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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 Mon September 16, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 020916 563.00 573.50 557.00 572.50 +7.25 42,580 102,306 -897
Jan03 020916 566.00 577.00 560.50 576.25 +7.75 5,550 26,175 +236
Mar03 020916 568.00 577.00 562.50 575.75 +5.75 3,645 23,377 +71
May03 020916 565.25 575.00 561.00 573.50 +5.75 1,742 31,825 -72
Jul03 020916 565.00 575.00 560.50 573.50 +6.50 1,321 11,199 +15
Aug03 020916 567.00 567.00 567.00 567.00 +6.00 85 566 +65
Sep03 020916 545.00 545.00 545.00 545.00 +3.00 1 44 +1
Total Volume and Open Interest 56,820 200,772 -1,457
Soybean Meal(CBOT)
Oct02 020916 180.00 183.90 177.80 183.40 +2.70 9,849 20,488 -655
Dec02 020916 179.80 183.90 177.60 183.40 +3.50 13,614 63,342 -1,014
Jan03 020916 178.80 183.70 177.50 183.20 +3.80 1,587 10,509 +816
Mar03 020916 178.00 182.80 176.60 182.60 +3.80 981 10,709 +317
May03 020916 176.30 181.30 175.30 180.70 +3.20 985 14,796 +207
Jul03 020916 175.90 180.70 175.00 180.20 +3.20 435 8,821 -2
Aug03 020916 174.00 177.00 173.80 176.90 +2.70 249 2,099 +14
Sep03 020916 171.50 173.00 171.30 173.00 +1.50 107 1,600 +18
Total Volume and Open Interest 29,047 135,756 -677
Soybean Oil(CBOT)
Oct02 020916 19.92 20.10 19.68 20.08 -0.01 5,712 21,509 +251
Dec02 020916 19.92 20.20 19.75 20.18 unch 16,594 84,426 -390
Jan03 020916 20.00 20.25 19.90 20.25 -0.01 2,239 13,500 +267
Mar03 020916 20.12 20.35 20.00 20.34 -0.01 1,999 10,873 +736
May03 020916 20.30 20.45 20.10 20.45 -0.02 2,021 11,002 +103
Jul03 020916 20.35 20.46 20.20 20.46 -0.07 897 5,891 +483
Aug03 020916 20.35 20.35 20.31 20.35 -0.06 62 1,108 -15
Sep03 020916 20.30 20.35 20.25 20.33 -0.07 23 667 +5
Total Volume and Open Interest 29,798 153,398 +1,200
Canola(WCE)
Sep02 020913 434.3 434.3 434.3 434.3 -0.1      
Nov02 020916 427.0 429.0 424.9 428.8 +0.3 6,180 21,966 -2,251
Jan03 020916 431.5 433.5 429.5 433.5 +0.5 2,562 17,376 +66
Mar03 020916 431.0 434.1 431.0 434.1 +0.6 1,016 7,852 -454
May03 020916 431.7 431.7 431.7 431.7 +0.7 295 2,091 +125
Total Volume and Open Interest 10,429 50,903 -2,433
Corn(CBOT)
Dec02 020916 275.00 278.25 272.00 278.00 +1.75 62,388 334,559 -5,485
Mar03 020916 280.75 284.25 278.00 283.75 +1.50 11,865 88,737 +1,125
May03 020916 282.75 285.75 280.00 285.50 +1.25 2,163 22,195 +329
Jul03 020916 281.00 283.50 278.25 283.00 +1.00 2,481 27,084 +356
Sep03 020916 262.00 266.50 262.00 266.00 +1.50 330 6,777 +35
Dec03 020916 251.75 253.75 251.00 253.25 +1.00 1,992 21,056 +285
Total Volume and Open Interest 82,179 504,082 -4,013
Wheat(CBOT)
Dec02 020916 390.00 404.00 387.25 400.75 +8.00 31,111 94,046 +483
Mar03 020916 395.50 405.50 391.50 403.50 +6.00 4,563 24,065 +380
May03 020916 384.00 389.00 378.00 387.00 +2.00 407 1,660 +46
Jul03 020916 360.00 364.50 355.00 364.00 +3.00 1,713 10,824 +45
Sep03 020916 360.00 365.50 360.00 365.50 +3.00 6 681 +1
Total Volume and Open Interest 37,907 133,310 +803
Wheat(KCBT)
Sep02 020916 451.00 451.00 451.00 451.00 unch 17 27 -2
Dec02 020916 448.00 456.00 441.00 455.50 +7.00 12,031 52,341 +1,603
Mar03 020916 440.50 447.00 433.00 446.75 +5.75 5,046 18,713 +1,928
May03 020916 419.00 422.50 413.00 422.50 +2.50 187 1,628 -120
Jul03 020916 381.00 387.50 379.00 384.50 +1.75 1,990 5,907 +397
Total Volume and Open Interest 19,303 79,263 +3,812
Wheat(MGE)
Sep02 020916 475.00 475.00 475.00 475.00 -1.00      
Dec02 020916 473.00 480.00 465.00 475.25 +1.00 5,485 19,964 -6
Mar03 020916 470.00 474.50 464.50 471.25 -0.75 2,744 7,562 +943
May03 020916 442.00 450.00 438.50 448.75 +4.75 74 1,428 -44
Jul03 020916 417.00 423.00 410.00 421.00 +6.00 295 1,346 -63
Total Volume and Open Interest 8,693 31,540 +829
Oats(CBOT)
Dec02 020916 193.25 198.25 193.25 198.25 +2.75 1,363 7,311 -371
Mar03 020916 189.00 193.00 189.00 193.00 +2.00 115 2,093 +44
May03 020916 191.00 191.00 191.00 191.00 +3.00 0 321 +0
Jul03 020916 185.00 185.00 185.00 185.00 +2.00 0 1 +0
Total Volume and Open Interest 1,508 9,747 -326
Rough Rice(CBOT)
Sep02 020916 3.91 3.91 3.91 3.91 unch 25 249 -45
Nov02 020916 4.10 4.14 4.07 4.07 -0.01 233 4,181 -90
Jan03 020916 4.38 4.38 4.30 4.30 unch 72 1,111 +3
Mar03 020916 4.54 4.56 4.52 4.52 unch 27 951 +9
Total Volume and Open Interest 370 7,810 -110
Live Cattle(CME)
Oct02 020916 70.250 70.475 69.750 69.775 -0.475 8,677 36,019 -195
Dec02 020916 72.450 72.675 71.975 72.050 -0.375 9,501 41,512 +2,786
Feb03 020916 73.100 73.200 72.500 72.775 -0.450 3,018 20,270 +1,449
Apr03 020916 73.525 73.525 73.000 73.050 -0.550 1,266 10,235 +245
Jun03 020916 69.000 69.100 68.450 68.525 -0.650 1,101 5,465 +592
Aug03 020916 69.250 69.400 69.000 69.250 -0.475 53 417 +18
Total Volume and Open Interest 23,618 113,934 +4,897
Feeder Cattle(CME)
Sep02 020916 80.800 81.050 80.600 80.750 -0.100 412 1,007 -121
Oct02 020916 81.150 81.450 80.750 80.975 +0.025 1,662 6,006 +487
Nov02 020916 81.125 81.550 80.900 81.075 +0.075 1,148 3,420 +422
Jan03 020916 79.500 79.600 79.200 79.275 unch 509 1,787 +61
Mar03 020916 78.500 78.500 78.100 78.100 -0.400 87 314 +27
Apr03 020916 78.100 78.475 78.050 78.050 -0.200 15 189 -2
May03 020916 78.500 78.500 78.100 78.200 -0.150 9 133 +0
Total Volume and Open Interest 3,851 12,870 +880
Lean Hogs(CME)
Oct02 020916 35.900 36.400 35.450 35.725 +0.200 5,103 12,310 -1,348
Dec02 020916 38.250 38.300 37.150 37.300 -0.725 4,385 18,448 +1,162
Feb03 020916 45.600 45.600 44.500 44.750 -0.225 571 3,866 +67
Apr03 020916 50.800 51.100 50.400 50.650 -0.100 269 1,186 +22
May03 020916 58.450 58.800 58.300 58.675 -0.175 42 528 +23
Jun03 020916 60.550 60.600 60.400 60.600 -0.050 17 770 +6
Jul03 020916 59.250 59.250 59.250 59.250 +0.250 3 191 +2
Aug03 020916 57.000 57.000 57.000 57.000 unch 18 85 +11
Total Volume and Open Interest 10,417 37,408 -46
Pork Bellies(CME)
Feb03 020916 69.550 69.800 68.150 68.275 -1.325 368 1,036 +17
Mar03 020916 68.000 68.000 68.000 68.000 -1.150 12 28 -10
May03 020916 70.500 70.500 69.250 69.250 -1.325 2 20 +1
Jul03 020916 69.050 69.050 69.050 69.050 -0.150 1 15 +1
Aug03 020916 66.300 66.300 66.300 66.300 -2.600 6 5 -1
Total Volume and Open Interest 389 1,104 +8
Cocoa(NYBOT)
Sep02 020913 2059 2059 2016 2033 -21 92 112 -207
Dec02 020916 2013 2058 2013 2050 +34 3,545 36,084 -905
Mar03 020916 2040 2063 2040 2057 +31 767 23,916 -25
May03 020916 2037 2072 2037 2066 +30 254 8,399 +147
Jul03 020916 2072 2072 2072 2072 +30 97 7,169 +36
Sep03 020916 2076 2076 2076 2076 +28 43 11,553 +28
Dec03 020916 2081 2081 2081 2081 +28 118 11,433 +63
Total Volume and Open Interest 4,888 103,818 -703
Coffee "C"(NYBOT)
Sep02 020916 61.50 62.50 61.00 61.35 +1.55 62 195 -24
Dec02 020916 62.20 64.30 62.10 63.00 +1.40 5,427 42,834 +1,121
Mar03 020916 65.10 67.20 65.10 65.90 +1.40 1,174 14,307 -24
May03 020916 66.95 68.50 66.75 67.35 +1.35 203 5,924 +24
Jul03 020916 68.50 69.40 68.25 68.60 +1.35 69 4,946 +6
Sep03 020916 69.10 70.50 69.10 69.75 +1.30 29 3,277 +7
Total Volume and Open Interest 6,972 71,776 +1,110
Orange Juice(NYBOT)
Nov02 020916 100.00 102.90 100.00 102.05 +1.65 286 16,189 -112
Jan03 020916 102.40 104.65 102.40 104.55 +1.75 28 4,872 -9
Mar03 020916 105.25 106.00 105.25 105.70 +1.15 0 4,150 +0
May03 020916 106.00 107.00 106.00 107.00 +0.95 0 769 +0
Jul03 020916 108.00 108.00 107.50 107.75 +0.20 0 591 +0
Total Volume and Open Interest 314 26,575 -121
Sugar #11(NYBOT)
Oct02 020916 6.87 6.93 6.70 6.80 -0.12 22,922 61,384 -5,754
Mar03 020916 6.54 6.63 6.40 6.55 -0.03 21,954 89,936 +9,966
May03 020916 6.18 6.28 6.11 6.22 -0.03 1,039 14,544 -155
Jul03 020916 5.83 5.97 5.82 5.91 +0.01 1,465 20,445 +277
Oct03 020916 5.75 5.92 5.75 5.83 +0.03 857 12,341 +147
Total Volume and Open Interest 48,689 205,910 +4,459
London Cocoa(LCE)
Sep02 020913 1394 1397 1381 1385 -14 1,120 2,401 -645
Dec02 020916 1413 1450 1410 1443 +28 1,887 63,075 +434
Mar03 020916 1430 1465 1427 1460 +29 874 41,063 -99
May03 020916 1444 1476 1444 1474 +29 49 10,765 +0
Jul03 020916 1457 1487 1457 1487 +30 134 12,275 +65
Sep03 020916 1465 1492 1465 1492 +27 507 8,857 -150
Dec03 020916 1491 1495 1491 1495 +27 105 9,138 +100
Total Volume and Open Interest 4,075 149,197 +25
London Coffee(LCE)
Sep02 020916 638.00 667.00 638.00 662.00 +16.00 44 2,533 +3
Nov02 020916 655.00 678.00 651.00 667.00 +13.00 1,938 44,293 -141
Jan03 020916 665.00 688.00 661.00 680.00 +15.00 804 32,845 -4
Mar03 020916 677.00 700.00 674.00 691.00 +14.00 160 24,064 -18
May03 020916 689.00 705.00 689.00 703.00 +14.00 5 11,963 +5
Jul03 020916 703.00 718.00 702.00 715.00 +13.00 9 10,373 +5
Total Volume and Open Interest 2,969 129,809 -145
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 020916 189.50 189.80 188.00 189.00 -1.10 4,412 21,618 +611
Mar03 020916 187.60 188.60 186.00 188.00 +0.20 1,660 14,204 -13
May03 020916 184.00 185.30 184.00 185.00 +0.50 361 4,539 +30
Aug03 020916 183.00 183.00 183.00 183.00 +0.50 200 3,190 +121
Total Volume and Open Interest 9,738 45,431 -1,116
Cotton(NYBOT)
Oct02 020916 41.20 41.65 41.05 41.15 -0.12 816 1,834 -297
Dec02 020916 43.15 43.55 42.90 42.96 -0.21 9,600 46,610 -110
Mar03 020916 45.60 45.85 45.35 45.39 -0.23 1,222 8,566 +347
May03 020916 48.75 49.00 48.55 48.65 -0.23 948 7,903 -166
Jul03 020916 49.75 50.00 49.70 49.70 -0.25 158 3,117 +63
Oct03 020916 51.28 51.28 51.28 51.28 unch 0 156 +0
Total Volume and Open Interest 12,749 69,463 -158
Lumber(CME)
Nov02 020916 221.0 226.5 221.0 223.6 -2.9 355 2,019 +13
Jan03 020916 240.0 242.0 240.0 240.4 -2.5 38 296 +4
Mar03 020916 251.5 252.0 250.7 250.7 -1.5 5 79 +2
May03 020916 254.0 254.0 253.9 253.9 -0.8 1 45 +1
Total Volume and Open Interest 538 2,494 -80
Crude Oil(NYM)
Oct02 020916 29.65 29.74 29.32 29.67 -0.14 93,353 90,904 -8,956
Nov02 020916 29.82 29.95 29.60 29.90 -0.09 72,079 124,043 +15,877
Dec02 020916 29.65 29.80 29.40 29.76 unch 31,169 66,163 +4,668
Jan03 020916 29.30 29.33 29.10 29.33 +0.03 7,902 37,679 +687
Feb03 020916 28.65 28.90 28.60 28.77 +0.01 2,276 14,060 +438
Mar03 020916 28.10 28.22 28.05 28.22 unch 2,309 18,544 -89
Apr03 020916 27.53 27.66 27.50 27.66 -0.02 2,478 15,880 +397
May03 020916 27.15 27.15 27.15 27.15 -0.04 1,052 8,774 -2
Jun03 020916 26.55 26.66 26.50 26.66 -0.06 12,793 24,919 -2,497
Jul03 020916 26.07 26.21 26.07 26.21 -0.07 628 6,328 +139
Total Volume and Open Interest 234,706 511,615 +12,894
Heating Oil(NYM)
Oct02 020916 78.30 78.70 77.85 78.37 -0.30 23,659 44,036 -1,685
Nov02 020916 79.20 79.60 78.75 79.29 -0.40 12,052 33,232 +3,271
Dec02 020916 79.90 80.10 79.30 79.84 -0.40 4,200 22,187 +481
Jan03 020916 79.90 80.20 79.50 80.04 -0.35 2,689 13,448 +6
Feb03 020916 78.80 79.30 78.50 78.84 -0.35 517 10,026 +24
Mar03 020916 76.10 76.80 76.10 76.34 -0.35 367 7,339 +133
Apr03 020916 73.30 73.44 73.30 73.44 -0.30 322 4,174 +161
May03 020916 70.30 70.65 70.30 70.44 -0.35 210 2,987 -11
Jun03 020916 68.55 69.00 68.55 68.84 -0.40 926 3,459 +84
Jul03 020916 68.55 68.55 68.29 68.29 -0.45 154 1,116 +87
Total Volume and Open Interest 46,432 147,820 +2,746
Unleaded Gas(NYM)
Oct02 020916 80.30 80.40 78.75 79.36 -1.20 22,513 39,986 -3,682
Nov02 020916 79.80 79.80 78.50 79.09 -1.02 12,455 24,710 +1,257
Dec02 020916 79.00 79.00 77.95 78.59 -0.77 3,159 9,186 +425
Jan03 020916 78.50 78.50 77.80 78.24 -0.71 711 6,247 +133
Feb03 020916 78.14 78.14 78.14 78.14 -0.71 103 2,871 +39
Mar03 020916 78.20 78.20 78.19 78.19 -0.71 370 3,125 +229
Apr03 020916 83.40 83.40 83.29 83.29 -0.81 295 3,778 -68
May03 020916 82.99 82.99 82.99 82.99 -0.81 212 2,294 +102
Total Volume and Open Interest 39,822 94,237 -1,565
Natural Gas(NYM)
Oct02 020916 3.470 3.530 3.445 3.507 +0.040 42,819 47,297 +1,309
Nov02 020916 3.860 3.890 3.820 3.866 +0.024 16,718 41,813 +3,883
Dec02 020916 4.120 4.140 4.080 4.121 +0.011 8,673 33,804 +778
Jan03 020916 4.245 4.250 4.190 4.228 +0.007 5,985 30,551 +1,117
Feb03 020916 4.155 4.170 4.125 4.141 -0.002 2,140 22,926 +46
Mar03 020916 4.050 4.060 4.015 4.029 -0.006 2,067 24,461 +126
Apr03 020916 3.910 3.930 3.875 3.887 -0.011 1,032 19,960 +233
May03 020916 3.890 3.920 3.860 3.872 -0.018 504 14,208 +54
Total Volume and Open Interest 88,458 424,191 +10,202
Brent Crude Oil(IPE)
Nov02 020916 28.68 28.68 28.21 28.52 -0.15 52,711 81,529 +3,399
Dec02 020916 28.52 28.54 28.20 28.48 -0.07 18,886 51,207 +4,964
Jan03 020916 28.22 28.22 27.96 28.22 -0.01 3,850 23,784 +1,473
Feb03 020916 27.67 27.72 27.56 27.72 +0.01 1,269 10,611 +333
Mar03 020916 27.13 27.18 27.08 27.18 -0.01 1,274 11,308 -268
Apr03 020916 26.70 26.70 26.47 26.64 -0.03 483 5,844 +0
May03 020916 26.07 26.13 25.98 26.13 -0.04 166 5,186 -267
Jun03 020916 25.60 25.65 25.50 25.65 -0.03 1,425 15,508 -394
Total Volume and Open Interest 98,734 265,973 +10,814
Gas Oil(IPE)
Oct02 020916 241.00 241.00 238.50 239.50 +0.25 11,905 58,502 -2,968
Nov02 020916 241.50 241.50 239.00 240.50 +0.25 5,360 44,989 +1,952
Dec02 020916 241.00 241.00 238.75 239.75 -0.25 3,219 43,609 +193
Jan03 020916 240.00 240.00 238.25 238.75 unch 1,772 17,184 +904
Feb03 020916 233.75 234.25 233.75 234.25 unch 200 4,308 +100
Mar03 020916 228.75 228.75 228.75 228.75 unch 100 6,478 +100
Apr03 020916 222.75 222.75 222.75 222.75 unch 0 1,824 +0
May03 020916 217.25 217.25 217.25 217.25 +0.25 0 1,826 +0
Total Volume and Open Interest 24,026 214,555 +739
US Dollar Index(NYBOT)
Sep02 020916 108.42 108.42 108.15 108.23 +0.17 469 637 -323
Dec02 020916 109.00 109.05 108.58 108.79 +0.19 1,770 8,294 +423
Mar03 020916 109.31 109.31 109.31 109.31 +0.19 0 2,009 +0
Total Volume and Open Interest 2,239 10,944 +100
Australian Dollar(IMM)
Sep02 020916 54.90 54.90 54.80 54.80 -0.25 1,787 9,658 -1,721
Dec02 020916 54.35 54.55 54.30 54.42 -0.21 2,844 17,048 +1,391
Mar03 020916 54.00 54.00 54.00 54.00 -0.21 0 78 +0
Total Volume and Open Interest 4,637 27,629 -324
British Pound(IMM)
Sep02 020916 154.18 154.44 154.18 154.20 -1.04 3,160 17,341 -1,401
Dec02 020916 153.42 153.80 153.32 153.52 -0.90 6,584 23,002 +1,618
Mar03 020916 152.62 152.62 152.62 152.62 -0.90 2 170 +2
Total Volume and Open Interest 9,746 40,518 +219
Canadian Dollar(IMM)
Sep02 020916 63.21 63.35 63.16 63.26 +0.15 4,759 25,707 -3,123
Dec02 020916 63.03 63.18 62.97 63.08 +0.15 6,906 43,722 +2,847
Mar03 020916 62.85 62.95 62.79 62.89 +0.15 383 3,765 +231
Jun03 020916 62.69 62.71 62.68 62.71 +0.15 156 1,119 +87
Total Volume and Open Interest 12,365 74,915 +131
Japanese Yen(IMM)
Sep02 020916 81.88 82.05 81.85 82.05 -0.12 7,037 24,574 -6,052
Dec02 020916 82.20 82.43 82.02 82.14 -0.40 35,492 67,186 +9,158
Mar03 020916 82.50 82.50 82.49 82.49 -0.40 24 576 +12
Total Volume and Open Interest 42,553 92,581 +3,118
Swiss Franc(IMM)
Sep02 020916 65.92 66.11 65.92 66.11 -0.15 2,562 15,273 -1,183
Dec02 020916 66.14 66.45 66.13 66.30 -0.15 9,434 24,617 +2,490
Mar03 020916 66.48 66.48 66.48 66.48 -0.15 0 399 +0
Total Volume and Open Interest 11,996 40,323 +1,307
EuroFX(IMM)
Sep02 020916 96.82 97.10 96.82 97.09 -0.15 6,175 36,085 -6,027
Dec02 020916 96.48 96.92 96.46 96.73 -0.15 20,789 77,821 +4,539
Mar03 020916 96.10 96.39 96.10 96.39 -0.15 23 675 +19
Total Volume and Open Interest 26,987 114,857 -1,469
Mexican Peso(IMM)
Sep02 020916 10040.0 10040.0 10040.0 10040.0 +10.0 324 9,651 -446
Dec02 020916 9875.0 9877.0 9835.0 9845.0 -17.0 2,940 12,985 -150
Total Volume and Open Interest 3,264 23,682 -596
30-Year T-Bonds(CBOT)
Sep02 020916 113~04 114~03 113~04 113~30 +0~10 7,458 29,107 -1,566
Dec02 020916 112~14 113~00 111~28 112~25 +0~11 199,613 443,783 +10,560
Mar03 020916 111~18 111~25 111~10 111~21 +0~11 422 26,652 -47
Total Volume and Open Interest 207,493 499,630 +8,947
Municipal Bonds(CBOT)
Sep02 020916 110~25 110~30 110~25 110~26 +0~13 240 1,629 -179
Dec02 020916 109~08 110~00 109~08 109~26 +0~09 522 4,032 +283
Total Volume and Open Interest 762 5,661 +104
10-Year T-Notes(CBOT)
Sep02 020916 114~215 115~090 114~210 115~040 +0~070 17,368 37,127 -10,105
Dec02 020916 113~210 114~015 113~100 113~285 +0~075 324,230 807,786 +12,547
Total Volume and Open Interest 342,261 868,200 +1,942
5-Year T-Notes(CBOT)
Sep02 020916 113~025 113~050 113~015 113~015 +0~025 8,693 25,222 -3,090
Dec02 020916 112~055 112~190 112~050 112~150 +0~050 81,347 635,077 +13,087
Mar03 020916 111~100 111~100 111~100 111~100 +0~050 0 8 +0
Total Volume and Open Interest 90,040 660,307 +9,997
2 Year T-Notes(CBOT)
Sep02 020916 106~124 107~005 106~124 107~004 unch 2,267 9,512 -686
Dec02 020916 106~077 106~093 106~077 106~088 +0~002 5,845 101,158 -171
Total Volume and Open Interest 8,112 110,670 -857
3-Mth T-Bills(IMM)
Dec02 020916 98.46 98.47 98.45 98.47 -0.03 18 28 +10
Total Volume and Open Interest 37 868 +5
Eurodollars(IMM)
Sep02 020916 98.180 98.180 98.180 98.180 -0.003 89,684 579,616 -9,171
Dec02 020916 98.225 98.235 98.215 98.230 -0.005 159,808 736,527 +7,235
Mar03 020916 98.100 98.135 98.100 98.115 -0.020 160,724 619,663 +636
Jun03 020916 97.855 97.895 97.845 97.865 -0.030 154,445 459,284 +9,894
Sep03 020916 97.510 97.560 97.500 97.535 -0.015 90,596 349,471 -31,844
Dec03 020916 97.160 97.225 97.160 97.205 -0.005 28,676 322,525 -520
Mar04 020916 96.890 96.945 96.865 96.925 +0.005 20,833 206,946 +2
Jun04 020916 96.645 96.735 96.645 96.710 +0.025 20,001 165,402 -146
Sep04 020916 96.435 96.535 96.420 96.515 +0.045 7,990 128,059 -5,046
Dec04 020916 96.235 96.330 96.230 96.315 +0.050 6,630 128,226 -2,422
Mar05 020916 96.090 96.180 96.090 96.165 +0.050 6,201 102,896 -1,763
Jun05 020916 95.945 96.030 95.935 96.015 +0.050 5,435 91,457 -1,399
Total Volume and Open Interest 800,960 4,427,981 -37,682
3-Mth Euro-Yen(IMM)
Sep02 020913 99.93 99.93 99.93 99.93 unch 97 16,881 +135
Dec02 020916 99.92 99.92 99.91 99.91 -0.01 1,565 10,446 +3,646
Mar03 020916 99.90 99.90 99.89 99.89 -0.01 397 4,136 +667
Jun03 020916 99.90 99.91 99.90 99.91 unch 18 5,062 +37
Sep03 020916 99.89 99.89 99.89 99.89 unch 101 1,903 +230
Dec03 020916 99.86 99.86 99.86 99.86 +0.01 1 2,124 +1
Mar04 020916 99.81 99.81 99.81 99.81 unch 1 711 +1
Jun04 020916 99.80 99.80 99.80 99.80 unch 1 579 +1
Sep04 020916 99.75 99.75 99.75 99.75 unch 1 910 +0
Dec04 020916 99.69 99.69 99.69 99.69 unch 0 261 +0
Total Volume and Open Interest 2,085 29,692 -12,298
3-Mth Euro-Yen(SIMEX)
Dec02 020916 99.92 99.92 99.92 99.92 +0.00 947 42,597 -1,251
Mar03 020916 99.89 99.89 99.89 99.89 +0.00 728 34,812 +245
Jun03 020916 99.90 99.90 99.90 99.90 +0.00 1,312 48,031 +1,069
Sep03 020916 99.89 99.89 99.89 99.89 unch 802 27,096 +444
Dec03 020916 99.86 99.87 99.86 99.87 +0.01 50 15,302 +50
Mar04 020916 99.81 99.82 99.81 99.82 unch 200 14,677 +50
Jun04 020916 99.81 99.81 99.81 99.81 +0.01 10 6,820 +10
Sep04 020916 99.75 99.75 99.75 99.75 unch 0 2,346 +0
Total Volume and Open Interest 4,069 202,390 -42,321
German Euro-Bund(EUREX)
Dec02 020916 111.39 112.00 111.21 111.90 +0.57 809,222 706,872 +25,900
Mar03 020916 111.57 111.57 111.57 111.57 +0.56 10,980 410 +0
Jun03 020916 111.18 111.18 111.18 111.18 +0.59 214 0 +0
Total Volume and Open Interest 820,416 707,282 +25,900
German Euro-Bobl(EUREX)
Dec02 020916 108.82 109.11 108.68 109.09 +0.33 560,360 589,777 -3,933
Mar03 020916 108.75 109.03 108.66 109.03 +0.33 3,852 590 +0
Jun03 020916 108.56 108.56 108.56 108.56 +0.33      
Total Volume and Open Interest 564,212 590,367 -3,933
Long Gilt(LIFFE)
Sep02 020916 116~28 117~19 116~28 117~19 +0~20 633 9,412 -304
Dec02 020916 119~19 120~09 119~16 120~07 +0~19 30,971 87,644 -954
Total Volume and Open Interest 31,604 97,056 -1,258
3-Mth Short Sterling(LIFFE)
Sep02 020916 95.99 96.01 95.99 96.00 +0.01 7,614 0 +0
Dec02 020916 96.00 96.03 96.00 96.01 unch 24,004 0 +0
Mar03 020916 95.94 96.00 95.92 95.98 +0.03 51,893 0 +0
Total Volume and Open Interest 147,385    
3-Mth Euribor(LIFFE)
Sep02 020916 96.695 96.695 96.685 96.685 -0.010 64,304 310,640 -16,206
Dec02 020916 96.865 96.880 96.825 96.870 +0.010 83,938 430,679 -7,021
Mar03 020916 96.940 96.985 96.905 96.980 +0.035 162,632 392,915 +15,885
Total Volume and Open Interest 496,748 1,978,567 +6,561
3-Mth Aus T-Bills(SFE)
Sep02 020912 95.07 95.07 95.02 95.02 -0.06 9,441 132,951 -9,355
Dec02 020916 94.98 95.02 94.97 95.01 +0.04 17,240 225,128 +11,106
Mar03 020916 94.84 94.87 94.81 94.87 +0.05 5,003 49,781 +3,516
Jun03 020916 94.71 94.75 94.71 94.75 +0.05 2,774 29,310 +2,593
Sep03 020916 94.63 94.65 94.62 94.65 +0.05 915 19,450 +774
Dec03 020916 94.54 94.56 94.54 94.55 +0.04 363 13,790 +301
Mar04 020916 94.47 94.48 94.46 94.47 +0.03 159 8,699 +158
Jun04 020916 94.39 94.39 94.39 94.39 +0.04 188 5,003 +188
Sep04 020916 94.31 94.33 94.30 94.33 +0.05 975 2,695 +948
Dec04 020916 94.25 94.25 94.25 94.25 +0.04 0 1,709 +0
Total Volume and Open Interest 27,617 356,325 +18,541
10-Year Aus T-Bonds(SFE)
Sep02 020916 94.57 94.61 94.56 94.57 +0.01 48,586 241,192 +0
Dec02 020916 94.57 94.58 94.51 94.54 +0.02 2,553 109,503 +5,306
Total Volume and Open Interest 96,626 345,389 +79,482
3-Year Aus T-Bonds(SFE)
Sep02 020916 94.84 94.88 94.83 94.86 +0.04 76,521 695,903 +43,661
Dec02 020916 94.78 94.81 94.76 94.80 +0.05 57,107 154,844 +53,535
Total Volume and Open Interest 133,628 850,747 +97,196
Gold(CMX)
Oct02 020916 315.5 318.0 315.3 317.5 +0.5 1,933 12,773 +724
Dec02 020916 316.8 319.4 316.4 318.5 +0.4 27,680 103,806 -358
Feb03 020916 318.4 320.2 318.0 319.3 +0.4 368 9,470 -98
Apr03 020916 319.1 320.8 318.6 320.0 +0.4 18 4,668 +11
Jun03 020916 319.9 321.5 319.9 320.7 +0.4 28 6,260 +13
Aug03 020916 320.7 322.2 320.7 321.4 +0.4 0 7,048 +0
Total Volume and Open Interest 30,483 164,821 +340
Silver(CMX)
Sep02 020916 454.5 454.9 454.5 454.9 -0.5 4 256 -3
Dec02 020916 456.0 459.0 453.0 457.0 -0.5 6,806 61,247 -182
Mar03 020916 459.0 462.0 455.0 459.6 -0.4 363 6,033 +311
May03 020916 460.8 460.8 460.8 460.8 -0.4 1 2,298 -1
Jul03 020916 460.0 466.0 460.0 462.1 -0.4 1 5,456 +1
Total Volume and Open Interest 7,187 81,110 +138
Platinum(NYM)
Oct02 020916 555.5 556.5 553.5 555.3 +0.4 493 6,056 +84
Jan03 020916 551.0 552.0 548.5 549.8 +0.4 59 780 +76
Apr03 020916 549.8 549.8 549.8 549.8 +0.4 0 2 +0
Jul03 020916 555.3 555.3 555.3 555.3        
Palladium(NYME)
Sep02 020916 335.50 335.50 335.50 335.50 -4.00 0 2 -2
Dec02 020916 339.00 339.00 333.50 334.50 -4.00 44 1,881 +19
Total Volume and Open Interest 44 1,883 +17
Copper(CMX)
Sep02 020916 69.05 69.05 68.10 68.10 -1.10 323 1,006 -33
Dec02 020916 69.75 69.85 68.60 68.90 -1.10 7,035 47,362 -1,502
Mar03 020916 70.45 70.60 69.70 69.70 -1.10 127 6,789 -29
May03 020916 70.10 70.30 70.10 70.25 -1.10 67 3,115 +0
Jul03 020916 70.65 70.65 70.65 70.65 -1.10 51 2,878 +51
Total Volume and Open Interest 8,171 92,847 -1,161
DJIA Index(CBOT)
Sep02 020916 8340 8395 8265 8392 +65 7,026 24,357 -2,877
Dec02 020916 8335 8380 8240 8375 +65 30,167 14,320 +3,893
Mar03 020916 8364 8364 8364 8364 +65 8 164 +6
Jun03 020916 8357 8357 8357 8357 +65      
Total Volume and Open Interest 37,201 38,868 +1,022
S & P 500(CME)
Sep02 020916 887.50 892.90 879.20 892.90 +1.80 88,643 294,257 -48,182
Dec02 020916 887.70 893.50 878.60 893.00 +1.80 126,487 359,192 +59,298
Mar03 020916 892.90 892.90 892.90 892.90 +1.80 35 21,565 +35
Jun03 020916 893.00 893.00 893.00 893.00 +1.80 0 351 +0
Total Volume and Open Interest 215,165 675,411 +11,151
S & P 500 E-Mini(Globex)
Sep02 020916 891.25 894.00 879.00 893.00 +2.00 26,965 328,366 +8,053
Dec02 020916 891.25 894.25 878.75 893.00 +1.75 484,294 94,450 +14,904
Total Volume and Open Interest 511,259 422,816 +22,957
NASDAQ 100(CME)
Sep02 020916 921.00 921.00 903.00 911.50 -14.00 11,168 49,537 -3,956
Dec02 020916 923.00 930.00 903.00 915.50 -14.00 21,242 42,239 +7,295
Mar03 020916 919.50 919.50 919.50 919.50 -14.00 0 470 +0
Total Volume and Open Interest 32,410 92,246 +3,339
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020916 925.0 929.0 899.0 911.5 -14.0 13,984 166,117 -670
Dec02 020916 928.5 929.5 901.5 915.5 -14.0 190,114 35,987 +9,315
Total Volume and Open Interest 204,098 202,104 +8,645
NYSE Composite(NYBOT)
Sep02 020916 481.50 484.75 478.25 484.75 +1.50 80 3,798 -80
Dec02 020916 481.50 484.50 478.25 484.50 +1.50 370 1,274 +120
Mar03 020916 484.25 484.25 484.25 484.25 +1.25 0 100 +0
Total Volume and Open Interest 450 5,172 +40
S & P Midcap 400(CME)
Sep02 020916 435.50 436.45 433.50 436.45 -2.65 2,559 10,447 -1,533
Dec02 020916 437.00 438.50 432.00 437.15 -2.65 3,391 8,932 +2,602
Mar03 020916 440.05 440.05 440.05 440.05 -2.65      
Total Volume and Open Interest 5,950 19,379 +1,069
Russell 2000(CME)
Sep02 020916 387.00 390.00 384.75 386.95 -3.00 2,859 13,403 -1,818
Dec02 020916 389.00 391.50 384.75 387.25 -3.00 4,392 14,883 +1,678
Mar03 020916 389.00 389.00 389.00 389.00 -3.00      
Total Volume and Open Interest 7,251 28,286 -140
Value Line(KCBT)
Sep02 020916 1005.00 1005.00 1001.75 1001.75 -10.25 0 101 +0
Total Volume and Open Interest 24 130 +20
Nikkei 225(CME)
Dec02 020916 9225 9225 9150 9190 -40 1,465 12,529 +620
Mar03 020916 9190 9190 9190 9190 -40 0 7 +0
Total Volume and Open Interest 1,465 12,539 -16,596
Nikkei 225(SIMEX)
Dec02 020913 9250 9255 9105 9165 -215 26,190 81,775 +13,293
Mar03 020913 9160 9160 9160 9160 -215 0 437 +0
Jun03 020913 9115 9115 9115 9115 -220      
Total Volume and Open Interest 44,075 82,251 -86,138
CAC 40(MATIF)
Sep02 020916 3167.0 3202.0 3121.0 3146.5 -14.5 71,489 580,631 +25,767
Oct02 020916 3170.0 3201.0 3146.5 3155.5 -14.5 826 7,837 +596
Nov02 020916 3163.5 3163.5 3163.5 3163.5 -14.5      
Total Volume and Open Interest 72,726 628,643 +26,671
DAX Index(EUREX)
Sep02 020916 3375.0 3382.0 3288.0 3317.0 -56.5 121,836 147,412 -23,749
Dec02 020916 3406.0 3409.0 3319.5 3345.0 -57.0 34,547 81,079 +27,296
Mar03 020916 3414.5 3414.5 3366.5 3370.0 -58.0 201 4,646 -70
Total Volume and Open Interest 156,584 233,137 +3,477
FT-SE 100(LIFFE)
Sep02 020916 4040.00 4075.00 3968.50 4050.00 +52.00 117,766 359,749 -41,977
Dec02 020916 4050.00 4092.50 3988.00 4070.00 +53.00 47,780 139,457 +40,841
Mar03 020916 4054.00 4054.00 4054.00 4054.00 +51.00 823 19,850 +298
Total Volume and Open Interest 167,469 530,897 -738
SPI 200(SFE)
Sep02 020916 3123.0 3135.0 3113.0 3115.0 -10.0 9,835 140,031 +2,326
Dec02 020916 3135.0 3145.0 3126.0 3127.0 -9.0 969 9,918 +722
Mar03 020916 3136.0 3136.0 3136.0 3136.0 -9.0 13 1,245 -9
Total Volume and Open Interest 10,977 152,977 +3,199
GSCI(CME)
Oct02 020916 225.25 225.90 225.05 225.45 -0.35 3,696 17,091 +3,848
Nov02 020916 226.90 226.90 226.90 226.90 -0.10 1 3 +1
Total Volume and Open Interest 7,778 18,983 +92
Bridge CRB Index(NYBOT)
Nov02 020916 230.00 230.75 229.00 230.25 +1.65 27 391 +2
Jan03 020916 230.75 232.25 230.25 232.25 +1.65 1 123 -6
Feb03 020916 232.25 232.25 232.25 232.25 +1.65 0 52 +0
Total Volume and Open Interest 28 569 -4
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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