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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 21, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep02 020821 556.00 558.50 548.00 554.25 +2.50 10,584 23,352 -506
Nov02 020821 537.50 542.25 533.50 541.25 +8.25 57,572 101,786 -2,174
Jan03 020821 542.00 545.00 537.00 544.75 +9.00 3,957 20,086 +199
Mar03 020821 541.00 545.50 539.75 545.00 +8.25 1,998 17,395 -316
May03 020821 539.00 544.00 538.00 543.50 +8.50 3,220 28,640 -264
Jul03 020821 538.00 543.00 537.00 542.25 +8.50 1,914 9,588 +338
Aug03 020821 539.00 539.00 539.00 539.00 +5.00 132 263 +64
Total Volume and Open Interest 80,245 205,221 -2,690
Soybean Meal(CBOT)
Sep02 020821 178.00 179.10 176.60 178.40 +1.90 10,104 17,702 -702
Oct02 020821 170.30 171.70 169.40 171.20 +2.30 5,848 21,463 -301
Dec02 020821 168.90 170.20 167.50 169.90 +2.70 16,349 58,229 +564
Jan03 020821 168.80 169.80 167.50 169.50 +2.70 1,097 8,612 +157
Mar03 020821 167.10 168.50 166.30 168.50 +3.20 1,346 7,711 -118
May03 020821 165.50 166.80 164.80 166.70 +2.80 2,269 11,525 +484
Jul03 020821 165.80 167.10 165.10 166.90 +2.90 526 7,491 -108
Aug03 020821 165.30 166.50 164.50 165.20 +2.30 182 1,883 +50
Total Volume and Open Interest 38,128 138,479 +39
Soybean Oil(CBOT)
Sep02 020821 20.72 20.87 20.55 20.85 +0.30 9,184 20,065 +30
Oct02 020821 20.75 20.87 20.58 20.86 +0.32 3,700 16,862 +185
Dec02 020821 20.77 20.92 20.65 20.91 +0.33 16,629 77,948 +382
Jan03 020821 20.73 20.90 20.67 20.90 +0.34 1,248 7,106 +382
Mar03 020821 20.73 20.90 20.69 20.87 +0.32 1,029 5,966 +208
May03 020821 20.70 20.88 20.67 20.86 +0.31 1,128 9,072 +127
Jul03 020821 20.65 20.85 20.62 20.85 +0.33 369 5,253 -125
Aug03 020821 20.62 20.70 20.53 20.70 +0.32 5 866 +5
Total Volume and Open Interest 33,461 146,167 +1,259
Canola(WCE)
Sep02 020821 426.5 426.5 426.5 426.5 unch 0 105 +0
Nov02 020821 426.0 427.8 424.6 427.1 +3.6 5,901 31,870 -1,727
Jan03 020821 428.5 430.2 427.6 430.1 +3.9 2,315 15,287 -23
Mar03 020821 428.8 430.0 428.7 430.0 +3.0 1,070 4,599 +165
May03 020821 427.5 427.5 427.5 427.5 +2.7 5 1,518 +5
Total Volume and Open Interest 9,300 53,794 -1,589
Corn(CBOT)
Sep02 020821 261.50 262.00 257.50 261.25 +1.75 26,424 77,235 -9,713
Dec02 020821 272.75 273.50 268.50 272.50 +1.75 71,291 317,618 -728
Mar03 020821 279.00 279.50 274.25 278.50 +1.75 8,286 60,304 +1,804
May03 020821 281.25 281.50 277.00 280.50 +1.25 3,573 15,257 +21
Jul03 020821 281.25 281.50 277.25 280.25 +1.00 2,792 23,499 -458
Sep03 020821 266.00 266.75 263.50 264.50 +0.25 440 4,754 -56
Total Volume and Open Interest 114,668 520,940 -8,889
Wheat(CBOT)
Sep02 020821 339.00 342.50 334.00 338.25 -0.50 7,102 19,509 -1,916
Dec02 020821 350.50 354.50 345.50 349.50 -1.50 22,366 88,880 -2,692
Mar03 020821 359.00 362.00 354.00 358.25 -0.75 2,469 16,206 +497
May03 020821 357.00 357.00 352.00 354.75 -0.75 394 1,270 +149
Jul03 020821 339.50 340.00 333.50 335.75 -2.75 935 7,081 -139
Total Volume and Open Interest 33,779 134,458 -4,055
Wheat(KCBT)
Sep02 020821 383.50 386.00 377.25 380.75 -0.75 3,946 16,763 -3,215
Dec02 020821 389.50 391.50 383.25 387.00 -1.00 7,092 48,322 -595
Mar03 020821 390.50 392.50 384.50 389.00 unch 755 11,984 +140
May03 020821 382.50 382.50 380.00 380.00 -1.25 51 1,069 +10
Jul03 020821 363.00 363.50 357.50 361.00 unch 297 3,286 +153
Total Volume and Open Interest 12,148 81,481 -3,504
Wheat(MGE)
Sep02 020821 401.00 402.25 393.00 396.50 -2.50 1,999 8,198 -388
Dec02 020821 404.50 406.50 398.00 402.00 -0.75 2,593 13,236 +304
Mar03 020821 408.00 408.50 400.00 405.00 +0.50 721 3,466 +78
May03 020821 397.00 398.50 389.50 394.00 +0.75 186 1,472 +30
Jul03 020821 385.50 385.50 380.00 381.00 +1.00 260 1,086 -134
Total Volume and Open Interest 5,769 28,143 -109
Oats(CBOT)
Sep02 020821 181.50 182.50 180.00 181.00 +0.50 332 2,386 -50
Dec02 020821 180.75 182.50 179.75 180.75 +1.25 707 6,958 -130
Mar03 020821 179.00 179.00 177.75 177.75 +0.75 258 1,734 +123
May03 020821 179.00 179.00 177.50 177.50 +1.00 1 210 -3
Total Volume and Open Interest 1,298 11,289 -60
Rough Rice(CBOT)
Sep02 020821 4.00 4.16 4.00 4.09 +0.14 176 1,814 -36
Nov02 020821 4.27 4.40 4.27 4.34 +0.14 284 2,687 +18
Jan03 020821 4.53 4.64 4.53 4.56 +0.14 80 915 +16
Mar03 020821 4.80 4.80 4.76 4.78 +0.13 21 732 +3
Total Volume and Open Interest 590 7,057 +12
Live Cattle(CME)
Aug02 020821 65.550 65.900 65.425 65.450 -0.150 1,191 2,527 -388
Oct02 020821 67.700 67.850 67.250 67.475 -0.200 7,552 45,046 -540
Dec02 020821 69.900 69.925 69.575 69.725 -0.200 2,766 23,232 +269
Feb03 020821 71.325 71.500 71.200 71.425 +0.050 933 13,778 +45
Apr03 020821 72.250 72.450 72.150 72.425 +0.100 356 6,730 +59
Jun03 020821 67.500 67.650 67.425 67.625 +0.150 264 2,381 +161
Total Volume and Open Interest 13,066 93,761 -396
Feeder Cattle(CME)
Aug02 020821 78.950 79.100 78.900 78.900 -0.150 377 2,518 -84
Sep02 020821 78.200 78.500 78.150 78.350 -0.050 313 1,944 -60
Oct02 020821 78.100 78.300 77.900 78.050 -0.125 658 4,383 +208
Nov02 020821 78.425 78.550 78.225 78.400 -0.050 213 1,538 +6
Jan03 020821 77.025 77.350 77.000 77.125 unch 146 991 +2
Mar03 020821 76.150 76.400 76.150 76.250 -0.050 16 162 +13
Apr03 020821 76.200 76.400 76.200 76.200 unch 18 122 +11
Total Volume and Open Interest 1,754 11,693 +108
Lean Hogs(CME)
Oct02 020821 33.850 34.925 33.400 34.875 +0.275 2,969 17,781 +330
Dec02 020821 34.700 35.300 34.100 35.200 -0.025 3,110 10,968 +111
Feb03 020821 42.850 43.150 42.150 42.975 -0.125 333 2,028 +77
Apr03 020821 49.500 49.975 49.200 49.975 +0.425 177 606 +42
May03 020821 56.800 57.850 56.550 57.850 +0.600 24 130 +4
Jun03 020821 58.300 59.250 58.100 59.250 +0.800 17 199 +5
Jul03 020821 58.100 59.000 58.100 59.000 +0.800 11 98 +6
Aug03 020821 55.500 55.500 55.500 55.500 +0.300 1 35 +0
Total Volume and Open Interest 6,642 31,846 +575
Pork Bellies(CME)
Aug02 020821 67.000 70.600 67.000 70.600 +1.500 10 23 -12
Feb03 020821 59.700 61.650 59.250 60.825 +1.275 303 937 +47
Mar03 020821 60.250 60.250 60.250 60.250 +0.950 4 27 +0
May03 020821 61.200 61.500 61.200 61.500 +0.300 0 2 +0
Jul03 020821 62.000 62.750 62.000 62.750 +0.750 4 9 +4
Total Volume and Open Interest 321 998 +39
Cocoa(NYBOT)
Sep02 020821 1900 1933 1884 1930 +23 220 2,483 -100
Dec02 020821 1900 1950 1892 1937 +20 2,615 39,109 +505
Mar03 020821 1888 1937 1886 1931 +27 672 20,921 +59
May03 020821 1897 1927 1897 1927 +27 7 7,038 -3
Jul03 020821 1882 1923 1882 1923 +28 14 7,213 -10
Sep03 020821 1910 1925 1910 1923 +29 38 11,136 +145
Dec03 020821 1900 1923 1900 1923 +30 1 9,682 +0
Total Volume and Open Interest 3,567 101,417 +596
Coffee "C"(NYBOT)
Sep02 020821 46.75 47.45 46.35 46.70 -0.30 9,611 7,534 -4,921
Dec02 020821 50.75 50.75 49.80 50.20 -0.20 9,558 36,546 +2,977
Mar03 020821 53.90 53.90 52.90 53.25 -0.30 1,170 11,932 +649
May03 020821 55.45 55.50 54.70 54.85 -0.40 695 4,265 -288
Jul03 020821 56.85 57.20 56.25 56.35 -0.50 703 4,257 +155
Sep03 020821 58.40 58.75 57.80 57.80 -0.45 71 2,573 +43
Total Volume and Open Interest 21,809 67,343 -1,383
Orange Juice(NYBOT)
Sep02 020821 100.20 101.00 99.90 100.00 -1.55 2,249 10,717 -1,442
Nov02 020821 103.60 104.00 102.90 103.00 -1.50 1,450 14,104 +395
Jan03 020821 105.50 105.50 105.00 105.00 -1.25 66 4,569 -11
Mar03 020821 105.75 105.75 105.50 105.70 -1.00 152 3,302 +92
May03 020821 106.40 106.40 106.40 106.40 -0.80 0 613 +0
Total Volume and Open Interest 3,917 33,750 -966
Sugar #11(NYBOT)
Oct02 020821 5.84 5.93 5.73 5.86 +0.05 8,919 87,846 +716
Mar03 020821 5.78 5.88 5.72 5.83 +0.06 3,270 40,507 +594
May03 020821 5.62 5.68 5.57 5.64 +0.04 549 12,442 -25
Jul03 020821 5.42 5.42 5.34 5.40 +0.03 331 17,413 +83
Oct03 020821 5.48 5.50 5.46 5.48 +0.03 112 11,194 +40
Total Volume and Open Interest 13,192 175,744 +1,398
London Cocoa(LCE)
Sep02 020821 1403 1420 1372 1406 +7 613 30,440 -325
Dec02 020821 1370 1415 1356 1396 +24 1,011 42,920 +331
Mar03 020821 1365 1406 1353 1386 +27 1,043 38,277 +11
May03 020821 1386 1409 1366 1395 +25 131 9,862 +34
Jul03 020821 1391 1418 1376 1404 +22 160 10,493 +60
Sep03 020821 1390 1414 1379 1407 +22 170 8,104 +40
Dec03 020821 1385 1410 1385 1410 +25 0 7,839 +0
Total Volume and Open Interest 3,128 149,793 +151
London Coffee(LCE)
Sep02 020821 495.00 499.00 494.00 499.00 +5.00 1,971 20,181 -1,001
Nov02 020821 512.00 516.00 511.00 516.00 +4.00 1,663 40,665 +377
Jan03 020821 528.00 531.00 527.00 531.00 +4.00 1,028 30,149 +646
Mar03 020821 547.00 548.00 545.00 548.00 +3.00 747 18,540 +131
May03 020821 562.00 562.00 560.00 562.00 +3.00 153 10,478 +104
Jul03 020821 575.00 577.00 574.00 577.00 +3.00 380 8,214 +50
Total Volume and Open Interest 6,542 129,967 +822
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020821 179.00 181.90 178.10 179.90 +0.90 1,475 18,251 +543
Dec02 020821 175.80 176.90 174.10 175.40 -0.10 311 9,602 -2
Mar03 020821 176.60 178.40 175.10 177.40 +0.90 79 10,939 +53
May03 020821 177.00 177.40 176.00 177.40 +1.40 89 3,983 -31
Total Volume and Open Interest 2,051 46,542 +633
Cotton(NYBOT)
Oct02 020821 43.70 44.30 43.00 43.05 -0.65 424 2,850 -92
Dec02 020821 45.25 45.90 44.40 44.44 -0.85 5,455 51,246 -784
Mar03 020821 47.20 47.65 46.40 46.42 -0.76 447 8,696 -111
May03 020821 49.77 50.30 49.30 49.30 -0.50 210 5,613 +87
Jul03 020821 51.30 51.30 50.35 50.35 -0.45 96 2,328 +25
Oct03 020821 51.66 51.66 51.40 51.40 -0.40 0 151 +0
Total Volume and Open Interest 6,654 72,011 -853
Lumber(CME)
Sep02 020821 245.9 254.0 244.5 252.4 +6.5 295 1,699 +67
Nov02 020821 247.0 255.0 245.7 252.1 +5.6 113 543 +20
Jan03 020821 260.9 262.0 260.9 261.5 +3.6 15 90 +1
Mar03 020821 265.6 265.6 265.6 265.6 +2.2 2 15 +0
Total Volume and Open Interest 427 2,380 +87
Crude Oil(NYM)
Oct02 020821 28.65 29.62 28.58 29.24 +0.47 107,005 178,064 +13,854
Nov02 020821 28.05 28.80 28.01 28.50 +0.30 19,022 39,402 +151
Dec02 020821 27.68 28.35 27.65 28.08 +0.28 16,111 50,903 +107
Jan03 020821 27.30 27.95 27.30 27.64 +0.24 5,166 24,010 +1,685
Feb03 020821 26.98 27.40 26.98 27.23 +0.20 1,018 11,225 +282
Mar03 020821 26.70 27.05 26.63 26.86 +0.16 2,177 12,940 +911
Apr03 020821 26.60 26.60 26.54 26.54 +0.13 865 7,175 +175
May03 020821 26.25 26.25 26.25 26.25 +0.11 433 4,281 +257
Jun03 020821 26.00 26.13 25.98 25.98 +0.09 3,092 17,216 -404
Jul03 020821 25.90 25.90 25.74 25.74 +0.08 312 5,589 +226
Total Volume and Open Interest 220,263 452,789 -4,978
Heating Oil(NYM)
Sep02 020821 73.40 76.20 73.40 75.42 +1.62 19,291 28,538 -2,672
Oct02 020821 74.60 77.00 74.50 76.23 +1.49 19,317 46,828 +5,035
Nov02 020821 75.10 77.40 75.10 76.73 +1.34 5,499 15,522 +869
Dec02 020821 75.70 77.70 75.60 77.13 +1.24 4,452 18,529 -972
Jan03 020821 76.10 77.85 76.00 77.23 +1.09 1,158 11,937 +5
Feb03 020821 75.50 77.00 75.40 76.38 +0.89 275 9,710 -93
Mar03 020821 73.65 74.90 73.65 74.28 +0.64 458 6,468 +104
Apr03 020821 71.50 72.80 71.40 71.93 +0.44 474 3,696 +157
May03 020821 69.35 69.63 69.35 69.63 +0.29 13 1,910 -1
Jun03 020821 68.63 68.63 68.63 68.63 +0.19 42 3,368 -20
Total Volume and Open Interest 50,999 150,295 +2,377
Unleaded Gas(NYM)
Sep02 020821 79.50 81.70 79.10 80.66 +0.63 19,269 27,415 -1,889
Oct02 020821 77.25 79.50 77.25 78.57 +0.61 16,143 43,692 +2,825
Nov02 020821 76.20 77.90 76.00 77.07 +0.56 3,346 9,555 +298
Dec02 020821 75.40 76.75 75.15 76.07 +0.51 1,913 8,874 +750
Jan03 020821 74.65 76.10 74.65 75.47 +0.46 356 3,180 -75
Feb03 020821 74.70 75.47 74.70 75.47 +0.41 355 2,049 +330
Mar03 020821 75.92 75.92 75.92 75.92 +0.36 57 2,160 +0
Apr03 020821 81.92 81.92 81.92 81.92 +0.36 22 1,504 +20
Total Volume and Open Interest 41,461 100,375 +2,259
Natural Gas(NYM)
Sep02 020821 3.185 3.310 3.165 3.274 +0.108 58,432 44,924 +1,067
Oct02 020821 3.250 3.370 3.220 3.339 +0.113 21,762 48,294 +1,393
Nov02 020821 3.540 3.640 3.510 3.601 +0.103 7,522 28,003 -991
Dec02 020821 3.770 3.870 3.765 3.844 +0.089 4,999 32,665 +1,023
Jan03 020821 3.910 3.995 3.900 3.974 +0.084 5,210 30,933 +199
Feb03 020821 3.875 3.970 3.870 3.939 +0.081 1,097 21,296 -131
Mar03 020821 3.810 3.900 3.800 3.874 +0.076 2,240 21,776 +369
Apr03 020821 3.710 3.775 3.693 3.754 +0.071 1,133 16,742 -626
Total Volume and Open Interest 109,491 434,220 +1,684
Brent Crude Oil(IPE)
Oct02 020821 26.80 27.68 26.77 27.41 +0.31 36,662 66,665 -4,487
Nov02 020821 26.65 27.38 26.55 27.12 +0.28 13,992 37,321 -841
Dec02 020821 26.35 27.10 26.32 26.81 +0.27 9,793 31,991 -2,346
Jan03 020821 26.05 26.64 25.99 26.45 +0.25 4,721 20,379 -937
Feb03 020821 25.81 26.30 25.74 26.11 +0.21 715 5,899 -577
Mar03 020821 25.58 26.10 25.58 25.78 +0.18 400 6,124 +172
Apr03 020821 25.15 25.70 25.15 25.48 +0.18 1,090 6,509 +826
May03 020821 25.00 25.18 25.00 25.18 +0.17 0 2,853 +0
Total Volume and Open Interest 70,653 219,365 -7,320
Gas Oil(IPE)
Sep02 020821 224.50 233.50 224.00 233.00 +6.25 14,174 44,386 -1,189
Oct02 020821 225.25 233.75 224.50 232.75 +5.75 9,582 33,818 +495
Nov02 020821 226.50 233.75 225.50 233.00 +5.50 4,351 27,723 +826
Dec02 020821 226.25 233.50 225.50 232.50 +5.25 5,606 41,368 -2,571
Jan03 020821 225.50 233.00 225.50 232.00 +5.00 2,039 12,075 -453
Feb03 020821 224.75 228.00 224.75 228.00 +4.75 0 4,546 +0
Mar03 020821 223.25 224.00 223.25 224.00 +5.00 88 6,225 +88
Apr03 020821 220.50 220.75 220.00 220.00 +5.00 41 1,612 +1
Total Volume and Open Interest 37,185 204,170 -2,037
US Dollar Index(NYBOT)
Sep02 020821 107.06 107.80 107.06 107.28 -0.23 425 7,824 -102
Dec02 020821 108.23 108.30 107.73 107.82 -0.23 36 2,641 +2
Mar03 020821 108.36 108.36 108.36 108.36 -0.23 0 2 +0
Total Volume and Open Interest 461 10,471 -100
Australian Dollar(IMM)
Sep02 020821 54.43 54.46 54.05 54.28 -0.23 1,723 20,907 -90
Dec02 020821 53.78 53.90 53.78 53.85 -0.23 23 852 +1
Mar03 020821 53.42 53.42 53.42 53.42 -0.23 0 19 +0
Total Volume and Open Interest 1,747 22,559 -90
British Pound(IMM)
Sep02 020821 151.98 152.96 151.86 152.94 +0.30 1,701 29,253 -59
Dec02 020821 151.30 152.20 151.22 152.06 +0.30 57 699 -48
Mar03 020821 151.16 151.16 151.16 151.16 +0.30 0 55 +0
Total Volume and Open Interest 1,758 30,012 -107
Canadian Dollar(IMM)
Sep02 020821 63.70 64.26 63.66 64.16 +0.39 4,336 51,354 +173
Dec02 020821 63.48 64.05 63.48 63.97 +0.39 234 8,702 +42
Mar03 020821 63.60 63.78 63.58 63.78 +0.39 158 2,163 +105
Jun03 020821 63.42 63.65 63.42 63.60 +0.39 54 776 +16
Total Volume and Open Interest 4,785 63,401 +339
Japanese Yen(IMM)
Sep02 020821 84.36 84.60 84.33 84.52 +0.18 3,826 68,435 -1,219
Dec02 020821 84.74 84.88 84.71 84.88 +0.18 29 1,943 +16
Mar03 020821 85.24 85.24 85.24 85.24 +0.18 0 351 +0
Total Volume and Open Interest 3,855 70,974 -1,203
Swiss Franc(IMM)
Sep02 020821 66.44 66.90 66.44 66.76 +0.05 9,786 36,585 -583
Dec02 020821 66.60 67.00 66.60 66.91 +0.05 22 1,011 +10
Mar03 020821 67.04 67.04 67.04 67.04 +0.05 1 44 +0
Total Volume and Open Interest 9,809 37,675 -573
EuroFX(IMM)
Sep02 020821 97.43 98.06 97.41 97.85 +0.07 12,414 94,906 -755
Dec02 020821 97.04 97.64 97.04 97.45 +0.07 279 4,916 +110
Mar03 020821 97.06 97.06 97.06 97.06 +0.07 0 251 +0
Total Volume and Open Interest 12,693 100,332 -645
Mexican Peso(IMM)
Sep02 020821 10215.0 10230.0 10147.0 10152.0 -13.0 5,212 12,706 -447
Dec02 020821 10027.0 10030.0 9987.0 9987.0 -8.0 51 2,141 +36
Total Volume and Open Interest 5,263 15,293 -411
30-Year T-Bonds(CBOT)
Sep02 020821 110~05 110~08 109~03 109~25 -0~09 215,854 374,096 +7,077
Dec02 020821 109~00 109~00 108~00 108~19 -0~09 11,357 102,877 +6,661
Mar03 020821 107~13 107~14 107~01 107~14 -0~09 55 92 -19
Total Volume and Open Interest 227,266 477,066 +13,719
Municipal Bonds(CBOT)
Sep02 020821 107~18 107~26 107~06 107~26 -0~04 530 4,255 +95
Dec02 020821 105~25 106~13 105~25 106~13 +0~01 13 26 +8
Total Volume and Open Interest 543 4,281 +103
10-Year T-Notes(CBOT)
Sep02 020821 112~245 112~275 112~005 112~195 -0~040 421,722 769,409 -15,045
Dec02 020821 111~125 111~155 110~210 111~075 -0~040 54,578 204,581 +8,869
Total Volume and Open Interest 476,300 973,991 -6,176
5-Year T-Notes(CBOT)
Sep02 020821 111~070 111~190 111~035 111~175 -0~030 88,279 597,035 -1,744
Dec02 020821 110~100 110~245 110~100 110~245 -0~030 22,495 84,905 +13,483
Total Volume and Open Interest 110,774 681,940 +11,739
2 Year T-Notes(CBOT)
Sep02 020821 106~084 106~102 106~073 106~102 -0~003 4,195 104,298 +774
Dec02 020821 106~016 106~042 106~016 106~042 -0~003 163 769 +70
Total Volume and Open Interest 4,358 105,067 +844
3-Mth T-Bills(IMM)
Sep02 020821 98.44 98.44 98.44 98.44 unch 31 862 -1
Total Volume and Open Interest 31 862 -1
Eurodollars(IMM)
Sep02 020821 98.213 98.235 98.210 98.230 -0.017 77,563 710,360 +11,688
Dec02 020821 98.220 98.280 98.205 98.260 -0.035 109,121 728,199 -2,515
Mar03 020821 98.000 98.120 98.000 98.110 -0.025 151,735 618,790 +6,483
Jun03 020821 97.660 97.800 97.645 97.795 unch 133,180 437,319 +19,525
Sep03 020821 97.215 97.390 97.215 97.385 +0.015 59,985 362,437 +10,452
Dec03 020821 96.825 96.990 96.810 96.970 +0.015 40,467 294,558 +964
Mar04 020821 96.480 96.670 96.480 96.630 +0.030 21,608 186,347 +1,797
Jun04 020821 96.205 96.390 96.205 96.355 +0.030 21,702 166,541 +669
Sep04 020821 95.985 96.130 95.985 96.110 +0.025 11,362 129,083 +1,475
Dec04 020821 95.745 95.890 95.745 95.870 +0.025 9,493 124,499 +864
Mar05 020821 95.545 95.690 95.545 95.670 +0.025 7,058 104,340 -149
Jun05 020821 95.340 95.485 95.340 95.470 +0.030 7,276 92,983 -280
Total Volume and Open Interest 680,998 4,490,422 +8,916
3-Mth Euro-Yen(IMM)
Sep02 020821 99.93 99.93 99.93 99.93 unch 156 12,232 +112
Dec02 020821 99.93 99.93 99.93 99.93 unch 10 5,045 +0
Mar03 020821 99.90 99.90 99.90 99.90 unch 0 3,810 +0
Jun03 020821 99.91 99.91 99.91 99.91 unch 0 6,339 -5
Sep03 020821 99.89 99.89 99.89 99.89 unch 0 2,486 -13
Dec03 020821 99.85 99.85 99.85 99.85 unch 0 2,545 -20
Mar04 020821 99.79 99.79 99.79 99.79 unch 0 720 +0
Jun04 020821 99.77 99.77 99.77 99.77 unch 0 477 +0
Sep04 020821 99.70 99.70 99.70 99.70 unch 0 800 +0
Dec04 020821 99.65 99.65 99.65 99.65 unch 0 161 +0
Total Volume and Open Interest 166 36,175 +74
3-Mth Euro-Yen(SIMEX)
Sep02 020821 99.93 99.93 99.93 99.93 0.00 20 42,943 -45
Dec02 020821 99.92 99.92 99.92 99.92 -0.01 8 39,254 -5
Mar03 020821 99.89 99.89 99.89 99.89 -0.01 124 33,912 -416
Jun03 020821 99.91 99.91 99.90 99.90 -0.01 111 50,035 -30
Sep03 020821 99.89 99.89 99.89 99.89 +0.01 157 26,741 -54
Dec03 020821 99.85 99.85 99.85 99.85 unch 25 16,433 -5
Mar04 020821 99.80 99.80 99.80 99.80 +0.01 0 15,461 +0
Jun04 020821 99.78 99.78 99.78 99.78 +0.01 0 6,357 +0
Total Volume and Open Interest 445 240,440 -555
German Euro-Bund(EUREX)
Sep02 020821 110.84 110.87 109.82 109.89 -0.92 642,664 828,922 -17,674
Dec02 020821 110.14 110.14 109.21 109.24 -0.92 6,640 56,088 -751
Mar03 020821 109.21 109.21 109.21 109.21 -0.90 2,373 0 +0
Total Volume and Open Interest 651,677 885,010 -18,425
German Euro-Bobl(EUREX)
Sep02 020821 108.29 108.31 107.70 107.77 -0.52 386,187 588,797 -2,186
Dec02 020821 107.31 107.36 107.09 107.09 -0.51 6,715 49,536 +5,313
Mar03 020821 106.97 106.97 106.97 106.97 -0.52 58 0 +0
Total Volume and Open Interest 392,960 638,333 +3,127
Long Gilt(LIFFE)
Sep02 020821 115~20 115~22 114~29 115~07 -0~15 26,105 99,302 -250
Dec02 020821 118~05 118~05 117~20 117~25 -0~15 0 27 +0
Total Volume and Open Interest 26,105 99,329 -250
3-Mth Short Sterling(LIFFE)
Sep02 020821 96.01 96.01 95.97 96.00 -0.01 11,590 0 +0
Dec02 020821 96.01 96.02 95.91 95.98 -0.02 38,953 0 +0
Mar03 020821 95.86 95.88 95.75 95.82 -0.03 44,615 0 +0
Total Volume and Open Interest 149,875    
3-Mth Euribor(LIFFE)
Sep02 020821 96.645 96.650 96.615 96.640 -0.005 29,981 352,136 -3,169
Dec02 020821 96.665 96.675 96.550 96.610 -0.025 61,090 392,094 -3,483
Mar03 020821 96.615 96.620 96.450 96.515 -0.060 73,418 334,093 +3,345
Total Volume and Open Interest 251,658 1,766,403 +4,178
3-Mth Aus T-Bills(SFE)
Sep02 020821 95.02 95.03 95.00 95.03 +0.02 7,148 252,699 -617
Dec02 020821 95.02 95.02 94.98 94.99 +0.02 8,156 207,552 -1,029
Mar03 020821 94.86 94.88 94.81 94.83 +0.02 1,361 74,218 +258
Jun03 020821 94.72 94.74 94.70 94.70 +0.03 582 33,268 -326
Sep03 020821 94.60 94.60 94.56 94.57 +0.03 94 21,348 -231
Dec03 020821 94.47 94.48 94.43 94.43 +0.03 25 17,037 +25
Mar04 020821 94.35 94.36 94.31 94.31 +0.03 153 10,825 +153
Jun04 020821 94.20 94.20 94.20 94.20 +0.03 50 5,262 +50
Sep04 020821 94.10 94.10 94.10 94.10 +0.03 0 2,025 -5
Dec04 020821 94.02 94.02 94.02 94.02 +0.05 0 1,425 +0
Total Volume and Open Interest 17,569 626,646 -1,751
10-Year Aus T-Bonds(SFE)
Sep02 020821 94.34 94.35 94.32 94.32 +0.07 2,036 236,894 -3,597
Dec02 020821 94.31 94.31 94.31 94.31 +0.07 0 400 +0
Total Volume and Open Interest 8,211 240,891 +1,534
3-Year Aus T-Bonds(SFE)
Sep02 020821 94.79 94.80 94.74 94.76 +0.04 36,362 683,638 +4,066
Dec02 020821 94.72 94.72 94.72 94.72 +0.05 0 1,000 +0
Total Volume and Open Interest 36,362 684,638 +4,066
Gold(CMX)
Aug02 020821 307.5 308.0 306.0 307.6 -1.1 118 376 -236
Oct02 020821 307.1 308.9 306.4 308.1 -1.1 399 12,189 +91
Dec02 020821 308.0 310.2 307.5 309.3 -1.1 22,116 89,825 +1,202
Feb03 020821 308.7 310.0 308.7 310.0 -1.1 30 9,553 +11
Apr03 020821 310.0 311.1 308.8 310.5 -1.1 27 4,276 +4
Jun03 020821 310.0 311.1 310.0 311.1 -1.1 201 6,163 +170
Total Volume and Open Interest 23,288 149,693 +1,503
Silver(CMX)
Sep02 020821 443.0 446.5 441.5 442.0 -1.7 7,594 25,382 -1,651
Dec02 020821 447.0 449.5 444.5 444.8 -1.7 5,368 43,283 +2,980
Mar03 020821 450.0 452.0 446.8 446.8 -1.7 521 3,320 +180
May03 020821 447.9 447.9 447.9 447.9 -1.7 5 2,125 +2
Jul03 020821 450.0 450.0 447.0 449.0 -1.7 6 4,428 -2
Total Volume and Open Interest 13,495 83,430 +1,509
Platinum(NYM)
Oct02 020821 543.0 543.0 541.0 542.5 -4.2 581 6,709 -25
Jan03 020821 536.5 536.5 536.5 536.5 -5.2 10 84 +7
Apr03 020821 536.5 536.5 536.5 536.5 -5.2 0 2 +0
Total Volume and Open Interest 591 6,795 -18
Palladium(NYME)
Sep02 020821 321.00 321.00 318.00 319.00 -3.00 301 1,565 -211
Dec02 020821 318.20 320.10 315.20 320.00 -2.80 291 843 +275
Total Volume and Open Interest 592 2,408 +64
Copper(CMX)
Sep02 020821 68.35 68.60 67.55 67.60 -0.65 10,824 35,440 -3,959
Dec02 020821 69.15 69.30 68.30 68.35 -0.60 5,150 29,947 +3,212
Mar03 020821 69.80 69.80 69.10 69.10 -0.60 233 5,166 +196
May03 020821 70.25 70.25 69.65 69.65 -0.60 10 2,916 +12
Jul03 020821 70.70 70.70 70.10 70.10 -0.60 7 2,589 +10
Total Volume and Open Interest 16,605 106,340 -409
DJIA Index(CBOT)
Sep02 020821 8949 8980 8797 8975 +90 22,448 31,282 -141
Dec02 020821 8945 8970 8795 8964 +90 62 720 -6
Mar03 020821 8959 8959 8959 8959 +90 0 6 +0
Jun03 020821 8955 8955 8955 8955 +90      
Total Volume and Open Interest 22,510 32,035 -147
S & P 500(CME)
Sep02 020821 946.00 953.00 931.00 952.30 +12.50 58,115 566,297 -3,670
Dec02 020821 946.50 952.50 934.50 952.50 +12.50 1,859 28,505 +1,466
Mar03 020821 952.70 952.70 952.70 952.70 +12.60 11 19,705 -1
Jun03 020821 953.40 953.40 953.40 953.40 +12.80 11 326 +11
Total Volume and Open Interest 59,998 614,879 -2,192
S & P 500 E-Mini(Globex)
Sep02 020821 939.75 953.00 931.00 952.25 +12.50 473,767 346,327 +2,580
Dec02 020821 946.00 952.50 934.25 952.50 +12.50 63 159 -21
Total Volume and Open Interest 473,830 346,486 +2,559
NASDAQ 100(CME)
Sep02 020821 1023.00 1041.00 1007.00 1038.00 +24.50 8,921 65,751 +945
Dec02 020821 1035.00 1042.50 1035.00 1042.50 +24.00 90 119 +0
Mar03 020821 1047.00 1047.00 1047.00 1047.00 +23.50      
Total Volume and Open Interest 8,921 65,870 +943
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020821 1013.5 1040.5 1007.0 1038.0 +24.5 186,576 172,456 +5,819
Dec02 020821 1030.5 1042.5 1014.0 1042.5 +24.0 9 29 -1
Total Volume and Open Interest 186,585 172,485 +5,818
NYSE Composite(NYBOT)
Sep02 020821 506.50 510.25 502.00 510.00 +5.75 372 4,748 -324
Dec02 020821 510.00 510.00 510.00 510.00 +5.75 0 310 +0
Mar03 020821 510.00 510.00 510.00 510.00 +5.75 0 100 +0
Total Volume and Open Interest 372 5,158 -324
S & P Midcap 400(CME)
Sep02 020821 455.00 461.00 452.00 460.00 +6.75 1,400 16,193 -422
Dec02 020821 460.90 460.90 460.90 460.90 +6.75      
Mar03 020821 463.90 463.90 463.90 463.90 +6.75      
Total Volume and Open Interest 1,400 16,193 -422
Russell 2000(CME)
Sep02 020821 400.00 408.25 397.50 408.25 +11.10 1,848 24,834 -264
Dec02 020821 408.75 408.75 408.75 408.75 +11.10 6 12 +6
Mar03 020821 410.75 410.75 410.75 410.75 +11.10      
Total Volume and Open Interest 1,854 24,846 -258
Value Line(KCBT)
Sep02 020821 1056.00 1072.00 1046.50 1072.00 +32.00 10 147 -10
Total Volume and Open Interest 10 147 -10
Nikkei 225(CME)
Sep02 020821 9690 9700 9585 9610 +40 788 24,778 +80
Dec02 020821 9605 9605 9605 9605 +40 2 92 +2
Total Volume and Open Interest 790 24,874 +82
Nikkei 225(SIMEX)
Sep02 020821 9565 9705 9500 9590 -25 15,203 85,650 -860
Dec02 020821 9595 9595 9555 9555 -25 0 152 +0
Mar03 020821 9555 9555 9555 9555 -25 0 300 +0
Total Volume and Open Interest 15,203 86,102 -860
CAC 40(MATIF)
Aug02 020821 3430.0 3547.5 3426.0 3483.0 +38.0 62,126 459,232 +5,997
Sep02 020821 3460.0 3554.0 3460.0 3492.0 +38.5 7,768 143,003 +6,301
Oct02 020821 3502.5 3502.5 3502.5 3502.5 +38.5 0 10 +0
Total Volume and Open Interest 69,894 629,936 +12,298
DAX Index(EUREX)
Sep02 020821 3818.0 3917.5 3796.5 3878.5 +86.0 67,731 205,331 -3,362
Dec02 020821 3838.0 3941.0 3838.0 3911.5 +87.0 34 6,361 -9
Mar03 020821 3956.5 3956.5 3891.5 3942.0 +84.5 1 1,721 -1
Total Volume and Open Interest 67,766 213,413 -3,372
FT-SE 100(LIFFE)
Sep02 020821 4395.00 4476.00 4352.00 4365.00 -12.00 59,787 448,625 -2,824
Dec02 020821 4404.50 4490.00 4382.50 4389.00 -11.00 12 34,066 +1
Mar03 020821 4454.50 4454.50 4380.50 4380.50 -10.50 0 15,454 +0
Total Volume and Open Interest 62,799 507,128 +177
SPI 200(SFE)
Sep02 020821 3167.0 3170.0 3146.0 3156.0 -19.0 10,154 175,459 +12,942
Dec02 020821 3172.0 3172.0 3159.0 3167.0 -18.0 523 2,915 +260
Mar03 020821 3176.0 3176.0 3176.0 3176.0 -18.0 21 1,225 +21
Total Volume and Open Interest 10,838 181,137 +13,298
GSCI(CME)
Sep02 020821 210.90 216.10 210.90 215.00 +2.50 14 17,899 +0
Oct02 020821 215.30 215.30 215.00 215.00 +1.80 4 5 +0
Nov02 020821 215.00 215.00 215.00 215.00 +2.25      
Total Volume and Open Interest 18 17,904 +0
Bridge CRB Index(NYBOT)
Nov02 020821 217.00 218.75 216.50 218.75 +0.25 32 207 -8
Jan03 020821 220.75 220.75 220.75 220.75 +0.25 0 103 +0
Feb03 020821 220.75 220.75 220.75 220.75 +0.25 0 50 +0
Total Volume and Open Interest 32 360 -8
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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