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 Tue August 27, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep02 020827 553.50 563.50 553.25 562.75 +9.00 6,085 12,880 -2,636
Nov02 020827 539.50 545.75 536.50 544.50 +5.50 26,776 98,426 +724
Jan03 020827 541.50 546.50 539.50 545.50 +3.50 2,310 21,563 +553
Mar03 020827 542.00 546.50 539.50 544.50 +1.75 610 17,343 -55
May03 020827 541.00 544.00 538.50 542.50 +0.50 402 28,376 +26
Jul03 020827 541.00 543.50 537.50 541.00 +1.00 448 8,976 -133
Aug03 020827 538.00 538.00 536.50 537.50 -0.50 11 263 +1
Total Volume and Open Interest 36,716 191,578 -1,523
Soybean Meal(CBOT)
Sep02 020827 176.80 179.40 176.50 178.70 +2.50 8,489 13,447 -824
Oct02 020827 170.70 173.00 170.30 172.30 +2.20 4,534 23,066 +702
Dec02 020827 169.70 171.60 168.80 170.70 +1.60 8,218 56,536 -310
Jan03 020827 169.50 171.10 168.60 170.40 +1.50 879 8,440 -229
Mar03 020827 168.00 169.50 167.10 168.80 +1.10 462 8,024 +50
May03 020827 166.80 167.60 166.00 167.00 +0.70 292 13,039 -50
Jul03 020827 166.50 167.70 166.00 167.00 +0.80 330 7,845 +156
Aug03 020827 165.50 165.50 165.00 165.20 unch 35 1,975 +30
Total Volume and Open Interest 23,303 136,315 -442
Soybean Oil(CBOT)
Sep02 020827 20.86 20.87 20.68 20.77 -0.14 9,418 15,747 -2,565
Oct02 020827 20.80 20.86 20.68 20.75 -0.15 3,289 18,760 +593
Dec02 020827 20.82 20.89 20.70 20.76 -0.18 12,092 81,781 -1,336
Jan03 020827 20.75 20.85 20.68 20.72 -0.16 1,006 9,370 +342
Mar03 020827 20.80 20.83 20.64 20.66 -0.22 1,131 6,560 -288
May03 020827 20.84 20.84 20.65 20.67 -0.17 2,180 8,046 -319
Jul03 020827 20.82 20.82 20.58 20.66 -0.16 516 4,941 +11
Aug03 020827 20.70 20.70 20.45 20.53 -0.16 54 987 +54
Total Volume and Open Interest 29,790 149,491 -3,517
Canola(WCE)
Sep02 020827 426.4 426.4 426.4 426.4 -0.6 0 105 +0
Nov02 020827 432.0 432.5 430.2 430.3 -2.6 2,388 32,289 -603
Jan03 020827 434.5 435.4 433.5 434.9 -1.1 1,212 15,536 -32
Mar03 020827 434.5 434.8 432.9 433.4 -2.1 248 7,392 +66
May03 020827 431.5 431.5 431.5 431.5 -1.0 0 1,739 +0
Total Volume and Open Interest 3,848 57,602 -569
Corn(CBOT)
Sep02 020827 263.00 263.00 260.50 261.25 -2.00 21,792 55,546 -10,088
Dec02 020827 273.75 274.25 271.75 272.25 -2.50 35,908 319,926 +1,263
Mar03 020827 279.75 280.25 278.00 278.25 -2.25 6,767 66,671 +664
May03 020827 281.75 282.25 280.25 280.50 -1.75 1,294 15,611 +13
Jul03 020827 281.25 281.25 279.50 279.75 -2.00 1,749 23,422 -26
Sep03 020827 265.00 265.00 262.50 262.50 -1.50 134 5,077 +79
Total Volume and Open Interest 68,334 508,737 -8,085
Wheat(CBOT)
Sep02 020827 351.00 357.50 349.50 352.50 -1.00 6,375 11,846 -4,181
Dec02 020827 363.00 369.50 361.00 364.50 -0.75 20,807 91,736 +1,443
Mar03 020827 370.00 376.00 368.50 372.00 -0.25 2,524 16,808 +917
May03 020827 364.00 368.75 362.00 363.00 -2.00 124 1,402 +5
Jul03 020827 345.00 347.00 342.00 342.50 -3.75 784 7,326 -60
Total Volume and Open Interest 30,714 130,716 -1,851
Wheat(KCBT)
Sep02 020827 400.00 411.00 398.50 405.25 +1.75 3,798 6,567 -5,452
Dec02 020827 404.50 413.50 403.00 408.50 +2.00 10,873 51,703 +1,031
Mar03 020827 404.50 412.00 403.00 407.50 +0.50 1,986 12,718 +360
May03 020827 392.00 397.00 391.00 394.00 unch 102 1,129 +66
Jul03 020827 367.00 369.00 365.00 365.00 -4.50 282 4,091 -38
Total Volume and Open Interest 17,043 76,275 -4,031
Wheat(MGE)
Sep02 020827 419.00 430.00 416.25 427.25 +6.00 2,716 4,928 -1,873
Dec02 020827 421.25 428.50 419.50 425.50 +2.75 5,243 16,026 +1,085
Mar03 020827 422.50 427.50 420.75 424.00 +0.25 569 3,951 +294
May03 020827 410.00 413.50 409.00 410.25 +0.25 259 1,459 -24
Jul03 020827 391.00 394.00 390.00 391.00 -1.50 204 1,254 +59
Total Volume and Open Interest 9,017 28,381 -447
Oats(CBOT)
Sep02 020827 186.00 186.75 184.50 186.50 +1.50 819 983 -1,397
Dec02 020827 188.50 189.50 187.50 189.50 +2.50 1,007 7,239 +244
Mar03 020827 184.50 184.50 183.00 184.50 +2.00 146 1,811 +59
May03 020827 182.00 182.00 181.50 181.50 +2.50 0 214 +0
Total Volume and Open Interest 1,972 10,248 -1,094
Rough Rice(CBOT)
Sep02 020827 4.19 4.19 4.14 4.14 -0.08 230 1,429 -189
Nov02 020827 4.46 4.46 4.38 4.39 -0.08 277 3,054 +131
Jan03 020827 4.67 4.67 4.62 4.62 -0.08 14 919 +0
Mar03 020827 4.88 4.88 4.84 4.84 -0.08 0 786 -1
Total Volume and Open Interest 527 7,143 -59
Live Cattle(CME)
Aug02 020827 64.850 64.850 64.400 64.500 -0.250 609 1,218 -345
Oct02 020827 67.075 67.275 66.900 67.000 -0.075 6,553 42,809 -696
Dec02 020827 69.800 69.850 69.550 69.700 -0.175 2,471 24,887 +442
Feb03 020827 71.200 71.500 71.100 71.375 +0.050 623 15,500 +136
Apr03 020827 72.150 72.275 72.000 72.200 -0.100 276 7,335 +57
Jun03 020827 67.500 67.500 67.300 67.425 -0.100 261 2,838 +90
Total Volume and Open Interest 10,823 94,681 -307
Feeder Cattle(CME)
Aug02 020827 79.400 79.450 79.300 79.450 +0.150 373 2,072 -93
Sep02 020827 79.100 79.125 78.900 79.000 +0.050 162 1,801 -39
Oct02 020827 79.000 79.125 78.750 78.825 +0.025 737 5,286 +57
Nov02 020827 79.300 79.350 79.050 79.125 -0.025 223 1,839 +47
Jan03 020827 77.625 77.800 77.475 77.525 -0.100 112 1,061 -18
Mar03 020827 76.500 76.550 76.500 76.550 +0.075 7 168 -2
Apr03 020827 76.600 76.800 76.350 76.350 -0.150 3 118 -1
Total Volume and Open Interest 1,619 12,392 -47
Lean Hogs(CME)
Oct02 020827 32.250 32.650 32.050 32.225 -0.400 3,403 18,373 +99
Dec02 020827 33.450 33.825 33.325 33.650 +0.100 2,705 11,231 +802
Feb03 020827 41.800 42.300 41.800 42.050 +0.250 726 2,514 +363
Apr03 020827 48.250 48.500 48.100 48.375 +0.100 168 740 +32
May03 020827 56.650 57.000 56.650 57.000 +0.550 71 200 +27
Jun03 020827 58.500 58.900 58.500 58.775 +0.550 49 282 +30
Jul03 020827 57.950 58.500 57.950 58.500 +0.450 17 121 +12
Aug03 020827 55.300 55.300 55.300 55.300 +0.250 4 44 +4
Total Volume and Open Interest 7,143 33,507 +1,369
Pork Bellies(CME)
Feb03 020827 61.200 62.500 60.550 62.075 +1.275 270 967 +30
Mar03 020827 61.500 61.500 61.500 61.500 +1.400 1 30 +0
May03 020827 62.100 62.100 62.100 62.100 +0.400 0 1 +0
Jul03 020827 63.600 63.600 62.900 62.900 +0.925 0 11 +0
Aug03 020827 61.600 61.600 61.600 61.600 +0.350 0 3 +0
Total Volume and Open Interest 283 1,014 +18
Cocoa(NYBOT)
Sep02 020827 1930 1968 1930 1964 +27 167 1,402 -183
Dec02 020827 1940 1969 1940 1964 +24 3,764 38,897 -313
Mar03 020827 1950 1970 1950 1970 +20 1,419 21,277 +456
May03 020827 1965 1985 1965 1980 +20 591 7,370 -84
Jul03 020827 1977 1985 1977 1984 +20 52 7,387 -4
Sep03 020827 1989 1989 1988 1988 +19 300 11,406 -34
Dec03 020827 1975 1993 1975 1993 +21 163 9,903 +103
Total Volume and Open Interest 6,628 102,347 +111
Coffee "C"(NYBOT)
Sep02 020827 48.40 48.70 48.25 48.60 +0.25 1,133 2,279 -667
Dec02 020827 50.60 50.85 50.20 50.80 +0.20 7,618 40,146 +1,270
Mar03 020827 53.45 53.60 53.10 53.60 +0.15 1,990 12,685 +51
May03 020827 55.25 55.40 54.75 55.00 +0.05 491 4,477 +142
Jul03 020827 56.60 56.60 56.30 56.30 -0.05 759 4,330 +73
Sep03 020827 58.00 58.00 57.60 57.75 unch 162 3,035 +147
Total Volume and Open Interest 12,165 67,199 +1,024
Orange Juice(NYBOT)
Sep02 020827 99.80 99.80 99.30 99.50 -0.05 952 7,330 -330
Nov02 020827 102.80 102.95 102.50 102.60 -0.20 866 15,496 +158
Jan03 020827 104.90 105.10 104.80 104.85 -0.05 466 4,907 +205
Mar03 020827 106.00 106.00 105.65 105.80 unch 83 3,354 +27
May03 020827 106.80 106.80 106.80 106.80 unch 27 633 +10
Total Volume and Open Interest 2,394 32,175 +70
Sugar #11(NYBOT)
Oct02 020827 5.78 6.01 5.75 5.99 +0.23 8,344 85,619 -1,011
Mar03 020827 5.76 5.95 5.75 5.95 +0.20 2,312 42,752 +323
May03 020827 5.58 5.71 5.57 5.71 +0.17 397 13,012 -14
Jul03 020827 5.35 5.47 5.35 5.47 +0.15 322 18,356 +94
Oct03 020827 5.45 5.53 5.45 5.53 +0.10 287 11,739 +21
Total Volume and Open Interest 12,019 178,074 -438
London Cocoa(LCE)
Sep02 020827 1380 1388 1377 1388 -12 1,276 14,706 -836
Dec02 020827 1401 1409 1392 1408 -5 3,553 54,255 -151
Mar03 020827 1404 1413 1395 1412 -2 1,709 40,181 +811
May03 020827 1415 1427 1410 1427 +2 417 9,970 -24
Jul03 020827 1426 1437 1421 1437 unch 142 11,110 +39
Sep03 020827 1428 1442 1426 1442 +4 58 8,610 +17
Dec03 020827 1428 1444 1428 1444 +4 131 7,889 -20
Total Volume and Open Interest 7,286 148,584 -164
London Coffee(LCE)
Sep02 020827 499.00 501.00 496.00 501.00 +1.00 1,803 16,385 -1,157
Nov02 020827 515.00 519.00 513.00 518.00 +1.00 1,903 42,685 +653
Jan03 020827 530.00 534.00 526.00 534.00 +1.00 982 30,948 +647
Mar03 020827 545.00 550.00 544.00 550.00 +2.00 435 19,393 +207
May03 020827 561.00 565.00 560.00 565.00 +2.00 56 10,568 +28
Jul03 020827 575.00 579.00 573.00 579.00 +1.00 370 8,978 +359
Total Volume and Open Interest 5,824 132,192 +1,012
London Sugar(LCE)
Aug02 020716 195.50 196.00 183.00 186.00 -10.10 2,618 2,258 -977
Oct02 020827 179.50 183.00 179.00 182.40 +3.40 2,418 17,989 -265
Dec02 020827 173.80 176.30 173.00 175.40 +1.90 1,011 11,192 +534
Mar03 020827 175.10 179.00 175.10 178.40 +2.20 80 11,036 +29
May03 020827 175.50 177.50 175.50 177.50 +2.30 7 4,031 +7
Total Volume and Open Interest 3,561 48,326 +348
Cotton(NYBOT)
Oct02 020827 43.56 43.75 43.05 43.35 +0.15 382 2,698 -64
Dec02 020827 45.40 45.50 44.70 45.06 +0.23 4,002 49,492 -58
Mar03 020827 47.30 47.30 46.70 47.05 +0.18 694 8,752 +64
May03 020827 49.90 50.10 49.70 50.10 +0.50 178 5,899 +21
Jul03 020827 51.15 51.15 51.15 51.15 +0.50 21 2,376 -10
Oct03 020827 51.95 51.95 51.95 51.95 +0.45 0 156 +0
Total Volume and Open Interest 5,280 70,514 -46
Lumber(CME)
Sep02 020827 246.2 247.0 238.2 241.3 -6.1 167 1,559 -24
Nov02 020827 248.0 248.0 242.6 243.2 -5.0 89 646 +21
Jan03 020827 258.1 258.1 256.0 256.4 -2.9 9 108 +5
Mar03 020827 266.6 267.0 264.6 264.6 -1.9 1 23 +0
Total Volume and Open Interest 267 2,372 +2
Crude Oil(NYM)
Oct02 020827 29.40 29.65 28.68 28.83 -0.45 77,471 179,246 +7,077
Nov02 020827 28.95 29.25 28.52 28.60 -0.31 23,617 47,287 +4,795
Dec02 020827 28.65 28.90 28.35 28.37 -0.17 18,521 57,231 +3,347
Jan03 020827 28.20 28.40 27.95 27.96 -0.16 1,390 25,861 +19
Feb03 020827 28.00 28.05 27.55 27.56 -0.14 1,053 11,571 -174
Mar03 020827 27.40 27.45 27.15 27.17 -0.14 1,800 15,978 +1,005
Apr03 020827 27.10 27.10 26.80 26.80 -0.15 632 8,047 +41
May03 020827 26.46 26.46 26.46 26.46 -0.16 284 5,193 -51
Jun03 020827 26.42 26.45 26.15 26.15 -0.17 1,216 17,660 -483
Jul03 020827 25.88 25.88 25.88 25.88 -0.18 171 6,055 +107
Total Volume and Open Interest 136,673 465,920 +15,037
Heating Oil(NYM)
Sep02 020827 75.20 76.00 74.75 75.01 -0.10 14,479 18,461 -2,769
Oct02 020827 76.40 77.20 75.60 75.97 -0.41 17,454 55,949 +3,717
Nov02 020827 77.30 77.85 76.60 76.72 -0.36 5,336 19,317 +1,639
Dec02 020827 77.90 78.45 77.30 77.37 -0.26 5,322 18,204 -411
Jan03 020827 78.10 78.70 77.40 77.57 -0.26 1,163 12,425 +395
Feb03 020827 77.30 77.80 76.70 76.72 -0.26 474 9,235 -261
Mar03 020827 75.15 75.50 74.62 74.62 -0.26 528 6,868 +274
Apr03 020827 72.90 73.25 72.27 72.27 -0.26 291 3,617 -23
May03 020827 70.90 70.90 69.92 69.92 -0.26 104 2,219 +41
Jun03 020827 68.87 68.87 68.87 68.87 -0.26 190 3,480 -47
Total Volume and Open Interest 45,718 154,012 +2,760
Unleaded Gas(NYM)
Sep02 020827 82.20 83.40 81.50 81.80 -0.31 17,265 23,154 +599
Oct02 020827 79.40 80.60 78.50 78.72 -0.88 18,031 53,852 +3,861
Nov02 020827 78.50 79.20 77.30 77.42 -0.88 3,904 12,092 +1,017
Dec02 020827 77.50 78.10 76.57 76.57 -0.78 2,021 8,995 +129
Jan03 020827 76.90 76.90 75.97 75.97 -0.78 379 3,379 +50
Feb03 020827 76.75 76.75 75.92 75.92 -0.83 0 2,101 +0
Mar03 020827 77.10 77.10 76.17 76.17 -0.93 125 2,337 +120
Apr03 020827 81.92 81.92 81.92 81.92 -1.03 4 1,518 +1
Total Volume and Open Interest 41,793 109,375 +5,778
Natural Gas(NYM)
Sep02 020827 3.530 3.550 3.470 3.483 -0.134 49,323 29,475 -6,034
Oct02 020827 3.585 3.615 3.520 3.531 -0.145 29,546 59,412 +5,615
Nov02 020827 3.830 3.855 3.780 3.784 -0.135 5,877 29,654 +459
Dec02 020827 4.070 4.085 4.010 4.026 -0.125 5,490 31,504 +363
Jan03 020827 4.195 4.200 4.130 4.141 -0.120 3,497 30,712 +891
Feb03 020827 4.150 4.150 4.080 4.083 -0.123 1,812 21,571 +140
Mar03 020827 4.045 4.080 3.996 3.996 -0.125 1,530 25,365 +422
Apr03 020827 3.900 3.910 3.864 3.864 -0.112 1,876 19,076 +777
Total Volume and Open Interest 107,651 439,523 +3,075
Brent Crude Oil(IPE)
Oct02 020827 27.68 27.92 27.17 27.22 +0.23 37,201 73,920 +1,780
Nov02 020827 27.62 27.81 27.19 27.23 +0.35 16,400 41,086 +515
Dec02 020827 27.40 27.56 27.05 27.08 +0.40 8,837 33,287 +788
Jan03 020827 27.04 27.18 26.74 26.74 +0.34 1,011 19,815 +396
Feb03 020827 26.82 26.82 26.38 26.38 +0.26 265 6,338 -9
Mar03 020827 26.40 26.43 26.02 26.02 +0.21 533 6,393 -125
Apr03 020827 26.08 26.08 25.70 25.70 +0.20 300 6,269 +50
May03 020827 25.80 25.80 25.38 25.38 +0.14 0 3,903 +266
Total Volume and Open Interest 67,832 234,646 +4,336
Gas Oil(IPE)
Sep02 020827 233.00 235.75 231.50 232.50 +3.00 8,837 42,025 +12
Oct02 020827 233.75 236.25 232.00 232.75 +2.50 5,726 39,130 +1,130
Nov02 020827 235.00 236.00 232.50 233.25 +2.50 943 28,187 +33
Dec02 020827 235.00 235.75 229.00 233.25 +2.50 1,793 41,549 +522
Jan03 020827 235.00 235.00 232.50 232.50 +2.00 1,613 12,060 +261
Feb03 020827 231.00 231.00 228.50 228.50 +1.50 0 4,596 +0
Mar03 020827 224.00 224.00 224.00 224.00 +1.00 0 6,225 -4
Apr03 020827 221.75 221.75 219.50 219.50 +0.50 0 1,712 +0
Total Volume and Open Interest 19,812 208,041 +2,154
US Dollar Index(NYBOT)
Sep02 020827 107.52 107.75 106.81 106.84 -1.11 382 7,520 -102
Dec02 020827 107.94 108.21 107.32 107.35 -1.13 158 2,756 +79
Mar03 020827 107.89 107.89 107.89 107.89 -1.13 0 2 +0
Total Volume and Open Interest 540 10,282 -23
Australian Dollar(IMM)
Sep02 020827 55.26 55.38 55.15 55.35 +1.12 309 21,437 -93
Dec02 020827 54.85 54.92 54.80 54.92 +1.12 37 918 +31
Mar03 020827 54.49 54.49 54.49 54.49 +1.12 0 20 +0
Total Volume and Open Interest 347 23,155 -63
British Pound(IMM)
Sep02 020827 152.50 153.40 152.10 153.32 +1.34 1,064 28,061 -75
Dec02 020827 151.60 152.56 151.30 152.44 +1.34 99 800 +37
Mar03 020827 151.54 151.54 151.54 151.54 +1.34 0 55 +0
Total Volume and Open Interest 1,163 28,921 -38
Canadian Dollar(IMM)
Sep02 020827 64.46 64.52 64.30 64.31 +0.05 4,077 51,446 +425
Dec02 020827 64.26 64.32 64.10 64.12 +0.05 191 8,672 +45
Mar03 020827 64.08 64.08 63.90 63.92 +0.05 2 2,170 -2
Jun03 020827 63.73 63.73 63.73 63.73 +0.05 0 779 +0
Total Volume and Open Interest 4,270 63,480 +468
Japanese Yen(IMM)
Sep02 020827 84.75 84.87 84.26 84.73 +1.05 1,962 67,286 -168
Dec02 020827 85.16 85.20 84.69 85.11 +1.07 88 2,056 +63
Mar03 020827 85.49 85.49 85.49 85.49 +1.09 0 411 +0
Total Volume and Open Interest 2,050 69,998 -105
Swiss Franc(IMM)
Sep02 020827 66.55 67.16 66.24 67.04 +0.90 2,553 35,441 +267
Dec02 020827 66.68 67.29 66.68 67.21 +0.91 76 1,122 +49
Mar03 020827 67.13 67.36 67.13 67.36 +0.92 0 44 +0
Total Volume and Open Interest 2,629 36,642 +316
EuroFX(IMM)
Sep02 020827 97.66 98.31 97.27 98.24 +1.10 4,235 94,072 -853
Dec02 020827 97.29 97.95 96.92 97.85 +1.10 100 5,246 +13
Mar03 020827 96.60 97.46 96.60 97.46 +1.10 0 250 +0
Total Volume and Open Interest 4,335 99,827 -840
Mexican Peso(IMM)
Sep02 020827 10140.0 10180.0 10070.0 10072.0 -58.0 1,735 12,778 +341
Dec02 020827 10020.0 10020.0 9912.0 9912.0 -55.5 126 2,640 +80
Total Volume and Open Interest 1,861 15,864 +421
30-Year T-Bonds(CBOT)
Sep02 020827 109~30 110~12 108~30 109~03 -1~01 135,969 332,064 -36,576
Dec02 020827 108~27 109~06 107~26 107~29 -1~01 37,087 155,902 +15,561
Mar03 020827 107~24 108~00 106~23 106~25 -1~01 240 196 +91
Total Volume and Open Interest 173,296 488,163 -20,924
Municipal Bonds(CBOT)
Sep02 020827 107~30 107~30 107~01 107~07 -0~24 223 3,844 -65
Dec02 020827 106~15 106~15 105~20 105~21 -0~25 114 443 +43
Total Volume and Open Interest 337 4,287 -22
10-Year T-Notes(CBOT)
Sep02 020827 112~190 112~300 112~000 112~060 -0~170 289,262 632,187 -156,703
Dec02 020827 111~075 111~180 110~210 110~265 -0~170 74,110 277,243 +14,250
Total Volume and Open Interest 363,372 909,551 -142,453
5-Year T-Notes(CBOT)
Sep02 020827 111~180 111~185 111~020 111~085 -0~105 67,444 547,654 -55,631
Dec02 020827 110~230 110~235 110~070 110~120 -0~120 41,309 148,384 +21,472
Mar03 020827 109~140 109~140 109~140 109~140 -0~120 5 5  
Total Volume and Open Interest 108,758 696,043  
2 Year T-Notes(CBOT)
Sep02 020827 106~088 106~088 106~060 106~073 -0~020 9,002 95,300 -4,686
Dec02 020827 106~028 106~028 106~001 106~016 -0~019 6,054 10,655 +4,654
Total Volume and Open Interest 15,056 105,955 -32
3-Mth T-Bills(IMM)
Sep02 020827 98.40 98.41 98.38 98.38 -0.04 1 862 -1
Total Volume and Open Interest 1 862 -1
Eurodollars(IMM)
Sep02 020827 98.190 98.195 98.158 98.180 -0.018 42,729 682,562 -824
Dec02 020827 98.220 98.225 98.145 98.170 -0.055 51,918 718,165 +4,244
Mar03 020827 98.055 98.060 97.930 97.980 -0.085 79,893 608,843 +1,973
Jun03 020827 97.750 97.755 97.590 97.675 -0.080 58,532 417,448 +4,691
Sep03 020827 97.375 97.375 97.195 97.290 -0.080 25,064 358,350 +980
Dec03 020827 96.990 96.995 96.820 96.910 -0.085 23,695 292,370 -2,002
Mar04 020827 96.670 96.675 96.510 96.600 -0.070 12,792 185,408 -1,075
Jun04 020827 96.405 96.410 96.280 96.340 -0.065 9,652 166,163 +89
Sep04 020827 96.155 96.175 96.060 96.095 -0.060 4,536 129,489 -359
Dec04 020827 95.915 95.935 95.830 95.855 -0.060 5,426 122,670 -534
Mar05 020827 95.700 95.700 95.645 95.670 -0.055 4,141 104,045 -92
Jun05 020827 95.500 95.505 95.440 95.470 -0.055 4,124 94,378 -11
Total Volume and Open Interest 340,591 4,412,805 +10,284
3-Mth Euro-Yen(IMM)
Sep02 020827 99.93 99.93 99.93 99.93 unch 0 12,148 -404
Dec02 020827 99.93 99.93 99.93 99.93 unch 1 5,045 +0
Mar03 020827 99.90 99.90 99.90 99.90 unch 200 2,910 -12
Jun03 020827 99.91 99.91 99.91 99.91 +0.01 200 6,356 +8
Sep03 020827 99.89 99.89 99.89 99.89 unch 0 2,271 +0
Dec03 020827 99.87 99.87 99.86 99.86 unch 0 2,577 +0
Mar04 020827 99.81 99.81 99.81 99.81 unch 0 720 +0
Jun04 020827 99.79 99.79 99.79 99.79 unch 0 577 +0
Sep04 020827 99.75 99.75 99.75 99.75 unch 5 805 +5
Dec04 020827 99.67 99.67 99.67 99.67 +0.02 0 161 +0
Total Volume and Open Interest 406 35,930 +397
3-Mth Euro-Yen(SIMEX)
Sep02 020827 99.93 99.93 99.93 99.93 0.00 17 43,504 -9
Dec02 020827 99.92 99.92 99.92 99.92 unch 254 39,240 -111
Mar03 020827 99.90 99.90 99.90 99.90 unch 489 33,731 -399
Jun03 020827 99.91 99.91 99.91 99.91 unch 12 49,781 -244
Sep03 020827 99.89 99.89 99.89 99.89 unch 0 26,712 +0
Dec03 020827 99.87 99.87 99.87 99.87 +0.01 480 16,014 -379
Mar04 020827 99.82 99.82 99.82 99.82 unch 110 15,561 +0
Jun04 020827 99.80 99.80 99.80 99.80 +0.01 283 6,759 +145
Total Volume and Open Interest 2,483 241,576 -227
German Euro-Bund(EUREX)
Sep02 020827 110.03 110.28 109.73 110.07 -0.02 283,490 811,344 -79,578
Dec02 020827 109.37 109.59 109.14 109.44 unch 2,749 78,547 +1,070
Mar03 020827 109.37 109.37 109.37 109.37 -0.02 25 0 +0
Total Volume and Open Interest 286,264 889,891 -78,508
German Euro-Bobl(EUREX)
Sep02 020827 107.96 108.13 107.76 107.90 -0.10 117,785 547,827 -18,371
Dec02 020827 107.29 107.38 107.16 107.22 -0.08 7,844 62,675 +1,776
Mar03 020827 107.12 107.12 107.12 107.12 -0.08 1 0 +0
Total Volume and Open Interest 125,630 610,502 -16,595
Long Gilt(LIFFE)
Sep02 020827 115~04 115~12 114~27 115~06 +0~01 20,846 95,505 -2,510
Dec02 020827 117~22 117~30 117~14 117~25 +0~05 1,118 4,277 +3,031
Total Volume and Open Interest 21,964 99,782 +521
3-Mth Short Sterling(LIFFE)
Sep02 020827 95.99 96.02 95.97 96.00 unch 15,212 0 +0
Dec02 020827 95.99 96.01 95.94 95.97 -0.02 20,081 0 +0
Mar03 020827 95.85 95.90 95.80 95.85 +0.01 25,701 0 +0
Total Volume and Open Interest 77,622    
3-Mth Euribor(LIFFE)
Sep02 020827 96.630 96.640 96.625 96.630 -0.005 10,241 349,266 -3,351
Dec02 020827 96.605 96.635 96.570 96.600 -0.010 15,941 400,749 -767
Mar03 020827 96.540 96.580 96.480 96.525 -0.015 21,434 301,273 +1,154
Total Volume and Open Interest 68,222 1,770,854 -3,215
3-Mth Aus T-Bills(SFE)
Sep02 020827 94.99 95.01 94.96 95.00 unch 2,748 249,662 -4,272
Dec02 020827 94.90 94.95 94.87 94.94 +0.02 3,135 216,705 -3,473
Mar03 020827 94.72 94.78 94.70 94.78 +0.04 561 77,231 -2,028
Jun03 020827 94.58 94.64 94.56 94.64 +0.04 370 35,334 -527
Sep03 020827 94.47 94.51 94.44 94.51 +0.04 117 23,345 -152
Dec03 020827 94.35 94.39 94.31 94.39 +0.05 11 17,934 +10
Mar04 020827 94.20 94.28 94.19 94.28 +0.06 330 11,221 -119
Jun04 020827 94.10 94.18 94.09 94.18 +0.06 105 5,294 -71
Sep04 020827 94.00 94.08 94.00 94.08 +0.06 0 2,025 +0
Dec04 020827 93.92 93.98 93.92 93.98 +0.04 0 1,425 +0
Total Volume and Open Interest 7,377 641,163 -10,657
10-Year Aus T-Bonds(SFE)
Sep02 020827 94.22 94.27 94.18 94.27 +0.05 3,270 240,384 -1,355
Dec02 020827 94.25 94.25 94.25 94.25 +0.04 0 400 +0
Total Volume and Open Interest 5,385 242,139 +2,787
3-Year Aus T-Bonds(SFE)
Sep02 020827 94.67 94.71 94.62 94.71 +0.04 16,059 710,154 -13,779
Dec02 020827 94.66 94.66 94.66 94.66 +0.03 0 1,000 +0
Total Volume and Open Interest 16,059 711,154 -13,779
Gold(CMX)
Aug02 020827 308.5 312.9 308.5 312.3 +2.9 53 373 -48
Oct02 020827 310.4 313.4 309.2 312.8 +2.9 244 12,050 -19
Dec02 020827 311.8 314.5 309.6 313.9 +2.9 18,316 90,359 +1,506
Feb03 020827 311.6 314.6 311.6 314.6 +2.9 32 9,545 +27
Apr03 020827 315.3 315.3 315.2 315.2 +2.9 33 4,337 +0
Jun03 020827 311.5 315.8 311.5 315.8 +2.9 69 6,232 +69
Total Volume and Open Interest 18,831 150,407 +1,611
Silver(CMX)
Sep02 020827 444.0 452.5 442.0 450.3 +6.5 5,520 15,418 -3,461
Dec02 020827 447.5 455.5 444.5 453.0 +6.7 5,465 50,472 +957
Mar03 020827 446.5 456.0 445.0 455.1 +6.8 41 4,432 +53
May03 020827 456.4 456.4 456.4 456.4 +7.0 0 2,125 +0
Jul03 020827 457.5 457.5 457.5 457.5 +7.0 0 4,450 +0
Total Volume and Open Interest 11,034 82,144 -2,331
Platinum(NYM)
Oct02 020827 553.0 560.0 553.0 559.7 +9.9 338 6,907 +54
Jan03 020827 552.0 553.7 552.0 553.7 +9.9 0 162 +0
Apr03 020827 553.7 553.7 553.7 553.7 +9.9 0 2 +0
Total Volume and Open Interest 338 7,071 +54
Palladium(NYME)
Sep02 020827 336.00 366.00 336.00 362.35 +28.00 314 594 -196
Dec02 020827 335.00 365.00 335.00 362.75 +28.00 518 1,844 +239
Total Volume and Open Interest 832 2,438 +43
Copper(CMX)
Sep02 020827 68.40 69.10 68.35 68.90 +0.05 10,718 26,542 -4,219
Dec02 020827 69.20 70.00 69.05 69.75 +0.20 10,435 37,847 +4,209
Mar03 020827 69.95 70.50 69.95 70.50 +0.20 93 5,714 +51
May03 020827 71.05 71.05 71.05 71.05 +0.20 2 2,902 +1
Jul03 020827 71.50 71.50 71.50 71.50 +0.20 5 2,607 +3
Total Volume and Open Interest 21,643 105,523 -49
DJIA Index(CBOT)
Sep02 020827 8865 9020 8780 8835 -75 20,611 30,578 -165
Dec02 020827 8845 9005 8780 8825 -75 109 733 -3
Mar03 020827 8820 8820 8820 8820 -75 2 8 +2
Jun03 020827 8816 8816 8816 8816 -75      
Total Volume and Open Interest 20,722 31,346 -166
S & P 500(CME)
Sep02 020827 952.00 956.30 930.00 936.50 -11.00 55,992 558,219 -2,694
Dec02 020827 953.50 956.50 932.00 936.90 -10.90 2,820 33,950 +1,908
Mar03 020827 937.00 937.00 937.00 937.00 -11.00 25 20,385 +25
Jun03 020827 937.50 937.50 937.50 937.50 -11.00 0 326 +0
Total Volume and Open Interest 58,837 612,926 -761
S & P 500 E-Mini(Globex)
Sep02 020827 947.25 956.50 929.75 936.50 -11.00 458,916 339,628 -6,434
Dec02 020827 942.75 956.25 930.50 937.00 -10.75 95 223 +27
Total Volume and Open Interest 459,011 339,851 -6,407
NASDAQ 100(CME)
Sep02 020827 1024.00 1025.00 972.00 981.00 -35.50 11,198 65,553 -297
Dec02 020827 998.00 998.00 982.00 985.50 -35.50 4 2,813 +4
Mar03 020827 990.00 990.00 990.00 990.00 -35.50      
Total Volume and Open Interest 11,202 68,366 -293
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020827 1017.0 1028.0 972.5 981.0 -35.5 174,573 174,435 -5,889
Dec02 020827 1020.0 1020.0 984.0 985.5 -35.5 16 57 +2
Total Volume and Open Interest 174,589 174,492 -5,887
NYSE Composite(NYBOT)
Sep02 020827 512.25 512.50 502.00 505.00 -3.50 320 4,667 -90
Dec02 020827 505.00 505.00 505.00 505.00 -3.50 1 311 +1
Mar03 020827 505.00 505.00 505.00 505.00 -3.50 0 100 +0
Total Volume and Open Interest 321 5,078 -89
S & P Midcap 400(CME)
Sep02 020827 463.00 463.50 449.00 450.25 -9.25 1,258 15,998 +137
Dec02 020827 451.10 451.10 451.10 451.10 -9.30      
Mar03 020827 454.10 454.10 454.10 454.10 -9.30      
Total Volume and Open Interest 1,258 15,998 +137
Russell 2000(CME)
Sep02 020827 408.50 410.00 397.00 397.75 -8.00 2,750 25,946 +550
Dec02 020827 398.25 398.25 398.25 398.25 -8.00 3 15 +3
Mar03 020827 400.25 400.25 400.25 400.25 -8.00      
Total Volume and Open Interest 2,753 25,961 +553
Value Line(KCBT)
Sep02 020827 1056.00 1067.00 1046.00 1052.00 -24.00 68 178 +24
Total Volume and Open Interest 69 179 +24
Nikkei 225(CME)
Sep02 020827 9980 10020 9900 9900 -220 1,762 24,913 +93
Dec02 020827 9920 9920 9895 9895 -220 40 128 +33
Total Volume and Open Interest 1,802 25,046 +126
Nikkei 225(SIMEX)
Sep02 020827 10050 10085 9885 9900 -175 21,172 86,565 -468
Dec02 020827 9865 9865 9865 9865 -175 0 164 +0
Mar03 020827 9865 9865 9865 9865 -175 0 300 +0
Total Volume and Open Interest 21,172 87,029 -468
CAC 40(MATIF)
Aug02 020827 3492.0 3579.0 3469.0 3573.5 +103.5 65,274 490,608 +7,832
Sep02 020827 3486.0 3588.0 3485.0 3582.5 +104.0 24,350 169,384 +23,434
Oct02 020827 3593.0 3593.0 3593.0 3593.0 +104.0 0 10 +0
Total Volume and Open Interest 89,624 687,943 +31,266
DAX Index(EUREX)
Sep02 020827 3800.5 3910.0 3774.5 3855.5 +54.5 55,173 203,219 -1,102
Dec02 020827 3844.5 3932.5 3839.0 3889.0 +55.0 799 8,094 +654
Mar03 020827 3895.5 3964.5 3868.0 3921.5 +55.5 99 1,801 -69
Total Volume and Open Interest 56,071 213,114 -517
FT-SE 100(LIFFE)
Sep02 020827 4374.00 4471.00 4230.00 4458.00 +62.00 22,999 434,390 -655
Dec02 020827 4422.00 4482.50 4421.50 4482.50 +62.00 19 33,943 -13
Mar03 020827 4440.00 4479.00 4438.00 4473.50 +62.00 0 15,454 +0
Total Volume and Open Interest 23,018 493,888 -668
SPI 200(SFE)
Sep02 020827 3181.0 3185.0 3143.0 3144.0 -30.0 7,272 173,398 -600
Dec02 020827 3178.0 3178.0 3157.0 3157.0 -30.0 276 3,601 +270
Mar03 020827 3167.0 3167.0 3167.0 3167.0 -30.0 0 1,107 +0
Total Volume and Open Interest 7,648 179,653 -262
GSCI(CME)
Sep02 020827 217.70 218.50 215.10 215.70 -1.90 151 18,105 +67
Oct02 020827 217.00 217.00 217.00 217.00 -1.00 0 5 +0
Nov02 020827 217.50 217.50 217.50 217.50 -0.50      
Total Volume and Open Interest 151 18,110 +67
Bridge CRB Index(NYBOT)
Nov02 020827 220.00 220.75 220.00 220.75 +1.25 11 239 +0
Jan03 020827 222.50 222.75 222.50 222.75 +1.25 0 103 +0
Feb03 020827 222.75 222.75 222.75 222.75 +1.25 0 50 +0
Total Volume and Open Interest 12 393 +1
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!!!