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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 Tue September 17, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 020917 570.00 573.50 566.50 573.00 +0.50 35,106 101,151 -1,155
Jan03 020917 572.50 576.50 570.00 576.00 -0.25 3,679 26,509 +334
Mar03 020917 574.00 577.50 571.50 577.25 +1.50 2,515 23,880 +503
May03 020917 572.00 576.50 570.00 576.25 +2.75 1,457 31,600 -225
Jul03 020917 571.50 576.00 569.75 575.75 +2.25 941 11,362 +163
Aug03 020917 567.00 567.00 565.00 567.00 unch 5 570 +4
Sep03 020917 545.00 545.00 545.00 545.00 unch 0 44 +0
Total Volume and Open Interest 44,442 200,378 -394
Soybean Meal(CBOT)
Oct02 020917 182.80 183.50 181.40 183.00 -0.40 8,014 19,964 -524
Dec02 020917 182.60 183.60 181.50 183.40 unch 13,086 63,435 +93
Jan03 020917 182.30 183.50 181.50 183.30 +0.10 2,144 11,249 +740
Mar03 020917 182.30 183.00 181.00 182.70 +0.10 1,639 10,391 -318
May03 020917 180.00 181.50 179.60 181.00 +0.30 1,515 15,074 +278
Jul03 020917 179.50 181.00 179.00 180.50 +0.30 396 8,881 +60
Aug03 020917 176.60 178.00 176.50 177.80 +0.90 320 2,256 +157
Sep03 020917 174.00 174.00 173.00 173.60 +0.60 37 1,638 +38
Total Volume and Open Interest 27,749 136,329 +573
Soybean Oil(CBOT)
Oct02 020917 20.10 20.12 19.90 20.05 -0.03 5,788 20,257 -1,252
Dec02 020917 20.20 20.20 19.97 20.15 -0.03 16,496 79,979 -4,447
Jan03 020917 20.23 20.30 20.08 20.25 unch 2,126 14,694 +1,194
Mar03 020917 20.35 20.35 20.18 20.33 -0.01 909 11,366 +493
May03 020917 20.37 20.44 20.26 20.44 -0.01 866 10,835 -167
Jul03 020917 20.40 20.55 20.31 20.50 +0.04 225 5,898 +7
Aug03 020917 20.35 20.35 20.35 20.35 unch 52 1,110 +2
Sep03 020917 20.35 20.35 20.35 20.35 +0.02 11 669 +2
Total Volume and Open Interest 26,763 148,875 -4,523
Canola(WCE)
Sep02 020913 434.3 434.3 434.3 434.3 -0.1      
Nov02 020917 428.8 428.8 425.0 427.0 -1.8 3,641 21,670 -296
Jan03 020917 433.1 433.1 430.0 431.9 -1.6 404 17,530 +154
Mar03 020917 432.3 432.3 431.5 432.0 -2.1 219 7,854 +2
May03 020917 432.5 432.5 431.4 431.4 -0.3 0 2,076 -15
Total Volume and Open Interest 4,269 50,753 -150
Corn(CBOT)
Dec02 020917 276.25 278.00 272.50 276.50 -1.50 53,001 333,292 -1,267
Mar03 020917 282.50 284.00 278.75 282.50 -1.25 8,680 90,790 +2,053
May03 020917 284.00 285.50 281.00 285.25 -0.25 2,310 23,010 +815
Jul03 020917 282.25 284.00 279.75 283.25 +0.25 3,326 27,663 +579
Sep03 020917 266.00 266.50 264.75 265.75 -0.25 580 6,477 -300
Dec03 020917 253.00 255.00 252.75 254.50 +1.25 2,736 21,562 +506
Total Volume and Open Interest 70,649 506,257 +2,175
Wheat(CBOT)
Dec02 020917 399.50 406.00 397.50 405.25 +4.50 24,570 93,903 -143
Mar03 020917 403.00 407.00 399.00 406.25 +2.75 4,739 23,511 -554
May03 020917 387.00 389.00 382.00 383.00 -4.00 288 1,656 -4
Jul03 020917 364.00 364.00 355.50 357.00 -7.00 1,711 11,028 +204
Sep03 020917 360.00 360.00 358.00 358.00 -7.50 37 697 +16
Total Volume and Open Interest 31,431 132,586 -724
Wheat(KCBT)
Sep02 020917 451.00 451.00 451.00 451.00 unch 7 10 -17
Dec02 020917 455.50 459.50 450.00 459.00 +3.50 6,772 50,489 -1,852
Mar03 020917 449.00 449.00 440.00 448.50 +1.75 2,900 18,757 +44
May03 020917 422.50 423.00 417.50 420.50 -2.00 102 1,638 +10
Jul03 020917 384.50 386.00 378.00 378.75 -5.75 1,122 5,910 +3
Total Volume and Open Interest 10,980 77,497 -1,766
Wheat(MGE)
Sep02 020917 475.00 475.00 475.00 475.00 unch      
Dec02 020917 476.50 481.00 472.00 480.00 +4.75 5,019 19,775 -189
Mar03 020917 475.50 476.50 469.00 475.75 +4.50 1,358 7,413 -149
May03 020917 452.00 454.50 450.00 454.00 +5.25 211 1,406 -22
Jul03 020917 422.00 427.00 422.00 424.25 +3.25 74 1,379 +33
Total Volume and Open Interest 6,725 31,225 -315
Oats(CBOT)
Dec02 020917 199.75 201.50 197.25 200.50 +2.25 708 7,273 -38
Mar03 020917 194.50 196.00 193.00 196.00 +3.00 88 2,106 +13
May03 020917 193.00 193.00 193.00 193.00 +2.00 0 321 +0
Jul03 020917 187.00 187.00 187.00 187.00 +2.00 0 1 +0
Total Volume and Open Interest 796 9,701 -46
Rough Rice(CBOT)
Sep02 020917 3.84 3.84 3.84 3.84 -0.07 0 224 -25
Nov02 020917 4.11 4.12 3.99 3.99 -0.08 241 4,246 +65
Jan03 020917 4.30 4.30 4.22 4.22 -0.08 29 1,130 +19
Mar03 020917 4.48 4.48 4.43 4.43 -0.09 52 971 +20
Total Volume and Open Interest 329 7,895 +85
Live Cattle(CME)
Oct02 020917 69.800 70.050 69.600 69.825 +0.050 5,486 36,522 +503
Dec02 020917 72.150 72.350 71.850 72.225 +0.175 6,239 43,260 +1,748
Feb03 020917 72.775 73.100 72.400 73.050 +0.275 2,907 20,838 +568
Apr03 020917 72.925 73.400 72.775 73.250 +0.200 916 10,262 +27
Jun03 020917 68.500 69.075 68.500 68.950 +0.425 976 5,893 +428
Aug03 020917 69.150 69.400 69.000 69.400 +0.150 46 425 +8
Total Volume and Open Interest 16,572 117,218 +3,284
Feeder Cattle(CME)
Sep02 020917 80.750 81.000 80.600 81.000 +0.250 179 991 -16
Oct02 020917 81.050 81.700 80.700 81.250 +0.275 1,009 5,810 -196
Nov02 020917 81.075 81.950 80.800 81.625 +0.550 734 3,610 +190
Jan03 020917 79.350 79.950 79.175 79.775 +0.500 361 1,834 +47
Mar03 020917 78.150 78.700 78.150 78.500 +0.400 55 334 +20
Apr03 020917 78.000 78.500 78.000 78.475 +0.425 53 232 +43
May03 020917 78.200 78.650 78.200 78.500 +0.300 8 141 +8
Total Volume and Open Interest 2,405 12,969 +99
Lean Hogs(CME)
Oct02 020917 35.700 36.475 35.200 36.050 +0.325 3,296 11,775 -535
Dec02 020917 37.100 37.700 36.600 37.325 +0.025 2,823 18,914 +466
Feb03 020917 44.600 44.600 43.950 44.225 -0.525 324 3,966 +100
Apr03 020917 50.350 50.425 49.975 50.150 -0.500 105 1,207 +21
May03 020917 58.000 58.425 58.000 58.425 -0.250 17 523 -5
Jun03 020917 60.500 60.500 60.050 60.300 -0.300 14 759 -11
Jul03 020917 59.075 59.075 59.050 59.075 -0.175 0 191 +0
Aug03 020917 57.050 57.100 57.000 57.000 unch 0 85 +0
Total Volume and Open Interest 6,579 37,444 +36
Pork Bellies(CME)
Feb03 020917 67.800 70.200 67.600 69.350 +1.075 153 1,049 +13
Mar03 020917 69.200 69.200 68.900 68.900 +0.900 0 28 +0
May03 020917 71.000 71.000 70.300 70.300 +1.050 4 20 +0
Jul03 020917 69.050 69.050 69.050 69.050 unch 0 15 +0
Aug03 020917 66.600 66.600 66.600 66.600 +0.300 0 5 +0
Total Volume and Open Interest 157 1,117 +13
Cocoa(NYBOT)
Dec02 020917 2050 2065 2047 2062 +12 4,717 36,713 +629
Mar03 020917 2062 2072 2054 2069 +12 2,073 24,705 +789
May03 020917 2072 2082 2066 2079 +13 45 8,415 +16
Jul03 020917 2082 2085 2082 2085 +13 0 7,169 +0
Sep03 020917 2087 2091 2087 2091 +15 20 11,563 +10
Dec03 020917 2088 2097 2088 2097 +16 34 11,467 +34
Mar04 020917 2102 2102 2102 2102 +16 0 2,147 +0
Total Volume and Open Interest 6,889 105,231 +1,413
Coffee "C"(NYBOT)
Sep02 020917 62.00 62.50 60.75 61.00 -0.35 52 164 -31
Dec02 020917 62.50 63.85 61.00 61.70 -1.30 10,200 44,532 +1,698
Mar03 020917 65.30 66.80 64.10 64.70 -1.20 1,601 14,536 +229
May03 020917 66.75 68.00 65.75 66.25 -1.10 211 5,893 -31
Jul03 020917 68.00 69.00 67.30 67.50 -1.10 95 4,940 -6
Sep03 020917 69.00 70.00 68.50 68.70 -1.05 100 3,294 +17
Total Volume and Open Interest 12,295 73,658 +1,882
Orange Juice(NYBOT)
Nov02 020917 102.10 102.60 101.60 102.35 +0.30 1,804 16,372 +183
Jan03 020917 104.25 104.85 104.25 104.85 +0.30 763 4,931 +59
Mar03 020917 105.30 106.30 105.30 106.20 +0.50 60 4,165 +15
May03 020917 107.00 107.00 107.00 107.00 unch 70 819 +50
Jul03 020917 107.25 107.75 107.25 107.75 unch 31 621 +30
Total Volume and Open Interest 2,728 26,912 +337
Sugar #11(NYBOT)
Oct02 020917 6.72 6.90 6.65 6.84 +0.04 24,772 52,534 -8,850
Mar03 020917 6.46 6.60 6.42 6.56 +0.01 25,610 101,237 +11,301
May03 020917 6.12 6.27 6.10 6.24 +0.02 2,285 15,468 +924
Jul03 020917 5.80 6.00 5.80 5.95 +0.04 2,107 20,509 +64
Oct03 020917 5.75 5.93 5.73 5.90 +0.07 1,284 12,881 +540
Total Volume and Open Interest 56,155 209,844 +3,934
London Cocoa(LCE)
Sep02 020913 1394 1397 1381 1385 -14 1,120 2,401 -645
Dec02 020917 1443 1458 1443 1451 +8 2,092 63,162 +87
Mar03 020917 1462 1474 1462 1469 +9 1,311 40,969 -94
May03 020917 1489 1489 1481 1483 +9 242 10,890 +125
Jul03 020917 1494 1499 1494 1496 +9 165 12,297 +22
Sep03 020917 1504 1508 1501 1505 +13 35 8,831 -26
Dec03 020917 1504 1508 1504 1508 +13 163 9,138 +0
Total Volume and Open Interest 4,008 147,235 -1,962
London Coffee(LCE)
Sep02 020917 650.00 659.00 646.00 646.00 -16.00 47 2,533 +0
Nov02 020917 670.00 675.00 652.00 652.00 -15.00 3,811 45,047 +754
Jan03 020917 683.00 684.00 665.00 665.00 -15.00 1,850 33,352 +507
Mar03 020917 692.00 695.00 676.00 676.00 -15.00 920 24,105 +41
May03 020917 695.00 700.00 688.00 688.00 -15.00 238 11,927 -36
Jul03 020917 705.00 708.00 700.00 700.00 -15.00 239 10,468 +95
Total Volume and Open Interest 7,106 131,170 +1,361
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 020917 189.50 189.50 186.50 187.90 -1.10 953 21,684 +66
Mar03 020917 187.90 188.10 185.50 187.10 -0.90 532 14,295 +91
May03 020917 183.70 184.70 183.70 184.10 -0.90 36 4,564 +25
Aug03 020917 182.10 182.10 182.10 182.10 -0.90 0 3,190 +0
Total Volume and Open Interest 1,521 45,613 +182
Cotton(NYBOT)
Oct02 020917 41.30 41.50 41.05 41.18 +0.03 291 1,631 -203
Dec02 020917 43.10 43.45 42.97 43.14 +0.18 6,883 45,968 -642
Mar03 020917 45.60 45.80 45.50 45.65 +0.26 1,003 8,276 -290
May03 020917 48.80 49.05 48.80 48.98 +0.33 207 7,912 +9
Jul03 020917 50.00 50.10 49.95 50.08 +0.38 124 3,176 +59
Oct03 020917 51.28 51.28 51.28 51.28 unch 0 156 +0
Total Volume and Open Interest 8,532 68,396 -1,067
Lumber(CME)
Nov02 020917 223.6 225.0 219.4 220.8 -2.8 317 2,025 +6
Jan03 020917 240.4 240.5 236.5 236.9 -3.5 53 307 +11
Mar03 020917 250.3 250.3 248.1 248.1 -2.6 22 79 +0
May03 020917 253.0 253.0 253.0 253.0 -0.9 4 44 -1
Total Volume and Open Interest 398 2,461 -33
Crude Oil(NYM)
Oct02 020917 28.80 29.15 28.35 29.08 -0.59 64,197 70,271 -20,633
Nov02 020917 29.10 29.38 28.60 29.32 -0.58 53,330 131,653 +7,610
Dec02 020917 29.05 29.25 28.70 29.18 -0.58 25,273 68,008 +1,845
Jan03 020917 28.70 28.90 28.40 28.80 -0.53 5,483 39,286 +1,607
Feb03 020917 28.20 28.32 28.00 28.28 -0.49 1,234 13,932 -128
Mar03 020917 27.44 27.85 27.44 27.76 -0.46 1,753 18,350 -194
Apr03 020917 27.19 27.28 27.00 27.23 -0.43 1,359 16,411 +531
May03 020917 26.69 26.75 26.68 26.75 -0.40 377 9,046 +272
Jun03 020917 26.20 26.35 26.20 26.28 -0.38 3,024 25,437 +518
Jul03 020917 25.50 25.88 25.50 25.85 -0.36 521 6,434 +106
Total Volume and Open Interest 160,487 503,164 -8,451
Heating Oil(NYM)
Oct02 020917 76.30 77.50 75.70 77.23 -1.14 12,209 42,033 -2,003
Nov02 020917 77.30 78.30 76.60 78.15 -1.14 3,417 33,845 +613
Dec02 020917 77.70 79.00 77.20 78.75 -1.09 1,587 21,793 -394
Jan03 020917 78.20 79.25 77.30 78.95 -1.09 539 13,570 +122
Feb03 020917 77.25 78.10 76.10 77.85 -0.99 155 10,145 +119
Mar03 020917 73.95 75.80 73.95 75.45 -0.89 71 7,322 -17
Apr03 020917 71.10 73.00 71.10 72.60 -0.84 79 4,178 +4
May03 020917 68.60 70.20 68.60 69.65 -0.79 29 2,964 -23
Jun03 020917 67.75 68.60 67.50 68.10 -0.74 100 3,435 -24
Jul03 020917 67.40 68.15 67.20 67.60 -0.69 131 1,219 +103
Total Volume and Open Interest 18,868 146,688 -1,132
Unleaded Gas(NYM)
Oct02 020917 77.00 78.10 76.30 77.63 -1.73 17,175 39,743 -243
Nov02 020917 76.80 77.90 76.40 77.45 -1.64 7,491 25,835 +1,125
Dec02 020917 76.25 77.30 76.20 77.12 -1.47 4,071 10,487 +1,301
Jan03 020917 75.80 76.97 75.80 76.97 -1.27 638 6,407 +160
Feb03 020917 76.94 76.94 76.94 76.94 -1.20 312 3,065 +194
Mar03 020917 76.60 77.04 76.60 77.04 -1.15 22 2,890 -235
Apr03 020917 81.40 82.29 81.40 82.29 -1.00 96 3,790 +12
May03 020917 82.05 82.05 82.05 82.05 -0.94 34 2,294 +0
Total Volume and Open Interest 30,009 96,661 +2,424
Natural Gas(NYM)
Oct02 020917 3.450 3.695 3.430 3.679 +0.172 28,425 46,046 -1,251
Nov02 020917 3.820 4.010 3.780 3.977 +0.111 8,548 43,261 +1,448
Dec02 020917 4.100 4.215 4.035 4.205 +0.084 4,668 34,006 +202
Jan03 020917 4.190 4.330 4.155 4.303 +0.075 2,499 31,259 +708
Feb03 020917 4.100 4.210 4.065 4.210 +0.069 2,858 22,592 -334
Mar03 020917 3.990 4.110 3.965 4.088 +0.059 1,855 24,515 +54
Apr03 020917 3.880 3.950 3.835 3.938 +0.051 2,090 19,719 -241
May03 020917 3.865 3.930 3.825 3.920 +0.048 2,176 13,690 -518
Total Volume and Open Interest 66,195 425,136 +945
Brent Crude Oil(IPE)
Nov02 020917 27.27 28.08 27.27 27.97 -0.55 31,986 78,443 -3,086
Dec02 020917 27.32 28.03 27.27 27.94 -0.54 21,178 50,444 -763
Jan03 020917 27.25 27.80 27.25 27.70 -0.52 3,710 23,038 -746
Feb03 020917 27.17 27.37 27.00 27.25 -0.47 842 10,702 +91
Mar03 020917 26.54 26.80 26.54 26.73 -0.45 491 11,515 +207
Apr03 020917 26.25 26.32 26.07 26.21 -0.43 1,868 7,127 +1,283
May03 020917 25.68 25.80 25.68 25.72 -0.41 1,810 6,811 +1,625
Jun03 020917 25.41 25.41 25.24 25.27 -0.38 2,490 17,203 +1,695
Total Volume and Open Interest 66,606 245,440 -20,533
Gas Oil(IPE)
Oct02 020917 231.50 235.00 230.50 233.25 -6.25 11,139 57,974 -528
Nov02 020917 233.00 235.75 233.00 234.25 -6.25 5,457 45,583 +594
Dec02 020917 233.00 235.50 233.00 234.25 -5.50 3,010 44,682 +1,073
Jan03 020917 233.50 235.50 233.00 233.75 -5.00 1,050 16,952 -232
Feb03 020917 230.00 231.00 229.25 229.75 -4.50 100 4,308 +0
Mar03 020917 222.00 224.50 222.00 224.50 -4.25 0 6,478 +0
Apr03 020917 216.75 218.75 216.25 218.75 -4.00 0 1,824 +0
May03 020917 212.50 214.25 212.50 214.25 -3.00 0 1,826 +0
Total Volume and Open Interest 21,806 215,912 +1,357
US Dollar Index(NYBOT)
Dec02 020917 109.29 109.75 108.81 108.81 +0.02 663 8,327 +33
Mar03 020917 109.33 109.33 109.33 109.33 +0.02 0 2,009 +0
Jun03 020917 109.85 109.85 109.85 109.85 +0.02 0 4 +0
Total Volume and Open Interest 815 10,826 -118
Australian Dollar(IMM)
Dec02 020917 54.17 54.44 54.07 54.39 -0.03 1,006 17,495 +447
Mar03 020917 53.97 53.97 53.97 53.97 -0.03 4 82 +4
Jun03 020917 53.55 53.55 53.55 53.55 -0.03 0 661 +0
Total Volume and Open Interest 1,288 27,802 +173
British Pound(IMM)
Dec02 020917 152.42 153.12 152.14 153.02 -0.50 4,203 22,098 -904
Mar03 020917 151.60 152.12 151.54 152.12 -0.50 0 170 +0
Jun03 020917 151.22 151.22 151.22 151.22 -0.50 0 4 +0
Total Volume and Open Interest 6,810 36,770 -3,748
Canadian Dollar(IMM)
Dec02 020917 63.17 63.23 63.05 63.06 -0.02 5,152 45,025 +1,303
Mar03 020917 62.97 63.00 62.85 62.86 -0.03 145 3,861 +96
Jun03 020917 62.73 62.77 62.68 62.68 -0.03 19 1,123 +4
Sep03 020917 62.55 62.55 62.51 62.51 -0.03 13 414 +11
Total Volume and Open Interest 10,275 73,185 -1,730
Japanese Yen(IMM)
Dec02 020917 81.71 82.17 81.54 82.10 -0.04 7,362 68,087 +901
Mar03 020917 82.22 82.45 82.22 82.45 -0.04 13 578 +2
Jun03 020917 82.82 82.82 82.82 82.82 -0.04 0 40 +0
Total Volume and Open Interest 8,798 92,020 -561
Swiss Franc(IMM)
Dec02 020917 65.72 66.21 65.55 66.20 -0.10 5,014 24,951 +334
Mar03 020917 66.38 66.38 66.38 66.38 -0.10 0 399 +0
Jun03 020917 66.54 66.54 66.54 66.54 -0.10 0 3 +0
Total Volume and Open Interest 6,073 39,594 -729
EuroFX(IMM)
Dec02 020917 96.11 96.77 95.92 96.75 +0.02 11,622 77,507 -314
Mar03 020917 95.76 96.42 95.76 96.42 +0.03 6 679 +4
Jun03 020917 96.14 96.14 96.14 96.14 +0.05 0 257 +0
Total Volume and Open Interest 24,302 107,947 -6,910
Mexican Peso(IMM)
Sep02 020916 10040.0 10040.0 10040.0 10040.0 +10.0 324 9,651 -446
Dec02 020917 9905.0 9915.0 9850.0 9870.0 +25.0 1,212 12,873 -112
Total Volume and Open Interest 1,252 23,531 -151
30-Year T-Bonds(CBOT)
Sep02 020917 113~14 114~09 112~29 114~02 +0~04 10,198 28,600 -507
Dec02 020917 112~03 113~04 111~22 112~29 +0~04 174,146 438,711 -5,072
Mar03 020917 110~28 111~27 110~21 111~25 +0~04 391 26,693 +41
Total Volume and Open Interest 184,735 494,092 -5,538
Municipal Bonds(CBOT)
Sep02 020917 110~00 111~00 110~00 111~00 +0~06 217 1,548 -81
Dec02 020917 108~30 109~30 108~29 109~27 +0~01 293 4,045 +13
Total Volume and Open Interest 510 5,593 -68
10-Year T-Notes(CBOT)
Sep02 020917 114~160 115~145 114~155 115~070 +0~030 9,454 33,658 -3,469
Dec02 020917 113~120 114~095 113~070 114~005 +0~040 299,841 819,608 +11,822
Total Volume and Open Interest 310,823 876,905 +8,705
5-Year T-Notes(CBOT)
Sep02 020917 112~180 113~040 112~180 113~040 +0~025 7,153 20,454 -4,768
Dec02 020917 111~315 112~200 111~295 112~180 +0~030 39,366 646,701 +11,624
Mar03 020917 111~130 111~130 111~130 111~130 +0~030 0 8 +0
Total Volume and Open Interest 46,519 667,163 +6,856
2 Year T-Notes(CBOT)
Sep02 020917 106~112 107~001 106~112 107~001 -0~003 840 8,826 -686
Dec02 020917 106~060 106~088 106~057 106~086 -0~002 5,687 99,675 -1,483
Total Volume and Open Interest 6,527 108,501 -2,169
3-Mth T-Bills(IMM)
Dec02 020917 98.46 98.46 98.46 98.46 -0.01 9 20 -8
Total Volume and Open Interest 9 20 -848
Eurodollars(IMM)
Dec02 020917 98.185 98.230 98.185 98.230 unch 83,881 743,176 +6,649
Mar03 020917 98.040 98.140 98.030 98.125 +0.010 65,473 610,273 -9,390
Jun03 020917 97.750 97.890 97.745 97.880 +0.015 65,446 458,543 -741
Sep03 020917 97.405 97.560 97.400 97.550 +0.015 37,219 356,195 +6,724
Dec03 020917 97.070 97.220 97.060 97.210 +0.005 24,059 322,366 -159
Mar04 020917 96.785 96.935 96.780 96.925 unch 16,186 207,172 +226
Jun04 020917 96.570 96.715 96.565 96.705 -0.005 15,582 165,908 +506
Sep04 020917 96.400 96.525 96.390 96.510 -0.005 13,332 133,171 +5,112
Dec04 020917 96.220 96.325 96.190 96.320 +0.005 5,809 129,128 +902
Mar05 020917 96.055 96.175 96.055 96.175 +0.010 4,587 103,256 +360
Jun05 020917 95.890 96.050 95.890 96.030 +0.015 4,504 92,198 +741
Sep05 020917 95.765 95.900 95.740 95.885 +0.015 3,857 76,271 +757
Total Volume and Open Interest 384,884 4,255,298 -172,683
3-Mth Euro-Yen(IMM)
Sep02 020913 99.93 99.93 99.93 99.93 unch 97 16,881 +135
Dec02 020917 99.91 99.92 99.91 99.91 unch 3,307 12,436 +1,990
Mar03 020917 99.89 99.89 99.89 99.89 unch 118 4,151 +15
Jun03 020917 99.91 99.91 99.91 99.91 unch 319 6,148 +1,086
Sep03 020917 99.88 99.88 99.88 99.88 -0.01 56 2,287 +384
Dec03 020917 99.85 99.85 99.85 99.85 -0.01 0 2,124 +0
Mar04 020917 99.81 99.81 99.81 99.81 unch 0 711 +0
Jun04 020917 99.80 99.80 99.80 99.80 unch 0 579 +0
Sep04 020917 99.75 99.75 99.75 99.75 unch 0 910 +0
Dec04 020917 99.67 99.67 99.67 99.67 -0.02 0 261 +0
Total Volume and Open Interest 3,800 33,167 +3,475
3-Mth Euro-Yen(SIMEX)
Dec02 020917 99.92 99.92 99.91 99.91 -0.01 639 42,381 -216
Mar03 020917 99.89 99.89 99.89 99.89 -0.01 399 34,622 -190
Jun03 020917 99.89 99.90 99.89 99.90 0.00 46 48,031 +0
Sep03 020917 99.88 99.88 99.88 99.88 -0.01 88 26,852 -244
Dec03 020917 99.86 99.86 99.86 99.86 -0.01 51 15,303 +1
Mar04 020917 99.81 99.81 99.81 99.81 -0.01 1 14,678 +1
Jun04 020917 99.79 99.80 99.79 99.80 -0.01 0 6,820 +0
Sep04 020917 99.74 99.74 99.74 99.74 -0.01 0 2,346 +0
Total Volume and Open Interest 1,224 201,742 -648
German Euro-Bund(EUREX)
Dec02 020917 111.50 111.97 111.26 111.90 unch 777,425 724,921 +18,049
Mar03 020917 111.08 111.57 111.08 111.57 unch 1,817 410 +0
Jun03 020917 111.19 111.19 111.19 111.19 +0.01 500 0 +0
Total Volume and Open Interest 779,742 725,331 +18,049
German Euro-Bobl(EUREX)
Dec02 020917 108.85 109.15 108.66 109.12 +0.03 409,595 592,191 +2,414
Mar03 020917 108.70 109.07 108.70 109.07 +0.04 164 748 +158
Jun03 020917 108.59 108.59 108.59 108.59 +0.03 165 0 +0
Total Volume and Open Interest 409,924 592,939 +2,572
Long Gilt(LIFFE)
Sep02 020917 116~30 117~11 116~30 117~09 -0~10 683 8,900 -512
Dec02 020917 119~17 120~03 119~16 119~31 -0~08 20,024 87,692 +48
Total Volume and Open Interest 20,707 96,592 -464
3-Mth Short Sterling(LIFFE)
Sep02 020917 95.99 96.00 95.98 96.00 unch 18,712 0 +0
Dec02 020917 95.95 96.01 95.94 96.01 unch 26,567 0 +0
Mar03 020917 95.89 95.98 95.86 95.97 -0.01 36,124 0 +0
Total Volume and Open Interest 121,180    
3-Mth Euribor(LIFFE)
Dec02 020917 96.820 96.870 96.805 96.860 -0.010 156,022 453,452 +22,773
Mar03 020917 96.900 96.980 96.875 96.965 -0.015 99,135 397,265 +4,350
Jun03 020917 96.810 96.925 96.795 96.905 -0.010 58,355 249,981 +8,038
Total Volume and Open Interest 407,875 2,163,908 +185,341
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 020917 94.98 94.98 94.89 94.93 -0.08 8,039 199,925 -25,203
Mar03 020917 94.84 94.84 94.73 94.77 -0.10 1,633 47,030 -2,751
Jun03 020917 94.68 94.68 94.61 94.64 -0.11 1,215 28,222 -1,088
Sep03 020917 94.55 94.55 94.51 94.54 -0.11 352 18,248 -1,202
Dec03 020917 94.42 94.45 94.42 94.45 -0.10 177 13,552 -238
Mar04 020917 94.34 94.36 94.34 94.36 -0.11 315 8,516 -183
Jun04 020917 94.28 94.28 94.27 94.27 -0.12 1 4,996 -7
Sep04 020917 94.21 94.21 94.20 94.20 -0.13 252 2,775 +80
Dec04 020917 94.13 94.13 94.13 94.13 -0.12 301 1,609 -100
Total Volume and Open Interest 12,286 325,632 -30,693
10-Year Aus T-Bonds(SFE)
Dec02 020917 94.50 94.50 94.42 94.44 -0.10 7,220 117,217 +7,714
Mar03 020917 94.44 94.44 94.44 94.44        
3-Year Aus T-Bonds(SFE)
Dec02 020917 94.77 94.77 94.66 94.69 -0.11 67,693 204,069 +49,225
Mar03 020917 94.69 94.69 94.69 94.69        
Gold(CMX)
Oct02 020917 315.3 317.6 314.5 317.3 -0.2 2,346 12,340 -433
Dec02 020917 316.8 318.5 315.2 318.2 -0.3 21,673 104,554 +748
Feb03 020917 317.0 319.4 316.5 319.1 -0.2 20 9,479 +9
Apr03 020917 317.8 320.2 317.6 319.8 -0.2 24 4,679 +11
Jun03 020917 319.1 320.5 318.0 320.5 -0.2 25 6,269 +9
Aug03 020917 321.2 321.2 321.2 321.2 -0.2 7 7,053 +5
Total Volume and Open Interest 24,113 165,186 +365
Silver(CMX)
Sep02 020917 452.0 457.7 452.0 457.7 +2.8 5 254 -2
Dec02 020917 456.5 460.0 455.0 459.8 +2.8 3,829 60,506 -741
Mar03 020917 459.5 463.0 458.5 462.4 +2.8 91 6,095 +62
May03 020917 463.8 463.8 463.8 463.8 +3.0 0 2,299 +1
Jul03 020917 465.1 465.1 465.1 465.1 +3.0 4 5,458 +2
Total Volume and Open Interest 3,929 80,433 -677
Platinum(NYM)
Oct02 020917 550.0 550.5 548.0 549.4 -5.9 313 6,050 -6
Jan03 020917 544.5 545.9 543.9 543.9 -5.9 35 800 +20
Apr03 020917 543.9 543.9 543.9 543.9 -5.9 0 2 +0
Jul03 020917 549.4 549.4 549.4 549.4 -5.9 4 4  
Total Volume and Open Interest 352 6,856  
Palladium(NYME)
Sep02 020917 336.50 336.50 336.50 336.50 +1.00      
Dec02 020917 334.50 335.50 334.25 335.50 +1.00 10 1,875 -6
Total Volume and Open Interest 10 1,875 -8
Copper(CMX)
Sep02 020917 68.60 68.80 68.00 68.05 -0.05 203 730 -276
Dec02 020917 69.50 69.70 68.40 68.85 -0.05 4,674 48,191 +829
Mar03 020917 69.50 69.80 69.40 69.65 -0.05 37 6,794 +5
May03 020917 70.20 70.20 70.20 70.20 -0.05 43 3,112 -3
Jul03 020917 71.50 71.50 70.60 70.60 -0.05 0 2,878 +0
Total Volume and Open Interest 5,055 93,437 +590
DJIA Index(CBOT)
Sep02 020917 8530 8530 8190 8195 -197 3,958 21,483 -2,874
Dec02 020917 8510 8515 8170 8178 -197 20,246 17,632 +3,312
Mar03 020917 8315 8315 8167 8167 -197 0 163 -1
Jun03 020917 8159 8159 8159 8159 -198      
Total Volume and Open Interest 24,204 39,305 +437
S & P 500(CME)
Sep02 020917 903.00 905.00 871.80 872.40 -20.50 74,510 251,455 -42,802
Dec02 020917 903.00 905.50 871.70 872.50 -20.50 106,340 413,129 +53,937
Mar03 020917 872.40 872.40 872.40 872.40 -20.50 2 21,532 -33
Jun03 020917 872.50 872.50 872.50 872.50 -20.50 0 351 +0
Total Volume and Open Interest 180,857 686,516 +11,105
S & P 500 E-Mini(Globex)
Sep02 020917 893.50 915.75 871.75 872.50 -20.50 14,078 326,133 -2,233
Dec02 020917 892.50 916.00 871.75 872.50 -20.50 374,392 108,004 +13,554
Total Volume and Open Interest 388,470 434,137 +11,321
NASDAQ 100(CME)
Sep02 020917 929.00 931.00 893.50 893.50 -18.00 10,624 45,499 -4,038
Dec02 020917 931.00 937.00 896.00 897.50 -18.00 17,384 48,887 +6,648
Mar03 020917 902.50 902.50 902.50 902.50 -17.00 0 470 +0
Total Volume and Open Interest 28,008 94,856 +2,610
NASDAQ 100 E-Mini(GLOBEX)
Sep02 020917 910.0 944.5 893.0 893.5 -18.0 4,680 161,168 -4,949
Dec02 020917 914.5 948.0 895.5 897.5 -18.0 193,256 49,012 +13,025
Total Volume and Open Interest 197,936 210,180 +8,076
NYSE Composite(NYBOT)
Sep02 020917 480.50 480.50 473.00 473.00 -11.75 64 3,626 -172
Dec02 020917 489.00 489.00 472.75 472.75 -11.75 134 1,266 -8
Mar03 020917 472.50 472.50 472.50 472.50 -11.75 0 100 +0
Total Volume and Open Interest 198 4,992 -180
S & P Midcap 400(CME)
Sep02 020917 440.00 440.00 428.80 428.80 -7.65 2,318 9,099 -1,348
Dec02 020917 440.00 441.00 428.00 429.50 -7.65 3,281 11,317 +2,385
Mar03 020917 432.40 432.40 432.40 432.40 -7.65      
Total Volume and Open Interest 5,599 20,416 +1,037
Russell 2000(CME)
Sep02 020917 389.00 390.00 380.00 380.45 -6.50 2,276 12,097 -1,306
Dec02 020917 391.25 391.25 379.00 380.75 -6.50 3,427 16,521 +1,638
Mar03 020917 382.50 382.50 382.50 382.50 -6.50      
Total Volume and Open Interest 5,703 28,618 +332
Value Line(KCBT)
Sep02 020917 982.00 982.00 982.00 982.00 -19.75 24 78 -23
Total Volume and Open Interest 62 105 -25
Nikkei 225(CME)
Dec02 020917 9615 9630 9320 9325 +135 844 12,703 +174
Mar03 020917 9325 9325 9325 9325 +135 0 7 +0
Total Volume and Open Interest 844 12,713 +174
Nikkei 225(SIMEX)
Dec02 020917 9400 9610 9335 9595 +430 14,227 83,069 +1,294
Mar03 020917 9590 9590 9590 9590 +430 0 437 +0
Jun03 020917 9545 9545 9545 9545 +430      
Total Volume and Open Interest 14,227 83,545 +1,294
CAC 40(MATIF)
Sep02 020917 3242.0 3259.0 3090.0 3117.0 -29.5 59,718 562,143 -18,488
Oct02 020917 3248.0 3248.0 3110.5 3126.0 -29.5 336 8,070 +233
Nov02 020917 3134.0 3134.0 3134.0 3134.0 -29.5      
Total Volume and Open Interest 60,604 610,930 -17,713
DAX Index(EUREX)
Sep02 020917 3435.0 3446.5 3245.5 3280.5 -36.5 84,284 137,531 -9,881
Dec02 020917 3463.0 3473.5 3274.0 3308.5 -36.5 21,251 90,327 +9,248
Mar03 020917 3440.0 3455.5 3322.5 3333.5 -36.5 435 4,746 +100
Total Volume and Open Interest 105,970 232,604 -533
FT-SE 100(LIFFE)
Sep02 020917 4152.00 4160.00 4012.00 4025.00 -25.00 83,076 332,617 -27,132
Dec02 020917 4176.00 4180.00 4035.50 4045.00 -25.00 48,581 176,104 +36,647
Mar03 020917 4134.00 4134.00 4031.00 4031.00 -23.00 25 19,850 +0
Total Volume and Open Interest 131,682 540,412 +9,515
SPI 200(SFE)
Sep02 020917 3150.0 3168.0 3132.0 3168.0 +53.0 9,328 129,118 -10,913
Dec02 020917 3161.0 3179.0 3146.0 3179.0 +52.0 1,808 11,528 +1,610
Mar03 020917 3189.0 3189.0 3189.0 3189.0 +53.0 1 1,244 -1
Total Volume and Open Interest 11,165 143,541 -9,436
GSCI(CME)
Oct02 020917 221.65 224.00 221.65 223.50 -1.95 1,342 18,108 +1,017
Nov02 020917 224.50 224.50 224.50 224.50 -2.40 0 3 +0
Total Volume and Open Interest 2,506 19,434 +451
Bridge CRB Index(NYBOT)
Nov02 020917 229.50 229.75 228.50 229.75 -0.50 57 427 +36
Jan03 020917 231.00 231.75 230.50 231.75 -0.50 3 126 +3
Feb03 020917 231.75 231.75 231.75 231.75 -0.50 0 52 +0
Total Volume and Open Interest 60 608 +39
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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