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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 Fri October 11, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021011 531.00 535.00 528.00 528.50 +3.75 34,265 77,495 -2,843
Jan03 021011 537.00 539.75 533.00 533.25 +3.50 8,553 37,993 +805
Mar03 021011 539.75 542.00 535.00 535.50 +3.25 3,594 28,362 +867
May03 021011 538.50 542.00 536.00 536.00 +3.25 1,883 32,793 +80
Jul03 021011 539.00 542.50 535.00 535.50 +3.00 2,362 16,271 +876
Aug03 021011 534.50 536.00 533.00 533.00 +4.75 239 1,085 +69
Sep03 021011 518.00 520.00 513.00 513.00 -2.00 10 231 +9
Total Volume and Open Interest 53,115 202,893 +501
Soybean Meal(CBOT)
Oct02 021011 164.00 165.20 162.90 163.20 +0.90 2,783 1,392 -277
Dec02 021011 167.00 168.70 166.30 166.40 +0.70 20,488 65,572 +146
Jan03 021011 168.50 169.80 167.60 167.80 +1.00 4,340 13,433 -127
Mar03 021011 169.80 170.90 168.60 169.00 +1.00 2,300 14,119 +356
May03 021011 169.00 170.10 167.80 167.90 +0.50 1,558 14,837 -206
Jul03 021011 169.50 170.00 167.70 167.70 +0.10 1,325 11,582 +661
Aug03 021011 168.20 168.20 166.00 166.10 -0.10 380 2,011 -30
Sep03 021011 166.90 166.90 163.20 163.40 -0.40 118 1,994 -8
Total Volume and Open Interest 33,830 130,753 +841
Soybean Oil(CBOT)
Oct02 021011 19.30 19.57 19.30 19.38 +0.29 1,362 483 -933
Dec02 021011 19.30 19.61 19.28 19.33 +0.18 14,743 70,452 -3,088
Jan03 021011 19.40 19.69 19.38 19.40 +0.17 1,688 14,691 +474
Mar03 021011 19.50 19.78 19.48 19.48 +0.15 1,434 17,666 +473
May03 021011 19.68 19.78 19.52 19.52 +0.15 614 11,209 +97
Jul03 021011 19.58 19.80 19.53 19.54 +0.14 368 7,791 +222
Aug03 021011 19.60 19.60 19.42 19.42 +0.13 328 1,727 +253
Sep03 021011 19.30 19.45 19.25 19.25 +0.20 34 712 -28
Total Volume and Open Interest 21,177 130,477 -2,355
Canola(WCE)
Nov02 021011 413.0 416.5 412.2 413.2 +3.2 2,109 10,949 -495
Jan03 021011 419.5 424.0 419.0 420.2 +2.7 4,037 19,559 +451
Mar03 021011 424.0 426.8 422.0 422.0 +1.5 1,094 11,460 +654
May03 021011 424.5 428.0 424.0 424.2 +2.5 244 2,924 +140
Jul03 021011 424.0 424.0 424.0 424.0 +2.3 45 676 -45
Total Volume and Open Interest 7,614 48,185 +763
Corn(CBOT)
Dec02 021011 251.00 251.25 246.50 246.75 -4.75 52,113 261,196 -4,223
Mar03 021011 258.00 258.00 253.50 253.75 -4.50 13,899 116,173 +1,622
May03 021011 261.50 261.50 257.50 258.00 -4.50 4,094 33,959 +885
Jul03 021011 264.00 264.00 259.50 259.75 -4.00 4,349 36,797 +1,145
Sep03 021011 253.25 253.25 250.00 250.00 -3.00 1,042 9,234 +394
Dec03 021011 243.50 244.25 241.75 242.25 -1.00 1,466 27,282 +510
Total Volume and Open Interest 77,031 488,281 +362
Wheat(CBOT)
Dec02 021011 372.00 373.00 360.50 365.50 -0.25 19,090 71,337 -2,253
Mar03 021011 377.50 378.00 365.00 369.75 -0.75 3,555 23,237 +116
May03 021011 362.00 362.00 356.00 356.25 -2.25 324 2,173 -20
Jul03 021011 337.00 338.00 331.50 333.25 -2.50 1,605 14,237 +210
Sep03 021011 339.00 339.50 336.00 337.00 -2.50 105 981 +9
Total Volume and Open Interest 24,896 114,692 -1,868
Wheat(KCBT)
Dec02 021011 468.00 472.50 462.00 468.50 +5.25 6,573 41,910 +1,150
Mar03 021011 460.50 462.00 453.00 456.00 +2.25 3,179 20,103 +336
May03 021011 433.00 433.00 428.50 429.00 +3.25 378 2,502 +54
Jul03 021011 388.00 388.00 382.00 383.00 +1.00 483 7,430 +157
Sep03 021011 388.00 389.00 386.00 386.00 +1.00 2 364 +2
Total Volume and Open Interest 10,620 72,859 +1,702
Wheat(MGE)
Dec02 021011 493.50 494.00 484.00 485.50 -4.75 3,099 16,853 -3
Mar03 021011 496.50 496.50 486.50 490.50 -1.00 2,658 9,848 +604
May03 021011 478.25 480.50 473.00 473.25 -1.00 276 2,054 +61
Jul03 021011 448.00 448.00 443.00 444.50 +1.00 128 1,970 +77
Sep03 021011 411.00 414.00 410.00 412.00 +0.75 142 930 +57
Total Volume and Open Interest 6,450 32,733 +885
Oats(CBOT)
Dec02 021011 205.50 207.25 195.25 195.25 -15.00 930 7,050 -190
Mar03 021011 200.00 201.75 191.75 191.75 -12.75 173 2,519 +16
May03 021011 195.00 195.00 189.50 189.50 -8.25 17 526 +9
Jul03 021011 180.00 180.00 174.00 174.00 -11.00 13 36 +7
Total Volume and Open Interest 1,133 10,143 -158
Rough Rice(CBOT)
Nov02 021011 3.84 3.86 3.74 3.74 -0.10 204 3,986 -328
Jan03 021011 4.10 4.11 3.98 3.98 -0.11 110 1,346 +37
Mar03 021011 4.33 4.33 4.20 4.22 -0.10 34 1,123 -11
May03 021011 4.50 4.50 4.44 4.44 -0.11 30 946 -22
Total Volume and Open Interest 393 8,048 -324
Live Cattle(CME)
Oct02 021011 67.900 68.650 67.800 68.475 +0.350 4,501 9,925 -201
Dec02 021011 71.100 71.875 71.000 71.600 +0.400 6,615 52,884 +669
Feb03 021011 72.550 73.200 72.550 73.050 +0.475 2,213 24,288 -35
Apr03 021011 73.000 73.500 72.900 73.400 +0.525 1,033 13,942 +364
Jun03 021011 68.350 68.900 68.350 68.725 +0.475 880 8,332 -152
Aug03 021011 68.500 69.025 68.400 69.025 +0.525 101 903 +16
Total Volume and Open Interest 15,375 110,352 +679
Feeder Cattle(CME)
Oct02 021011 80.000 81.000 80.000 80.500 +0.475 542 2,659 -448
Nov02 021011 80.400 81.600 80.375 80.875 +0.575 846 4,525 +315
Jan03 021011 79.400 80.700 79.400 80.175 +0.800 533 3,641 +315
Mar03 021011 77.400 78.500 77.400 78.150 +0.700 54 646 +11
Apr03 021011 77.450 78.400 77.250 77.950 +0.700 7 290 +6
May03 021011 77.500 78.400 77.400 78.050 +0.750 12 326 +10
Aug03 021011 79.450 80.000 79.450 80.000 +0.750 12 78 +5
Total Volume and Open Interest 2,006 12,166 +214
Lean Hogs(CME)
Oct02 021011 45.025 45.200 44.750 44.900 -0.100 1,437 2,442 -342
Dec02 021011 40.950 41.200 40.150 40.250 -0.700 5,047 23,676 +526
Feb03 021011 46.350 46.800 46.000 46.125 -0.450 791 4,926 -57
Apr03 021011 50.950 51.000 50.550 50.775 -0.175 192 1,329 -29
May03 021011 58.325 58.400 58.000 58.000 -0.125 43 734 +13
Jun03 021011 60.800 60.950 60.500 60.750 -0.100 20 1,198 -2
Jul03 021011 58.800 58.950 58.775 58.875 unch 14 291 +0
Aug03 021011 56.500 56.500 56.500 56.500 -0.075 1 184 +1
Total Volume and Open Interest 7,547 34,805 +111
Pork Bellies(CME)
Feb03 021011 76.000 77.000 75.050 75.450 -0.100 237 1,123 +10
Mar03 021011 76.000 76.000 74.750 74.750 -0.150 4 46 +0
May03 021011 77.000 77.000 77.000 77.000 +0.500 0 16 +0
Jul03 021011 75.250 75.250 75.250 75.250 unch 0 12 +0
Aug03 021011 74.000 74.000 74.000 74.000 unch 0 5 +0
Total Volume and Open Interest 241 1,202 +10
Cocoa(NYBOT)
Dec02 021011 2402 2405 2310 2325 -49 10,001 35,406 -26
Mar03 021011 2390 2394 2310 2325 -37 5,019 27,601 +159
May03 021011 2395 2395 2329 2329 -36 228 8,672 +113
Jul03 021011 2398 2398 2315 2330 -35 221 8,825 +116
Sep03 021011 2396 2396 2330 2333 -34 800 9,824 +178
Dec03 021011 2340 2375 2338 2338 -34 333 13,536 +108
Mar04 021011 2343 2343 2343 2343 -29 100 2,560 +35
Total Volume and Open Interest 17,317 114,957 +798
Coffee "C"(NYBOT)
Dec02 021011 57.70 57.80 57.20 57.35 -0.05 7,213 37,916 -291
Mar03 021011 60.60 60.60 60.10 60.20 -0.10 1,252 16,175 +19
May03 021011 62.10 62.20 61.80 61.80 -0.10 225 6,964 -94
Jul03 021011 63.65 63.65 63.35 63.35 unch 229 5,333 -26
Sep03 021011 65.25 65.25 64.75 64.75 unch 254 4,318 +34
Dec03 021011 66.90 66.90 66.50 66.50 unch 54 329 +2
Total Volume and Open Interest 9,230 71,129 -353
Orange Juice(NYBOT)
Nov02 021011 94.50 96.50 94.40 95.30 +2.10 1,395 9,716 -786
Jan03 021011 97.20 98.70 97.20 98.20 +2.00 1,128 6,889 +624
Mar03 021011 100.00 101.05 100.00 100.25 +1.80 525 5,044 +54
May03 021011 101.95 101.95 101.95 101.95 +1.80 1 1,363 +1
Jul03 021011 102.95 102.95 102.95 102.95 +1.80 0 750 +0
Total Volume and Open Interest 3,050 23,787 -108
Sugar #11(NYBOT)
Mar03 021011 6.92 6.98 6.85 6.91 -0.05 9,277 139,280 -1,543
May03 021011 6.48 6.55 6.45 6.49 -0.03 2,144 21,625 +464
Jul03 021011 6.03 6.10 6.02 6.06 -0.01 1,078 22,038 +64
Oct03 021011 5.96 6.00 5.93 5.96 -0.02 259 12,247 +125
Mar04 021011 6.00 6.02 5.96 5.96 -0.03 145 5,349 +5
Total Volume and Open Interest 13,095 204,015 -785
London Cocoa(LCE)
Dec02 021011 1609 1635 1585 1593 -12 13,350 62,989 +1,806
Mar03 021011 1628 1649 1600 1606 -14 4,035 41,917 +44
May03 021011 1639 1666 1615 1622 -13 7,667 19,740 +5,589
Jul03 021011 1664 1670 1625 1633 -12 413 13,526 -100
Sep03 021011 1669 1669 1635 1645 -10 169 9,280 -19
Dec03 021011 1680 1683 1640 1651 -10 54 11,293 +0
Mar04 021011 1655 1657 1655 1657 -10 155 3,151 +100
Total Volume and Open Interest 25,848 161,937 +7,425
London Coffee(LCE)
Nov02 021011 630.00 635.00 620.00 628.00 unch 3,461 28,673 -1,590
Jan03 021011 645.00 650.00 636.00 644.00 -1.00 2,713 44,549 +971
Mar03 021011 661.00 665.00 658.00 658.00 unch 453 31,709 +216
May03 021011 670.00 672.00 670.00 672.00 unch 89 14,777 +10
Jul03 021011 685.00 687.00 685.00 685.00 unch 0 11,958 +0
Sep03 021011 700.00 700.00 698.00 698.00 +1.00 200 5,694 +200
Total Volume and Open Interest 7,166 138,993 +57
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 021011 199.50 199.50 197.00 198.60 -0.70 1,598 17,425 -143
Mar03 021011 193.70 193.70 190.50 192.50 -1.00 1,208 17,444 +69
May03 021011 188.60 189.30 187.90 189.00 -0.30 262 5,802 +172
Aug03 021011 183.00 184.20 181.80 183.50 +0.20 226 3,933 +169
Total Volume and Open Interest 3,812 48,694 +372
Cotton(NYBOT)
Dec02 021011 43.12 43.55 42.55 42.84 -0.70 3,416 45,949 +233
Mar03 021011 45.40 46.00 45.05 45.50 -0.51 770 9,462 +179
May03 021011 48.60 49.20 48.40 48.85 -0.50 494 9,408 +51
Jul03 021011 49.85 49.98 49.85 49.98 -0.50 372 4,121 +186
Oct03 021011 51.00 51.00 50.98 50.98 -0.62 0 205 +0
Dec03 021011 52.00 52.00 51.85 52.00 -0.52 146 1,449 +72
Total Volume and Open Interest 5,198 70,846 +627
Lumber(CME)
Nov02 021011 232.4 238.5 231.8 235.0 +4.9 347 2,322 +58
Jan03 021011 250.8 255.4 248.6 252.1 +4.3 184 533 +20
Mar03 021011 262.5 264.5 260.9 262.0 +4.8 9 139 -1
May03 021011 263.0 263.0 263.0 263.0 -1.1 4 50 -2
Total Volume and Open Interest 544 3,050 +75
Crude Oil(NYM)
Nov02 021011 29.32 29.40 29.11 29.37 +0.40 91,013 118,413 -8,189
Dec02 021011 29.40 29.48 29.20 29.43 +0.36 75,530 128,267 +10,787
Jan03 021011 28.85 29.00 28.74 28.98 +0.27 21,758 50,347 -344
Feb03 021011 28.45 28.54 28.33 28.51 +0.21 6,382 23,021 +263
Mar03 021011 28.05 28.05 27.82 27.99 +0.18 2,565 22,625 -289
Apr03 021011 27.40 27.50 27.35 27.49 +0.15 2,865 27,304 +521
May03 021011 26.85 26.99 26.85 26.99 +0.12 1,418 17,779 +679
Jun03 021011 26.37 26.60 26.35 26.50 +0.10 7,655 30,129 -742
Jul03 021011 25.85 26.01 25.85 26.01 +0.08 1,203 12,448 +605
Aug03 021011 25.55 25.63 25.55 25.63 +0.07 161 8,526 +55
Total Volume and Open Interest 218,778 559,572 +3,144
Heating Oil(NYM)
Nov02 021011 78.80 79.25 78.60 78.97 +0.67 24,590 43,432 -3,509
Dec02 021011 79.50 79.95 79.30 79.69 +0.61 12,783 37,313 +2,975
Jan03 021011 79.75 80.25 79.65 79.94 +0.56 3,881 19,554 +836
Feb03 021011 78.65 78.95 78.45 78.69 +0.46 1,607 14,236 +741
Mar03 021011 76.30 76.60 76.10 76.19 +0.36 333 9,012 +87
Apr03 021011 73.70 73.70 73.39 73.39 +0.31 407 5,584 -41
May03 021011 70.85 70.85 70.39 70.39 +0.26 621 3,885 +216
Jun03 021011 68.95 69.45 68.95 68.99 +0.21 395 6,003 +80
Jul03 021011 68.50 68.50 68.29 68.29 +0.21 400 2,884 +109
Aug03 021011 68.30 68.70 68.24 68.24 +0.21 100 2,039 +96
Total Volume and Open Interest 46,384 152,858 +1,347
Unleaded Gas(NYM)
Nov02 021011 81.40 82.20 81.30 82.01 +1.55 24,775 42,252 -4,929
Dec02 021011 78.90 79.40 78.75 79.29 +1.07 12,105 33,502 +1,675
Jan03 021011 77.80 78.04 77.60 78.04 +0.82 3,864 11,097 +1,116
Feb03 021011 78.04 78.04 78.04 78.04 +0.72 380 2,632 -20
Mar03 021011 78.39 78.39 78.39 78.39 +0.72 349 2,640 -59
Apr03 021011 83.00 83.39 83.00 83.39 +0.57 361 4,445 +178
May03 021011 82.40 82.84 82.40 82.84 +0.57 155 3,549 +8
Jun03 021011 81.59 81.59 81.59 81.59 +0.57 0 1,003 +0
Total Volume and Open Interest 42,039 103,017 -1,989
Natural Gas(NYM)
Nov02 021011 3.835 4.160 3.825 4.146 +0.318 52,846 48,991 +3,987
Dec02 021011 4.055 4.350 4.050 4.336 +0.281 17,621 42,557 +3,932
Jan03 021011 4.150 4.396 4.140 4.396 +0.243 11,652 34,187 +1,852
Feb03 021011 4.070 4.266 4.050 4.266 +0.208 6,544 24,859 +2,111
Mar03 021011 3.945 4.120 3.945 4.109 +0.168 8,886 33,228 +3,542
Apr03 021011 3.810 3.950 3.810 3.934 +0.128 2,655 18,309 +58
May03 021011 3.780 3.879 3.775 3.879 +0.108 1,076 13,847 +85
Jun03 021011 3.805 3.899 3.795 3.899 +0.103 918 21,062 +456
Total Volume and Open Interest 109,545 419,146 +17,122
Brent Crude Oil(IPE)
Nov02 021011 27.90 28.10 27.78 27.99 +0.25 27,113 36,854 -5,611
Dec02 021011 27.75 27.89 27.64 27.83 +0.26 47,115 87,125 -2,115
Jan03 021011 27.42 27.59 27.37 27.56 +0.20 12,813 35,718 +4,696
Feb03 021011 27.15 27.20 27.08 27.20 +0.15 2,301 16,141 -294
Mar03 021011 26.69 26.74 26.60 26.74 +0.14 2,016 16,287 +474
Apr03 021011 26.24 26.28 26.11 26.28 +0.13 2,389 10,944 +10
May03 021011 25.70 25.83 25.70 25.83 +0.13 692 10,755 -407
Jun03 021011 25.30 25.38 25.24 25.38 +0.11 4,455 24,686 +1,390
Total Volume and Open Interest 107,469 294,173 -3,022
Gas Oil(IPE)
Nov02 021011 237.00 239.00 236.25 237.75 +3.25 25,467 63,362 -4,768
Dec02 021011 236.00 238.50 236.00 238.00 +3.25 9,208 50,621 -524
Jan03 021011 236.25 237.50 236.00 237.25 +3.50 4,682 25,557 +3,021
Feb03 021011 233.00 233.50 233.00 233.50 +3.00 185 8,070 +60
Mar03 021011 228.00 228.50 228.00 228.50 +2.75 100 8,688 +100
Apr03 021011 222.00 222.50 222.00 222.50 +2.50 274 4,332 +268
May03 021011 216.75 216.75 216.75 216.75 +1.50 0 1,956 +0
Jun03 021011 213.00 213.50 213.00 213.50 +2.00 706 19,765 +300
Total Volume and Open Interest 52,712 205,530 -10,258
US Dollar Index(NYBOT)
Dec02 021011 107.70 107.85 107.55 107.60 unch 1,052 7,816 +149
Mar03 021011 108.14 108.14 108.14 108.14 unch 4 2,022 +0
Jun03 021011 108.68 108.68 108.68 108.68 unch 0 4 +0
Total Volume and Open Interest 1,056 9,842 +149
Australian Dollar(IMM)
Dec02 021011 54.55 54.69 54.51 54.61 +0.11 1,129 24,030 +214
Mar03 021011 54.18 54.18 54.18 54.18 +0.11 0 106 +0
Jun03 021011 53.75 53.75 53.75 53.75 +0.11 0 685 +0
Total Volume and Open Interest 1,129 25,009 +214
British Pound(IMM)
Dec02 021011 155.44 155.68 155.20 155.52 -0.36 1,968 31,427 -1,346
Mar03 021011 154.58 154.58 154.58 154.58 -0.36 10 196 +4
Jun03 021011 153.68 153.68 153.68 153.68 -0.36 0 4 +0
Total Volume and Open Interest 1,979 31,628 -1,342
Canadian Dollar(IMM)
Dec02 021011 62.86 62.94 62.76 62.88 +0.09 5,210 50,416 +54
Mar03 021011 62.69 62.69 62.64 62.67 +0.09 229 4,681 +33
Jun03 021011 62.42 62.47 62.42 62.47 +0.09 37 2,108 -17
Sep03 021011 62.28 62.28 62.28 62.28 +0.09 0 734 +0
Total Volume and Open Interest 5,481 58,260 +65
Japanese Yen(IMM)
Dec02 021011 80.74 80.95 80.57 80.86 -0.30 4,161 78,304 -110
Mar03 021011 81.11 81.25 81.11 81.19 -0.29 105 767 +65
Jun03 021011 81.51 81.51 81.51 81.51 -0.28 0 40 +0
Total Volume and Open Interest 4,266 79,323 -45
Swiss Franc(IMM)
Dec02 021011 67.47 67.62 67.28 67.52 +0.02 5,853 35,917 +618
Mar03 021011 67.68 67.68 67.68 67.68 +0.02 3 500 +1
Jun03 021011 67.83 67.83 67.83 67.83 +0.02 0 3 +0
Total Volume and Open Interest 5,856 36,452 +619
EuroFX(IMM)
Dec02 021011 98.32 98.50 98.08 98.35 unch 9,311 88,222 -1,627
Mar03 021011 98.00 98.01 98.00 98.01 unch 93 777 -59
Jun03 021011 97.71 97.71 97.71 97.71 unch 0 255 +0
Total Volume and Open Interest 9,404 89,282 -1,686
Mexican Peso(IMM)
Dec02 021011 9702.5 9760.0 9650.0 9752.5 +70.0 3,691 18,503 -192
Mar03 021011 9540.0 9547.5 9540.0 9547.5 +70.0 50 1,786 -3
Total Volume and Open Interest 4,001 20,493 -125
30-Year T-Bonds(CBOT)
Dec02 021011 113~21 113~29 112~00 112~10 -1~14 245,971 446,913 +4,423
Mar03 021011 112~21 112~21 110~29 111~05 -1~14 999 43,761 +359
Jun03 021011 110~01 110~01 110~01 110~01 -1~14 0 233 +0
Total Volume and Open Interest 246,970 490,907 +4,782
Municipal Bonds(CBOT)
Dec02 021011 109~19 109~19 108~16 108~24 -1~01 762 4,950 -33
Total Volume and Open Interest 762 4,950 -33
10-Year T-Notes(CBOT)
Dec02 021011 115~220 115~280 114~195 114~260 -0~285 477,155 973,991 +8,418
Mar03 021011 113~230 114~140 113~230 113~255 -0~295 3,610 37,603 +183
Total Volume and Open Interest 480,765 1,011,619 +8,601
5-Year T-Notes(CBOT)
Dec02 021011 113~315 114~005 113~130 113~155 -0~200 189,560 0 +0
Mar03 021011 112~245 112~245 112~085 112~085 -0~200 1,901 8,990 +1,725
Total Volume and Open Interest 191,461 8,990 +1,725
2 Year T-Notes(CBOT)
Dec02 021011 107~054 107~054 107~032 107~036 -0~021 7,355 105,202 -810
Total Volume and Open Interest 7,355 105,202 -810
3-Mth T-Bills(IMM)
Dec02 021011 98.53 98.53 98.53 98.53 -0.05 1 169 +1
Total Volume and Open Interest 1 171 +1
Eurodollars(IMM)
Dec02 021011 98.350 98.380 98.295 98.300 -0.075 122,000 867,064 +1,457
Mar03 021011 98.345 98.385 98.265 98.275 -0.100 178,796 677,765 +8,096
Jun03 021011 98.190 98.240 98.110 98.120 -0.105 157,531 519,280 +12,597
Sep03 021011 97.955 97.990 97.860 97.870 -0.105 112,681 395,712 +1,172
Dec03 021011 97.640 97.660 97.560 97.575 -0.080 66,521 369,619 +4,037
Mar04 021011 97.320 97.360 97.240 97.260 -0.080 27,192 219,646 +3,087
Jun04 021011 97.040 97.050 96.965 96.980 -0.080 17,084 165,525 -320
Sep04 021011 96.800 96.815 96.730 96.745 -0.075 16,873 142,909 -717
Dec04 021011 96.570 96.590 96.510 96.515 -0.075 8,950 120,177 -1,926
Mar05 021011 96.400 96.410 96.320 96.330 -0.080 6,371 108,217 -695
Jun05 021011 96.200 96.220 96.135 96.135 -0.085 6,904 87,508 -2,321
Sep05 021011 96.030 96.030 95.955 95.955 -0.095 6,463 78,931 +723
Total Volume and Open Interest 766,030 4,295,167 +16,275
3-Mth Euro-Yen(IMM)
Dec02 021011 99.92 99.92 99.92 99.92 unch 0 6,628 -274
Mar03 021011 99.90 99.90 99.90 99.90 unch 100 8,590 -258
Jun03 021011 99.91 99.91 99.91 99.91 -0.01 114 6,485 +1,429
Sep03 021011 99.89 99.89 99.89 99.89 unch 99 5,943 +43
Dec03 021011 99.86 99.86 99.86 99.86 unch 2 2,199 +2
Mar04 021011 99.82 99.82 99.82 99.82 unch 0 801 +0
Jun04 021011 99.81 99.81 99.81 99.81 -0.01 1 593 +1
Sep04 021011 99.77 99.77 99.77 99.77 -0.01 5 1,120 +5
Dec04 021011 99.71 99.71 99.71 99.71 unch 0 261 +0
Mar05 021011 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 321 36,180 +948
3-Mth Euro-Yen(SIMEX)
Dec02 021011 99.92 99.92 99.92 99.92 unch 519 46,201 +469
Mar03 021011 99.90 99.90 99.89 99.89 -0.01 1,470 36,023 -556
Jun03 021011 99.92 99.92 99.90 99.90 -0.01 2,202 45,894 +106
Sep03 021011 99.89 99.89 99.89 99.89 unch 821 35,465 -106
Dec03 021011 99.87 99.87 99.86 99.86 unch 1,261 29,046 +268
Mar04 021011 99.83 99.83 99.82 99.82 unch 987 20,782 -384
Jun04 021011 99.82 99.82 99.82 99.82 unch 1,567 10,886 +616
Sep04 021011 99.77 99.77 99.76 99.76 -0.01 11 2,829 +11
Total Volume and Open Interest 9,388 241,224 +974
German Euro-Bund(EUREX)
Dec02 021011 112.28 112.28 111.19 111.20 -0.98 1,180,972 730,894 -79
Mar03 021011 111.80 111.80 110.83 110.83 -0.98 4,516 4,819 -140
Jun03 021011 110.45 110.45 110.45 110.45 -0.98 1,045 0 +0
Total Volume and Open Interest 1,186,533 735,713 -219
German Euro-Bobl(EUREX)
Dec02 021011 109.52 109.52 108.94 108.95 -0.51 694,760 634,560 +3,609
Mar03 021011 109.42 109.42 108.93 108.93 -0.51 2,293 1,674 -49
Jun03 021011 108.55 108.55 108.55 108.55 -0.51      
Total Volume and Open Interest 697,053 636,234 +3,560
Long Gilt(LIFFE)
Dec02 021011 119~23 119~25 118~31 119~12 -0~11 34,020 92,972 +1,217
Mar03 021011 117~24 117~24 117~24 117~24 -0~11      
Total Volume and Open Interest 34,020 92,972 +1,217
3-Mth Short Sterling(LIFFE)
Dec02 021011 96.13 96.15 96.07 96.10 -0.03 58,634 0 +0
Mar03 021011 96.11 96.12 96.03 96.06 -0.06 78,646 0 +0
Jun03 021011 96.01 96.02 95.91 95.94 -0.08 40,256 0 +0
Total Volume and Open Interest 235,608    
3-Mth Euribor(LIFFE)
Dec02 021011 96.970 96.970 96.900 96.935 -0.020 329,975 516,003 +11,399
Mar03 021011 97.085 97.100 97.000 97.045 -0.055 225,653 501,787 +7,210
Jun03 021011 97.055 97.070 96.935 96.995 -0.075 149,674 353,038 +3,928
Total Volume and Open Interest 970,060 2,107,429 +31,360
3-Mth Aus T-Bills(SFE)
Dec02 021011 95.15 95.16 95.13 95.16 -0.02 16,848 244,149 +6,110
Mar03 021011 95.09 95.12 95.08 95.11 -0.03 6,823 60,822 +2,622
Jun03 021011 94.98 95.00 94.97 94.99 -0.03 3,443 35,603 +1,699
Sep03 021011 94.86 94.88 94.85 94.88 -0.03 1,758 20,441 +1,322
Dec03 021011 94.72 94.77 94.72 94.76 -0.04 267 14,802 +17
Mar04 021011 94.66 94.66 94.64 94.64 -0.05 100 8,452 +0
Jun04 021011 94.56 94.56 94.55 94.55 -0.06 0 5,428 +0
Sep04 021011 94.45 94.46 94.45 94.46 -0.06 2 3,496 -51
Dec04 021011 94.38 94.38 94.38 94.38 -0.04 20 1,662 +20
Mar05 021011 94.30 94.30 94.30 94.30 -0.05 20 656 +20
Total Volume and Open Interest 29,281 395,938 +11,759
10-Year Aus T-Bonds(SFE)
Dec02 021011 94.53 94.53 94.38 94.39 -0.13 2,533 176,398 -965
Mar03 021011 94.53 94.53 94.53 94.53 -0.07      
Total Volume and Open Interest 18,645 177,363 +7,046
3-Year Aus T-Bonds(SFE)
Dec02 021011 94.93 94.96 94.91 94.95 -0.06 65,231 392,984 +14,208
Mar03 021011 94.95 94.95 94.95 94.95 -0.06      
Total Volume and Open Interest 65,231 392,984 +14,208
Gold(CMX)
Oct02 021011 317.0 317.0 316.3 316.3 -0.2 35 852 -1
Dec02 021011 317.3 318.2 316.6 317.2 -0.2 38,781 118,679 -4,661
Feb03 021011 318.0 319.0 317.5 318.0 -0.2 231 9,567 +5
Apr03 021011 318.0 319.3 318.0 318.6 -0.2 1,140 5,160 +578
Jun03 021011 319.0 320.1 319.0 319.1 -0.2 251 6,942 +113
Aug03 021011 319.5 319.6 319.5 319.6 -0.2 39 7,101 +39
Total Volume and Open Interest 40,786 169,996 -3,908
Silver(CMX)
Dec02 021011 429.0 434.5 428.5 432.0 +3.5 11,636 64,518 +1,758
Mar03 021011 432.0 437.5 431.0 434.5 +3.5 285 10,168 +34
May03 021011 435.7 435.7 435.7 435.7 +3.5 38 2,298 +14
Jul03 021011 435.0 440.0 435.0 436.8 +3.5 98 6,370 -2
Sep03 021011 438.0 438.0 438.0 438.0 +3.4 1 820 +1
Total Volume and Open Interest 12,270 90,210 +1,832
Platinum(NYM)
Oct02 021011 589.0 592.1 585.0 592.1 +14.1 26 43 -4
Jan03 021011 583.0 583.0 575.0 578.1 +7.6 987 7,413 +226
Apr03 021011 570.6 570.6 570.6 570.6 +7.6 22 39 +8
Jul03 021011 567.1 567.1 567.1 567.1 +7.6 0 5 +0
Total Volume and Open Interest 1,035 7,500 +230
Palladium(NYME)
Dec02 021011 320.00 322.00 319.00 321.40 +1.40 29 1,995 +1
Mar03 021011 321.40 321.40 321.40 321.40 +1.40 1 2 +0
Total Volume and Open Interest 30 1,997 +1
Copper(CMX)
Dec02 021011 68.00 68.60 67.35 68.35 +1.25 5,984 61,115 -1,070
Mar03 021011 68.80 69.30 68.25 69.15 +1.25 306 8,033 +197
May03 021011 69.15 69.65 69.05 69.65 +1.20 95 3,749 -12
Jul03 021011 69.50 70.30 69.40 70.10 +1.20 67 3,332 +35
Sep03 021011 69.85 70.55 69.85 70.55 +1.20 25 4,875 +13
Total Volume and Open Interest 6,781 104,678 -1,123
DJIA Index(CBOT)
Dec02 021011 7575 7890 7566 7862 +357 38,563 33,684 -1,335
Mar03 021011 7555 7850 7555 7848 +359 40 212 -40
Jun03 021011 7830 7830 7830 7830 +360      
Total Volume and Open Interest 38,603 33,923 -1,375
S & P 500(CME)
Dec02 021011 817.50 844.00 815.00 838.50 +36.00 86,082 559,145 +1,014
Mar03 021011 817.00 841.00 817.00 837.90 +36.20 171 46,597 +12
Jun03 021011 837.70 837.70 837.70 837.70 +36.30 13 4,106 +7
Sep03 021011 839.20 839.20 839.20 839.20 +36.30 0 36 +0
Total Volume and Open Interest 86,266 609,905 +1,033
S & P 500 E-Mini(Globex)
Dec02 021011 803.00 844.00 799.25 838.50 +36.00 878,748 343,969 +20,671
Mar03 021011 817.25 841.00 817.25 838.00 +36.25 25 26 +1
Total Volume and Open Interest 878,773 343,995 +20,672
NASDAQ 100(CME)
Dec02 021011 868.00 903.00 865.00 895.50 +46.50 18,874 69,999 +341
Mar03 021011 871.00 899.50 871.00 899.50 +46.50 0 491 +0
Jun03 021011 905.00 905.00 905.00 905.00 +46.50      
Total Volume and Open Interest 18,874 70,490 +341
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021011 850.5 903.0 846.0 895.5 +46.5 313,942 101,423 -2,741
Mar03 021011 899.5 899.5 899.5 899.5 +46.5 7 9 +5
Total Volume and Open Interest 313,949 101,432 -2,736
NYSE Composite(NYBOT)
Dec02 021011 440.50 452.30 440.00 450.00 +16.00 952 1,326 -130
Mar03 021011 449.80 449.80 449.80 449.80 +16.10 0 20 +0
Jun03 021011 449.50 449.50 449.50 449.50 +16.00      
Total Volume and Open Interest 952 1,346 -130
S & P Midcap 400(CME)
Dec02 021011 393.00 407.00 393.00 401.25 +13.75 1,616 14,519 +219
Mar03 021011 401.75 401.75 401.75 401.75 +13.75      
Jun03 021011 403.75 403.75 403.75 403.75 +13.75      
Total Volume and Open Interest 1,616 14,519 +219
Russell 2000(CME)
Dec02 021011 340.50 348.90 340.50 345.50 +10.00 3,496 23,984 -372
Mar03 021011 346.00 346.00 346.00 346.00 +10.00      
Jun03 021011 348.00 348.00 348.00 348.00 +10.00      
Total Volume and Open Interest 3,496 23,984 -372
Value Line(KCBT)
Dec02 021011 879.00 907.00 879.00 895.00 +33.00 126 120 +16
Total Volume and Open Interest 165 141 +32
Nikkei 225(CME)
Dec02 021011 8675 8790 8620 8780 +225 2,167 19,863 -50
Mar03 021011 8780 8780 8780 8780 +225 1 25 +0
Total Volume and Open Interest 2,168 19,891 -50
Nikkei 225(SIMEX)
Dec02 021011 8540 8615 8470 8555 +100 22,665 93,493 +1,396
Mar03 021011 8550 8550 8550 8550 +100 0 438 +0
Jun03 021011 8510 8510 8510 8510 +105      
Total Volume and Open Interest 23,204 93,931 +1,254
CAC 40(MATIF)
Oct02 021011 2780.0 2971.5 2779.5 2903.0 +110.0 90,050 542,808 +29,166
Nov02 021011 2909.5 2909.5 2909.5 2909.5 +144.0 2,005 16,244 +2,005
Dec02 021011 2793.0 2932.5 2793.0 2916.0 +144.0 894 96,014 -93
Total Volume and Open Interest 96,949 689,101 +35,078
DAX Index(EUREX)
Dec02 021011 2735.0 2932.5 2729.5 2926.5 +196.0 122,895 233,338 -146
Mar03 021011 2754.5 2948.0 2751.5 2948.0 +198.0 420 7,415 +106
Jun03 021011 2811.0 2969.5 2811.0 2969.5 +199.5 305 1,273 +244
Total Volume and Open Interest 123,620 242,026 +204
FT-SE 100(LIFFE)
Dec02 021011 3830.00 3988.00 3815.00 3951.00 +161.00 80,809 434,790 +7,964
Mar03 021011 3802.00 3948.50 3802.00 3935.00 +162.50 1,519 36,539 +1,518
Jun03 021011 3942.00 3942.00 3942.00 3942.00 +164.00 70 17,230 +0
Total Volume and Open Interest 82,898 489,061 +9,982
SPI 200(SFE)
Dec02 021011 2931.0 2937.0 2913.0 2937.0 +33.0 11,639 138,953 +5,106
Mar03 021011 2942.0 2942.0 2942.0 2942.0 +32.0 6 1,341 +5
Jun03 021011 2953.0 2953.0 2953.0 2953.0 +32.0 0 1,032 -30
Total Volume and Open Interest 11,657 142,110 +5,079
GSCI(CME)
Oct02 021011 221.25 223.50 221.00 223.50 +3.85 4,089 8,179 -799
Nov02 021011 222.25 224.15 222.25 224.15 +3.45 4,049 13,403 +3,825
Dec02 021011 224.50 224.50 224.50 224.50 +2.00 0 2 +0
Total Volume and Open Interest 8,138 21,584 +3,026
Bridge CRB Index(NYBOT)
Nov02 021011 227.00 227.00 226.00 226.00 +0.90 200 313 +16
Jan03 021011 227.50 227.50 227.50 227.50 +0.90 138 245 +107
Feb03 021011 227.00 227.00 227.00 227.00 +0.90 0 56 +0
Total Volume and Open Interest 339 638 +123
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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