350 +0.125 1,460 11,183 +529
Apr03 020807 70.750 71.025 70.600 70.925 -0.025 639 4,858 +273
Jun03 020807 66.700 66.700 66.425 66.575 -0.150 161 1,480 +92
Total Volume and Open Interest 17,399 89,603 +278
Feeder Cattle(CME)
Aug02 020807 77.750 78.100 77.425 77.925 +0.300 895 4,223 -140
Sep02 020807 77.225 77.500 76.925 77.350 +0.225 536 2,740 -121
Oct02 020807 77.500 77.850 77.250 77.750 +0.275 738 2,878 +191
Nov02 020807 77.750 77.950 77.500 77.700 +0.200 171 1,226 +26
Jan03 020807 76.800 76.875 76.675 76.775 +0.275 66 860 +13
Mar03 020807 76.350 76.350 76.350 76.350 +0.350 8 110 +1
Apr03 020807 76.250 76.300 76.250 76.300 +0.300 16 75 -11
Total Volume and Open Interest 2,430 12,119 -41
Lean Hogs(CME)
Aug02 020807 48.300 48.550 47.500 47.850 -0.800 1,907 4,087 -677
Oct02 020807 37.700 38.400 37.500 38.050 -0.425 3,576 14,762 +440
Dec02 020807 37.800 38.100 37.600 37.775 -0.475 1,159 8,626 +40
Feb03 020807 43.050 43.550 43.050 43.350 -0.200 198 1,515 +47
Apr03 020807 48.100 48.150 48.075 48.075 -0.125 30 310 +15
May03 020807 55.350 55.400 55.200 55.400 -0.175 0 68 +0
Jun03 020807 57.050 57.350 57.050 57.350 +0.100 6 145 +1
Jul03 020807 57.050 57.050 57.050 57.050 +0.100 3 70 +2
Total Volume and Open Interest 6,879 29,598 -132
Pork Bellies(CME)
Aug02 020807 60.000 61.150 59.550 61.150 +3.000 174 295 -74
Feb03 020807 62.300 63.400 60.900 62.275 -0.400 159 615 -14
Mar03 020807 61.550 61.550 61.550 61.550 -0.250 1 25 +0
May03 020807 63.900 63.900 63.900 63.900 unch 0 2 +0
Jul03 020807 64.250 64.250 64.250 64.250 unch 0 2 +0
Total Volume and Open Interest 334 939 -88
Cocoa(NYBOT)
Sep02 020807 1745 1773 1741 1767 +39 3,051 25,317 -1,241
Dec02 020807 1765 1793 1765 1790 +41 2,767 23,526 +641
Mar03 020807 1757 1780 1757 1780 +38 204 18,773 +29
May03 020807 1780 1780 1780 1780 +36 0 7,190 +0
Jul03 020807 1782 1782 1782 1782 +36 34 6,741 +33
Sep03 020807 1782 1782 1782 1782 +33 225 10,580 -132
Dec03 020807 1786 1786 1780 1780 +34 426 9,674 -7
Total Volume and Open Interest 6,957 104,611 -677
Coffee "C"(NYBOT)
Sep02 020807 47.25 47.50 46.85 47.35 unch 3,670 32,755 -1,213
Dec02 020807 50.75 50.95 50.40 50.90 +0.10 2,451 19,608 +256
Mar03 020807 53.70 54.00 53.60 54.00 +0.10 594 10,136 +122
May03 020807 55.50 55.70 55.25 55.60 +0.10 171 3,521 -93
Jul03 020807 57.25 57.25 57.00 57.20 +0.20 103 3,650 -49
Sep03 020807 58.75 58.75 58.50 58.50 +0.10 33 2,232 +4
Total Volume and Open Interest 7,022 72,035 -973
Orange Juice(NYBOT)
Sep02 020807 99.65 100.90 99.65 100.30 +0.85 800 17,330 -381
Nov02 020807 101.30 102.90 101.30 102.10 +0.75 340 8,526 +304
Jan03 020807 102.10 103.25 102.00 102.55 +0.60 119 4,440 +44
Mar03 020807 102.50 103.25 102.50 103.00 +0.50 56 2,625 +35
May03 020807 102.75 103.00 102.70 102.70 +0.20 32 364 +10
Total Volume and Open Interest 1,357 33,367 +22
Sugar #11(NYBOT)
Oct02 020807 5.85 5.92 5.85 5.92 +0.08 6,451 80,785 +528
Mar03 020807 5.89 5.92 5.86 5.91 +0.04 1,412 33,607 -91
May03 020807 5.75 5.78 5.74 5.78 +0.04 137 10,897 +7
Jul03 020807 5.53 5.56 5.52 5.55 +0.03 380 16,617 +7
Oct03 020807 5.59 5.59 5.57 5.58 +0.02 294 10,458 -7
Total Volume and Open Interest 9,982 158,045 +1,616
London Cocoa(LCE)
Sep02 020807 1331 1355 1330 1355 +24 1,279 46,391 -205
Dec02 020807 1269 1297 1269 1295 +26 1,357 27,309 +348
Mar03 020807 1239 1265 1239 1265 +26 543 38,673 -205
May03 020807 1272 1278 1270 1278 +26 85 10,076 +27
Jul03 020807 1282 1291 1282 1291 +26 152 8,995 +39
Sep03 020807 1293 1299 1293 1299 +28 10 6,680 -5
Dec03 020807 1291 1299 1290 1299 +28 10 6,861 +0
Total Volume and Open Interest 3,436 146,584 -1
London Coffee(LCE)
Sep02 020807 503.00 504.00 500.00 501.00 -2.00 2,137 27,328 -494
Nov02 020807 519.00 520.00 516.00 517.00 -3.00 982 39,497 -171
Jan03 020807 534.00 535.00 530.00 531.00 -4.00 690 26,997 +13
Mar03 020807 551.00 552.00 545.00 548.00 -4.00 599 14,327 +573
May03 020807 565.00 566.00 563.00 563.00 -4.00 55 9,992 +35
Jul03 020807 582.00 582.00 578.00 578.00 -4.00 100 7,049 +50
Total Volume and Open Interest 4,563 125,766 +6
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020807 178.50 179.30 177.70 178.40 -0.10 1,335 20,216 -333
Dec02 020807 176.00 176.00 175.00 175.30 -0.30 868 7,459 +537
Mar03 020807 178.10 179.00 177.80 178.30 +0.60 862 9,031 +575
May03 020807 178.60 179.10 177.40 177.80 +0.10 683 3,643 -150
Total Volume and Open Interest 4,248 42,775 +1,080
Cotton(NYBOT)
Oct02 020807 44.80 45.20 44.80 44.96 +0.16 324 3,044 -20
Dec02 020807 46.10 46.70 46.10 46.48 +0.34 6,668 53,413 -774
Mar03 020807 48.10 48.55 48.10 48.35 +0.32 420 8,736 +10
May03 020807 50.90 50.90 50.90 50.90 +0.15 196 5,193 +87
Jul03 020807 51.95 51.95 51.80 51.90 +0.15 25 2,165 -2
Oct03 020807 53.00 53.00 53.00 53.00 +0.25 20 123 +13
Total Volume and Open Interest 7,761 73,760 -730
Lumber(CME)
Sep02 020807 246.2 248.6 244.0 244.2 -0.6 522 1,586 +81
Nov02 020807 250.5 251.3 248.5 248.5 +0.4 203 464 +55
Jan03 020807 258.2 259.8 258.2 258.8 +0.8 14 79 -4
Mar03 020807 265.0 265.0 265.0 265.0 +2.0 10 12 +0
Total Volume and Open Interest 750 2,169 +133
Crude Oil(NYM)
Sep02 020807 27.00 27.13 26.25 26.50 -0.67 69,997 114,813 +1,245
Oct02 020807 26.50 26.60 25.78 26.06 -0.55 37,311 75,779 -316
Nov02 020807 26.13 26.25 25.65 25.82 -0.52 7,569 22,950 -827
Dec02 020807 26.00 26.08 25.46 25.67 -0.50 9,742 49,621 +1,507
Jan03 020807 25.75 25.85 25.35 25.47 -0.49 2,514 21,663 -560
Feb03 020807 25.65 25.65 25.10 25.29 -0.48 931 9,812 +324
Mar03 020807 25.46 25.46 25.05 25.11 -0.47 631 9,008 +222
Apr03 020807 24.94 24.94 24.94 24.94 -0.46 758 6,775 -124
May03 020807 24.77 24.77 24.77 24.77 -0.45 32 4,045 -27
Jun03 020807 24.95 24.95 24.45 24.60 -0.44 1,173 15,367 -52
Total Volume and Open Interest 135,095 420,657 +2,379
Heating Oil(NYM)
Sep02 020807 67.40 67.80 65.95 66.61 -1.17 15,543 41,375 -1,254
Oct02 020807 68.40 68.70 67.10 67.71 -1.01 5,882 18,344 +1,575
Nov02 020807 69.30 69.60 68.20 68.66 -0.96 1,186 10,361 +165
Dec02 020807 69.90 70.40 68.60 69.41 -0.96 2,045 19,125 -171
Jan03 020807 70.50 70.80 69.40 69.96 -0.96 543 11,377 -184
Feb03 020807 70.60 70.60 69.30 69.76 -0.91 761 9,775 +105
Mar03 020807 69.40 69.40 68.30 68.56 -0.86 81 6,307 +33
Apr03 020807 67.80 67.80 66.90 67.06 -0.81 26 2,956 +18
May03 020807 66.30 66.30 65.50 65.56 -0.76 363 1,952 -3
Jun03 020807 65.00 65.06 65.00 65.06 -0.76 28 2,994 +2
Total Volume and Open Interest 26,616 127,745 +320
Unleaded Gas(NYM)
Sep02 020807 77.00 77.40 75.00 75.46 -2.01 21,643 44,975 +1,141
Oct02 020807 73.20 73.60 71.85 72.46 -1.28 7,507 18,194 -386
Nov02 020807 71.80 72.05 70.60 71.09 -1.05 989 7,267 +562
Dec02 020807 71.00 71.00 70.00 70.29 -0.95 451 5,529 +110
Jan03 020807 70.75 70.75 69.80 70.14 -0.90 217 2,693 +13
Feb03 020807 70.34 70.34 70.34 70.34 -0.85 1 1,113 +1
Mar03 020807 71.04 71.04 71.04 71.04 -0.85 0 2,030 +0
Apr03 020807 77.80 77.80 77.19 77.19 -0.85 14 1,422 +7
Total Volume and Open Interest 30,822 85,035 +1,448
Natural Gas(NYM)
Sep02 020807 2.680 2.710 2.640 2.660 -0.056 27,302 63,212 -1,834
Oct02 020807 2.720 2.745 2.685 2.704 -0.051 8,793 37,093 -239
Nov02 020807 3.070 3.100 3.050 3.066 -0.038 4,808 28,644 -1,206
Dec02 020807 3.375 3.405 3.355 3.379 -0.025 6,182 32,554 -1,624
Jan03 020807 3.545 3.580 3.530 3.554 -0.022 5,018 30,812 -805
Feb03 020807 3.535 3.570 3.525 3.541 -0.020 1,133 21,083 +83
Mar03 020807 3.515 3.540 3.505 3.519 -0.014 1,888 19,846 +202
Apr03 020807 3.460 3.485 3.455 3.464 -0.009 1,109 16,654 +799
Total Volume and Open Interest 59,824 445,672 -2,641
Brent Crude Oil(IPE)
Sep02 020807 25.32 25.49 24.76 24.95 -0.58 35,995 53,138 -2,838
Oct02 020807 25.16 25.35 24.68 24.92 -0.46 21,495 54,782 +2,052
Nov02 020807 25.10 25.26 24.63 24.86 -0.44 4,278 18,349 +418
Dec02 020807 24.98 25.10 24.51 24.76 -0.42 5,519 31,515 +943
Jan03 020807 24.81 24.91 24.36 24.59 -0.40 1,124 20,363 +77
Feb03 020807 24.58 24.69 24.43 24.43 -0.38 850 6,850 +703
Mar03 020807 24.48 24.48 24.27 24.27 -0.36 0 3,718 +0
Apr03 020807 24.11 24.11 24.11 24.11 -0.35 725 2,425 -250
Total Volume and Open Interest 71,441 228,792 +1,930
Gas Oil(IPE)
Aug02 020807 210.00 211.75 208.50 208.75 -2.00 9,170 28,339 -2,680
Sep02 020807 209.75 211.50 208.50 208.75 -1.75 11,099 47,458 +4,710
Oct02 020807 211.00 212.50 210.00 210.25 -1.25 4,029 23,565 +2,865
Nov02 020807 212.25 212.75 211.00 211.00 -1.25 463 22,173 -100
Dec02 020807 212.75 214.00 211.50 211.50 -1.25 779 44,104 +20
Jan03 020807 213.25 213.75 211.50 211.50 -1.25 0 9,630 +0
Feb03 020807 211.50 211.50 209.75 209.75 -1.25 0 4,511 +0
Mar03 020807 206.75 206.75 206.75 206.75 -1.25 0 6,216 +0
Total Volume and Open Interest 26,340 216,692 +5,125
US Dollar Index(NYBOT)
Sep02 020807 108.82 108.82 107.90 108.13 -0.85 1,063 8,312 -262
Dec02 020807 109.12 109.24 108.58 108.68 -0.85 94 2,609 +36
Mar03 020807 109.24 109.24 109.24 109.24 -0.85 0 2 +0
Total Volume and Open Interest 1,159 10,927 -224
Australian Dollar(IMM)
Sep02 020807 52.99 53.65 52.90 53.52 +0.63 2,264 23,651 -382
Dec02 020807 52.60 53.10 52.60 53.09 +0.64 33 752 +9
Mar03 020807 52.66 52.66 52.66 52.66 +0.65 0 16 +0
Total Volume and Open Interest 2,323 25,198 -394
British Pound(IMM)
Sep02 020807 153.28 153.66 152.80 153.42 +0.16 6,066 32,650 -1,415
Dec02 020807 152.30 152.62 152.00 152.52 +0.16 28 575 +5
Mar03 020807 151.62 151.62 151.62 151.62 +0.16 0 35 +0
Total Volume and Open Interest 6,095 33,265 -1,409
Canadian Dollar(IMM)
Sep02 020807 63.26 63.38 63.03 63.36 +0.29 11,559 55,803 +1,091
Dec02 020807 63.07 63.20 62.80 63.19 +0.29 666 7,404 +202
Mar03 020807 63.00 63.03 62.78 63.03 +0.29 113 1,828 +56
Jun03 020807 62.75 62.88 62.53 62.88 +0.29 38 647 +10
Total Volume and Open Interest 12,444 65,956 +1,406
Japanese Yen(IMM)
Sep02 020807 83.08 83.50 82.96 83.39 +0.57 9,220 69,040 +51
Dec02 020807 83.40 83.75 83.40 83.73 +0.57 169 1,761 -98
Mar03 020807 84.07 84.07 84.07 84.07 +0.57 0 228 +0
Total Volume and Open Interest 9,389 71,254 -47
Swiss Franc(IMM)
Sep02 020807 66.52 67.05 66.44 66.89 +0.59 14,890 39,172 +1,110
Dec02 020807 66.66 67.15 66.62 67.04 +0.59 40 888 +11
Mar03 020807 67.18 67.18 67.18 67.18 +0.59 2 41 +0
Total Volume and Open Interest 14,932 40,136 +1,121
EuroFX(IMM)
Sep02 020807 96.78 97.45 96.63 97.25 +0.93 19,774 100,108 -1,169
Dec02 020807 96.29 97.02 96.29 96.86 +0.93 402 4,435 +358
Mar03 020807 96.48 96.48 96.48 96.48 +0.93 9 148 +7
Total Volume and Open Interest 20,196 104,950 -804
Mexican Peso(IMM)
Sep02 020807 10240.0 10260.0 10175.0 10200.0 -12.0 3,969 13,327 -174
Dec02 020807 10065.0 10065.0 10017.0 10030.0 -12.0 51 1,595 +50
Total Volume and Open Interest 4,023 15,365 -124
30-Year T-Bonds(CBOT)
Sep02 020807 107~00 107~27 106~27 107~17 +0~22 185,182 395,507 -5,074
Dec02 020807 105~23 106~19 105~23 106~10 +0~22 4,591 48,049 +363
Mar03 020807 104~23 105~05 104~23 105~05 +0~22 10 79 +30
Total Volume and Open Interest 189,783 443,635 -4,681
Municipal Bonds(CBOT)
Sep02 020807 105~26 106~16 105~23 105~30 +0~06 301 4,092 -147
Total Volume and Open Interest 301 4,092 -147
10-Year T-Notes(CBOT)
Sep02 020807 111~175 112~080 111~125 112~025 +0~225 438,617 871,824 -14,614
Dec02 020807 109~280 110~275 109~280 110~225 +0~230 19,306 100,730 +1,437
Total Volume and Open Interest 457,923 972,557 -13,177
5-Year T-Notes(CBOT)
Sep02 020807 111~090 111~250 111~075 111~215 +0~185 125,612 628,181 +21,241
Dec02 020807 110~115 110~235 110~115 110~235 +0~190 2,774 13,643 +1,598
Total Volume and Open Interest 128,386 641,824 +22,839
2 Year T-Notes(CBOT)
Sep02 020807 106~112 107~012 106~112 107~006 +0~030 7,418 104,660 -1,951
Total Volume and Open Interest 7,418 104,660 -1,951
3-Mth T-Bills(IMM)
Sep02 020807 98.51 98.53 98.51 98.53 +0.06 25 677 +9
Total Volume and Open Interest 25 677 +9
Eurodollars(IMM)
Sep02 020807 98.295 98.365 98.295 98.345 +0.050 143,018 738,075 -1,827
Dec02 020807 98.310 98.410 98.305 98.375 +0.075 180,445 699,348 +18,635
Mar03 020807 98.135 98.305 98.130 98.265 +0.150 232,273 626,824 +15,988
Jun03 020807 97.810 98.000 97.805 97.945 +0.170 145,961 442,062 -8,398
Sep03 020807 97.355 97.570 97.355 97.515 +0.180 82,956 367,586 -822
Dec03 020807 96.910 97.070 96.910 97.045 +0.170 44,435 285,180 -5,106
Mar04 020807 96.475 96.620 96.475 96.600 +0.150 32,307 186,653 -3,888
Jun04 020807 96.115 96.280 96.115 96.245 +0.150 20,366 164,155 +2,077
Sep04 020807 95.860 96.010 95.860 95.975 +0.155 11,560 129,282 +3
Dec04 020807 95.565 95.735 95.565 95.710 +0.165 9,985 111,275 -1,016
Mar05 020807 95.370 95.530 95.370 95.505 +0.165 15,204 101,203 +2,038
Jun05 020807 95.165 95.330 95.150 95.295 +0.165 8,942 87,621 +1,278
Total Volume and Open Interest 973,308 4,496,838 +24,947
3-Mth Euro-Yen(IMM)
Sep02 020807 99.93 99.93 99.93 99.93 unch 74 10,548 -82
Dec02 020807 99.92 99.92 99.92 99.92 unch 1 5,127 +1
Mar03 020807 99.89 99.89 99.89 99.89 unch 0 2,751 -184
Jun03 020807 99.90 99.90 99.90 99.90 unch 1 5,041 +209
Sep03 020807 99.87 99.87 99.87 99.87 -0.01 0 5,736 +42
Dec03 020807 99.84 99.84 99.84 99.84 unch 1 2,285 -329
Mar04 020807 99.78 99.78 99.78 99.78 unch 0 720 +0
Jun04 020807 99.74 99.74 99.74 99.74 unch 0 379 +2
Sep04 020807 99.67 99.67 99.67 99.67 unch 0 900 +0
Dec04 020807 99.65 99.65 99.65 99.65 unch 1 162 +0
Total Volume and Open Interest 78 35,209 -341
3-Mth Euro-Yen(SIMEX)
Sep02 020807 99.93 99.93 99.92 99.92 unch 269 42,169 -85
Dec02 020807 99.92 99.92 99.92 99.92 unch 1,917 38,517 +661
Mar03 020807 99.89 99.89 99.89 99.89 unch 933 35,582 +368
Jun03 020807 99.89 99.90 99.89 99.89 unch 2,297 50,697 +1,327
Sep03 020807 99.87 99.87 99.87 99.87 unch 85 28,282 -28
Dec03 020807 99.83 99.83 99.83 99.83 unch 45 17,439 -51
Mar04 020807 99.78 99.78 99.78 99.78 unch 439 15,526 -110
Jun04 020807 99.76 99.76 99.75 99.76 unch 22 6,458 -14
Total Volume and Open Interest 6,007 242,805 +2,068
German Euro-Bund(EUREX)
Sep02 020807 110.35 110.96 110.14 110.75 +0.39 920,006 809,952 +2,111
Dec02 020807 109.75 110.22 109.50 110.08 +0.38 3,234 39,989 -676
Mar03 020807 110.05 110.05 110.05 110.05 +0.39 8,634 0 +0
Total Volume and Open Interest 931,874 849,941 +1,435
German Euro-Bobl(EUREX)
Sep02 020807 108.27 108.69 108.12 108.55 +0.26 667,838 609,557 +8,662
Dec02 020807 107.52 107.94 107.52 107.82 +0.25 7,421 28,329 +1,626
Mar03 020807 107.75 107.75 107.75 107.75 +0.21 2,241 0 +0
Total Volume and Open Interest 677,500 637,886 +10,288
Long Gilt(LIFFE)
Sep02 020807 115~07 115~28 115~03 115~26 +0~19 26,190 109,694 +1,683
Dec02 020807 118~05 118~05 118~05 118~05 +0~16      
Total Volume and Open Interest 26,190 109,694 +1,683
3-Mth Short Sterling(LIFFE)
Sep02 020807 96.07 96.12 96.05 96.11 +0.04 25,042 0 +0
Dec02 020807 96.10 96.17 96.04 96.16 +0.09 47,527 0 +0
Mar03 020807 95.91 96.03 95.87 96.02 +0.11 50,498 0 +0
Total Volume and Open Interest 170,389    
3-Mth Euribor(LIFFE)
Sep02 020807 96.690 96.745 96.665 96.730 +0.030 105,260 384,341 -4,134
Dec02 020807 96.710 96.800 96.660 96.785 +0.075 159,922 368,921 -10,423
Mar03 020807 96.680 96.810 96.635 96.795 +0.105 210,115 376,636 -9,035
Total Volume and Open Interest 712,941 1,802,857 -17,984
3-Mth Aus T-Bills(SFE)
Sep02 020807 95.13 95.16 95.12 95.15 -0.03 14,496 278,725 +2,259
Dec02 020807 95.11 95.15 95.09 95.13 -0.05 15,299 185,165 +8,531
Mar03 020807 94.96 95.00 94.96 94.98 -0.08 3,739 70,347 +2,446
Jun03 020807 94.83 94.85 94.81 94.83 -0.09 1,804 31,691 +1,392
Sep03 020807 94.68 94.71 94.66 94.67 -0.10 1,336 20,372 +1,442
Dec03 020807 94.52 94.56 94.52 94.52 -0.12 1,027 15,798 +1,029
Mar04 020807 94.42 94.43 94.39 94.39 -0.13 210 9,940 +210
Jun04 020807 94.28 94.30 94.25 94.26 -0.12 50 4,696 +50
Sep04 020807 94.14 94.15 94.14 94.15 -0.12 11 2,070 +11
Dec04 020807 94.04 94.04 94.04 94.04 -0.12 0 1,360 +0
Total Volume and Open Interest 37,972 621,225 +17,370
10-Year Aus T-Bonds(SFE)
Sep02 020807 94.34 94.39 94.32 94.36 -0.10 2,679 220,547 +2,738
Dec02 020807 94.36 94.36 94.36 94.36 -0.10      
Total Volume and Open Interest 10,865 217,809 -7,058
3-Year Aus T-Bonds(SFE)
Sep02 020807 94.87 94.91 94.85 94.88 -0.10 37,199 592,882 -209
Dec02 020807 94.83 94.83 94.83 94.83 -0.15      
Total Volume and Open Interest 37,199 592,882 -209
Gold(CMX)
Aug02 020807 308.5 315.5 308.5 314.3 +8.8 139 740 -209
Oct02 020807 309.5 316.0 309.3 315.1 +8.8 1,657 13,212 -512
Dec02 020807 310.3 317.2 310.2 316.1 +8.8 18,985 81,773 -575
Feb03 020807 311.0 317.7 311.0 316.8 +8.8 1,447 8,837 +186
Apr03 020807 316.9 317.4 315.5 317.3 +8.7 20 4,272 +20
Jun03 020807 316.3 317.8 316.3 317.8 +8.7 13 5,836 +0
Total Volume and Open Interest 23,979 140,484 -1,069
Silver(CMX)
Sep02 020807 464.5 470.5 464.0 467.5 +6.2 4,880 42,655 +327
Dec02 020807 466.5 473.5 466.5 470.4 +6.2 444 27,419 +57
Mar03 020807 473.5 473.5 472.3 472.3 +6.2 45 2,509 +19
May03 020807 473.3 473.3 473.3 473.3 +6.2 0 2,072 +0
Jul03 020807 468.5 477.0 468.5 474.3 +6.2 0 4,433 +0
Total Volume and Open Interest 5,373 83,630 +404
Platinum(NYM)
Oct02 020807 524.0 534.0 524.0 533.2 +7.9 582 5,070 +90
Jan03 020807 521.5 527.2 521.5 527.2 +7.9 1 65 +0
Total Volume and Open Interest 583 5,135 +90
Palladium(NYME)
Sep02 020807 322.00 323.00 320.00 320.00 -1.00 158 2,104 -90
Dec02 020807 323.00 323.00 320.75 320.75 -1.00 118 256 +112
Total Volume and Open Interest 276 2,360 +22
Copper(CMX)
Sep02 020807 67.60 68.30 67.10 67.15 -0.40 6,571 45,634 -124
Dec02 020807 68.45 69.00 67.95 67.95 -0.40 646 15,513 +102
Mar03 020807 69.45 69.80 68.75 68.75 -0.40 105 4,165 +7
May03 020807 69.85 69.85 69.30 69.30 -0.40 75 2,874 +61
Jul03 020807 70.40 70.40 69.75 69.75 -0.40 67 2,307 +57
Total Volume and Open Interest 8,010 95,720 +204
DJIA Index(CBOT)
Sep02 020807 8380 8460 8205 8440 +155 33,060 33,633 -122
Dec02 020807 8380 8445 8200 8422 +152 116 559 -11
Mar03 020807 8417 8417 8417 8417 +150 0 1 +0
Jun03 020807 8412 8412 8412 8412 +147      
Total Volume and Open Interest 33,176 34,220 -133
S & P 500(CME)
Sep02 020807 875.00 880.00 853.80 876.00 +15.00 77,907 587,382 +793
Dec02 020807 874.50 876.00 855.00 875.70 +14.90 485 21,454 -17
Mar03 020807 875.30 875.30 875.30 875.30 +14.80 120 19,662 +125
Jun03 020807 875.30 875.30 875.30 875.30 +14.50 0 324 +0
Total Volume and Open Interest 78,512 628,866 +901
S & P 500 E-Mini(Globex)
Sep02 020807 859.50 880.50 853.50 876.00 +15.00 585,765 365,386 +8,672
Dec02 020807 860.00 878.50 857.75 875.75 +15.00 79 100 +5
Total Volume and Open Interest 585,844 365,486 +8,677
NASDAQ 100(CME)
Sep02 020807 935.00 942.00 884.00 919.00 +13.00 20,264 67,273 +170
Dec02 020807 900.00 922.50 900.00 922.50 +13.00 2 61 +0
Mar03 020807 926.00 926.00 926.00 926.00 +13.00 0 2 +0
Total Volume and Open Interest 20,266 67,336 +170
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020807 907.5 941.0 884.5 919.0 +13.0 233,395 173,863 +11,030
Dec02 020807 918.0 922.5 895.0 922.5 +13.0 12 14 +3
Total Volume and Open Interest 233,407 173,877 +11,033
NYSE Composite(NYBOT)
Sep02 020807 471.75 473.00 464.00 473.00 +8.00 1,073 6,219 +10
Dec02 020807 472.25 473.00 464.25 473.00 +8.00 20 310 +60
Mar03 020807 473.00 473.00 473.00 473.00 +8.00 0 100 +0
Total Volume and Open Interest 1,093 6,629 +70
S & P Midcap 400(CME)
Sep02 020807 427.00 429.00 416.00 425.25 +3.25 1,328 16,157 +207
Dec02 020807 426.05 426.05 426.05 426.05 +3.25      
Mar03 020807 429.05 429.05 429.05 429.05 +3.25      
Total Volume and Open Interest 1,328 16,157 +207
Russell 2000(CME)
Sep02 020807 385.50 387.25 375.50 384.00 +3.50 2,620 25,154 +557
Dec02 020807 384.75 384.75 384.75 384.75 +3.50 0 1 +0
Mar03 020807 386.75 386.75 386.75 386.75 +3.50      
Total Volume and Open Interest 2,620 25,155 +557
Value Line(KCBT)
Sep02 020807 989.00 993.50 959.00 984.00 +12.00 78 158 +43
Total Volume and Open Interest 78 161 +43
Nikkei 225(CME)
Sep02 020807 9900 9945 9770 9925 +185 2,368 24,918 -329
Dec02 020807 9970 9970 9925 9925 +185 0 55 +0
Total Volume and Open Interest 2,368 24,977 -329
Nikkei 225(SIMEX)
Sep02 020807 9720 9880 9710 9875 +370 18,892 83,588 +1,482
Dec02 020807 9845 9845 9845 9845 +370 0 151 +0
Mar03 020807 9845 9845 9845 9845 +370 0 300 +0
Total Volume and Open Interest 18,893 84,583 +1,483
CAC 40(MATIF)
Aug02 020807 3304.5 3384.0 3243.5 3274.0 -14.0 94,491 410,056 +26,287
Sep02 020807 3318.0 3383.0 3277.5 3282.5 -13.5 2,011 130,464 +1,363
Oct02 020807 3292.0 3292.0 3292.0 3292.0 -13.5      
Total Volume and Open Interest 96,502 565,211 +27,650
DAX Index(EUREX)
Sep02 020807 3574.5 3648.0 3451.0 3457.0 -93.5 96,114 208,261 -2,861
Dec02 020807 3634.0 3653.0 3486.5 3486.5 -93.5 394 5,903 +48
Mar03 020807 3688.5 3690.5 3515.0 3515.0 -94.5 154 1,344 +93
Total Volume and Open Interest 96,662 215,508 -2,720
FT-SE 100(LIFFE)
Sep02 020807 4134.00 4201.50 4054.00 4067.50 -49.50 93,769 448,780 -3,266
Dec02 020807 4150.00 4150.00 4085.50 4085.50 -53.50 4,122 31,193 +870
Mar03 020807 4074.50 4074.50 4074.50 4074.50 -87.50 1,506 15,653 +500
Total Volume and Open Interest 99,437 500,401 -1,896
SPI 200(SFE)
Sep02 020807 3000.0 3044.0 2998.0 3039.0 +72.0 12,882 160,311 -4,650
Dec02 020807 3014.0 3045.0 3014.0 3045.0 +71.0 91 2,132 +87
Mar03 020807 3054.0 3054.0 3054.0 3054.0 +71.0 52 982 +37
Total Volume and Open Interest 13,052 164,554 -4,526
GSCI(CME)
Aug02 020807 199.20 199.20 199.20 199.20 -2.80 306 18,335 -33
Sep02 020807 201.00 201.00 199.25 199.25 -1.85 0 71 +0
Oct02 020807 200.00 200.00 200.00 200.00 -2.50      
Total Volume and Open Interest 306 18,406 -33
Bridge CRB Index(NYBOT)
Nov02 020807 214.50 214.50 213.75 213.85 +0.10 33 208 +11
Jan03 020807 216.00 216.85 216.00 216.85 -0.40 0 53 +0
Feb03 020807 218.00 218.00 217.85 217.85 +0.60      
Total Volume and Open Interest 62 419 -12
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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