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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 September 11, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep02 020911 579.00 594.00 579.00 591.50 +10.50 2,311 3,626 -1,271
Nov02 020911 576.00 591.00 574.50 588.75 +11.50 38,611 101,801 +419
Jan03 020911 578.50 593.50 577.50 591.50 +10.75 4,117 24,933 +575
Mar03 020911 580.00 593.00 579.00 590.50 +9.50 2,235 21,120 +142
May03 020911 576.50 588.00 576.50 586.25 +7.25 3,108 31,224 +384
Jul03 020911 576.50 586.50 576.50 584.00 +6.50 1,179 10,428 +148
Aug03 020911 575.00 580.00 575.00 577.00 +7.00 25 459 +23
Total Volume and Open Interest 52,406 198,398 +476
Soybean Meal(CBOT)
Sep02 020911 187.50 192.80 186.60 192.50 +4.90 4,479 3,531 -1,056
Oct02 020911 183.30 189.80 183.00 189.50 +5.60 8,088 21,498 -1,058
Dec02 020911 183.00 189.30 182.70 189.10 +5.40 12,508 62,113 -55
Jan03 020911 182.80 188.50 182.80 188.40 +5.10 1,143 9,728 +142
Mar03 020911 181.80 187.20 181.50 187.20 +4.70 1,872 9,057 +111
May03 020911 180.00 185.50 180.00 184.90 +4.20 1,263 14,899 -166
Jul03 020911 180.00 184.50 180.00 184.20 +3.70 943 8,298 -129
Aug03 020911 177.00 181.30 177.00 180.70 +3.60 204 2,087 -9
Total Volume and Open Interest 31,345 135,722 -1,944
Soybean Oil(CBOT)
Sep02 020911 20.38 20.72 20.38 20.63 +0.23 1,191 864 -623
Oct02 020911 20.35 20.74 20.33 20.63 +0.24 6,917 21,106 -820
Dec02 020911 20.45 20.84 20.41 20.71 +0.24 11,328 85,843 -152
Jan03 020911 20.53 20.88 20.53 20.77 +0.23 1,982 11,727 -402
Mar03 020911 20.65 20.94 20.62 20.82 +0.21 2,475 8,177 -607
May03 020911 20.65 20.99 20.65 20.87 +0.19 690 10,887 +201
Jul03 020911 20.76 20.94 20.76 20.88 +0.15 254 5,321 +84
Aug03 020911 20.67 20.67 20.67 20.67 +0.12 17 1,095 +2
Total Volume and Open Interest 25,577 149,242 -2,355
Canola(WCE)
Sep02 020911 434.4 434.4 434.4 434.4 +4.4      
Nov02 020911 432.7 440.8 432.5 438.2 +5.8 3,472 27,247 -1,199
Jan03 020911 438.0 445.3 437.7 443.2 +5.5 2,539 16,960 +455
Mar03 020911 437.9 444.0 437.5 442.6 +4.7 606 8,774 +212
May03 020911 441.0 441.1 440.0 440.0 +6.0 60 1,971 +10
Total Volume and Open Interest 7,235 56,689 -233
Corn(CBOT)
Sep02 020911 274.25 281.50 274.25 281.00 +5.75 4,311 3,342 -1,378
Dec02 020911 286.00 293.00 285.75 292.50 +5.00 54,514 340,337 -1,050
Mar03 020911 292.00 298.50 291.50 298.00 +5.00 9,166 83,298 +994
May03 020911 292.75 300.00 292.75 299.75 +5.25 2,243 20,107 +372
Jul03 020911 290.75 297.25 290.75 296.75 +4.50 2,022 25,613 +172
Sep03 020911 272.00 276.00 271.75 275.25 +3.25 353 6,037 +8
Total Volume and Open Interest 74,012 502,995 -1,041
Wheat(CBOT)
Sep02 020911 410.00 416.50 409.00 416.00 +2.00 483 582 -137
Dec02 020911 408.00 417.00 405.00 414.25 -1.75 33,071 92,885 -527
Mar03 020911 412.00 420.00 410.00 418.50 -3.00 5,412 21,614 +460
May03 020911 392.00 401.00 392.00 396.25 -3.75 221 1,564 +44
Jul03 020911 363.00 371.50 363.00 370.25 -1.25 1,657 10,249 +30
Total Volume and Open Interest 41,122 129,168 -70
Wheat(KCBT)
Sep02 020911 474.00 474.00 471.00 471.00 -6.00 16 36 -2
Dec02 020911 467.00 473.00 463.00 472.50 -4.00 12,970 56,181 -557
Mar03 020911 462.00 465.50 452.00 464.50 -9.75 4,177 16,105 -416
May03 020911 433.00 440.00 433.00 438.00 -4.75 738 1,769 -27
Jul03 020911 381.00 389.00 380.00 388.25 +1.75 1,467 6,452 +565
Total Volume and Open Interest 19,386 81,055 -426
Wheat(MGE)
Sep02 020911 492.50 492.50 492.00 492.00 -3.00 11 12 -28
Dec02 020911 495.00 499.50 489.00 499.50 -2.50 7,138 19,924 +275
Mar03 020911 499.75 499.75 493.50 496.00 -8.75 2,469 6,631 +1,126
May03 020911 460.00 469.00 460.00 466.50 -5.00 166 1,425 +2
Jul03 020911 435.00 435.00 428.00 432.50 -5.25 223 1,435 -41
Total Volume and Open Interest 10,159 30,655 +1,280
Oats(CBOT)
Sep02 020911 205.00 205.00 205.00 205.00 +0.75 20 22 -13
Dec02 020911 199.75 207.25 199.25 206.00 +4.75 828 7,631 -152
Mar03 020911 195.00 199.75 195.00 199.75 +4.00 139 2,039 +38
May03 020911 191.00 195.00 191.00 195.00 +4.00 5 260 -3
Total Volume and Open Interest 992 9,953 -130
Rough Rice(CBOT)
Sep02 020911 3.92 3.92 3.92 3.92 +0.07 0 198 -5
Nov02 020911 4.07 4.12 4.06 4.10 +0.05 296 4,274 +10
Jan03 020911 4.33 4.35 4.29 4.33 +0.05 85 1,088 +47
Mar03 020911 4.57 4.57 4.56 4.56 +0.05 8 893 +4
Total Volume and Open Interest 389 7,734 +56
Live Cattle(CME)
Oct02 020911 68.650 69.350 68.650 69.150 +0.600 8,962 37,804 -1,318
Dec02 020911 71.350 71.550 71.250 71.475 +0.300 6,408 34,569 +1,552
Feb03 020911 72.050 72.425 72.050 72.350 +0.300 1,730 17,863 -179
Apr03 020911 72.600 72.900 72.550 72.800 +0.300 759 9,254 +477
Jun03 020911 67.925 68.325 67.925 68.275 +0.400 145 4,699 +49
Aug03 020911 68.700 68.800 68.700 68.800 +0.250 23 278 +21
Total Volume and Open Interest 18,028 104,468 +603
Feeder Cattle(CME)
Sep02 020911 79.250 79.250 79.075 79.100 +0.050 207 1,337 -132
Oct02 020911 78.850 79.200 78.700 78.750 +0.050 870 5,289 -207
Nov02 020911 79.000 79.300 78.850 79.025 +0.100 450 2,590 +117
Jan03 020911 77.100 77.350 77.100 77.200 +0.200 217 1,638 -29
Mar03 020911 76.175 76.250 76.125 76.125 +0.250 24 242 +15
Apr03 020911 76.150 76.150 76.000 76.050 +0.200 10 189 +4
May03 020911 76.050 76.200 76.050 76.150 +0.275 7 130 +6
Total Volume and Open Interest 1,787 11,417 -226
Lean Hogs(CME)
Oct02 020911 35.500 36.250 34.950 35.075 +0.525 4,007 15,723 -142
Dec02 020911 38.000 39.150 37.700 37.900 +0.200 4,678 15,660 +180
Feb03 020911 44.850 45.100 44.300 44.375 -0.225 798 3,698 +13
Apr03 020911 50.400 50.675 50.150 50.150 -0.100 205 1,117 +52
May03 020911 58.600 58.700 58.600 58.700 -0.100 45 486 +33
Jun03 020911 60.300 60.325 60.025 60.125 -0.275 128 670 +39
Jul03 020911 59.150 59.400 59.050 59.050 -0.100 16 166 -3
Aug03 020911 57.000 57.100 57.000 57.100 +0.100 7 73 +7
Total Volume and Open Interest 9,886 37,607 +181
Pork Bellies(CME)
Feb03 020911 67.500 68.050 66.150 67.750 +0.400 455 903 -38
Mar03 020911 67.200 67.250 66.800 67.100 +0.300 12 38 -1
May03 020911 69.100 69.100 69.100 69.100 +0.950 3 19 +0
Jul03 020911 69.000 69.000 69.000 69.000 +0.600 1 15 +0
Aug03 020911 66.700 66.700 66.700 66.700 +0.700 0 6 +0
Total Volume and Open Interest 471 981 -39
Cocoa(NYBOT)
Sep02 020911 2055 2055 2031 2036 +13 103 556 -14
Dec02 020911 2020 2029 2020 2026 +11 4,320 37,301 -493
Mar03 020911 2028 2034 2028 2033 +9 849 23,902 +60
May03 020911 2043 2043 2043 2043 +9 85 8,149 -45
Jul03 020911 2047 2053 2047 2049 +10 6 7,107 +0
Sep03 020911 2045 2055 2045 2055 +10 111 11,525 +60
Dec03 020911 2050 2060 2050 2060 +10 35 11,408 +5
Total Volume and Open Interest 5,534 104,947 -402
Coffee "C"(NYBOT)
Sep02 020911 57.75 57.75 57.50 57.50 -0.75 150 377 -133
Dec02 020911 59.50 59.70 58.10 59.35 -0.60 16,448 40,596 +602
Mar03 020911 62.50 62.50 61.00 62.25 -0.70 4,067 14,613 -261
May03 020911 64.10 64.10 63.60 63.80 -0.65 1,106 5,822 +80
Jul03 020911 65.40 65.60 64.50 65.15 -0.55 439 4,891 +258
Sep03 020911 66.50 66.70 66.00 66.25 -0.60 172 3,187 +29
Total Volume and Open Interest 22,411 69,776 +583
Orange Juice(NYBOT)
Nov02 020911 101.25 101.25 99.50 100.55 -0.80 678 16,502 -133
Jan03 020911 103.70 103.70 102.60 103.00 -0.80 496 4,927 -245
Mar03 020911 105.00 105.00 104.10 104.75 -0.60 212 4,064 +15
May03 020911 105.50 105.50 105.50 105.50 -1.35 0 753 +0
Jul03 020911 106.50 106.50 106.50 106.50 -0.75 0 591 +0
Total Volume and Open Interest 1,422 26,876 -379
Sugar #11(NYBOT)
Oct02 020911 6.69 6.71 6.61 6.65 -0.04 18,934 71,607 -5,399
Mar03 020911 6.37 6.37 6.28 6.33 -0.03 14,525 69,700 +4,104
May03 020911 6.04 6.06 6.00 6.03 -0.03 1,727 14,097 +539
Jul03 020911 5.73 5.76 5.72 5.75 unch 2,255 20,111 +167
Oct03 020911 5.73 5.75 5.72 5.74 +0.03 900 12,083 -114
Total Volume and Open Interest 38,874 194,898 -555
London Cocoa(LCE)
Sep02 020911 1384 1398 1380 1398 +9 866 4,019 -842
Dec02 020911 1410 1421 1404 1420 +8 2,171 60,742 +1,129
Mar03 020911 1423 1439 1423 1438 +9 1,230 40,763 +599
May03 020911 1435 1450 1435 1449 +7 209 10,592 +12
Jul03 020911 1449 1463 1449 1462 +8 388 12,132 +114
Sep03 020911 1465 1465 1465 1465 +8 20 9,007 +0
Dec03 020911 1467 1467 1467 1467 +8 349 8,843 +349
Total Volume and Open Interest 5,233 148,046 +1,361
London Coffee(LCE)
Sep02 020911 623.00 623.00 610.00 619.00 -10.00 144 2,775 -140
Nov02 020911 631.00 631.00 616.00 627.00 -9.00 6,897 46,104 +1,289
Jan03 020911 637.00 644.00 634.00 640.00 -10.00 1,498 32,408 +45
Mar03 020911 647.00 656.00 647.00 652.00 -11.00 681 23,858 +351
May03 020911 660.00 670.00 660.00 665.00 -11.00 169 11,928 +34
Jul03 020911 671.00 678.00 671.00 678.00 -11.00 12 10,014 +5
Total Volume and Open Interest 9,462 130,820 +1,626
London Sugar(LCE)
Oct02 020911 198.00 200.50 195.50 200.50 +1.80 4,858 6,016 -1,777
Dec02 020911 189.50 190.50 187.30 190.20 unch 3,744 18,908 +822
Mar03 020911 187.40 188.50 185.00 187.90 -0.20 1,303 14,037 +643
May03 020911 184.10 185.10 183.10 185.10 unch 169 4,502 +95
Aug03 020911 181.50 183.30 181.50 183.30 unch 247 3,071 +109
Total Volume and Open Interest 10,351 48,348 -78
Cotton(NYBOT)
Oct02 020911 43.58 43.58 43.00 43.21 -0.22 275 2,189 -38
Dec02 020911 45.21 45.30 44.80 45.01 -0.20 2,719 47,892 -315
Mar03 020911 47.30 47.40 46.95 47.13 -0.12 569 8,331 -247
May03 020911 50.40 50.40 50.00 50.35 +0.04 521 7,774 +245
Jul03 020911 51.30 51.35 51.30 51.35 +0.05 8 2,896 +7
Oct03 020911 52.35 52.35 52.35 52.35 +0.05 0 156 +0
Total Volume and Open Interest 4,110 70,449 -338
Lumber(CME)
Sep02 020911 231.0 231.0 224.7 225.0 -8.7 582 361 -234
Nov02 020911 229.5 230.7 225.5 228.3 -0.2 639 1,941 +204
Jan03 020911 244.9 245.0 241.5 243.5 -1.4 102 271 +37
Mar03 020911 252.1 255.8 252.1 255.8 +3.1 11 60 +5
Total Volume and Open Interest 1,344 2,684 +15
Crude Oil(NYM)
Oct02 020911 29.73 29.97 29.60 29.77 +0.04 88,228 132,347 -13,736
Nov02 020911 29.92 30.05 29.70 29.90 +0.01 59,505 81,203 +7,998
Dec02 020911 29.69 29.80 29.53 29.70 +0.04 29,375 60,373 -1,065
Jan03 020911 29.25 29.35 29.10 29.27 +0.07 7,061 33,582 +494
Feb03 020911 28.75 28.77 28.73 28.77 +0.05 1,630 13,356 -231
Mar03 020911 28.20 28.35 28.15 28.27 +0.03 1,748 18,727 +59
Apr03 020911 27.70 27.77 27.70 27.77 +0.01 1,349 13,475 -86
May03 020911 27.31 27.31 27.31 27.31 unch 2,286 8,053 -437
Jun03 020911 26.75 26.87 26.70 26.87 -0.02 2,153 23,760 +254
Jul03 020911 26.47 26.47 26.47 26.47 -0.03 10 6,106 +0
Total Volume and Open Interest 199,777 490,444 -5,390
Heating Oil(NYM)
Oct02 020911 79.00 79.30 78.40 78.97 -0.30 19,167 50,368 -403
Nov02 020911 79.80 80.10 79.40 79.88 -0.16 7,812 26,241 +1,920
Dec02 020911 80.40 80.50 79.85 80.43 -0.11 2,036 20,748 +459
Jan03 020911 80.30 80.75 80.15 80.58 -0.06 1,313 13,438 +250
Feb03 020911 79.30 79.50 79.10 79.38 -0.06 1,413 9,982 +436
Mar03 020911 76.60 77.20 76.60 76.93 -0.01 705 7,123 +115
Apr03 020911 74.05 74.35 73.70 74.03 -0.06 355 3,801 +18
May03 020911 71.20 71.20 71.13 71.13 -0.11 228 2,683 +65
Jun03 020911 69.65 69.65 69.63 69.63 -0.16 351 3,413 -60
Jul03 020911 69.18 69.18 69.18 69.18 -0.26 0 1,222 +0
Total Volume and Open Interest 33,504 143,426 +2,922
Unleaded Gas(NYM)
Oct02 020911 79.90 80.80 79.90 80.55 +0.61 26,125 49,140 -1,137
Nov02 020911 79.50 80.00 79.30 79.86 +0.49 12,202 19,757 +754
Dec02 020911 78.80 79.30 78.65 79.11 +0.31 4,253 8,167 +180
Jan03 020911 78.90 78.90 78.50 78.66 +0.25 1,506 5,580 +440
Feb03 020911 78.61 78.61 78.61 78.61 +0.23 443 2,728 -19
Mar03 020911 78.71 78.71 78.71 78.71 +0.21 230 2,786 -124
Apr03 020911 83.80 84.01 83.80 84.01 +0.16 189 3,761 +6
May03 020911 83.71 83.71 83.71 83.71 +0.16 335 1,971 +85
Total Volume and Open Interest 45,283 95,927 +185
Natural Gas(NYM)
Oct02 020911 3.360 3.395 3.235 3.250 -0.106 39,845 47,386 -3,523
Nov02 020911 3.745 3.765 3.635 3.645 -0.089 15,250 34,823 +40
Dec02 020911 4.010 4.030 3.930 3.930 -0.079 6,635 33,373 +1,215
Jan03 020911 4.110 4.140 4.050 4.050 -0.076 3,675 29,413 +300
Feb03 020911 4.055 4.070 3.985 3.985 -0.069 2,493 23,318 +291
Mar03 020911 3.960 3.970 3.890 3.890 -0.062 2,026 24,743 -349
Apr03 020911 3.835 3.840 3.771 3.771 -0.056 1,298 19,230 +67
May03 020911 3.820 3.835 3.769 3.769 -0.053 450 13,637 -175
Total Volume and Open Interest 74,902 410,940 -1,510
Brent Crude Oil(IPE)
Oct02 020911 28.38 28.75 28.36 28.39 -0.19 29,047 35,158 -5,730
Nov02 020911 28.46 28.83 28.45 28.56 -0.09 39,104 63,653 -1,720
Dec02 020911 28.36 28.65 28.31 28.43 -0.05 22,413 36,695 +3,328
Jan03 020911 28.00 28.26 27.95 28.08 -0.01 3,204 19,713 +866
Feb03 020911 27.48 27.78 27.48 27.60 -0.01 639 8,998 +163
Mar03 020911 26.98 27.30 26.98 27.10 +0.01 1,418 10,368 +486
Apr03 020911 26.70 26.70 26.62 26.62 +0.02 2,329 6,632 +359
May03 020911 26.04 26.26 26.04 26.17 +0.03 557 5,208 -11
Total Volume and Open Interest 106,135 239,964 -2,001
Gas Oil(IPE)
Sep02 020911 239.00 241.00 238.25 240.75 -1.00 14,082 17,169 -6,370
Oct02 020911 240.00 241.75 239.00 241.50 -1.50 18,691 63,083 -5,752
Nov02 020911 240.75 242.50 240.00 242.25 -1.50 10,188 39,004 +6,867
Dec02 020911 240.50 242.25 240.00 241.75 -1.75 2,723 42,586 +48
Jan03 020911 239.50 241.00 239.00 240.75 -1.75 3,048 16,249 +640
Feb03 020911 235.00 236.50 235.00 236.25 -1.50 1,030 4,108 -610
Mar03 020911 229.50 230.75 229.50 230.75 -1.25 260 6,278 +40
Apr03 020911 224.50 224.50 224.50 224.50 -1.25 380 1,824 -220
Total Volume and Open Interest 52,639 226,892 -4,931
US Dollar Index(NYBOT)
Sep02 020911 107.57 108.06 107.57 107.68 +0.12 1,452 1,461 -1,019
Dec02 020911 108.00 108.66 108.00 108.20 +0.12 1,134 7,586 +334
Mar03 020911 108.72 108.72 108.72 108.72 +0.12 2 2,009 +2
Total Volume and Open Interest 2,588 11,060 -683
Australian Dollar(IMM)
Sep02 020911 54.70 54.82 54.67 54.82 +0.07 3,308 16,677 -2,915
Dec02 020911 54.29 54.41 54.25 54.41 +0.07 3,929 10,059 +3,549
Mar03 020911 54.00 54.00 54.00 54.00 +0.07 56 78 +50
Total Volume and Open Interest 7,339 27,644 +730
British Pound(IMM)
Sep02 020911 155.50 155.50 154.70 155.24 -0.22 5,147 21,614 -4,732
Dec02 020911 154.72 154.74 153.86 154.42 -0.22 6,309 17,316 +4,047
Mar03 020911 153.52 153.52 153.52 153.52 -0.22 7 158 -1
Total Volume and Open Interest 11,463 39,093 -686
Canadian Dollar(IMM)
Sep02 020911 63.34 63.50 63.28 63.30 -0.32 4,461 37,514 -5,402
Dec02 020911 63.14 63.33 63.11 63.12 -0.31 6,553 33,610 +3,769
Mar03 020911 62.95 63.15 62.93 62.93 -0.31 248 3,050 +150
Jun03 020911 62.80 62.95 62.75 62.75 -0.31 106 892 +50
Total Volume and Open Interest 11,393 75,560 -1,427
Japanese Yen(IMM)
Sep02 020911 83.39 83.42 82.87 83.10 -0.34 18,231 45,927 -9,599
Dec02 020911 83.76 83.80 83.24 83.48 -0.34 26,692 55,227 +6,892
Mar03 020911 83.83 83.83 83.83 83.83 -0.34 65 674 +25
Total Volume and Open Interest 44,988 102,073 -2,682
Swiss Franc(IMM)
Sep02 020911 66.63 66.70 66.28 66.56 -0.25 4,806 23,195 -6,952
Dec02 020911 66.85 66.86 66.41 66.74 -0.25 11,422 21,919 -95
Mar03 020911 66.91 66.91 66.91 66.91 -0.25 1 399 +0
Total Volume and Open Interest 16,230 45,547 -7,047
EuroFX(IMM)
Sep02 020911 97.44 97.57 97.01 97.55 +0.07 11,953 61,366 -12,873
Dec02 020911 97.08 97.23 96.64 97.19 +0.08 22,637 53,534 +6,396
Mar03 020911 96.41 96.93 96.41 96.85 +0.09 51 457 +37
Total Volume and Open Interest 34,641 115,622 -6,440
Mexican Peso(IMM)
Sep02 020911 10012.0 10040.0 10000.0 10007.0 +12.0 3,595 12,606 -116
Dec02 020911 9840.0 9880.0 9820.0 9845.0 +15.0 8,024 12,563 +4,443
Total Volume and Open Interest 11,619 26,086 +4,327
30-Year T-Bonds(CBOT)
Sep02 020911 112~01 112~01 111~02 111~22 -0~23 28,951 42,496 -20,443
Dec02 020911 111~00 111~01 109~27 110~16 -0~23 230,639 425,652 +22,069
Mar03 020911 109~21 109~21 108~25 109~12 -0~22 545 26,514 +152
Total Volume and Open Interest 260,135 494,750 +1,778
Municipal Bonds(CBOT)
Sep02 020911 108~27 109~04 108~23 109~04 -0~13 374 2,544 -224
Dec02 020911 107~25 108~14 107~22 108~08 -0~16 598 3,298 +118
Total Volume and Open Interest 972 5,842 -106
10-Year T-Notes(CBOT)
Sep02 020911 114~030 114~030 113~120 113~260 -0~160 46,641 82,594 -28,641
Dec02 020911 112~280 112~305 112~035 112~175 -0~160 413,587 770,991 +34,305
Total Volume and Open Interest 463,370 874,924 +7,490
5-Year T-Notes(CBOT)
Sep02 020911 112~040 112~095 112~020 112~095 -0~115 45,411 52,310 -20,810
Dec02 020911 111~155 111~175 111~060 111~165 -0~125 98,699 608,971 +31,307
Mar03 020911 110~115 110~115 110~115 110~115 -0~115 0 8 +0
Total Volume and Open Interest 144,110 661,289 +10,497
2 Year T-Notes(CBOT)
Sep02 020911 106~092 106~104 106~081 106~101 -0~016 4,459 14,704 -1,058
Dec02 020911 106~044 106~052 106~029 106~050 -0~018 13,892 97,426 +1,465
Total Volume and Open Interest 18,351 112,130 +407
3-Mth T-Bills(IMM)
Dec02 020911 98.43 98.43 98.43 98.43 -0.03 7 17 +6
Total Volume and Open Interest 16 869 +6
Eurodollars(IMM)
Sep02 020911 98.170 98.177 98.165 98.177 -0.010 101,503 606,950 -21,737
Dec02 020911 98.175 98.200 98.160 98.195 -0.030 140,384 729,526 +6,372
Mar03 020911 98.010 98.035 97.960 98.030 -0.060 224,714 621,149 -8,231
Jun03 020911 97.715 97.740 97.655 97.730 -0.090 194,087 470,821 -12,218
Sep03 020911 97.340 97.380 97.285 97.365 -0.090 85,580 383,164 -7,807
Dec03 020911 96.995 97.035 96.930 97.020 -0.085 47,473 312,423 -2,500
Mar04 020911 96.690 96.720 96.625 96.720 -0.075 33,243 203,114 +4,220
Jun04 020911 96.450 96.475 96.400 96.470 -0.075 25,677 165,063 +1,391
Sep04 020911 96.230 96.270 96.185 96.260 -0.070 11,060 133,390 +935
Dec04 020911 96.000 96.060 95.980 96.055 -0.065 12,196 133,921 -212
Mar05 020911 95.845 95.900 95.820 95.895 -0.055 8,991 105,603 +368
Jun05 020911 95.705 95.755 95.680 95.745 -0.045 8,667 93,799 +48
Total Volume and Open Interest 924,752 4,506,927 -36,021
3-Mth Euro-Yen(IMM)
Sep02 020911 99.93 99.93 99.93 99.93 unch 38 16,705 +419
Dec02 020911 99.92 99.92 99.92 99.92 unch 183 6,476 +607
Mar03 020911 99.89 99.89 99.89 99.89 unch 116 3,242 +377
Jun03 020911 99.90 99.90 99.90 99.90 -0.01 162 5,086 -90
Sep03 020911 99.89 99.89 99.89 99.89 -0.01 0 1,927 +136
Dec03 020911 99.86 99.86 99.86 99.86 -0.01 0 2,126 +0
Mar04 020911 99.83 99.83 99.83 99.83 unch 0 710 +0
Jun04 020911 99.81 99.81 99.81 99.81 unch 0 578 +0
Sep04 020911 99.76 99.76 99.76 99.76 unch 0 910 +0
Dec04 020911 99.69 99.69 99.69 99.69 unch 0 261 +0
Total Volume and Open Interest 499 41,181 +1,449
3-Mth Euro-Yen(SIMEX)
Dec02 020911 99.92 99.92 99.92 99.92 +0.00 1,385 40,897 +697
Mar03 020911 99.89 99.89 99.89 99.89 unch 6,756 34,653 +230
Jun03 020911 99.90 99.90 99.90 99.90 0.00 1,224 47,614 +289
Sep03 020911 99.89 99.89 99.88 99.89 unch 948 26,840 +484
Dec03 020911 99.87 99.87 99.86 99.86 -0.01 100 14,958 -71
Mar04 020911 99.82 99.82 99.82 99.82 -0.01 0 14,780 +0
Jun04 020911 99.81 99.81 99.81 99.81 unch 0 6,800 +0
Sep04 020911 99.76 99.76 99.75 99.75 -0.01 0 2,294 +0
Total Volume and Open Interest 14,530 244,413 +3,003
German Euro-Bund(EUREX)
Dec02 020911 111.04 111.10 110.47 110.55 -0.56 777,627 702,108 +5,338
Mar03 020911 110.19 110.19 110.19 110.19 -0.58 3,951 325 +0
Jun03 020911 109.79 109.79 109.79 109.79 -0.56      
Total Volume and Open Interest 781,578 702,433 +5,338
German Euro-Bobl(EUREX)
Dec02 020911 108.37 108.49 108.07 108.15 -0.35 516,060 580,828 +5,469
Mar03 020911 108.13 108.13 108.13 108.13 -0.29 6,867 590 +0
Jun03 020911 107.63 107.63 107.63 107.63 -0.42      
Total Volume and Open Interest 522,927 581,418 +5,469
Long Gilt(LIFFE)
Sep02 020911 116~28 116~28 116~12 116~13 -0~13 2,718 18,291 -1,231
Dec02 020911 119~18 119~18 118~27 118~31 -0~14 23,432 91,721 +917
Total Volume and Open Interest 26,150 110,012 -314
3-Mth Short Sterling(LIFFE)
Sep02 020911 96.00 96.01 95.97 95.98 -0.01 12,589 0 +0
Dec02 020911 96.02 96.03 95.76 95.92 -0.09 26,403 0 +0
Mar03 020911 95.92 95.96 95.64 95.79 -0.14 52,022 0 +0
Total Volume and Open Interest 139,195    
3-Mth Euribor(LIFFE)
Sep02 020911 96.695 96.695 96.675 96.680 -0.010 58,729 336,431 +2,002
Dec02 020911 96.805 96.810 96.745 96.770 -0.030 118,137 403,825 +6,106
Mar03 020911 96.820 96.845 96.745 96.780 -0.050 157,748 359,320 +160
Total Volume and Open Interest 504,389 1,932,813 -5,322
3-Mth Aus T-Bills(SFE)
Sep02 020911 95.10 95.10 95.07 95.08 -0.02 7,010 142,306 -22,082
Dec02 020911 95.09 95.10 95.06 95.07 -0.03 14,467 179,121 -13,026
Mar03 020911 94.93 94.94 94.89 94.92 -0.03 1,750 49,740 -1,302
Jun03 020911 94.82 94.82 94.77 94.78 -0.04 1,187 27,511 -1,374
Sep03 020911 94.71 94.71 94.66 94.67 -0.05 283 18,344 +94
Dec03 020911 94.60 94.60 94.54 94.55 -0.05 140 13,987 -669
Mar04 020911 94.50 94.50 94.45 94.45 -0.05 42 8,245 -370
Jun04 020911 94.42 94.43 94.36 94.37 -0.03 32 4,711 -258
Sep04 020911 94.34 94.34 94.28 94.29 -0.02 102 1,372 -11
Dec04 020911 94.23 94.23 94.21 94.21 -0.01 45 1,193 -96
Total Volume and Open Interest 25,065 447,291 -39,168
10-Year Aus T-Bonds(SFE)
Sep02 020911 94.54 94.55 94.48 94.49 -0.01 9,424 182,304 +1,291
Dec02 020911 94.51 94.51 94.46 94.46 0.00 7,869 17,896 +6,491
Total Volume and Open Interest 9,875 192,418 -17,645
3-Year Aus T-Bonds(SFE)
Sep02 020911 94.91 94.91 94.84 94.86 -0.03 44,418 542,878 -27,400
Dec02 020911 94.87 94.87 94.80 94.81 -0.04 13,295 16,514 +3,431
Total Volume and Open Interest 57,713 559,392 -23,969
Gold(CMX)
Oct02 020911 315.5 317.0 315.3 317.0 -1.3 830 11,948 +203
Dec02 020911 316.6 318.3 316.0 318.1 -1.3 24,669 101,058 +148
Feb03 020911 317.5 319.9 316.7 318.9 -1.3 47 9,563 +16
Apr03 020911 319.0 320.0 317.5 319.6 -1.3 19 4,624 +9
Jun03 020911 319.0 320.3 319.0 320.3 -1.2 28 6,223 +70
Aug03 020911 321.0 321.0 321.0 321.0 -1.2 254 7,047 +106
Total Volume and Open Interest 26,109 161,170 +487
Silver(CMX)
Sep02 020911 451.0 454.2 451.0 454.2 -1.5 38 319 +19
Dec02 020911 455.5 458.0 454.5 456.3 -1.5 6,786 60,802 -18
Mar03 020911 459.0 460.0 457.5 458.8 -1.4 364 5,348 +46
May03 020911 460.0 460.0 460.0 460.0 -1.3 127 2,297 +110
Jul03 020911 461.3 461.3 461.3 461.3 -1.2 8 5,455 +1
Total Volume and Open Interest 7,621 80,009 +325
Platinum(NYM)
Oct02 020911 551.5 552.0 546.5 546.8 -2.3 463 6,048 -220
Jan03 020911 544.0 545.0 540.0 541.3 -2.1 106 578 +43
Apr03 020911 541.3 541.3 541.3 541.3 -2.1 0 2 +0
Total Volume and Open Interest 569 6,628 -177
Palladium(NYME)
Sep02 020911 332.00 332.00 332.00 332.00 +1.00 14 7 -9
Dec02 020911 331.00 331.00 331.00 331.00 +1.00 85 1,865 -20
Total Volume and Open Interest 99 1,872 -29
Copper(CMX)
Sep02 020911 70.45 70.45 69.70 69.85 -0.20 848 1,207 +290
Dec02 020911 71.30 71.40 70.40 70.70 -0.20 15,495 52,027 -4,757
Mar03 020911 72.20 72.20 71.30 71.45 -0.20 270 6,674 +126
May03 020911 72.20 72.20 72.00 72.00 -0.20 106 3,024 -39
Jul03 020911 72.70 72.70 72.45 72.45 -0.20 33 2,811 +5
Total Volume and Open Interest 17,262 96,861 -4,188
DJIA Index(CBOT)
Sep02 020911 8730 8760 8545 8552 -68 24,018 32,387 +751
Dec02 020911 8730 8735 8530 8539 -68 2,485 2,955 +928
Mar03 020911 8530 8530 8528 8528 -68 214 157 +142
Jun03 020911 8521 8521 8521 8521 -68      
Total Volume and Open Interest 26,717 35,526 +1,821
S & P 500(CME)
Sep02 020911 924.50 926.90 905.60 906.10 -4.90 90,020 434,021 -23,644
Dec02 020911 924.00 927.00 906.00 906.30 -4.90 31,476 175,101 +22,178
Mar03 020911 913.00 915.00 906.30 906.30 -4.90 412 22,031 +1
Jun03 020911 906.50 906.50 906.50 906.50 -4.90 0 331 +0
Total Volume and Open Interest 121,908 631,530 -1,465
S & P 500 E-Mini(Globex)
Sep02 020911 911.00 927.50 905.50 906.00 -5.00 510,950 337,713 -1,900
Dec02 020911 911.25 927.75 901.50 906.25 -5.00 1,964 4,938 +258
Total Volume and Open Interest 512,914 342,651 -1,642
NASDAQ 100(CME)
Sep02 020911 975.00 978.00 942.00 943.00 -8.50 22,968 62,199 -4,541
Dec02 020911 980.00 981.00 944.00 947.00 -8.50 4,578 20,580 +3,184
Mar03 020911 951.00 951.00 951.00 951.00 -8.50 100 470 +0
Total Volume and Open Interest 27,646 83,249 -1,357
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020911 950.0 980.5 942.0 943.0 -8.5 201,190 177,288 +2,737
Dec02 020911 956.5 984.0 946.5 947.0 -8.5 1,743 2,714 +547
Total Volume and Open Interest 202,933 180,002 +3,284
NYSE Composite(NYBOT)
Sep02 020911 498.00 498.50 491.00 491.00 -1.50 595 4,428 -69
Dec02 020911 498.25 498.25 490.50 491.00 -1.50 180 452 +99
Mar03 020911 491.00 491.00 491.00 491.00 -1.50 0 100 +0
Total Volume and Open Interest 775 4,980 +30
S & P Midcap 400(CME)
Sep02 020911 451.00 452.00 445.00 445.50 -0.50 2,581 14,275 -891
Dec02 020911 449.50 449.50 446.20 446.20 -0.40 1,224 1,784 +1,219
Mar03 020911 449.10 449.10 449.10 449.10 -0.50      
Total Volume and Open Interest 3,805 16,059 +328
Russell 2000(CME)
Sep02 020911 398.00 399.50 390.50 390.75 -3.00 6,111 17,510 -3,512
Dec02 020911 399.00 399.00 390.50 391.05 -2.95 3,680 7,720 +4,027
Mar03 020911 393.05 393.05 393.05 393.05 -2.95      
Total Volume and Open Interest 9,791 25,230 +515
Value Line(KCBT)
Sep02 020911 1040.00 1045.50 1025.00 1025.00 -5.00 19 130 +0
Total Volume and Open Interest 19 142 +0
Nikkei 225(CME)
Sep02 020911 9430 9460 9360 9360 +15 4,297 24,469 -1,228
Dec02 020911 9390 9440 9325 9325 +5 3,556 9,187 +2,010
Total Volume and Open Interest 7,853 33,665 +782
Nikkei 225(SIMEX)
Sep02 020911 9325 9440 9325 9370 +35 38,937 99,050 +8,273
Dec02 020911 9260 9400 9240 9335 +35 23,669 38,566 +21,738
Mar03 020911 9330 9330 9330 9330 +35 0 437 +0
Total Volume and Open Interest 62,606 138,053 +30,011
CAC 40(MATIF)
Sep02 020911 3303.0 3414.5 3281.0 3401.0 +98.0 64,827 539,733 +11,424
Oct02 020911 3318.0 3410.5 3300.0 3410.5 +98.5 51 1,232 +51
Nov02 020911 3419.0 3419.0 3419.0 3419.0 +98.0      
Total Volume and Open Interest 67,357 577,933 +13,452
DAX Index(EUREX)
Sep02 020911 3520.0 3620.5 3467.0 3578.0 +92.0 65,383 200,354 -394
Dec02 020911 3550.0 3648.5 3512.5 3608.5 +93.5 1,528 20,473 +555
Mar03 020911 3578.5 3660.5 3540.5 3637.0 +94.0 359 3,414 +223
Total Volume and Open Interest 67,270 224,241 +384
FT-SE 100(LIFFE)
Sep02 020911 4196.00 4249.00 4126.50 4222.50 +51.00 57,353 446,241 -492
Dec02 020911 4216.00 4267.50 4155.00 4242.50 +51.50 9,043 50,312 +5,508
Mar03 020911 4167.00 4246.00 4149.50 4232.50 +53.00 1,008 18,685 -733
Total Volume and Open Interest 67,727 525,995 +4,258
SPI 200(SFE)
Sep02 020911 3116.0 3144.0 3115.0 3135.0 +33.0 8,509 133,112 -4,165
Dec02 020911 3126.0 3155.0 3126.0 3146.0 +33.0 413 6,327 +416
Mar03 020911 3155.0 3155.0 3155.0 3155.0 +35.0 0 1,272 +0
Total Volume and Open Interest 8,927 142,319 -3,744
GSCI(CME)
Sep02 020911 222.80 224.50 222.80 223.35 -0.35 3,615 12,018 -2,913
Oct02 020911 225.70 226.85 225.70 226.05 -0.50 3,692 6,560 +3,428
Nov02 020911 227.00 227.00 227.00 227.00 -0.25      
Total Volume and Open Interest 7,307 18,578 +515
Bridge CRB Index(NYBOT)
Nov02 020911 229.00 230.00 228.50 229.00 -1.00 58 401 +19
Jan03 020911 231.00 231.25 230.00 231.00 -1.00 2 112 -1
Feb03 020911 231.00 231.00 231.00 231.00 -1.00 3 52 +1
Total Volume and Open Interest 63 568 +19
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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