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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri August 16, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep02 020816 587.00 587.50 581.50 583.25 -9.00 11,245 26,767 -965
Nov02 020816 570.00 570.00 561.00 563.50 -9.50 52,078 105,443 +1,647
Jan03 020816 567.50 567.50 562.00 564.75 -8.00 4,060 19,563 +185
Mar03 020816 566.50 567.00 561.00 563.50 -7.25 2,572 17,324 +319
May03 020816 558.50 559.00 554.00 558.00 -4.75 4,032 28,653 +163
Jul03 020816 554.00 555.50 551.00 553.25 -5.25 1,133 8,504 +210
Aug03 020816 547.50 547.50 547.50 547.50 -5.50 0 52 +0
Total Volume and Open Interest 75,761 210,368 +1,481
Soybean Meal(CBOT)
Sep02 020816 186.00 186.70 184.10 184.30 -4.00 5,384 19,276 -46
Oct02 020816 180.00 180.80 178.00 179.30 -3.00 4,578 21,445 -93
Dec02 020816 177.50 178.90 176.50 177.70 -2.60 17,942 54,858 +1,546
Jan03 020816 177.50 177.80 176.00 177.00 -2.20 1,883 7,987 -24
Mar03 020816 175.20 176.00 174.00 175.10 -1.80 1,993 7,686 -168
May03 020816 171.50 173.40 171.00 172.50 -1.10 2,505 9,832 +225
Jul03 020816 171.50 173.00 170.50 172.30 -1.10 587 7,305 +164
Aug03 020816 170.00 172.00 169.00 170.80 -0.30 57 1,537 +16
Total Volume and Open Interest 35,146 133,167 +1,481
Soybean Oil(CBOT)
Sep02 020816 21.15 21.16 20.99 21.08 -0.08 9,911 21,042 -1,605
Oct02 020816 21.17 21.17 21.00 21.07 -0.12 2,435 16,924 -195
Dec02 020816 21.22 21.25 21.02 21.10 -0.16 17,845 74,866 +1,052
Jan03 020816 21.17 21.18 21.02 21.05 -0.18 1,249 6,657 +471
Mar03 020816 21.16 21.16 20.98 21.03 -0.15 437 5,049 +237
May03 020816 21.15 21.15 20.90 21.00 -0.13 457 8,617 +271
Jul03 020816 21.08 21.10 20.82 20.98 -0.14 457 5,205 +228
Aug03 020816 20.95 20.95 20.70 20.78 -0.07 78 713 +57
Total Volume and Open Interest 33,022 142,009 +298
Canola(WCE)
Sep02 020816 426.5 426.5 426.5 426.5 +5.0 0 105 +0
Nov02 020816 428.0 436.0 428.0 435.9 +6.2 4,386 34,996 -2,208
Jan03 020816 432.0 439.3 431.8 439.0 +6.2 4,936 14,980 +193
Mar03 020816 434.5 440.0 434.2 439.7 +5.7 1,716 3,813 +845
May03 020816 432.9 437.4 432.9 437.4 +5.5 255 1,524 +245
Total Volume and Open Interest 11,316 55,790 -922
Corn(CBOT)
Sep02 020816 270.00 271.00 267.75 270.75 -1.50 23,491 94,954 -6,653
Dec02 020816 281.50 282.75 279.25 282.50 -1.50 71,676 311,144 +5,120
Mar03 020816 286.00 288.25 284.50 288.00 -0.75 11,991 53,742 +3,100
May03 020816 286.50 290.00 286.00 289.50 unch 1,114 14,893 +151
Jul03 020816 285.75 289.00 285.50 288.50 -0.25 2,676 22,975 +708
Sep03 020816 268.00 270.50 266.50 270.25 +2.25 194 4,426 +43
Total Volume and Open Interest 114,416 524,242 +2,747
Wheat(CBOT)
Sep02 020816 347.00 349.25 344.00 347.75 -2.75 8,545 23,710 -1,501
Dec02 020816 360.50 361.50 357.50 361.00 -1.50 27,378 86,728 +1,835
Mar03 020816 368.00 369.50 365.50 369.25 -2.25 4,061 15,906 +1,534
May03 020816 366.00 366.00 362.00 363.50 -2.50 300 1,015 +83
Jul03 020816 343.00 345.00 341.00 344.50 -0.25 2,350 7,394 +681
Total Volume and Open Interest 42,724 136,010 +2,709
Wheat(KCBT)
Sep02 020816 388.50 392.00 386.00 391.00 unch 5,696 23,136 -1,201
Dec02 020816 394.50 397.50 392.00 396.75 -0.25 8,559 46,464 +1,398
Mar03 020816 394.00 398.00 392.00 398.00 +1.00 1,646 11,482 +140
May03 020816 387.50 388.50 386.50 387.50 -1.50 142 1,058 +34
Jul03 020816 363.00 370.50 362.00 370.50 +3.00 693 3,069 -53
Total Volume and Open Interest 16,736 85,260 +318
Wheat(MGE)
Sep02 020816 407.00 408.00 402.50 405.50 -4.00 2,871 9,809 -365
Dec02 020816 410.00 413.00 409.50 412.00 -2.50 3,245 11,518 +317
Mar03 020816 411.00 415.00 409.50 413.75 +1.75 925 3,249 +634
May03 020816 398.00 405.50 398.00 402.00 +4.00 323 1,273 +86
Jul03 020816 383.00 395.00 383.00 390.75 +6.50 140 1,064 -108
Total Volume and Open Interest 7,516 27,577 +564
Oats(CBOT)
Sep02 020816 189.50 190.75 187.50 188.00 -2.75 373 2,588 -3
Dec02 020816 186.00 187.00 185.00 186.00 -2.00 718 7,045 +68
Mar03 020816 180.50 181.50 179.25 181.50 -1.50 146 1,486 +37
May03 020816 180.00 181.00 180.00 180.00 -3.00 15 195 +15
Total Volume and Open Interest 1,252 11,315 +117
Rough Rice(CBOT)
Sep02 020816 4.06 4.10 4.00 4.07 unch 68 2,012 -6
Nov02 020816 4.30 4.34 4.25 4.32 +0.01 99 2,693 +37
Jan03 020816 4.52 4.53 4.48 4.53 unch 10 891 +0
Mar03 020816 4.70 4.75 4.70 4.75 unch 0 726 +0
Total Volume and Open Interest 192 7,220 +16
Live Cattle(CME)
Aug02 020816 65.800 66.125 65.750 65.975 +0.125 2,066 3,866 -840
Oct02 020816 68.700 69.000 68.600 68.650 unch 6,384 45,685 +832
Dec02 020816 70.500 70.750 70.350 70.625 +0.050 2,806 23,175 +332
Feb03 020816 71.700 71.800 71.550 71.700 +0.100 800 13,454 +266
Apr03 020816 72.200 72.450 72.100 72.425 +0.175 938 6,480 +595
Jun03 020816 67.450 67.650 67.425 67.575 +0.125 130 2,065 +80
Total Volume and Open Interest 13,128 94,788 +1,269
Feeder Cattle(CME)
Aug02 020816 78.400 78.700 78.400 78.650 +0.525 445 2,692 -53
Sep02 020816 77.850 78.150 77.800 78.075 +0.550 419 2,164 -32
Oct02 020816 78.050 78.050 77.850 77.950 +0.350 739 3,996 -18
Nov02 020816 78.100 78.250 78.000 78.200 +0.450 235 1,520 +94
Jan03 020816 76.850 77.100 76.850 76.975 +0.350 103 935 +24
Mar03 020816 76.250 76.300 76.150 76.150 +0.350 21 137 +13
Apr03 020816 76.200 76.500 76.200 76.350 +0.425 7 79 +1
Total Volume and Open Interest 1,980 11,546 +33
Lean Hogs(CME)
Oct02 020816 37.000 37.000 36.275 36.575 -0.200 2,818 17,475 +380
Dec02 020816 37.350 37.825 37.100 37.375 +0.200 1,414 10,730 +167
Feb03 020816 44.550 45.150 44.300 45.000 +0.550 257 1,980 +84
Apr03 020816 51.100 51.150 50.900 50.900 -0.300 120 496 +43
May03 020816 58.650 58.675 58.200 58.675 -0.225 32 118 +20
Jun03 020816 60.000 60.000 59.750 60.000 -0.500 43 185 +8
Jul03 020816 59.850 59.850 59.500 59.650 -0.550 31 100 +14
Aug03 020816 57.800 57.800 57.000 57.000 -1.050 5 28 +3
Total Volume and Open Interest 4,720 31,112 -2,002
Pork Bellies(CME)
Aug02 020816 66.300 68.350 66.300 68.350 +3.000 30 64 -16
Feb03 020816 62.100 63.050 61.950 63.000 +0.500 260 827 +39
Mar03 020816 61.900 61.900 61.900 61.900 unch 1 27 +1
May03 020816 63.500 63.500 63.500 63.500 unch 0 2 +0
Jul03 020816 64.250 64.250 64.250 64.250 unch 2 5 +2
Total Volume and Open Interest 293 925 +26
Cocoa(NYBOT)
Sep02 020816 1875 1885 1853 1860 -11 2,663 5,786 -1,528
Dec02 020816 1900 1903 1875 1883 -1 5,891 36,748 +1,010
Mar03 020816 1883 1885 1863 1866 unch 1,147 19,697 +71
May03 020816 1875 1875 1863 1863 unch 116 7,073 -52
Jul03 020816 1867 1872 1858 1858 -3 100 6,963 -16
Sep03 020816 1870 1870 1857 1857 -4 926 10,745 +501
Dec03 020816 1860 1860 1856 1856 -5 66 9,623 +20
Total Volume and Open Interest 10,909 100,470 +6
Coffee "C"(NYBOT)
Sep02 020816 46.75 47.10 46.50 46.90 +0.40 8,884 21,223 -1,821
Dec02 020816 50.25 50.50 49.90 50.35 +0.35 9,475 29,151 +2,702
Mar03 020816 53.20 53.50 53.00 53.25 +0.25 1,467 11,287 -50
May03 020816 54.90 55.00 54.70 54.95 +0.30 863 4,106 +438
Jul03 020816 56.25 56.50 56.20 56.50 +0.25 660 3,970 +198
Sep03 020816 58.00 58.00 57.90 57.90 +0.20 171 2,462 +107
Total Volume and Open Interest 21,600 72,420 +1,649
Orange Juice(NYBOT)
Sep02 020816 103.00 103.70 100.50 102.80 -0.05 907 14,728 -360
Nov02 020816 106.00 106.30 103.35 105.50 -0.30 760 11,424 +257
Jan03 020816 107.20 107.50 107.00 107.00 -0.10 113 4,495 -16
Mar03 020816 106.00 108.00 106.00 107.55 +0.05 73 3,152 +14
May03 020816 107.75 107.75 107.75 107.75 -0.20 77 570 +25
Total Volume and Open Interest 2,002 34,766 -8
Sugar #11(NYBOT)
Oct02 020816 6.15 6.32 5.83 5.87 -0.23 19,666 84,906 +2,967
Mar03 020816 6.05 6.20 5.83 5.84 -0.17 5,909 38,533 +1,552
May03 020816 5.85 5.97 5.65 5.68 -0.16 235 12,078 +34
Jul03 020816 5.62 5.72 5.45 5.45 -0.14 464 16,916 +288
Oct03 020816 5.64 5.78 5.50 5.50 -0.12 448 10,697 -171
Total Volume and Open Interest 27,929 169,215 +4,771
London Cocoa(LCE)
Sep02 020816 1378 1386 1369 1371 -5 4,812 39,923 -2,149
Dec02 020816 1350 1358 1339 1345 -3 5,402 36,678 +4,282
Mar03 020816 1330 1337 1325 1327 unch 926 37,968 +327
May03 020816 1340 1340 1339 1339 unch 151 10,149 -1
Jul03 020816 1345 1350 1344 1350 +3 70 10,193 +20
Sep03 020816 1352 1353 1351 1353 +3 500 7,649 +400
Dec03 020816 1354 1354 1353 1353 +3 5 7,415 +0
Total Volume and Open Interest 11,866 151,833 +2,879
London Coffee(LCE)
Sep02 020816 501.00 502.00 495.00 501.00 unch 3,365 21,542 -1,276
Nov02 020816 516.00 521.00 514.00 520.00 +2.00 2,160 40,267 +44
Jan03 020816 533.00 536.00 530.00 535.00 +1.00 608 28,896 +174
Mar03 020816 550.00 552.00 546.00 552.00 +2.00 1,058 17,437 +463
May03 020816 565.00 567.00 561.00 567.00 +2.00 82 10,287 -40
Jul03 020816 576.00 580.00 576.00 580.00 +2.00 89 7,995 +9
Total Volume and Open Interest 7,362 127,555 -626
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020816 183.00 185.00 177.80 179.00 -4.40 1,870 19,402 +55
Dec02 020816 180.00 181.90 175.80 176.60 -2.80 641 8,347 +146
Mar03 020816 182.50 183.60 178.00 178.10 -3.80 428 10,280 +252
May03 020816 182.60 182.60 177.10 177.10 -3.80 23 4,029 +1
Total Volume and Open Interest 3,221 45,404 +622
Cotton(NYBOT)
Oct02 020816 44.20 44.90 43.95 44.26 +0.04 211 2,997 -12
Dec02 020816 45.80 46.40 45.45 45.64 -0.14 5,581 52,064 -783
Mar03 020816 47.70 48.05 47.35 47.43 -0.26 544 8,789 -3
May03 020816 50.30 50.30 49.80 50.20 +0.11 77 5,381 +53
Jul03 020816 51.20 51.20 50.90 51.10 unch 121 2,215 -6
Oct03 020816 52.00 52.10 51.98 52.10 -0.10 0 125 +0
Total Volume and Open Interest 6,578 72,685 -723
Lumber(CME)
Sep02 020816 242.0 246.5 241.5 245.1 -0.1 283 1,594 -17
Nov02 020816 248.8 248.8 246.0 247.2 +0.5 149 535 +22
Jan03 020816 257.7 259.8 256.5 259.8 +1.0 5 76 +0
Mar03 020816 265.0 265.0 261.0 261.0 -3.3 2 15 +2
Total Volume and Open Interest 440 2,253 +8
Crude Oil(NYM)
Sep02 020816 28.95 29.45 28.75 29.33 +0.27 88,688 67,724 -12,218
Oct02 020816 28.35 28.74 28.15 28.51 +0.13 93,338 160,306 +10,582
Nov02 020816 27.85 28.20 27.66 27.97 +0.11 20,809 36,706 +2,791
Dec02 020816 27.45 27.75 27.25 27.55 +0.06 26,935 50,236 -320
Jan03 020816 27.10 27.35 27.08 27.18 unch 2,541 22,819 -278
Feb03 020816 26.70 26.95 26.70 26.84 -0.05 1,418 10,380 -51
Mar03 020816 26.55 26.65 26.50 26.54 -0.07 2,695 11,326 +130
Apr03 020816 26.25 26.40 26.10 26.27 -0.09 470 6,816 -10
May03 020816 26.10 26.10 26.02 26.02 -0.12 199 4,131 +162
Jun03 020816 25.75 25.80 25.70 25.78 -0.14 4,571 16,749 +1,199
Total Volume and Open Interest 252,449 483,643 +4,218
Heating Oil(NYM)
Sep02 020816 72.70 73.60 72.25 73.45 +0.67 22,665 33,616 -686
Oct02 020816 73.40 74.30 73.05 74.07 +0.52 14,110 35,986 +2,963
Nov02 020816 74.00 74.80 73.75 74.67 +0.52 2,094 12,930 +498
Dec02 020816 74.45 75.40 74.20 75.22 +0.52 4,950 18,699 -271
Jan03 020816 75.40 75.70 74.75 75.52 +0.47 1,339 11,828 +94
Feb03 020816 74.60 75.20 74.25 74.92 +0.37 681 9,505 -138
Mar03 020816 73.10 73.40 72.60 73.17 +0.22 717 6,722 -71
Apr03 020816 71.20 71.40 70.85 71.12 +0.02 410 3,502 +205
May03 020816 69.50 69.50 68.80 69.07 -0.18 206 1,915 -66
Jun03 020816 68.75 68.75 68.22 68.22 -0.33 318 3,134 -6
Total Volume and Open Interest 47,911 141,597 +2,774
Unleaded Gas(NYM)
Sep02 020816 79.40 80.40 78.90 79.19 -0.57 23,247 34,872 -2,046
Oct02 020816 77.00 78.20 76.60 77.10 +0.02 14,381 32,295 +3,111
Nov02 020816 75.80 76.30 75.25 75.67 +0.12 2,985 9,051 +444
Dec02 020816 74.90 75.50 74.20 74.70 +0.17 3,506 7,439 +757
Jan03 020816 74.00 74.75 74.00 74.15 +0.04 708 3,217 +249
Feb03 020816 74.20 74.20 74.20 74.20 -0.01 291 1,626 +71
Mar03 020816 74.70 74.70 74.70 74.70 -0.06 275 2,104 +94
Apr03 020816 80.70 80.70 80.70 80.70 -0.16 201 1,496 +15
Total Volume and Open Interest 45,694 94,021 +2,727
Natural Gas(NYM)
Sep02 020816 3.100 3.165 3.080 3.149 +0.022 79,960 47,221 -5,498
Oct02 020816 3.150 3.220 3.140 3.208 +0.036 20,647 43,719 +2,331
Nov02 020816 3.450 3.495 3.430 3.488 +0.031 6,308 29,626 -898
Dec02 020816 3.720 3.757 3.690 3.757 +0.027 6,638 32,149 +127
Jan03 020816 3.860 3.900 3.840 3.897 +0.027 5,906 30,579 +713
Feb03 020816 3.825 3.865 3.810 3.865 +0.027 1,978 20,731 -287
Mar03 020816 3.770 3.807 3.735 3.807 +0.029 1,273 20,953 +211
Apr03 020816 3.660 3.698 3.650 3.698 +0.030 1,451 16,433 -709
Total Volume and Open Interest 139,844 432,727 -4,980
Brent Crude Oil(IPE)
Oct02 020816 26.69 27.20 26.53 27.00 +0.15 54,176 64,341 +1,312
Nov02 020816 26.37 26.80 26.32 26.62 +0.02 9,820 34,942 +1,904
Dec02 020816 26.11 26.45 26.05 26.32 -0.03 9,803 31,295 -262
Jan03 020816 25.82 26.14 25.80 26.01 -0.07 530 20,151 -170
Feb03 020816 25.60 25.84 25.60 25.72 -0.09 300 6,417 +0
Mar03 020816 25.34 25.60 25.34 25.43 -0.11 100 4,042 +0
Apr03 020816 25.01 25.15 25.01 25.15 -0.12 450 3,130 +250
May03 020816 24.80 24.87 24.80 24.87 -0.17 0 1,853 +0
Total Volume and Open Interest 87,378 221,358 -138
Gas Oil(IPE)
Sep02 020816 221.75 225.25 220.00 225.00 +4.00 11,101 45,301 +2,049
Oct02 020816 222.50 226.00 221.00 226.00 +3.50 6,372 31,386 +1,250
Nov02 020816 223.25 226.50 222.00 226.50 +3.25 2,607 23,872 -439
Dec02 020816 224.00 226.00 222.25 226.00 +2.75 2,689 45,312 -110
Jan03 020816 223.50 225.75 222.25 225.50 +2.25 584 10,958 +350
Feb03 020816 223.00 223.00 223.00 223.00 +2.00 0 4,546 +0
Mar03 020816 219.25 219.25 219.25 219.25 +1.50 0 6,037 +0
Apr03 020816 215.50 215.50 215.50 215.50 +0.75 0 1,611 +0
Total Volume and Open Interest 23,903 199,251 +3,050
US Dollar Index(NYBOT)
Sep02 020816 107.14 107.27 106.58 106.89 +0.04 797 7,997 -280
Dec02 020816 107.42 107.65 107.20 107.45 +0.03 92 2,635 -30
Mar03 020816 108.01 108.01 108.01 108.01 +0.03 0 2 +0
Total Volume and Open Interest 889 10,638 -310
Australian Dollar(IMM)
Sep02 020816 54.40 54.50 54.26 54.39 +0.22 2,104 21,203 -839
Dec02 020816 53.90 54.10 53.88 53.96 +0.22 23 840 +13
Mar03 020816 53.55 53.55 53.53 53.53 +0.22 1 17 +1
Total Volume and Open Interest 2,128 22,842 -825
British Pound(IMM)
Sep02 020816 153.12 153.70 153.12 153.42 -0.04 2,913 28,840 +276
Dec02 020816 152.22 152.80 152.22 152.54 -0.04 59 708 -3
Mar03 020816 151.64 151.64 151.64 151.64 -0.04 0 35 +0
Total Volume and Open Interest 2,972 29,588 +273
Canadian Dollar(IMM)
Sep02 020816 64.11 64.16 63.93 64.05 +0.09 4,626 51,628 +875
Dec02 020816 63.88 64.00 63.75 63.87 +0.09 755 8,462 +392
Mar03 020816 63.69 63.70 63.64 63.70 +0.09 42 2,024 +30
Jun03 020816 63.53 63.54 63.50 63.54 +0.09 26 744 +7
Total Volume and Open Interest 5,457 63,261 +1,304
Japanese Yen(IMM)
Sep02 020816 85.30 85.52 85.05 85.17 -0.29 6,365 70,959 -2,409
Dec02 020816 85.68 85.79 85.52 85.53 -0.29 148 1,874 +43
Mar03 020816 85.89 85.89 85.89 85.89 -0.29 207 351 +123
Total Volume and Open Interest 6,720 73,409 -2,243
Swiss Franc(IMM)
Sep02 020816 67.15 67.42 66.97 67.15 -0.14 3,592 35,710 +60
Dec02 020816 67.28 67.53 67.28 67.30 -0.14 12 983 -1
Mar03 020816 67.43 67.43 67.43 67.43 -0.14 1 44 +0
Total Volume and Open Interest 3,605 36,772 +59
EuroFX(IMM)
Sep02 020816 98.11 98.55 98.04 98.25 +0.02 7,950 95,819 +696
Dec02 020816 97.70 98.12 97.66 97.85 +0.02 64 4,681 -17
Mar03 020816 97.46 97.46 97.46 97.46 +0.02 0 251 +0
Total Volume and Open Interest 8,014 101,010 +679
Mexican Peso(IMM)
Sep02 020816 10040.0 10170.0 10025.0 10165.0 +165.0 2,884 14,550 -563
Dec02 020816 9870.0 9997.0 9870.0 9997.0 +165.0 24 2,221 -24
Total Volume and Open Interest 2,908 17,215 -587
30-Year T-Bonds(CBOT)
Sep02 020816 110~00 110~14 108~13 108~18 -1~16 276,047 388,988 -23,144
Dec02 020816 108~30 109~07 107~08 107~12 -1~16 31,333 79,255 +2,999
Mar03 020816 107~00 107~00 106~07 106~07 -1~16 20 106 +1
Total Volume and Open Interest 307,400 468,349 -20,144
Municipal Bonds(CBOT)
Sep02 020816 107~26 107~29 106~10 106~16 -1~09 475 4,351 -21
Dec02 020816 106~16 106~16 105~05 105~08 -1~05 0 13 +0
Total Volume and Open Interest 475 4,364 -21
10-Year T-Notes(CBOT)
Sep02 020816 112~165 112~290 111~150 111~165 -1~005 514,162 792,603 -23,868
Dec02 020816 111~060 111~170 110~035 110~045 -1~015 40,776 194,241 -9,706
Total Volume and Open Interest 554,939 986,845 -33,573
5-Year T-Notes(CBOT)
Sep02 020816 111~140 111~235 110~240 110~250 -0~200 106,362 594,466 -10,322
Dec02 020816 110~230 110~265 109~300 109~310 -0~220 14,596 39,737 +4,272
Total Volume and Open Interest 120,958 634,203 -6,050
2 Year T-Notes(CBOT)
Sep02 020816 106~082 106~104 106~060 106~061 -0~015 8,914 108,818 -2,423
Dec02 020816 106~028 106~028 105~124 105~124 -0~014 100 110 +100
Total Volume and Open Interest 9,014 108,928 -2,323
3-Mth T-Bills(IMM)
Sep02 020816 98.43 98.43 98.43 98.43 unch 7 863 -7
Total Volume and Open Interest 7 863 -7
Eurodollars(IMM)
Sep02 020816 98.260 98.290 98.225 98.230 -0.045 159,469 726,130 -16,850
Dec02 020816 98.290 98.320 98.235 98.250 -0.040 276,760 727,929 -4,152
Mar03 020816 98.085 98.145 97.985 98.000 -0.075 343,482 641,108 -7,686
Jun03 020816 97.715 97.810 97.595 97.605 -0.105 246,530 436,677 -12,337
Sep03 020816 97.295 97.385 97.150 97.170 -0.115 158,242 384,420 -5,560
Dec03 020816 96.870 96.965 96.720 96.745 -0.105 49,304 295,423 +377
Mar04 020816 96.490 96.585 96.370 96.370 -0.110 26,087 184,567 +1,291
Jun04 020816 96.220 96.295 96.100 96.105 -0.105 23,673 169,552 -772
Sep04 020816 96.000 96.050 95.870 95.870 -0.115 9,897 128,646 -880
Dec04 020816 95.775 95.825 95.635 95.635 -0.125 12,380 125,147 +2,804
Mar05 020816 95.635 95.670 95.455 95.455 -0.145 6,004 105,124 -1,093
Jun05 020816 95.450 95.480 95.265 95.265 -0.165 6,639 94,645 +94
Total Volume and Open Interest 1,354,481 4,585,001 -47,328
3-Mth Euro-Yen(IMM)
Sep02 020816 99.93 99.93 99.93 99.93 unch 252 12,042 +12
Dec02 020816 99.93 99.93 99.93 99.93 +0.01 0 5,045 -182
Mar03 020816 99.90 99.90 99.90 99.90 unch 0 3,941 +0
Jun03 020816 99.91 99.91 99.91 99.91 +0.01 0 6,355 +0
Sep03 020816 99.88 99.88 99.88 99.88 unch 0 2,670 -183
Dec03 020816 99.85 99.85 99.85 99.85 +0.01 127 2,692 +40
Mar04 020816 99.79 99.79 99.79 99.79 unch 0 720 +0
Jun04 020816 99.77 99.77 99.77 99.77 +0.02 0 477 +0
Sep04 020816 99.70 99.70 99.70 99.70 +0.01 0 800 +0
Dec04 020816 99.65 99.65 99.65 99.65 unch 0 161 +0
Total Volume and Open Interest 379 36,463 -313
3-Mth Euro-Yen(SIMEX)
Sep02 020816 99.93 99.93 99.93 99.93 +0.00 322 42,875 -145
Dec02 020816 99.92 99.93 99.92 99.93 +0.01 611 39,606 -432
Mar03 020816 99.89 99.90 99.89 99.90 +0.01 10 34,889 -198
Jun03 020816 99.90 99.91 99.90 99.91 +0.01 80 50,132 -20
Sep03 020816 99.88 99.88 99.88 99.88 unch 552 26,627 -486
Dec03 020816 99.85 99.85 99.84 99.85 unch 7 16,403 -185
Mar04 020816 99.79 99.80 99.79 99.80 unch 0 15,251 +0
Jun04 020816 99.78 99.78 99.78 99.78 unch 0 6,357 +0
Total Volume and Open Interest 1,632 241,444 -1,435
German Euro-Bund(EUREX)
Sep02 020816 110.68 111.10 110.32 110.70 -0.07 1,062,490 854,190 -9,522
Dec02 020816 110.08 110.40 109.75 110.05 -0.09 6,685 55,847 +1,602
Mar03 020816 109.99 109.99 109.99 109.99 -0.08 3,573 0 +0
Total Volume and Open Interest 1,072,748 910,037 -7,920
German Euro-Bobl(EUREX)
Sep02 020816 108.08 108.37 107.81 108.11 -0.05 740,944 599,631 -33,506
Dec02 020816 107.20 107.53 107.20 107.42 -0.05 2,607 42,497 +2,096
Mar03 020816 107.31 107.31 107.31 107.31 -0.04 1,106 0 +0
Total Volume and Open Interest 744,657 642,128 -31,410
Long Gilt(LIFFE)
Sep02 020816 115~22 116~02 115~11 115~14 -0~04 30,380 103,530 -5,433
Dec02 020816 118~01 118~01 118~01 118~01 -0~04 0 22 +0
Total Volume and Open Interest 30,380 103,552 -5,433
3-Mth Short Sterling(LIFFE)
Sep02 020816 96.02 96.03 95.99 96.01 unch 22,008 0 +0
Dec02 020816 96.00 96.05 95.92 95.98 unch 54,771 0 +0
Mar03 020816 95.82 95.87 95.73 95.78 -0.02 64,259 0 +0
Total Volume and Open Interest 204,954    
3-Mth Euribor(LIFFE)
Sep02 020816 96.650 96.665 96.630 96.645 -0.005 107,529 365,729 -11,989
Dec02 020816 96.630 96.685 96.585 96.610 -0.005 233,119 387,346 -1,115
Mar03 020816 96.540 96.635 96.485 96.520 -0.010 251,969 329,717 -20,712
Total Volume and Open Interest 843,770 1,780,327 -45,760
3-Mth Aus T-Bills(SFE)
Sep02 020816 95.03 95.06 95.02 95.04 -0.02 14,858 278,599 +6,835
Dec02 020816 94.99 95.04 94.98 95.03 -0.02 11,390 216,309 +1,665
Mar03 020816 94.84 94.89 94.83 94.88 -0.04 2,058 74,209 -283
Jun03 020816 94.70 94.76 94.70 94.75 -0.05 1,491 34,442 +1,078
Sep03 020816 94.61 94.64 94.61 94.63 -0.05 305 21,385 +212
Dec03 020816 94.48 94.53 94.48 94.51 -0.05 477 17,174 +456
Mar04 020816 94.40 94.42 94.40 94.41 -0.04 80 10,616 -231
Jun04 020816 94.30 94.30 94.30 94.30 -0.04 175 5,251 -54
Sep04 020816 94.18 94.21 94.18 94.18 -0.05 2 2,023 +2
Dec04 020816 94.10 94.10 94.10 94.10 -0.03 0 1,425 +0
Total Volume and Open Interest 30,836 662,436 +9,576
10-Year Aus T-Bonds(SFE)
Sep02 020816 94.38 94.40 94.36 94.39 -0.07 2,412 236,784 +1,363
Dec02 020816 94.36 94.36 94.36 94.36 -0.06 400 400 +0
Total Volume and Open Interest 8,876 235,821 +2,219
3-Year Aus T-Bonds(SFE)
Sep02 020816 94.78 94.84 94.78 94.82 -0.05 36,749 701,730 +25,567
Dec02 020816 94.78 94.78 94.78 94.78 -0.05 200 200 +200
Total Volume and Open Interest 36,949 701,930 +25,767
Gold(CMX)
Aug02 020816 313.1 315.0 312.2 313.7 -0.6 152 526 +26
Oct02 020816 314.0 315.6 313.0 314.2 -0.7 924 12,207 -96
Dec02 020816 315.5 316.9 313.8 315.4 -0.7 26,602 88,348 +826
Feb03 020816 315.8 316.1 315.8 316.1 -0.7 26 9,539 -2
Apr03 020816 316.7 316.7 316.7 316.7 -0.7 10 4,276 -1
Jun03 020816 317.9 317.9 317.4 317.4 -0.6 27 5,887 +5
Total Volume and Open Interest 28,503 147,728 +991
Silver(CMX)
Sep02 020816 448.0 458.0 447.0 449.3 +1.0 12,720 35,232 +160
Dec02 020816 452.5 460.5 449.0 452.1 +1.1 6,445 35,369 +3,715
Mar03 020816 459.0 459.0 454.0 454.0 +1.2 849 3,165 +701
May03 020816 454.0 459.0 454.0 455.3 +1.3 1 2,073 +1
Jul03 020816 470.0 470.0 456.6 456.6 +1.5 85 4,390 +37
Total Volume and Open Interest 20,119 85,071 +4,636
Platinum(NYM)
Oct02 020816 554.0 557.0 552.0 557.0 -1.8 940 6,652 +235
Jan03 020816 551.0 552.0 548.0 552.0 -1.8 6 80 +2
Apr03 020816 551.0 552.0 551.0 552.0        
Palladium(NYME)
Sep02 020816 321.00 322.00 318.20 319.10 -4.25 278 1,860 -137
Dec02 020816 319.00 319.90 319.00 319.90 -4.25 202 500 +174
Total Volume and Open Interest 480 2,360 +37
Copper(CMX)
Sep02 020816 68.40 68.60 66.90 67.50 -0.75 15,278 40,577 -4,137
Dec02 020816 69.00 69.25 67.70 68.25 -0.70 7,158 24,628 +3,537
Mar03 020816 70.00 70.00 68.50 69.00 -0.70 484 4,918 +341
May03 020816 70.55 70.55 69.20 69.55 -0.70 40 2,887 -12
Jul03 020816 70.65 70.65 70.00 70.00 -0.70 24 2,563 -4
Total Volume and Open Interest 23,662 105,721 -340
DJIA Index(CBOT)
Sep02 020816 8770 8840 8700 8765 -42 27,783 31,145 -135
Dec02 020816 8755 8815 8710 8752 -40 131 692 +41
Mar03 020816 8745 8745 8745 8745 -39 0 5 +0
Jun03 020816 8740 8740 8740 8740 -37      
Total Volume and Open Interest 27,914 31,869 -94
S & P 500(CME)
Sep02 020816 924.00 936.00 915.50 928.00 -2.50 76,328 575,153 -4,523
Dec02 020816 915.00 934.00 915.00 928.10 -2.50 388 26,035 +181
Mar03 020816 928.20 928.20 928.20 928.20 -2.40 10 19,707 -10
Jun03 020816 928.40 928.40 928.40 928.40 -2.40 30 320 +0
Total Volume and Open Interest 76,756 621,259 -4,352
S & P 500 E-Mini(Globex)
Sep02 020816 929.75 936.00 915.50 928.00 -2.50 591,566 354,504 +2,845
Dec02 020816 924.00 936.00 917.25 928.00 -2.50 88 161 -41
Total Volume and Open Interest 591,654 354,665 +2,804
NASDAQ 100(CME)
Sep02 020816 972.00 1007.00 959.00 995.50 +6.50 16,863 66,628 -808
Dec02 020816 999.50 999.50 999.50 999.50 +7.00 0 60 +0
Mar03 020816 1003.00 1003.00 1003.00 1003.00 +7.00      
Total Volume and Open Interest 16,863 66,688 -810
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020816 987.5 1006.5 954.0 995.5 +6.5 249,339 165,544 -167
Dec02 020816 965.0 1007.0 962.5 999.5 +7.0 15 25 -1
Total Volume and Open Interest 249,354 165,569 -168
NYSE Composite(NYBOT)
Sep02 020816 496.00 502.00 495.50 498.25 -1.75 335 5,438 +60
Dec02 020816 496.00 498.25 496.00 498.25 -1.75 10 310 +0
Mar03 020816 498.25 498.25 498.25 498.25 -1.75 0 100 +0
Total Volume and Open Interest 345 5,848 +60
S & P Midcap 400(CME)
Sep02 020816 446.00 453.00 442.50 450.00 +2.40 813 16,610 -7
Dec02 020816 450.80 450.80 450.80 450.80 +2.40      
Mar03 020816 453.80 453.80 453.80 453.80 +2.40      
Total Volume and Open Interest 813 16,610 -7
Russell 2000(CME)
Sep02 020816 388.00 398.00 387.50 396.00 +5.25 2,327 24,745 -369
Dec02 020816 396.80 396.80 396.80 396.80 +5.30 0 4 +0
Mar03 020816 398.80 398.80 398.80 398.80 +5.30      
Total Volume and Open Interest 2,327 24,749 -369
Value Line(KCBT)
Sep02 020816 1022.50 1029.00 1022.50 1029.00 +9.00 16 157 -6
Total Volume and Open Interest 16 157 -8
Nikkei 225(CME)
Sep02 020816 9815 9850 9725 9740 -120 1,496 24,990 -235
Dec02 020816 9810 9810 9735 9735 -120 0 89 +0
Total Volume and Open Interest 1,496 25,083 -235
Nikkei 225(SIMEX)
Sep02 020816 9825 9890 9725 9815 +30 12,881 85,451 +1,759
Dec02 020816 9780 9780 9780 9780 +25 0 151 +0
Mar03 020816 9780 9780 9780 9780 +25 0 300 +0
Total Volume and Open Interest 12,881 85,902 +1,759
CAC 40(MATIF)
Aug02 020816 3380.0 3408.5 3300.5 3389.0 -8.0 43,660 434,168 -679
Sep02 020816 3399.0 3419.0 3316.0 3397.5 -8.0 1,449 136,448 +889
Oct02 020816 3408.0 3408.0 3408.0 3408.0 -8.0 0 10 +0
Total Volume and Open Interest 47,509 598,317 +2,210
DAX Index(EUREX)
Sep02 020816 3682.0 3718.5 3566.5 3701.0 +33.5 70,652 209,570 -1,389
Dec02 020816 3730.5 3740.5 3661.5 3732.5 +33.5 119 6,193 -31
Mar03 020816 3761.0 3768.5 3693.0 3763.0 +32.5 63 1,576 +30
Total Volume and Open Interest 70,834 217,339 -1,390
FT-SE 100(LIFFE)
Sep02 020816 4379.00 4387.50 4285.00 4330.50 +1.50 63,286 454,840 -1,437
Dec02 020816 4383.50 4404.00 4329.00 4353.50 +1.00 95 34,057 -1
Mar03 020816 4389.00 4389.50 4320.00 4344.50 +3.50 8 15,176 +0
Total Volume and Open Interest 63,389 509,113 -1,438
SPI 200(SFE)
Sep02 020816 3142.0 3147.0 3124.0 3133.0 +12.0 10,607 170,748 +3,310
Dec02 020816 3138.0 3141.0 3135.0 3141.0 +12.0 127 2,499 +75
Mar03 020816 3144.0 3149.0 3144.0 3149.0 +12.0 5 1,100 -5
Total Volume and Open Interest 10,872 175,682 +3,477
GSCI(CME)
Sep02 020816 212.60 213.45 211.40 213.10 +0.10 259 17,839 -76
Oct02 020816 213.10 213.10 213.10 213.10 +0.60      
Nov02 020816 213.10 213.10 213.10 213.10        
Bridge CRB Index(NYBOT)
Nov02 020816 220.75 220.75 219.00 219.30 -0.95 17 235 -3
Jan03 020816 221.30 221.30 221.30 221.30 -0.95 1 103 +1
Feb03 020816 221.30 221.30 221.30 221.30 -0.95 0 50 +0
Total Volume and Open Interest 18 388 -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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