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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 October 01, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021001 545.75 547.50 539.50 542.00 -3.75 54,957 95,952 -2,351
Jan03 021001 550.00 552.00 544.00 546.00 -4.75 8,065 31,092 +465
Mar03 021001 553.00 554.25 546.00 548.50 -4.75 4,572 26,701 +1,046
May03 021001 552.00 553.00 546.00 548.50 -4.25 2,939 30,887 -234
Jul03 021001 551.50 552.50 546.00 548.50 -3.75 1,097 14,172 +105
Aug03 021001 545.50 545.50 542.00 543.00 -2.00 116 935 +81
Sep03 021001 532.00 532.00 528.00 528.00 +1.00 106 243 +124
Total Volume and Open Interest 73,311 206,661 -611
Soybean Meal(CBOT)
Oct02 021001 170.30 170.90 167.50 168.30 -2.00 8,900 8,709 -2,600
Dec02 021001 172.40 172.70 169.80 171.00 -1.20 26,295 67,866 -1,693
Jan03 021001 172.20 173.10 170.50 172.00 -0.70 1,273 13,174 +340
Mar03 021001 172.80 173.70 171.00 172.80 -0.50 3,036 11,982 +116
May03 021001 172.20 173.10 170.80 171.50 -0.90 2,708 14,867 -523
Jul03 021001 172.20 173.30 170.80 171.50 -0.80 669 10,030 +159
Aug03 021001 171.50 172.00 169.70 169.70 -0.80 31 2,339 +22
Sep03 021001 170.00 170.00 166.50 167.20 -1.30 189 1,961 +32
Total Volume and Open Interest 43,451 135,294 -4,038
Soybean Oil(CBOT)
Oct02 021001 19.82 19.85 19.64 19.65 -0.09 3,868 5,401 -1,641
Dec02 021001 19.87 19.92 19.67 19.68 -0.15 14,802 78,856 -1,264
Jan03 021001 19.93 19.97 19.71 19.72 -0.16 958 15,919 +291
Mar03 021001 20.02 20.02 19.78 19.79 -0.17 1,436 15,930 +633
May03 021001 20.03 20.05 19.82 19.82 -0.20 1,078 10,816 -122
Jul03 021001 20.05 20.05 19.82 19.84 -0.20 308 6,352 -77
Aug03 021001 20.00 20.00 19.70 19.70 -0.16 37 1,301 +37
Sep03 021001 19.85 19.85 19.50 19.50 -0.15 11 684 +8
Total Volume and Open Interest 23,983 140,724 -1,203
Canola(WCE)
Nov02 021001 421.0 422.0 418.5 419.6 +0.6 1,115 16,880 -207
Jan03 021001 426.0 427.0 424.4 425.4 +1.0 1,377 20,402 -24
Mar03 021001 427.5 427.5 425.5 425.8 +1.0 686 9,103 +378
May03 021001 426.0 426.5 424.1 424.1 unch 100 2,153 +25
Jul03 021001 427.0 427.0 423.5 423.5 -0.1 60 698 +60
Total Volume and Open Interest 3,579 51,688 +394
Corn(CBOT)
Dec02 021001 250.00 256.50 250.00 255.75 +4.25 81,056 282,422 -12,220
Mar03 021001 259.00 263.25 258.25 262.50 +3.50 14,182 109,179 +1,531
May03 021001 263.50 266.75 262.00 266.00 +2.75 2,589 29,572 +823
Jul03 021001 263.50 268.00 263.00 266.75 +2.75 4,078 33,505 +154
Sep03 021001 254.00 255.00 252.25 254.00 +2.50 526 7,833 +466
Dec03 021001 243.50 245.50 243.00 244.50 +1.25 6,428 25,728 +2,094
Total Volume and Open Interest 109,019 491,830 -7,105
Wheat(CBOT)
Dec02 021001 399.00 401.50 390.00 396.50 unch 25,437 83,272 -1,421
Mar03 021001 402.00 404.50 394.00 399.75 -0.25 5,566 23,433 -179
May03 021001 379.00 382.00 375.00 376.00 -2.00 230 2,143 +92
Jul03 021001 352.00 352.00 345.00 346.75 -5.25 2,902 13,409 +873
Sep03 021001 355.00 355.00 348.50 349.00 -7.00 41 872 +41
Total Volume and Open Interest 34,399 125,433 -428
Wheat(KCBT)
Dec02 021001 476.00 485.00 475.50 481.50 +6.25 8,507 46,035 -1,508
Mar03 021001 460.50 468.00 460.00 466.00 +6.50 2,574 19,820 -179
May03 021001 430.50 436.00 428.00 434.00 +7.00 265 2,020 +2
Jul03 021001 382.00 387.00 381.50 385.75 +3.00 825 7,352 +862
Sep03 021001 385.00 386.50 384.00 386.50 +3.50 8 315 +0
Total Volume and Open Interest 12,215 75,989 -793
Wheat(MGE)
Dec02 021001 507.50 517.25 507.00 515.25 +9.00 6,012 19,531 +673
Mar03 021001 502.50 511.00 502.50 509.25 +7.00 2,736 8,228 +441
May03 021001 481.00 488.50 480.00 486.00 +7.00 204 1,733 -9
Jul03 021001 448.00 456.00 446.00 451.00 +6.00 339 1,572 -5
Sep03 021001 404.00 419.00 403.00 413.25 +8.25 46 657 +17
Total Volume and Open Interest 9,394 32,671 +1,120
Oats(CBOT)
Dec02 021001 212.75 215.50 212.50 214.50 +2.75 968 7,384 +15
Mar03 021001 206.25 209.50 206.00 209.00 +4.00 260 2,383 +85
May03 021001 202.00 202.00 200.00 201.50 +2.50 0 404 +0
Jul03 021001 195.00 195.00 195.00 195.00 +1.50 0 1 +0
Total Volume and Open Interest 1,228 10,174 +100
Rough Rice(CBOT)
Nov02 021001 4.02 4.08 4.01 4.07 +0.04 167 4,478 +10
Jan03 021001 4.25 4.30 4.23 4.30 +0.04 71 1,079 -11
Mar03 021001 4.53 4.53 4.52 4.52 +0.03 7 1,107 +1
May03 021001 4.71 4.76 4.71 4.75 +0.04 0 942 +0
Total Volume and Open Interest 245 8,054 +0
Live Cattle(CME)
Oct02 021001 67.250 67.500 67.075 67.325 -0.075 3,758 17,113 -2,858
Dec02 021001 70.400 70.550 70.125 70.175 -0.450 5,520 48,151 -826
Feb03 021001 72.100 72.100 71.750 71.825 -0.325 1,822 23,547 +314
Apr03 021001 72.250 72.250 71.975 72.075 -0.350 467 11,745 +58
Jun03 021001 67.850 67.850 67.600 67.625 -0.400 206 7,408 +69
Aug03 021001 67.900 67.975 67.850 67.950 -0.350 35 623 +5
Total Volume and Open Interest 11,808 108,646 -3,238
Feeder Cattle(CME)
Oct02 021001 81.000 81.000 80.150 80.200 -0.750 617 4,507 -274
Nov02 021001 80.850 80.850 79.600 79.675 -0.900 725 4,276 -97
Jan03 021001 79.050 79.050 78.550 78.575 -0.650 277 2,314 +91
Mar03 021001 77.000 77.000 76.575 76.575 -0.525 47 447 -7
Apr03 021001 76.800 76.800 76.400 76.400 -0.500 27 242 -16
May03 021001 76.750 76.750 76.500 76.500 -0.400 19 201 -6
Aug03 021001 78.250 78.250 78.050 78.075 -0.925 6 43 +4
Total Volume and Open Interest 1,718 12,030 -305
Lean Hogs(CME)
Oct02 021001 40.700 40.700 39.750 40.375 +0.175 2,667 5,896 -180
Dec02 021001 40.600 40.600 39.125 39.450 -1.100 4,855 20,662 +738
Feb03 021001 47.600 47.650 46.100 46.525 -0.500 1,069 4,699 -13
Apr03 021001 52.675 52.675 51.500 51.950 -0.225 346 1,300 +30
May03 021001 60.800 60.800 59.950 59.950 -0.650 131 685 +31
Jun03 021001 62.500 62.500 61.900 62.050 -0.450 147 1,007 +34
Jul03 021001 60.300 60.300 60.000 60.000 -0.550 46 237 +7
Aug03 021001 57.925 57.925 57.400 57.400 -0.700 17 147 +2
Total Volume and Open Interest 9,279 34,656 +648
Pork Bellies(CME)
Feb03 021001 76.950 76.950 75.100 75.525 -1.250 355 1,133 +34
Mar03 021001 76.000 76.000 74.900 74.900 -1.100 18 45 +7
May03 021001 77.100 77.100 76.650 76.750 -1.250 6 19 +2
Jul03 021001 76.150 76.150 76.150 76.150 -0.950 6 12 -6
Aug03 021001 74.500 74.500 74.500 74.500 -0.500 0 5 +0
Total Volume and Open Interest 385 1,214 +37
Cocoa(NYBOT)
Dec02 021001 2188 2201 2181 2195 +4 4,018 39,439 +179
Mar03 021001 2200 2210 2190 2206 +5 3,518 25,683 +898
May03 021001 2210 2220 2205 2217 +7 210 9,264 +164
Jul03 021001 2220 2228 2218 2225 +7 379 8,554 +71
Sep03 021001 2227 2233 2227 2233 +7 2,007 12,473 +565
Dec03 021001 2245 2245 2242 2242 +5 13 13,093 +0
Mar04 021001 2253 2253 2253 2253 +5 50 2,415 +45
Total Volume and Open Interest 10,315 115,479 +2,022
Coffee "C"(NYBOT)
Dec02 021001 54.25 57.25 54.25 56.55 +2.05 3,990 38,077 -38
Mar03 021001 57.50 60.00 57.50 59.50 +2.00 1,108 15,006 +222
May03 021001 59.30 61.50 59.30 61.20 +2.10 367 6,850 -61
Jul03 021001 60.75 62.90 60.75 62.45 +2.05 441 4,899 +110
Sep03 021001 62.50 63.55 62.50 63.55 +2.00 150 3,519 +59
Dec03 021001 65.25 65.25 65.00 65.00 +1.75 37 296 +15
Total Volume and Open Interest 6,097 68,737 +309
Orange Juice(NYBOT)
Nov02 021001 96.50 96.80 94.40 94.55 -2.40 3,340 14,235 -1,457
Jan03 021001 99.00 99.30 97.30 97.60 -2.30 334 5,256 +149
Mar03 021001 100.90 100.90 100.00 100.00 -1.75 172 4,422 +91
May03 021001 101.75 101.75 101.75 101.75 -1.50 2 1,057 +0
Jul03 021001 102.75 102.75 102.75 102.75 -1.50 0 740 +0
Total Volume and Open Interest 3,848 25,735 -1,217
Sugar #11(NYBOT)
Mar03 021001 6.50 6.52 6.38 6.49 +0.05 13,859 135,692 -989
May03 021001 6.23 6.23 6.12 6.22 +0.03 781 17,908 -216
Jul03 021001 5.88 5.89 5.81 5.87 +0.02 455 21,913 -5
Oct03 021001 5.81 5.81 5.76 5.80 +0.01 382 11,826 -227
Mar04 021001 5.92 5.92 5.85 5.88 +0.01 373 4,516 -134
Total Volume and Open Interest 22,926 199,871 -5,274
London Cocoa(LCE)
Dec02 021001 1520 1520 1505 1515 -4 4,451 65,188 +373
Mar03 021001 1530 1533 1517 1527 -3 1,950 41,927 +469
May03 021001 1544 1546 1539 1543 -2 689 11,395 -48
Jul03 021001 1558 1558 1546 1555 -3 469 13,548 -56
Sep03 021001 1566 1566 1565 1566 -3 248 9,286 -3
Dec03 021001 1571 1574 1570 1574 -3 108 10,756 -3
Mar04 021001 1584 1584 1584 1584 -3 35 2,798 +25
Total Volume and Open Interest 7,975 154,933 +782
London Coffee(LCE)
Nov02 021001 633.00 654.00 633.00 649.00 +8.00 2,830 35,946 -1,089
Jan03 021001 646.00 668.00 646.00 664.00 +9.00 1,682 37,247 -184
Mar03 021001 660.00 681.00 660.00 676.00 +7.00 873 29,585 +781
May03 021001 676.00 692.00 676.00 689.00 +7.00 78 12,352 +6
Jul03 021001 689.00 703.00 689.00 703.00 +8.00 32 11,041 +5
Sep03 021001 716.00 716.00 716.00 716.00 +8.00 0 3,186 +0
Total Volume and Open Interest 5,495 130,375 -1,473
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 021001 192.20 195.00 191.80 194.50 +3.50 1,979 19,613 -633
Mar03 021001 186.00 188.40 184.80 187.50 +1.90 1,366 14,709 +596
May03 021001 184.10 185.40 183.00 184.50 +1.40 175 5,008 +152
Aug03 021001 181.00 181.50 181.00 181.50 +0.80 447 3,443 +87
Total Volume and Open Interest 4,367 45,693 +302
Cotton(NYBOT)
Oct02 021001 42.60 43.39 42.60 43.39 +0.99 21 193 -4
Dec02 021001 44.45 45.55 44.45 45.49 +1.07 4,606 46,240 -107
Mar03 021001 47.80 48.10 47.45 48.08 +0.88 988 9,155 +254
May03 021001 50.80 51.30 50.80 51.30 +0.87 407 9,030 +31
Jul03 021001 52.20 52.38 52.00 52.38 +0.78 136 3,455 +49
Oct03 021001 53.15 53.15 53.15 53.15 +0.65 0 172 +0
Total Volume and Open Interest 6,174 69,601 +222
Lumber(CME)
Nov02 021001 217.5 223.5 216.7 222.5 +3.9 548 2,215 +38
Jan03 021001 233.5 237.3 233.0 237.1 +3.3 128 438 +42
Mar03 021001 244.5 248.5 244.5 248.1 +3.2 20 126 +7
May03 021001 253.3 254.0 253.3 254.0 +0.8 2 44 -1
Total Volume and Open Interest 698 2,829 +86
Crude Oil(NYM)
Nov02 021001 30.60 31.18 30.58 30.83 +0.38 68,291 171,721 +3,156
Dec02 021001 30.40 30.85 30.35 30.48 +0.27 30,195 84,937 +943
Jan03 021001 30.00 30.25 29.80 29.97 +0.22 12,105 45,922 -164
Feb03 021001 29.40 29.65 29.20 29.34 +0.18 10,832 19,394 -858
Mar03 021001 28.61 28.83 28.55 28.61 +0.15 6,745 19,665 +71
Apr03 021001 27.92 28.05 27.89 27.89 +0.15 3,818 25,174 -320
May03 021001 27.24 27.30 27.19 27.19 +0.14 1,883 14,806 +819
Jun03 021001 26.58 26.70 26.50 26.54 +0.13 4,700 27,711 -860
Jul03 021001 26.05 26.05 25.99 25.99 +0.12 1,155 8,911 +90
Aug03 021001 25.63 25.63 25.56 25.56 +0.11 100 5,178 +100
Total Volume and Open Interest 145,243 540,085 +4,134
Heating Oil(NYM)
Nov02 021001 81.50 82.95 81.30 82.04 +1.27 18,533 60,355 +2,887
Dec02 021001 82.05 83.40 82.05 82.59 +1.22 3,170 26,222 -275
Jan03 021001 82.20 83.45 82.20 82.69 +1.17 1,086 15,918 +108
Feb03 021001 80.70 81.80 80.70 81.09 +1.07 580 11,081 -63
Mar03 021001 78.75 78.75 77.99 77.99 +0.97 1,292 8,187 +422
Apr03 021001 75.30 75.30 74.54 74.54 +0.92 306 5,364 +253
May03 021001 71.80 71.80 71.10 71.14 +0.92 5 3,207 +13
Jun03 021001 69.90 69.90 69.24 69.24 +0.92 470 3,641 +68
Jul03 021001 69.10 69.10 68.34 68.34 +0.87 101 2,371 +2
Aug03 021001 68.90 68.90 68.14 68.14 +0.82 50 1,381 +51
Total Volume and Open Interest 42,775 149,997 -3,208
Unleaded Gas(NYM)
Nov02 021001 81.70 83.35 81.70 82.71 +2.17 21,896 47,252 -20
Dec02 021001 80.40 81.40 80.40 80.96 +1.57 2,923 16,621 -122
Jan03 021001 79.90 80.20 79.89 79.89 +1.32 1,032 9,490 -333
Feb03 021001 79.60 79.60 79.47 79.47 +1.20 216 3,202 +60
Mar03 021001 79.50 79.70 79.45 79.45 +1.20 260 3,091 +45
Apr03 021001 84.00 84.10 84.00 84.10 +1.15 185 3,781 -49
May03 021001 83.10 83.50 83.10 83.50 +1.10 0 3,368 +0
Jun03 021001 82.25 82.25 82.25 82.25 +1.00 0 585 +0
Total Volume and Open Interest 42,521 91,456 -5,796
Natural Gas(NYM)
Nov02 021001 4.200 4.250 4.000 4.067 -0.071 36,043 59,151 -1,795
Dec02 021001 4.360 4.395 4.190 4.240 -0.083 8,261 36,366 +260
Jan03 021001 4.420 4.470 4.290 4.330 -0.073 8,754 34,070 -1,107
Feb03 021001 4.300 4.340 4.195 4.222 -0.071 2,982 21,317 -648
Mar03 021001 4.125 4.165 4.030 4.053 -0.071 4,499 28,590 -1,141
Apr03 021001 3.960 3.980 3.850 3.870 -0.065 1,458 17,288 -222
May03 021001 3.910 3.925 3.800 3.830 -0.065 1,014 12,550 -150
Jun03 021001 3.920 3.940 3.840 3.848 -0.065 414 19,820 -261
Total Volume and Open Interest 67,529 403,408 -6,065
Brent Crude Oil(IPE)
Nov02 021001 28.85 29.39 28.70 29.01 +0.26 33,365 75,115 -98
Dec02 021001 28.79 29.25 28.68 28.91 +0.25 25,710 73,812 +1,272
Jan03 021001 28.56 28.97 28.45 28.66 +0.20 7,035 24,386 +1,644
Feb03 021001 28.08 28.52 28.08 28.20 +0.20 4,041 14,071 -472
Mar03 021001 27.38 27.75 27.38 27.45 +0.20 2,923 13,549 +628
Apr03 021001 26.74 26.92 26.70 26.70 +0.17 1,586 9,677 -125
May03 021001 26.00 26.31 25.98 25.98 +0.15 660 8,234 +0
Jun03 021001 25.40 25.70 25.31 25.31 +0.11 1,250 19,542 -650
Total Volume and Open Interest 78,820 292,619 +2,054
Gas Oil(IPE)
Oct02 021001 246.25 251.00 245.00 249.75 +3.25 12,952 47,218 -2,217
Nov02 021001 245.75 250.25 244.00 249.00 +3.25 8,978 59,988 +3,198
Dec02 021001 244.25 248.25 243.00 247.50 +2.75 3,231 46,212 -39
Jan03 021001 241.50 246.25 241.50 245.75 +2.75 625 18,876 +152
Feb03 021001 238.00 241.25 237.25 240.75 +2.75 229 7,756 -193
Mar03 021001 233.00 234.00 233.00 234.00 +2.50 0 6,663 +0
Apr03 021001 226.00 227.50 226.00 226.25 +2.50 0 3,504 +0
May03 021001 219.75 219.75 219.75 219.75 +2.50 0 1,956 +0
Total Volume and Open Interest 26,730 232,500 +816
US Dollar Index(NYBOT)
Dec02 021001 107.36 107.60 107.25 107.48 +0.22 1,625 8,285 +271
Mar03 021001 107.83 108.02 107.83 108.00 +0.22 1 2,017 +1
Jun03 021001 108.52 108.52 108.52 108.52 +0.22 0 4 +0
Total Volume and Open Interest 1,626 10,306 +272
Australian Dollar(IMM)
Dec02 021001 53.87 54.04 53.75 54.04 +0.12 1,220 18,198 +73
Mar03 021001 53.61 53.61 53.61 53.61 +0.12 3 95 +2
Jun03 021001 53.18 53.18 53.18 53.18 +0.12 0 685 +0
Total Volume and Open Interest 1,223 19,164 +75
British Pound(IMM)
Dec02 021001 156.42 156.60 155.92 155.94 -0.32 6,409 28,596 +3,832
Mar03 021001 155.20 155.20 155.04 155.04 -0.32 6 167 +2
Jun03 021001 154.14 154.14 154.14 154.14 -0.32 0 4 +0
Total Volume and Open Interest 6,415 28,768 +3,834
Canadian Dollar(IMM)
Dec02 021001 62.90 63.21 62.70 63.20 +0.33 8,332 46,660 +2,805
Mar03 021001 62.67 62.98 62.50 62.98 +0.33 117 4,162 +24
Jun03 021001 62.46 62.79 62.35 62.79 +0.33 90 1,467 +7
Sep03 021001 62.61 62.61 62.61 62.61 +0.33 5 467 +2
Total Volume and Open Interest 8,546 52,981 +2,838
Japanese Yen(IMM)
Dec02 021001 82.06 82.07 81.71 81.90 -0.53 12,458 69,821 -1,766
Mar03 021001 82.30 82.31 82.19 82.22 -0.53 11 574 +2
Jun03 021001 82.53 82.53 82.53 82.53 -0.53 0 40 +0
Total Volume and Open Interest 12,469 70,647 -1,764
Swiss Franc(IMM)
Dec02 021001 67.81 67.91 67.53 67.56 -0.35 17,885 35,262 +6,687
Mar03 021001 67.93 67.93 67.72 67.72 -0.37 4 408 +2
Jun03 021001 67.87 67.87 67.87 67.87 -0.38 0 3 +0
Total Volume and Open Interest 17,889 35,704 +6,689
EuroFX(IMM)
Dec02 021001 98.30 98.42 98.06 98.15 -0.19 14,951 86,516 +6,637
Mar03 021001 98.00 98.00 97.80 97.80 -0.19 10 718 -55
Jun03 021001 97.50 97.50 97.50 97.50 -0.19 0 257 +0
Total Volume and Open Interest 14,961 87,516 +6,582
Mexican Peso(IMM)
Dec02 021001 9670.0 9750.0 9665.0 9737.5 +112.5 3,056 18,906 -285
Mar03 021001 9500.0 9540.0 9500.0 9540.0 +118.0 22 1,301 -11
Total Volume and Open Interest 3,078 20,341 -296
30-Year T-Bonds(CBOT)
Dec02 021001 114~05 114~10 112~22 113~10 -0~30 218,759 457,755 -4,065
Mar03 021001 112~26 112~26 111~24 112~04 -0~30 2,976 34,673 +1,071
Jun03 021001 111~00 111~00 111~00 111~00 -0~30 0 93 +0
Total Volume and Open Interest 221,735 492,521 -2,994
Municipal Bonds(CBOT)
Dec02 021001 110~15 110~15 109~28 110~05 -0~21 419 4,881 +62
Total Volume and Open Interest 419 4,881 +62
10-Year T-Notes(CBOT)
Dec02 021001 115~275 116~015 114~305 115~070 -0~220 391,564 917,285 +27,629
Mar03 021001 114~145 114~200 114~040 114~060 -0~235 8,176 31,525 +2,602
Total Volume and Open Interest 399,741 948,810 +30,231
5-Year T-Notes(CBOT)
Dec02 021001 113~300 114~055 113~220 113~240 -0~170 157,073 0 -637,849
Mar03 021001 112~220 112~220 112~170 112~170 -0~170 2 2,244 +0
Total Volume and Open Interest 157,075 2,244 -637,849
2 Year T-Notes(CBOT)
Dec02 021001 107~042 107~060 107~039 107~041 -0~016 12,328 107,132 +6,050
Total Volume and Open Interest 12,328 107,132 +6,050
3-Mth T-Bills(IMM)
Dec02 021001 98.65 98.65 98.64 98.65 -0.01 196 167 +124
Total Volume and Open Interest 196 169 +124
Eurodollars(IMM)
Dec02 021001 98.470 98.510 98.450 98.475 -0.035 192,621 879,668 +26,193
Mar03 021001 98.460 98.510 98.420 98.440 -0.055 199,615 656,692 +147
Jun03 021001 98.295 98.330 98.225 98.245 -0.090 169,656 493,938 +4,836
Sep03 021001 97.980 98.020 97.915 97.940 -0.080 127,428 376,593 +10,917
Dec03 021001 97.590 97.650 97.545 97.565 -0.075 89,296 343,887 +9,402
Mar04 021001 97.270 97.305 97.205 97.220 -0.085 34,188 218,247 +3,233
Jun04 021001 96.980 96.995 96.915 96.925 -0.090 25,529 161,063 -2,075
Sep04 021001 96.730 96.760 96.665 96.675 -0.105 18,298 143,345 -2,055
Dec04 021001 96.525 96.550 96.475 96.475 -0.095 13,084 124,375 -913
Mar05 021001 96.350 96.355 96.305 96.305 -0.090 9,386 106,007 -577
Jun05 021001 96.175 96.180 96.125 96.135 -0.085 9,944 90,451 -557
Sep05 021001 96.015 96.020 95.980 95.980 -0.080 7,106 78,558 -655
Total Volume and Open Interest 941,290 4,209,150 +53,260
3-Mth Euro-Yen(IMM)
Dec02 021001 99.92 99.92 99.92 99.92 unch 8 8,424 -354
Mar03 021001 99.90 99.90 99.90 99.90 +0.01 0 8,822 -300
Jun03 021001 99.90 99.90 99.90 99.90 +0.01 6 6,299 -14
Sep03 021001 99.88 99.88 99.88 99.88 +0.01 5 5,869 -294
Dec03 021001 99.84 99.84 99.84 99.84 +0.01 0 2,191 +0
Mar04 021001 99.79 99.79 99.79 99.79 +0.02 0 801 +35
Jun04 021001 99.79 99.79 99.79 99.79 +0.03 0 593 +0
Sep04 021001 99.72 99.72 99.72 99.72 +0.02 0 910 -30
Dec04 021001 99.68 99.68 99.68 99.68 unch 0 261 +0
Mar05 021001 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 19 37,730 -957
3-Mth Euro-Yen(SIMEX)
Dec02 021001 99.92 99.92 99.92 99.92 +0.00 554 47,456 -467
Mar03 021001 99.89 99.90 99.89 99.90 +0.01 1,185 36,320 -745
Jun03 021001 99.89 99.90 99.89 99.90 +0.01 73 45,973 -225
Sep03 021001 99.86 99.88 99.86 99.88 +0.01 45 36,680 +208
Dec03 021001 99.83 99.85 99.83 99.85 +0.01 83 24,581 +83
Mar04 021001 99.79 99.79 99.79 99.79 unch 0 21,300 +0
Jun04 021001 99.77 99.79 99.77 99.79 +0.02 150 9,900 -50
Sep04 021001 99.73 99.73 99.73 99.73 +0.01 0 2,688 +20
Total Volume and Open Interest 2,090 237,596 -1,176
German Euro-Bund(EUREX)
Dec02 021001 112.75 112.81 112.27 112.42 -0.33 814,077 716,850 -6,807
Mar03 021001 112.43 112.43 112.01 112.10 -0.32 3,718 3,356 +33
Jun03 021001 111.65 111.65 111.65 111.65 -0.33 351 0 +0
Total Volume and Open Interest 818,146 720,206 -6,774
German Euro-Bobl(EUREX)
Dec02 021001 109.95 109.99 109.57 109.72 -0.23 452,435 609,477 +3,764
Mar03 021001 109.75 109.75 109.72 109.72 -0.23 1,833 888 -1
Jun03 021001 109.31 109.31 109.31 109.31 -0.24      
Total Volume and Open Interest 454,268 610,365 +3,763
Long Gilt(LIFFE)
Dec02 021001 120~20 120~28 120~10 120~17 -0~09 27,735 90,824 +244
Mar03 021001 118~29 118~29 118~29 118~29 -0~09      
Total Volume and Open Interest 27,735 90,824 +244
3-Mth Short Sterling(LIFFE)
Dec02 021001 96.25 96.26 96.21 96.23 unch 35,973 0 +0
Mar03 021001 96.28 96.30 96.24 96.26 -0.01 42,660 0 +0
Jun03 021001 96.21 96.22 96.15 96.18 -0.01 28,308 0 +0
Total Volume and Open Interest 136,977    
3-Mth Euribor(LIFFE)
Dec02 021001 97.020 97.035 96.980 97.005 +0.005 120,416 475,301 +15,570
Mar03 021001 97.175 97.195 97.130 97.165 +0.005 137,563 454,534 +10,597
Jun03 021001 97.150 97.185 97.105 97.135 -0.010 117,582 337,639 +18,715
Total Volume and Open Interest 536,417 1,962,940 +57,610
3-Mth Aus T-Bills(SFE)
Dec02 021001 95.21 95.22 95.15 95.18 -0.01 13,252 230,517 +1,755
Mar03 021001 95.17 95.17 95.12 95.12 +0.01 3,639 55,486 -1,324
Jun03 021001 95.07 95.07 95.00 95.01 +0.02 1,154 31,277 -325
Sep03 021001 94.94 94.94 94.90 94.91 +0.01 487 18,710 -371
Dec03 021001 94.85 94.85 94.79 94.79 -0.01 166 14,424 -85
Mar04 021001 94.74 94.74 94.69 94.69 -0.02 26 8,349 -2
Jun04 021001 94.65 94.65 94.61 94.61 -0.01 20 5,118 +4
Sep04 021001 94.53 94.53 94.53 94.53 -0.01 171 3,899 -204
Dec04 021001 94.45 94.45 94.45 94.45 -0.02 43 1,657 -2
Mar05 021001 94.39 94.40 94.39 94.40 -0.01 2 615 -3
Total Volume and Open Interest 18,968 370,479 -572
10-Year Aus T-Bonds(SFE)
Dec02 021001 94.68 94.69 94.54 94.56 -0.14 4,481 138,734 +7,072
Mar03 021001 94.69 94.69 94.69 94.69 -0.01      
Total Volume and Open Interest 16,538 131,662 +5,071
3-Year Aus T-Bonds(SFE)
Dec02 021001 95.09 95.10 95.01 95.04 +0.01 46,570 303,181 +19,529
Mar03 021001 95.04 95.04 95.04 95.04 +0.01      
Total Volume and Open Interest 46,570 303,181 +19,529
Gold(CMX)
Oct02 021001 322.0 322.0 320.9 320.9 -3.0 858 1,150 -2,547
Dec02 021001 323.0 323.8 321.6 322.2 -3.0 27,455 130,506 +1,108
Feb03 021001 324.3 324.4 322.5 323.0 -3.0 1,266 9,383 -49
Apr03 021001 325.6 325.6 323.7 323.7 -3.0 173 4,770 +56
Jun03 021001 325.0 325.5 323.5 324.3 -3.0 374 6,348 -66
Aug03 021001 325.4 325.4 324.8 324.8 -3.0 0 7,062 +0
Total Volume and Open Interest 30,540 180,507 -1,256
Silver(CMX)
Dec02 021001 452.5 453.0 448.0 448.8 -6.0 5,879 56,894 -200
Mar03 021001 455.0 455.5 451.0 451.4 -6.0 121 9,559 +81
May03 021001 452.8 452.8 452.8 452.8 -5.9 116 2,253 +101
Jul03 021001 459.0 459.0 453.9 453.9 -5.9 147 6,342 +14
Sep03 021001 455.0 455.0 455.0 455.0 -5.9 3 785 +0
Total Volume and Open Interest 6,482 81,170 +181
Platinum(NYM)
Oct02 021001 570.0 573.0 568.0 572.1 +7.6 367 376 -484
Jan03 021001 562.6 565.0 561.0 562.1 +5.6 454 6,597 +114
Apr03 021001 557.1 557.1 557.1 557.1 +3.6 0 6 +0
Jul03 021001 555.1 555.1 555.1 555.1 +3.6 0 4 +0
Total Volume and Open Interest 821 6,983 -370
Palladium(NYME)
Dec02 021001 318.25 322.80 318.25 318.50 -0.50 138 1,903 +52
Mar03 021001 318.50 318.50 318.50 318.50 -0.50 0 2 +0
Total Volume and Open Interest 138 1,905 +52
Copper(CMX)
Dec02 021001 66.80 67.10 66.15 67.05 +0.45 6,964 60,232 +18
Mar03 021001 67.70 67.95 67.35 67.85 +0.40 270 7,415 +107
May03 021001 67.95 68.40 67.95 68.40 +0.40 196 3,591 +158
Jul03 021001 68.45 68.80 68.40 68.80 +0.40 46 3,051 +4
Sep03 021001 68.90 69.25 68.80 69.25 +0.40 252 4,579 +108
Total Volume and Open Interest 12,485 103,445 -106
DJIA Index(CBOT)
Dec02 021001 7630 7980 7565 7972 +402 35,542 28,851 +1,857
Mar03 021001 7600 7965 7600 7957 +402 35 193 +18
Jun03 021001 7938 7938 7938 7938 +402      
Total Volume and Open Interest 35,577 29,071 +1,875
S & P 500(CME)
Dec02 021001 821.00 854.50 811.50 854.10 +39.10 107,033 547,404 -9,034
Mar03 021001 817.50 853.30 814.00 853.30 +39.20 7,815 44,351 +6,385
Jun03 021001 853.10 853.10 853.10 853.10 +39.50 142 1,081 +70
Sep03 021001 854.60 854.60 854.60 854.60 +39.50 0 35 +0
Total Volume and Open Interest 114,990 592,892 -2,579
S & P 500 E-Mini(Globex)
Dec02 021001 816.50 854.50 810.25 854.00 +39.00 753,340 225,470 +16,709
Mar03 021001 811.75 853.25 811.75 853.25 +39.25 6 16 +0
Total Volume and Open Interest 753,346 225,486 +16,709
NASDAQ 100(CME)
Dec02 021001 844.00 888.00 826.00 886.50 +51.00 15,561 69,955 +126
Mar03 021001 890.50 890.50 890.50 890.50 +51.00 0 493 +0
Jun03 021001 896.00 896.00 896.00 896.00 +51.00      
Total Volume and Open Interest 15,561 70,448 +126
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021001 835.5 888.5 826.0 886.5 +51.0 229,879 85,755 +4,011
Mar03 021001 834.5 890.5 834.5 890.5 +51.0 0 3 +0
Total Volume and Open Interest 229,879 85,758 +4,011
NYSE Composite(NYBOT)
Dec02 021001 448.30 463.50 444.50 463.50 +18.40 716 1,599 +23
Mar03 021001 463.30 463.30 463.30 463.30 +18.45      
Jun03 021001 463.00 463.00 463.00 463.00 +18.40      
Total Volume and Open Interest 716 1,599 +23
S & P Midcap 400(CME)
Dec02 021001 409.00 420.50 402.00 420.50 +12.65 1,238 14,281 -180
Mar03 021001 421.20 421.20 421.20 421.20 +12.65      
Jun03 021001 424.20 424.20 424.20 424.20 +12.65      
Total Volume and Open Interest 1,238 14,281 -180
Russell 2000(CME)
Dec02 021001 363.50 371.50 356.00 371.10 +8.50 2,704 23,486 +396
Mar03 021001 372.10 372.10 372.10 372.10 +8.50      
Jun03 021001 374.10 374.10 374.10 374.10 +8.50      
Total Volume and Open Interest 2,704 23,486 +396
Value Line(KCBT)
Dec02 021001 913.00 945.00 907.50 945.00 +25.00 84 101 +48
Total Volume and Open Interest 88 104 +50
Nikkei 225(CME)
Dec02 021001 9120 9335 9050 9320 +55 3,646 18,712 +65
Mar03 021001 9200 9320 9200 9320 +55 0 7 +0
Total Volume and Open Interest 3,646 18,722 +65
Nikkei 225(SIMEX)
Dec02 021001 9200 9225 9090 9110 -120 13,428 86,879 +328
Mar03 021001 9105 9105 9105 9105 -120 0 437 +0
Jun03 021001 9060 9060 9060 9060 -120      
Total Volume and Open Interest 13,428 87,446 +328
CAC 40(MATIF)
Oct02 021001 2795.0 2925.0 2751.0 2830.0 +62.0 176,088 405,162 +87,574
Nov02 021001 2800.0 2836.5 2795.0 2836.5 +62.0 0 10,002 +0
Dec02 021001 2781.5 2866.0 2774.5 2843.5 +62.0 10,015 95,050 +897
Total Volume and Open Interest 186,103 540,189 -556,327
DAX Index(EUREX)
Dec02 021001 2848.0 2920.0 2751.5 2891.5 +67.5 99,185 219,189 +6,901
Mar03 021001 2850.0 2924.5 2781.5 2912.5 +68.0 206 6,610 +143
Jun03 021001 2846.0 2957.5 2806.0 2933.0 +67.5 1 30 +1
Total Volume and Open Interest 99,392 225,829 +7,045
FT-SE 100(LIFFE)
Dec02 021001 3740.00 3829.50 3694.50 3801.00 +95.00 108,714 441,346 +32,369
Mar03 021001 3718.00 3783.50 3715.00 3783.50 +95.50 0 26,001 +0
Jun03 021001 3732.00 3788.50 3732.00 3788.50 +94.50 0 14,715 +0
Total Volume and Open Interest 108,716 482,064 +32,371
SPI 200(SFE)
Dec02 021001 2955.0 3000.0 2955.0 2994.0 +27.0 16,113 122,956 +7,836
Mar03 021001 3001.0 3001.0 3001.0 3001.0 +25.0 19 1,378 +18
Jun03 021001 3015.0 3015.0 3015.0 3015.0 +25.0 111 952 +16
Total Volume and Open Interest 16,243 126,058 -89,775
GSCI(CME)
Oct02 021001 228.65 231.00 228.05 229.40 +2.20 101 18,070 -45
Nov02 021001 229.70 229.70 228.80 228.80 +0.90 55 56 +52
Dec02 021001 229.00 229.00 229.00 229.00 +0.75 0 2 +0
Total Volume and Open Interest 156 18,128 +7
Bridge CRB Index(NYBOT)
Nov02 021001 228.25 228.40 227.75 227.75 +0.25 25 428 +8
Jan03 021001 229.50 229.50 229.50 229.50 +0.25 1 140 +1
Feb03 021001 229.25 229.25 229.25 229.25 +0.25 0 55 +0
Total Volume and Open Interest 28 635 +11
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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