Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu August 22, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep02 020822 550.00 551.00 540.00 548.00 -6.25 17,592 20,605 -2,747
Nov02 020822 538.00 538.50 530.25 537.75 -3.50 49,935 101,682 -104
Jan03 020822 541.00 542.00 533.50 541.00 -3.75 5,198 21,110 +1,024
Mar03 020822 541.00 542.00 536.00 541.25 -3.75 2,081 17,854 +459
May03 020822 540.00 541.00 534.00 540.50 -3.00 1,813 28,482 -158
Jul03 020822 539.00 541.00 535.00 540.50 -1.75 1,374 9,339 -249
Aug03 020822 536.00 537.00 534.00 537.00 -2.00 0 263 +0
Total Volume and Open Interest 78,848 203,382 -1,839
Soybean Meal(CBOT)
Sep02 020822 177.50 177.70 174.30 176.30 -2.10 8,535 16,291 -1,411
Oct02 020822 170.70 170.70 168.10 169.60 -1.60 4,051 20,919 -544
Dec02 020822 168.30 168.50 166.20 168.30 -1.60 14,372 57,838 -391
Jan03 020822 168.20 168.50 166.10 168.20 -1.30 1,182 8,515 -97
Mar03 020822 167.30 167.30 165.30 167.20 -1.30 1,340 7,585 -126
May03 020822 166.00 166.00 164.20 165.90 -0.80 1,583 11,743 +218
Jul03 020822 166.00 166.20 164.80 166.10 -0.80 663 7,458 -33
Aug03 020822 166.00 166.00 164.00 165.00 -0.20 68 1,908 +25
Total Volume and Open Interest 32,191 136,133 -2,346
Soybean Oil(CBOT)
Sep02 020822 20.85 21.01 20.65 21.00 +0.15 9,104 19,726 -339
Oct02 020822 20.88 21.00 20.65 20.99 +0.13 4,219 17,082 +220
Dec02 020822 20.85 20.99 20.65 20.98 +0.07 15,489 79,002 +1,054
Jan03 020822 20.90 20.96 20.65 20.95 +0.05 1,409 7,865 +759
Mar03 020822 20.87 20.93 20.65 20.92 +0.05 657 6,133 +167
May03 020822 20.68 20.87 20.66 20.86 unch 1,083 8,660 -412
Jul03 020822 20.83 20.83 20.58 20.82 -0.03 370 5,201 -52
Aug03 020822 20.56 20.70 20.51 20.70 unch 21 870 +4
Total Volume and Open Interest 32,612 147,569 +1,402
Canola(WCE)
Sep02 020822 420.1 420.1 420.1 420.1 -6.4 0 105 +0
Nov02 020822 426.8 429.0 423.8 428.7 +1.6 4,875 32,800 +930
Jan03 020822 429.8 432.0 427.4 431.7 +1.6 769 15,434 +147
Mar03 020822 429.0 431.5 426.5 431.0 +1.0 1,547 5,910 +1,311
May03 020822 428.5 429.5 428.5 428.5 +1.0 0 1,518 +0
Total Volume and Open Interest 7,255 56,232 +2,438
Corn(CBOT)
Sep02 020822 259.00 261.00 257.50 260.50 -0.75 19,770 71,241 -5,994
Dec02 020822 270.75 272.00 267.75 271.50 -1.00 56,893 321,019 +3,401
Mar03 020822 276.50 277.75 273.75 277.50 -1.00 7,370 61,786 +1,482
May03 020822 278.50 279.50 276.00 279.00 -1.50 1,233 15,472 +215
Jul03 020822 278.75 279.25 276.50 279.00 -1.25 1,971 23,636 +137
Sep03 020822 264.00 264.25 261.75 262.50 -2.00 310 4,989 +235
Total Volume and Open Interest 88,984 520,351 -589
Wheat(CBOT)
Sep02 020822 336.00 341.00 333.00 340.25 +2.00 5,615 17,919 -1,590
Dec02 020822 346.50 353.00 344.50 351.00 +1.50 21,119 88,139 -741
Mar03 020822 355.50 359.00 352.50 358.50 +0.25 1,780 15,914 -292
May03 020822 352.00 355.00 350.00 354.00 -0.75 127 1,343 +73
Jul03 020822 335.00 338.00 331.75 337.50 +1.75 606 7,257 +176
Total Volume and Open Interest 29,386 132,114 -2,344
Wheat(KCBT)
Sep02 020822 378.50 381.50 374.25 380.75 unch 3,737 15,086 -1,677
Dec02 020822 384.50 387.50 380.00 386.50 -0.50 6,538 48,797 +475
Mar03 020822 386.00 389.00 383.00 388.50 -0.50 700 11,809 -175
May03 020822 378.00 380.50 377.00 380.50 +0.50 25 1,077 +8
Jul03 020822 359.50 360.50 356.00 359.50 -1.50 412 3,386 +100
Total Volume and Open Interest 11,414 80,214 -1,267
Wheat(MGE)
Sep02 020822 395.00 401.00 391.00 400.50 +4.00 1,714 7,626 -572
Dec02 020822 400.50 405.00 396.25 404.00 +2.00 2,464 13,733 +497
Mar03 020822 404.00 408.00 399.75 407.50 +2.50 89 3,463 -3
May03 020822 390.00 397.00 390.00 397.00 +3.00 40 1,479 +7
Jul03 020822 379.00 383.00 379.00 383.00 +2.00 79 1,106 +20
Total Volume and Open Interest 4,406 28,103 -40
Oats(CBOT)
Sep02 020822 180.50 180.50 179.00 180.25 -0.75 193 2,352 -34
Dec02 020822 179.75 180.25 178.25 180.25 -0.50 688 6,912 -46
Mar03 020822 177.50 177.50 176.50 177.50 -0.25 88 1,735 +1
May03 020822 177.00 177.00 177.00 177.00 -0.50 28 214 +4
Total Volume and Open Interest 997 11,214 -75
Rough Rice(CBOT)
Sep02 020822 4.06 4.17 4.05 4.17 +0.08 355 1,647 -167
Nov02 020822 4.32 4.42 4.29 4.42 +0.08 455 2,794 +107
Jan03 020822 4.54 4.64 4.53 4.64 +0.08 9 913 -2
Mar03 020822 4.75 4.87 4.75 4.87 +0.09 32 755 +23
Total Volume and Open Interest 851 7,018 -39
Live Cattle(CME)
Aug02 020822 65.600 65.900 65.500 65.850 +0.400 890 2,257 -270
Oct02 020822 67.525 68.200 67.450 68.150 +0.675 6,006 44,207 -839
Dec02 020822 69.800 70.650 69.700 70.550 +0.825 2,869 23,331 +99
Feb03 020822 71.375 72.075 71.200 72.025 +0.600 1,050 14,308 +530
Apr03 020822 72.400 73.000 72.150 72.950 +0.525 401 6,846 +116
Jun03 020822 67.700 68.100 67.600 68.050 +0.425 183 2,465 +84
Total Volume and Open Interest 11,408 93,482 -279
Feeder Cattle(CME)
Aug02 020822 78.950 79.900 78.950 79.825 +0.925 289 2,461 -57
Sep02 020822 78.575 79.825 78.525 79.700 +1.350 274 1,914 -30
Oct02 020822 78.150 79.550 78.150 79.550 +1.500 536 4,540 +157
Nov02 020822 78.400 79.900 78.400 79.900 +1.500 260 1,607 +69
Jan03 020822 77.200 78.500 77.200 78.375 +1.250 91 1,013 +22
Mar03 020822 76.500 77.650 76.500 77.250 +1.000 5 166 +4
Apr03 020822 76.750 77.250 76.600 77.250 +1.050 9 126 +4
Total Volume and Open Interest 1,465 11,863 +170
Lean Hogs(CME)
Oct02 020822 34.650 35.500 34.600 35.000 +0.125 3,373 17,997 +216
Dec02 020822 35.100 35.500 34.750 35.150 -0.050 2,912 10,402 -566
Feb03 020822 42.975 43.400 42.600 42.800 -0.175 308 2,082 +54
Apr03 020822 50.000 50.100 49.600 49.700 -0.275 161 610 +4
May03 020822 57.600 57.750 57.350 57.575 -0.275 38 152 +22
Jun03 020822 59.250 59.250 58.950 59.000 -0.250 77 241 +42
Jul03 020822 58.800 58.800 58.700 58.750 -0.250 4 100 +2
Aug03 020822 55.900 55.900 55.600 55.600 +0.100 0 35 +0
Total Volume and Open Interest 6,875 31,621 -225
Pork Bellies(CME)
Aug02 020822 70.000 70.200 70.000 70.200 -0.400 10 23 +0
Feb03 020822 60.650 61.200 60.250 60.925 +0.100 313 909 -28
Mar03 020822 60.600 60.700 60.400 60.400 +0.150 0 27 +0
May03 020822 61.700 61.700 61.700 61.700 +0.200 1 1 -1
Jul03 020822 62.650 62.650 62.550 62.550 -0.200 3 10 +1
Total Volume and Open Interest 327 970 -28
Cocoa(NYBOT)
Sep02 020822 1939 1963 1933 1956 +26 318 2,291 -192
Dec02 020822 1940 1967 1938 1958 +21 4,803 39,363 +254
Mar03 020822 1934 1963 1932 1957 +26 1,121 20,796 -125
May03 020822 1942 1955 1942 1955 +28 289 7,142 +104
Jul03 020822 1933 1953 1933 1953 +30 267 7,347 +134
Sep03 020822 1932 1953 1932 1953 +30 210 11,139 +3
Dec03 020822 1935 1956 1935 1956 +33 22 9,662 -20
Total Volume and Open Interest 7,355 101,795 +378
Coffee "C"(NYBOT)
Sep02 020822 46.70 48.45 46.60 48.25 +1.55 7,307 4,164 -3,370
Dec02 020822 50.50 51.75 50.25 51.15 +0.95 8,580 39,796 +3,250
Mar03 020822 53.50 54.60 53.35 54.10 +0.85 1,966 12,514 +582
May03 020822 55.20 56.15 55.05 55.70 +0.85 445 4,345 +80
Jul03 020822 56.75 57.30 56.60 57.15 +0.80 176 4,314 +57
Sep03 020822 58.20 59.25 58.20 58.55 +0.75 77 2,647 +74
Total Volume and Open Interest 18,556 68,018 +675
Orange Juice(NYBOT)
Sep02 020822 100.15 100.15 99.50 100.00 unch 1,502 9,569 -1,148
Nov02 020822 103.00 103.00 102.40 102.90 -0.10 1,425 14,752 +648
Jan03 020822 105.10 105.10 104.40 105.00 unch 48 4,580 +11
Mar03 020822 105.00 105.65 105.00 105.65 -0.05 26 3,306 +4
May03 020822 106.40 106.40 106.40 106.40 unch 0 613 +0
Total Volume and Open Interest 3,001 33,265 -485
Sugar #11(NYBOT)
Oct02 020822 5.90 5.94 5.82 5.93 +0.07 9,176 88,359 +513
Mar03 020822 5.84 5.90 5.79 5.89 +0.06 4,122 41,573 +1,066
May03 020822 5.65 5.66 5.57 5.65 +0.01 541 12,666 +224
Jul03 020822 5.39 5.42 5.35 5.37 -0.03 548 17,698 +285
Oct03 020822 5.48 5.50 5.43 5.45 -0.03 365 11,251 +57
Total Volume and Open Interest 14,782 177,899 +2,155
London Cocoa(LCE)
Sep02 020822 1407 1411 1397 1410 +4 17,734 16,107 -14,333
Dec02 020822 1397 1414 1394 1414 +18 20,580 54,359 +11,439
Mar03 020822 1395 1413 1390 1412 +26 2,173 39,018 +741
May03 020822 1404 1421 1399 1421 +26 374 9,747 -115
Jul03 020822 1409 1429 1409 1429 +25 833 11,020 +527
Sep03 020822 1415 1433 1414 1433 +26 469 8,504 +400
Dec03 020822 1415 1435 1413 1435 +25 50 7,889 +50
Total Volume and Open Interest 42,223 148,507 -1,286
London Coffee(LCE)
Sep02 020822 499.00 500.00 496.00 497.00 -2.00 2,258 18,369 -1,812
Nov02 020822 516.00 518.00 514.00 515.00 -1.00 1,944 41,197 +532
Jan03 020822 531.00 532.00 529.00 531.00 unch 1,587 30,264 +115
Mar03 020822 548.00 550.00 547.00 548.00 unch 1,049 19,000 +460
May03 020822 563.00 563.00 562.00 563.00 +1.00 177 10,543 +65
Jul03 020822 575.00 578.00 575.00 578.00 +1.00 430 8,328 +114
Total Volume and Open Interest 8,083 129,934 -33
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020822 181.20 182.50 179.60 181.00 +1.10 2,235 17,927 -324
Dec02 020822 177.80 178.20 174.20 176.00 +0.60 1,125 10,404 +802
Mar03 020822 178.00 178.00 178.00 178.00 +0.60 118 11,015 +76
May03 020822 178.00 178.00 175.60 177.00 -0.40 65 4,019 +36
Total Volume and Open Interest 3,635 47,210 +668
Cotton(NYBOT)
Oct02 020822 43.00 44.00 42.80 43.94 +0.89 624 2,827 -23
Dec02 020822 44.35 45.50 44.34 45.47 +1.03 7,765 51,280 +34
Mar03 020822 46.40 47.40 46.31 47.35 +0.93 1,098 8,774 +78
May03 020822 49.25 50.05 49.05 50.05 +0.75 347 5,717 +104
Jul03 020822 50.30 51.05 50.15 51.05 +0.70 129 2,380 +52
Oct03 020822 51.39 52.05 51.39 52.05 +0.65 5 156 +5
Total Volume and Open Interest 9,978 72,271 +260
Lumber(CME)
Sep02 020822 251.0 253.0 247.2 248.7 -3.7 512 1,589 -110
Nov02 020822 253.4 253.4 248.5 249.3 -2.8 157 561 +18
Jan03 020822 260.0 260.0 258.1 258.9 -2.6 12 99 +9
Mar03 020822 266.1 266.6 265.5 266.0 +0.4 0 15 +0
Total Volume and Open Interest 681 2,297 -83
Crude Oil(NYM)
Oct02 020822 29.15 29.17 28.80 28.84 -0.40 112,193 179,918 +1,854
Nov02 020822 28.35 28.50 28.20 28.31 -0.19 39,072 40,724 +1,322
Dec02 020822 28.00 28.15 27.90 27.94 -0.14 23,981 54,126 +3,223
Jan03 020822 27.65 27.65 27.54 27.54 -0.10 4,643 24,921 +911
Feb03 020822 27.20 27.25 27.16 27.16 -0.07 2,107 11,252 +27
Mar03 020822 26.70 26.90 26.70 26.80 -0.06 1,482 13,474 +534
Apr03 020822 26.50 26.57 26.43 26.47 -0.07 440 7,307 +132
May03 020822 26.00 26.18 26.00 26.18 -0.07 714 4,898 +617
Jun03 020822 25.88 25.95 25.75 25.91 -0.07 1,767 17,284 +68
Jul03 020822 25.60 25.67 25.60 25.67 -0.07 688 6,075 +486
Total Volume and Open Interest 199,201 450,700 -2,089
Heating Oil(NYM)
Sep02 020822 74.90 75.20 74.50 74.82 -0.60 15,882 25,413 -3,125
Oct02 020822 75.80 76.00 75.35 75.65 -0.58 18,800 50,214 +3,386
Nov02 020822 76.40 76.60 76.00 76.25 -0.48 8,959 16,811 +1,289
Dec02 020822 77.00 77.00 76.45 76.70 -0.43 8,080 19,009 +480
Jan03 020822 77.00 77.15 76.60 76.80 -0.43 1,477 11,830 -107
Feb03 020822 76.15 76.30 75.75 75.95 -0.43 433 9,626 -84
Mar03 020822 74.10 74.15 73.50 73.85 -0.43 748 6,546 +78
Apr03 020822 71.80 71.85 71.15 71.50 -0.43 173 3,684 -12
May03 020822 69.60 69.60 69.20 69.20 -0.43 114 2,024 +114
Jun03 020822 68.75 68.75 68.20 68.20 -0.43 381 3,497 +129
Total Volume and Open Interest 55,330 152,582 +2,287
Unleaded Gas(NYM)
Sep02 020822 79.80 80.40 79.00 79.66 -1.00 17,690 26,558 -857
Oct02 020822 77.70 78.25 77.20 77.73 -0.84 18,430 47,101 +3,409
Nov02 020822 76.00 76.75 76.00 76.33 -0.74 5,259 10,471 +916
Dec02 020822 75.45 75.60 75.30 75.40 -0.67 3,108 9,565 +691
Jan03 020822 75.00 75.20 74.85 74.90 -0.57 534 3,249 +69
Feb03 020822 75.10 75.10 74.90 74.90 -0.57 128 2,011 -38
Mar03 020822 75.35 75.35 75.35 75.35 -0.57 22 2,182 +22
Apr03 020822 81.70 81.70 81.35 81.35 -0.57 0 1,498 -6
Total Volume and Open Interest 45,171 104,581 +4,206
Natural Gas(NYM)
Sep02 020822 3.280 3.530 3.260 3.515 +0.241 44,749 43,578 -1,346
Oct02 020822 3.340 3.595 3.320 3.591 +0.252 16,817 50,646 +2,352
Nov02 020822 3.600 3.840 3.590 3.828 +0.227 3,111 27,821 -182
Dec02 020822 3.855 4.051 3.830 4.051 +0.207 4,593 33,057 +392
Jan03 020822 3.975 4.157 3.965 4.157 +0.183 4,119 30,196 -737
Feb03 020822 3.960 4.107 3.930 4.107 +0.168 1,139 21,186 -110
Mar03 020822 3.895 4.027 3.860 4.027 +0.153 5,727 22,489 +713
Apr03 020822 3.750 3.887 3.750 3.887 +0.133 2,005 17,812 +1,070
Total Volume and Open Interest 95,729 438,757 +4,537
Brent Crude Oil(IPE)
Oct02 020822 27.40 27.59 27.00 27.02 -0.39 57,477 71,837 +5,172
Nov02 020822 27.10 27.33 26.91 26.94 -0.18 18,442 39,422 +2,101
Dec02 020822 26.81 27.04 26.68 26.68 -0.13 14,243 32,656 +665
Jan03 020822 26.50 26.66 26.36 26.36 -0.09 3,135 19,788 -591
Feb03 020822 26.29 26.32 26.05 26.05 -0.06 1,437 6,125 +226
Mar03 020822 25.88 25.88 25.72 25.72 -0.06 548 6,418 +294
Apr03 020822 25.55 25.55 25.39 25.39 -0.09 650 6,859 +350
May03 020822 25.17 25.17 25.08 25.08 -0.10 1,300 3,553 +700
Total Volume and Open Interest 101,677 229,148 +9,783
Gas Oil(IPE)
Sep02 020822 231.75 232.25 229.00 229.50 -3.50 15,068 44,202 -184
Oct02 020822 232.00 232.50 229.50 230.00 -2.75 12,096 35,032 +1,214
Nov02 020822 231.75 232.50 230.25 230.50 -2.50 1,524 27,439 -284
Dec02 020822 231.50 232.00 229.75 230.50 -2.00 4,697 40,624 -744
Jan03 020822 231.00 231.00 229.50 230.00 -2.00 1,977 12,111 +36
Feb03 020822 226.25 226.25 226.25 226.25 -1.75 100 4,596 +50
Mar03 020822 222.50 222.50 222.25 222.25 -1.75 76 6,225 +0
Apr03 020822 218.25 218.25 218.25 218.25 -1.75 350 1,812 +200
Total Volume and Open Interest 37,898 204,848 +678
US Dollar Index(NYBOT)
Sep02 020822 107.57 108.49 107.55 108.30 +1.02 319 7,801 -23
Dec02 020822 108.09 109.04 108.09 108.83 +1.01 20 2,652 +11
Mar03 020822 109.37 109.37 109.37 109.37 +1.01 0 2 +0
Total Volume and Open Interest 339 10,459 -12
Australian Dollar(IMM)
Sep02 020822 53.94 54.15 53.72 53.97 -0.31 1,222 20,869 -38
Dec02 020822 53.40 53.65 53.35 53.54 -0.31 12 857 +5
Mar03 020822 53.11 53.11 53.11 53.11 -0.31 0 19 +0
Total Volume and Open Interest 1,234 22,526 -33
British Pound(IMM)
Sep02 020822 152.52 152.58 151.58 151.94 -1.00 2,463 28,853 -400
Dec02 020822 151.70 151.70 150.70 151.06 -1.00 13 702 +3
Mar03 020822 150.16 150.16 150.16 150.16 -1.00 0 55 +0
Total Volume and Open Interest 2,476 29,615 -397
Canadian Dollar(IMM)
Sep02 020822 64.12 64.43 63.95 64.08 -0.08 5,096 51,316 -38
Dec02 020822 63.95 64.22 63.78 63.89 -0.08 310 8,674 -28
Mar03 020822 63.70 63.95 63.62 63.69 -0.09 16 2,159 -4
Jun03 020822 63.50 63.75 63.50 63.50 -0.10 5 778 +2
Total Volume and Open Interest 5,438 63,342 -59
Japanese Yen(IMM)
Sep02 020822 84.10 84.12 83.42 83.54 -0.98 5,017 67,864 -571
Dec02 020822 84.44 84.48 83.82 83.90 -0.98 82 1,955 +12
Mar03 020822 84.26 84.26 84.26 84.26 -0.98 0 351 +0
Total Volume and Open Interest 5,099 70,415 -559
Swiss Franc(IMM)
Sep02 020822 66.55 66.55 65.74 65.92 -0.84 4,240 36,397 -188
Dec02 020822 66.52 66.60 65.90 66.07 -0.84 67 1,039 +28
Mar03 020822 66.38 66.38 66.20 66.20 -0.84 0 44 +0
Total Volume and Open Interest 4,307 37,515 -160
EuroFX(IMM)
Sep02 020822 97.58 97.59 96.66 96.93 -0.92 11,781 98,780 +3,874
Dec02 020822 97.20 97.20 96.30 96.54 -0.91 152 4,977 +61
Mar03 020822 96.15 96.15 96.15 96.15 -0.91 0 251 +0
Total Volume and Open Interest 11,933 104,267 +3,935
Mexican Peso(IMM)
Sep02 020822 10150.0 10165.0 10087.0 10122.0 -30.0 4,031 12,148 -558
Dec02 020822 9955.0 9957.0 9930.0 9955.0 -32.0 423 2,449 +308
Total Volume and Open Interest 4,454 15,043 -250
30-Year T-Bonds(CBOT)
Sep02 020822 109~18 109~22 108~20 108~27 -0~30 206,940 361,894 -12,202
Dec02 020822 108~13 108~14 107~16 107~21 -0~30 34,048 119,230 +16,353
Mar03 020822 107~08 107~08 106~14 106~17 -0~29 358 104 +12
Total Volume and Open Interest 241,346 481,229 +4,163
Municipal Bonds(CBOT)
Sep02 020822 107~12 107~12 106~26 106~28 -0~30 608 3,986 -269
Dec02 020822 106~00 106~00 105~12 105~12 -1~01 345 367 +341
Total Volume and Open Interest 953 4,353 +72
10-Year T-Notes(CBOT)
Sep02 020822 112~135 112~165 111~255 111~315 -0~200 425,423 764,805 -4,604
Dec02 020822 111~020 111~020 110~125 110~190 -0~205 52,279 206,657 +2,076
Total Volume and Open Interest 477,702 971,463 -2,528
5-Year T-Notes(CBOT)
Sep02 020822 111~100 111~130 111~025 111~030 -0~145 68,909 594,253 -2,782
Dec02 020822 110~170 110~180 110~090 110~090 -0~155 14,299 93,953 +9,048
Total Volume and Open Interest 83,208 688,206 +6,266
2 Year T-Notes(CBOT)
Sep02 020822 106~090 106~092 106~072 106~072 -0~030 9,145 102,560 -1,738
Dec02 020822 106~029 106~032 106~012 106~012 -0~030 3,576 3,856 +3,087
Total Volume and Open Interest 12,721 106,416 +1,349
3-Mth T-Bills(IMM)
Sep02 020822 98.46 98.46 98.43 98.43 -0.01 0 862 +0
Total Volume and Open Interest 0 862 +0
Eurodollars(IMM)
Sep02 020822 98.220 98.220 98.202 98.207 -0.023 70,124 707,330 -3,030
Dec02 020822 98.225 98.245 98.200 98.215 -0.045 136,309 716,400 -11,799
Mar03 020822 98.050 98.065 97.990 98.005 -0.105 167,390 621,742 +2,952
Jun03 020822 97.730 97.745 97.650 97.660 -0.135 118,642 440,214 +2,895
Sep03 020822 97.310 97.340 97.265 97.270 -0.115 46,014 365,264 +2,827
Dec03 020822 96.900 96.935 96.870 96.875 -0.095 32,882 296,162 +1,604
Mar04 020822 96.560 96.605 96.545 96.550 -0.080 23,238 185,238 -1,109
Jun04 020822 96.295 96.335 96.275 96.280 -0.075 16,524 166,494 -47
Sep04 020822 96.055 96.080 96.020 96.025 -0.085 10,073 129,301 +218
Dec04 020822 95.815 95.840 95.780 95.780 -0.090 9,633 124,417 -82
Mar05 020822 95.600 95.645 95.580 95.580 -0.090 8,371 105,001 +661
Jun05 020822 95.420 95.445 95.380 95.380 -0.090 10,196 94,376 +1,393
Total Volume and Open Interest 694,237 4,481,258 -9,164
3-Mth Euro-Yen(IMM)
Sep02 020822 99.93 99.93 99.93 99.93 unch 4 12,234 +2
Dec02 020822 99.93 99.93 99.93 99.93 unch 0 5,045 +0
Mar03 020822 99.90 99.90 99.90 99.90 unch 0 3,810 +0
Jun03 020822 99.91 99.91 99.91 99.91 unch 0 6,339 +0
Sep03 020822 99.89 99.89 99.89 99.89 unch 0 2,271 -215
Dec03 020822 99.85 99.85 99.85 99.85 unch 100 2,645 +100
Mar04 020822 99.80 99.80 99.80 99.80 +0.01 0 720 +0
Jun04 020822 99.78 99.78 99.78 99.78 +0.01 0 477 +0
Sep04 020822 99.70 99.70 99.70 99.70 unch 0 800 +0
Dec04 020822 99.65 99.65 99.65 99.65 unch 0 161 +0
Total Volume and Open Interest 104 36,062 -113
3-Mth Euro-Yen(SIMEX)
Sep02 020822 99.93 99.93 99.93 99.93 +0.00 16 42,930 -13
Dec02 020822 99.93 99.93 99.93 99.93 +0.01 13 39,265 +11
Mar03 020822 99.90 99.90 99.90 99.90 +0.01 129 33,747 -165
Jun03 020822 99.91 99.92 99.91 99.91 +0.01 40 49,841 -194
Sep03 020822 99.89 99.89 99.89 99.89 unch 396 26,722 -19
Dec03 020822 99.86 99.86 99.86 99.86 +0.01 36 16,433 +0
Mar04 020822 99.80 99.81 99.80 99.81 +0.01 0 15,461 +0
Jun04 020822 99.78 99.79 99.78 99.79 +0.01 100 6,457 +100
Total Volume and Open Interest 730 240,160 -280
German Euro-Bund(EUREX)
Sep02 020822 110.00 110.09 109.63 109.74 -0.15 1,126,031 858,246 +29,324
Dec02 020822 109.35 109.35 109.02 109.10 -0.14 18,048 61,757 +5,669
Mar03 020822 108.96 108.96 108.96 108.96 -0.25 5,153 0 +0
Total Volume and Open Interest 1,149,232 920,003 +34,993
German Euro-Bobl(EUREX)
Sep02 020822 107.86 107.86 107.55 107.67 -0.10 577,364 566,649 -22,148
Dec02 020822 106.94 107.02 106.94 106.98 -0.11 6,473 54,622 +5,086
Mar03 020822 106.87 106.87 106.87 106.87 -0.10 5,963 0 +0
Total Volume and Open Interest 589,800 621,271 -17,062
Long Gilt(LIFFE)
Sep02 020822 115~00 115~02 114~24 114~28 -0~11 29,902 99,325 +23
Dec02 020822 117~12 117~17 117~09 117~12 -0~12 474 478 +451
Total Volume and Open Interest 30,376 99,803 +474
3-Mth Short Sterling(LIFFE)
Sep02 020822 95.99 95.99 95.96 95.98 -0.02 10,534 0 +0
Dec02 020822 95.95 95.96 95.91 95.94 -0.04 31,346 0 +0
Mar03 020822 95.79 95.79 95.72 95.77 -0.05 52,158 0 +0
Total Volume and Open Interest 126,621    
3-Mth Euribor(LIFFE)
Sep02 020822 96.630 96.635 96.615 96.630 -0.010 53,907 355,394 +3,258
Dec02 020822 96.575 96.590 96.535 96.575 -0.035 90,878 393,578 +1,484
Mar03 020822 96.480 96.485 96.420 96.470 -0.045 174,524 318,418 -15,675
Total Volume and Open Interest 476,247 1,757,012 -9,391
3-Mth Aus T-Bills(SFE)
Sep02 020822 95.01 95.02 94.99 95.02 -0.01 11,471 254,590 +1,891
Dec02 020822 94.94 94.95 94.92 94.94 -0.05 11,952 213,646 +6,094
Mar03 020822 94.76 94.79 94.75 94.78 -0.05 2,029 75,608 +1,390
Jun03 020822 94.64 94.65 94.64 94.65 -0.05 260 33,109 -159
Sep03 020822 94.50 94.53 94.50 94.52 -0.05 438 21,722 +374
Dec03 020822 94.36 94.38 94.36 94.38 -0.05 476 17,291 +254
Mar04 020822 94.25 94.27 94.25 94.27 -0.04 427 11,449 +624
Jun04 020822 94.15 94.15 94.15 94.15 -0.05 25 5,237 -25
Sep04 020822 94.06 94.06 94.06 94.06 -0.04 0 2,025 +0
Dec04 020822 93.98 93.98 93.98 93.98 -0.04 0 1,425 +0
Total Volume and Open Interest 27,078 637,089 +10,443
10-Year Aus T-Bonds(SFE)
Sep02 020822 94.29 94.29 94.25 94.28 -0.05 1,449 233,799 -3,095
Dec02 020822 94.25 94.25 94.25 94.25 -0.05 0 400 +0
Total Volume and Open Interest 9,142 237,294 -3,597
3-Year Aus T-Bonds(SFE)
Sep02 020822 94.70 94.71 94.66 94.70 -0.06 32,389 690,650 +7,012
Dec02 020822 94.66 94.66 94.66 94.66 -0.06 0 1,000 +0
Total Volume and Open Interest 32,389 691,650 +7,012
Gold(CMX)
Aug02 020822 305.8 306.6 304.9 306.6 -1.0 219 339 -37
Oct02 020822 306.6 307.9 305.0 307.2 -0.9 322 12,160 -29
Dec02 020822 307.6 309.0 306.1 308.3 -1.0 15,050 89,969 +144
Feb03 020822 307.8 310.0 307.3 309.0 -1.0 7 9,684 +131
Apr03 020822 309.0 310.1 308.0 309.6 -0.9 205 4,321 +45
Jun03 020822 310.2 310.2 310.2 310.2 -0.9 2 6,163 +0
Total Volume and Open Interest 15,938 150,059 +366
Silver(CMX)
Sep02 020822 441.5 449.0 438.0 446.5 +4.5 5,588 23,785 -1,597
Dec02 020822 444.0 452.0 441.0 449.2 +4.4 3,180 44,614 +1,331
Mar03 020822 445.0 452.5 441.0 451.3 +4.5 511 3,454 +134
May03 020822 452.4 452.4 452.4 452.4 +4.5 1 2,125 +0
Jul03 020822 450.0 453.5 448.0 453.5 +4.5 9 4,425 -3
Total Volume and Open Interest 9,299 83,305 -125
Platinum(NYM)
Oct02 020822 540.5 546.0 539.5 544.9 +2.4 597 6,627 -82
Jan03 020822 538.9 538.9 538.9 538.9 +2.4 54 132 +48
Apr03 020822 538.9 538.9 538.9 538.9 +2.4 0 2 +0
Total Volume and Open Interest 651 6,761 -34
Palladium(NYME)
Sep02 020822 320.00 322.00 320.00 320.50 +1.50 327 1,313 -252
Dec02 020822 319.00 321.80 319.00 321.25 +1.25 351 1,071 +228
Total Volume and Open Interest 678 2,384 -24
Copper(CMX)
Sep02 020822 68.20 68.75 67.90 68.50 +0.90 6,126 34,899 -541
Dec02 020822 68.90 69.30 68.65 69.20 +0.85 4,371 31,098 +1,151
Mar03 020822 69.60 70.05 69.60 69.95 +0.85 239 5,239 +73
May03 020822 70.50 70.50 70.50 70.50 +0.85 52 2,897 -19
Jul03 020822 70.95 70.95 70.95 70.95 +0.85 14 2,599 +10
Total Volume and Open Interest 14,719 106,900 +560
DJIA Index(CBOT)
Sep02 020822 8964 9080 8925 9040 +65 24,911 31,034 -248
Dec02 020822 8945 9060 8945 9030 +66 79 727 +7
Mar03 020822 9050 9050 9025 9025 +66 0 6 +0
Jun03 020822 9021 9021 9021 9021 +66      
Total Volume and Open Interest 24,990 31,794 -241
S & P 500(CME)
Sep02 020822 950.50 966.00 946.10 961.10 +8.80 71,465 567,620 +1,323
Dec02 020822 950.00 965.10 947.20 961.40 +8.90 2,403 30,221 +1,716
Mar03 020822 961.60 961.60 961.60 961.60 +8.90 1 19,705 +0
Jun03 020822 962.30 962.30 962.30 962.30 +8.90 0 326 +0
Total Volume and Open Interest 73,869 617,918 +3,039
S & P 500 E-Mini(Globex)
Sep02 020822 951.25 966.00 946.00 961.00 +8.75 526,005 345,019 -1,308
Dec02 020822 951.00 965.00 947.00 961.50 +9.00 65 178 +19
Total Volume and Open Interest 526,070 345,197 -1,289
NASDAQ 100(CME)
Sep02 020822 1038.00 1055.00 1024.00 1052.00 +14.00 11,677 66,122 +371
Dec02 020822 1055.00 1056.50 1047.00 1056.50 +14.00 301 509 +390
Mar03 020822 1061.00 1061.00 1061.00 1061.00 +14.00      
Total Volume and Open Interest 11,978 66,631 +761
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020822 1038.0 1055.0 1023.5 1052.0 +14.0 225,905 177,809 +5,353
Dec02 020822 1039.0 1058.0 1035.0 1056.5 +14.0 34 32 +3
Total Volume and Open Interest 225,939 177,841 +5,356
NYSE Composite(NYBOT)
Sep02 020822 508.50 515.35 508.00 515.00 +5.00 360 4,757 +9
Dec02 020822 515.00 515.00 515.00 515.00 +5.00 0 310 +0
Mar03 020822 515.00 515.00 515.00 515.00 +5.00 0 100 +0
Total Volume and Open Interest 360 5,167 +9
S & P Midcap 400(CME)
Sep02 020822 460.50 467.00 457.50 463.60 +3.60 1,595 16,150 -43
Dec02 020822 464.50 464.50 464.50 464.50 +3.60      
Mar03 020822 467.50 467.50 467.50 467.50 +3.60      
Total Volume and Open Interest 1,595 16,150 -43
Russell 2000(CME)
Sep02 020822 406.00 411.75 403.50 408.50 +0.25 2,693 25,375 +541
Dec02 020822 409.00 409.00 409.00 409.00 +0.25 0 12 +0
Mar03 020822 411.00 411.00 411.00 411.00 +0.25      
Total Volume and Open Interest 2,693 25,387 +541
Value Line(KCBT)
Sep02 020822 1070.00 1084.50 1068.50 1084.50 +12.50 39 162 +15
Total Volume and Open Interest 39 162 +15
Nikkei 225(CME)
Sep02 020822 9750 9895 9750 9855 +245 1,200 24,469 -309
Dec02 020822 9850 9850 9850 9850 +245 0 92 +0
Total Volume and Open Interest 1,201 24,566 -308
Nikkei 225(SIMEX)
Sep02 020822 9640 9850 9555 9790 +200 16,820 85,519 -131
Dec02 020822 9755 9755 9755 9755 +200 12 164 +12
Mar03 020822 9755 9755 9755 9755 +200 0 300 +0
Total Volume and Open Interest 16,832 85,983 -119
CAC 40(MATIF)
Aug02 020822 3535.0 3619.0 3520.5 3597.0 +114.0 61,219 473,705 +14,473
Sep02 020822 3538.0 3623.0 3536.0 3606.0 +114.0 1,118 142,115 -888
Oct02 020822 3617.0 3617.0 3617.0 3617.0 +114.5 0 10 +0
Total Volume and Open Interest 63,537 643,771 +13,835
DAX Index(EUREX)
Sep02 020822 3895.0 3940.0 3862.5 3891.5 +13.0 74,901 202,294 -3,037
Dec02 020822 3943.0 3970.5 3904.0 3925.0 +13.5 142 6,394 +33
Mar03 020822 3958.0 3958.0 3958.0 3958.0 +16.0 260 1,835 +114
Total Volume and Open Interest 75,303 210,523 -2,890
FT-SE 100(LIFFE)
Sep02 020822 4406.00 4449.00 4391.00 4444.00 +79.00 65,153 439,546 -9,079
Dec02 020822 4447.00 4468.00 4422.50 4468.00 +79.00 1,437 34,091 +25
Mar03 020822 4459.50 4459.50 4459.50 4459.50 +79.00 500 15,454 +0
Total Volume and Open Interest 69,030 499,207 -7,921
SPI 200(SFE)
Sep02 020822 3169.0 3192.0 3169.0 3192.0 +36.0 7,473 172,236 -3,223
Dec02 020822 3189.0 3204.0 3189.0 3204.0 +37.0 241 3,056 +141
Mar03 020822 3213.0 3213.0 3213.0 3213.0 +37.0 50 1,190 -35
Total Volume and Open Interest 7,821 177,955 -3,182
GSCI(CME)
Sep02 020822 214.90 215.70 214.30 215.40 +0.40 310 17,975 +76
Oct02 020822 215.25 215.25 215.25 215.25 +0.25 1 5 +0
Nov02 020822 215.25 215.25 215.25 215.25 +0.25      
Total Volume and Open Interest 311 17,980 +76
Bridge CRB Index(NYBOT)
Nov02 020822 219.25 219.90 218.40 219.80 +1.05 38 216 +9
Jan03 020822 221.80 221.80 221.80 221.80 +1.05 0 103 +0
Feb03 020822 221.80 221.80 221.80 221.80 +1.05 0 50 +0
Total Volume and Open Interest 38 369 +9
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

Banner

Login

Newsflash

Let MRCI introduce you to our brand new Futures Highlight!

The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

FREE for a limited time!!!