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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed October 16, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov02 021016 547.50 551.00 543.75 547.00 -0.75 48,765 71,357 -3,665
Jan03 021016 552.50 555.00 547.75 550.75 -1.00 15,972 43,141 +2,667
Mar03 021016 553.50 556.00 549.00 552.25 -0.75 5,355 30,615 +1,101
May03 021016 554.00 555.00 548.50 551.50 -1.50 1,983 33,428 +57
Jul03 021016 555.00 555.50 548.75 551.25 -1.00 1,809 17,349 +358
Aug03 021016 547.00 548.00 544.00 545.00 -1.00 60 1,117 +24
Sep03 021016 535.00 535.00 528.00 528.00 unch 2 234 -2
Total Volume and Open Interest 75,098 206,560 +379
Soybean Meal(CBOT)
Dec02 021016 172.70 172.80 170.00 170.10 -1.70 12,891 65,622 -645
Jan03 021016 173.50 174.00 171.00 171.20 -1.30 1,684 12,739 -156
Mar03 021016 175.00 175.20 171.70 171.90 -1.80 1,848 14,779 +371
May03 021016 174.80 174.80 171.40 171.50 -1.40 1,346 15,045 +356
Jul03 021016 174.80 174.80 171.50 171.50 -1.20 1,148 11,581 -142
Aug03 021016 173.50 173.50 170.00 170.00 -0.50 15 2,173 -1
Sep03 021016 170.50 170.50 167.00 167.00 -0.20 102 2,141 -50
Oct03 021016 163.30 163.50 161.00 161.00 -0.30 37 1,411 +4
Total Volume and Open Interest 19,652 130,233 -282
Soybean Oil(CBOT)
Dec02 021016 19.98 20.23 19.86 20.11 +0.15 13,510 71,349 -1,006
Jan03 021016 20.03 20.25 19.94 20.16 +0.14 1,815 15,563 +363
Mar03 021016 20.09 20.30 19.97 20.22 +0.17 1,414 18,123 -1,109
May03 021016 20.13 20.30 19.97 20.23 +0.16 364 11,401 +175
Jul03 021016 20.15 20.25 19.99 20.22 +0.14 365 7,840 +75
Aug03 021016 20.02 20.02 20.02 20.02 +0.17 22 1,895 +9
Sep03 021016 19.95 19.95 19.72 19.72 +0.11 9 651 -7
Oct03 021016 19.55 19.60 19.55 19.57 +0.14 0 919 +0
Total Volume and Open Interest 18,137 132,706 -1,449
Canola(WCE)
Nov02 021016 424.0 427.0 423.6 425.2 +3.7 2,340 10,797 +29
Jan03 021016 431.0 433.4 429.6 432.0 +4.0 5,044 21,468 +2,240
Mar03 021016 433.2 436.4 433.0 434.9 +3.6 568 11,806 +287
May03 021016 433.0 436.5 433.0 434.5 +3.0 22 3,049 -10
Jul03 021016 433.5 433.5 433.5 433.5 +2.5 0 676 +0
Total Volume and Open Interest 8,062 50,538 +2,591
Corn(CBOT)
Dec02 021016 257.00 257.50 251.00 253.25 -0.75 60,488 246,189 -6,696
Mar03 021016 264.00 264.75 258.50 260.25 -1.25 18,481 125,936 +3,530
May03 021016 267.50 267.75 262.25 263.25 -1.75 2,333 37,789 +94
Jul03 021016 269.50 269.50 263.50 264.00 -2.25 3,067 37,526 +209
Sep03 021016 258.50 258.50 254.00 254.00 -2.00 120 9,487 +41
Dec03 021016 251.50 251.50 245.50 245.75 -5.00 2,889 26,880 -1,035
Total Volume and Open Interest 87,409 487,455 -3,834
Wheat(CBOT)
Dec02 021016 410.00 410.00 397.00 408.25 +15.00 33,782 68,876 -1,313
Mar03 021016 412.00 412.00 399.00 408.75 +10.75 9,724 22,952 -547
May03 021016 390.00 390.00 382.00 387.50 +4.50 1,195 2,920 +587
Jul03 021016 342.50 345.50 339.00 342.75 -0.25 4,295 14,168 -9
Sep03 021016 345.00 346.00 342.00 345.50 unch 58 991 +20
Total Volume and Open Interest 50,184 113,057 -1,081
Wheat(KCBT)
Dec02 021016 487.00 487.00 474.00 486.25 +8.00 9,917 41,018 +57
Mar03 021016 478.00 478.00 465.00 474.75 +5.25 5,075 20,772 +489
May03 021016 447.00 452.00 441.00 444.75 +1.50 549 2,665 +94
Jul03 021016 389.75 390.00 384.00 386.25 -1.25 868 7,775 +216
Sep03 021016 388.00 389.00 387.00 387.00 +1.00 257 450 +77
Total Volume and Open Interest 16,666 73,238 +933
Wheat(MGE)
Dec02 021016 505.00 505.00 493.00 501.25 +3.25 2,343 16,135 +141
Mar03 021016 505.00 508.00 495.00 502.25 +3.00 1,726 10,806 +267
May03 021016 492.00 492.00 483.00 488.50 +3.50 382 2,096 +9
Jul03 021016 460.00 460.00 450.00 456.50 +4.00 249 2,013 +59
Sep03 021016 418.00 419.00 413.00 419.00 unch 144 1,005 +85
Total Volume and Open Interest 4,882 33,167 +589
Oats(CBOT)
Dec02 021016 205.00 205.00 197.00 197.75 -5.00 1,661 6,105 -1
Mar03 021016 202.75 203.00 196.50 196.50 -3.75 370 2,521 -30
May03 021016 199.00 199.00 195.00 195.50 -1.50 24 537 +0
Jul03 021016 184.00 184.00 184.00 184.00 unch 1 39 +0
Total Volume and Open Interest 2,056 9,214 -31
Rough Rice(CBOT)
Nov02 021016 3.73 3.76 3.69 3.76 +0.03 470 3,926 -168
Jan03 021016 3.96 4.04 3.94 4.01 +0.04 339 1,590 +158
Mar03 021016 4.20 4.25 4.19 4.24 +0.04 123 1,196 +67
May03 021016 4.43 4.48 4.43 4.47 +0.05 0 937 +0
Total Volume and Open Interest 932 8,336 +57
Live Cattle(CME)
Oct02 021016 69.000 69.400 68.750 68.850 +0.025 3,525 6,793 -968
Dec02 021016 72.250 72.400 71.750 71.875 -0.300 6,710 54,336 +1,502
Feb03 021016 73.750 74.050 73.500 73.525 -0.150 1,468 24,163 -280
Apr03 021016 73.950 74.200 73.650 73.900 unch 1,097 15,237 +458
Jun03 021016 69.400 69.700 69.250 69.450 +0.075 529 8,981 +200
Aug03 021016 69.250 69.700 69.250 69.450 -0.050 27 1,019 -2
Total Volume and Open Interest 13,357 110,607 +911
Feeder Cattle(CME)
Oct02 021016 81.200 81.650 81.050 81.425 +0.025 655 1,932 -385
Nov02 021016 81.750 82.500 81.400 81.650 -0.175 1,281 5,164 +265
Jan03 021016 81.000 81.825 80.850 80.950 -0.250 930 4,372 +556
Mar03 021016 78.750 79.450 78.675 78.750 -0.150 188 730 +56
Apr03 021016 78.550 78.750 78.500 78.500 -0.050 36 291 -10
May03 021016 78.500 78.900 78.500 78.600 -0.125 86 343 -34
Aug03 021016 80.500 80.500 80.500 80.500 unch 14 105 +6
Total Volume and Open Interest 3,199 12,946 +462
Lean Hogs(CME)
Dec02 021016 42.650 42.875 41.950 42.175 -0.475 5,925 24,308 +299
Feb03 021016 47.900 48.400 47.350 47.975 -0.125 1,674 5,387 +146
Apr03 021016 51.250 51.600 50.850 51.250 -0.200 298 1,473 +137
May03 021016 58.050 58.150 58.050 58.150 +0.100 29 747 +4
Jun03 021016 60.800 60.950 60.800 60.875 +0.075 148 1,243 -52
Jul03 021016 59.000 59.050 58.750 58.825 unch 20 308 +9
Aug03 021016 56.550 56.600 56.425 56.425 -0.025 13 194 +10
Oct03 021016 51.700 51.700 51.700 51.700 -0.150 2 28 +1
Total Volume and Open Interest 8,109 33,688 -1,769
Pork Bellies(CME)
Feb03 021016 76.100 76.125 74.800 74.850 -0.775 310 1,120 +12
Mar03 021016 75.000 75.350 74.350 74.350 -0.750 8 52 +2
May03 021016 77.100 77.100 76.000 76.000 -0.500 6 20 +4
Jul03 021016 76.750 76.750 75.200 75.200 -0.550 1 13 +1
Aug03 021016 74.000 74.000 74.000 74.000 unch 0 5 +0
Total Volume and Open Interest 325 1,210 +19
Cocoa(NYBOT)
Dec02 021016 2315 2320 2185 2212 -86 6,239 33,415 -1,168
Mar03 021016 2318 2320 2200 2214 -84 2,530 28,973 +624
May03 021016 2305 2305 2218 2218 -86 708 8,732 +160
Jul03 021016 2320 2320 2222 2222 -84 87 8,862 +36
Sep03 021016 2320 2320 2227 2227 -82 3 9,830 +1
Dec03 021016 2234 2234 2234 2234 -81 11 13,528 +1
Mar04 021016 2242 2242 2242 2242 -81 0 2,555 +0
Total Volume and Open Interest 9,921 114,327 -447
Coffee "C"(NYBOT)
Dec02 021016 67.75 69.10 65.50 67.10 -2.60 17,922 39,515 +1,726
Mar03 021016 70.00 71.45 67.75 69.80 -2.60 5,333 16,667 -246
May03 021016 71.50 72.90 69.55 71.30 -2.60 1,261 7,352 +30
Jul03 021016 72.85 74.00 71.25 72.70 -2.65 362 5,987 +160
Sep03 021016 74.25 75.00 73.50 74.00 -2.70 351 4,441 -240
Dec03 021016 76.25 76.75 75.50 75.50 -2.50 105 378 +51
Total Volume and Open Interest 25,335 74,434 +1,481
Orange Juice(NYBOT)
Nov02 021016 94.05 95.35 92.90 95.15 +1.95 980 9,748 +174
Jan03 021016 96.65 97.90 95.75 97.80 +2.05 554 7,893 +345
Mar03 021016 98.75 99.90 98.00 99.85 +1.85 135 5,071 +14
May03 021016 99.50 101.10 99.50 101.10 +1.55 0 1,367 +0
Jul03 021016 101.85 101.85 101.85 101.85 +1.30 0 750 +0
Total Volume and Open Interest 1,669 24,854 +533
Sugar #11(NYBOT)
Mar03 021016 7.03 7.03 6.94 6.96 -0.09 13,616 141,662 +1,306
May03 021016 6.57 6.62 6.54 6.55 -0.07 2,189 21,935 +5
Jul03 021016 6.13 6.21 6.12 6.15 -0.05 2,176 22,101 -225
Oct03 021016 6.03 6.10 6.03 6.06 -0.02 739 13,089 +309
Mar04 021016 6.05 6.09 6.04 6.09 unch 246 5,400 +0
Total Volume and Open Interest 18,966 207,711 +1,403
London Cocoa(LCE)
Dec02 021016 1586 1600 1448 1454 -132 2,918 63,845 -1,405
Mar03 021016 1599 1609 1465 1470 -124 2,905 43,752 +1,001
May03 021016 1605 1619 1482 1482 -122 494 21,955 -26
Jul03 021016 1624 1624 1490 1490 -124 87 14,736 +15
Sep03 021016 1598 1598 1501 1501 -122 100 9,365 -100
Dec03 021016 1640 1642 1510 1510 -120 151 11,584 +0
Mar04 021016 1517 1517 1517 1517 -118 0 3,156 +0
Total Volume and Open Interest 6,655 168,437 -515
London Coffee(LCE)
Nov02 021016 682.00 683.00 655.00 676.00 -7.00 9,067 26,113 -1,998
Jan03 021016 698.00 702.00 672.00 695.00 -4.00 9,610 49,045 +2,616
Mar03 021016 711.00 711.00 685.00 708.00 -5.00 2,594 32,621 +781
May03 021016 727.00 727.00 704.00 723.00 -3.00 387 14,519 -211
Jul03 021016 728.00 736.00 720.00 736.00 -4.00 319 11,978 -26
Sep03 021016 751.00 751.00 736.00 749.00 -4.00 631 6,157 +372
Total Volume and Open Interest 23,186 142,695 +2,112
London Sugar(LCE)
Oct02 020913 202.00 210.30 199.10 208.10 +5.60 4,727 1,924 -2,415
Dec02 021016 200.20 200.20 197.20 197.20 -3.10 1,167 17,140 +261
Mar03 021016 195.10 195.10 192.00 192.00 -2.50 976 18,077 +245
May03 021016 189.80 189.80 188.50 188.50 -2.00 60 5,778 -53
Aug03 021016 183.30 184.00 183.00 183.00 -2.00 251 4,318 +177
Total Volume and Open Interest 2,533 49,577 +667
Cotton(NYBOT)
Dec02 021016 43.83 43.83 43.45 43.58 -0.46 7,723 44,920 -1,561
Mar03 021016 46.05 46.25 45.85 45.98 -0.47 1,398 9,473 -278
May03 021016 49.40 49.50 49.25 49.30 -0.35 852 10,332 +341
Jul03 021016 50.50 50.70 50.30 50.45 -0.33 112 4,102 +3
Oct03 021016 51.45 51.45 51.45 51.45 -0.38 0 209 +0
Dec03 021016 52.80 52.85 52.60 52.60 -0.15 41 1,573 +29
Total Volume and Open Interest 10,126 70,861 -1,466
Lumber(CME)
Nov02 021016 236.5 237.5 231.6 232.8 -5.1 278 2,118 -11
Jan03 021016 256.0 256.0 251.0 252.1 -4.0 184 606 +50
Mar03 021016 265.9 266.0 261.1 261.1 -4.8 13 149 +1
May03 021016 268.5 269.0 267.0 267.0 +1.9 5 51 +1
Total Volume and Open Interest 480 2,929 +41
Crude Oil(NYM)
Nov02 021016 29.85 29.85 29.18 29.47 -0.25 71,539 75,236 -19,684
Dec02 021016 29.90 29.92 29.20 29.49 -0.27 73,489 158,841 +12,874
Jan03 021016 29.45 29.48 28.90 29.10 -0.18 16,827 57,929 +2,028
Feb03 021016 28.84 28.87 28.48 28.58 -0.16 5,741 23,278 +1,739
Mar03 021016 28.40 28.40 27.90 28.05 -0.14 3,106 24,047 +58
Apr03 021016 27.63 27.63 27.53 27.53 -0.13 2,624 27,617 -291
May03 021016 27.10 27.10 27.01 27.01 -0.12 1,134 18,364 +28
Jun03 021016 26.70 26.70 26.35 26.50 -0.11 4,771 31,868 -766
Jul03 021016 26.07 26.11 25.97 25.99 -0.11 1,820 12,343 -26
Aug03 021016 25.61 25.61 25.61 25.61 -0.10 385 8,692 +98
Total Volume and Open Interest 185,898 560,545 -2,535
Heating Oil(NYM)
Nov02 021016 80.70 80.90 79.50 79.96 -0.02 19,755 37,994 -2,623
Dec02 021016 81.25 81.60 80.25 80.56 -0.02 9,371 40,935 +1,733
Jan03 021016 81.40 81.65 80.45 80.71 -0.02 1,436 20,427 +104
Feb03 021016 79.90 80.10 78.80 79.26 -0.02 514 13,651 -198
Mar03 021016 77.00 77.45 76.56 76.56 -0.02 638 9,210 +149
Apr03 021016 74.30 74.50 73.40 73.61 -0.02 920 5,431 -143
May03 021016 71.40 71.40 70.56 70.56 -0.02 726 4,351 +400
Jun03 021016 69.20 69.95 69.06 69.06 -0.02 401 5,932 -91
Jul03 021016 68.85 68.85 68.36 68.36 -0.02 205 3,145 +192
Aug03 021016 68.35 68.35 68.31 68.31 -0.02 25 2,069 +25
Total Volume and Open Interest 34,791 152,320 -511
Unleaded Gas(NYM)
Nov02 021016 85.00 85.20 83.00 83.93 -0.06 25,355 39,299 +20
Dec02 021016 80.70 80.95 79.20 79.85 -0.29 12,753 38,958 +1,270
Jan03 021016 78.90 79.10 77.80 78.30 -0.26 4,658 13,661 +1,380
Feb03 021016 78.70 78.90 78.30 78.30 -0.16 1,929 4,061 +1,444
Mar03 021016 79.10 79.10 78.65 78.65 -0.11 461 2,763 +59
Apr03 021016 83.70 83.70 83.70 83.70 -0.01 397 4,547 +48
May03 021016 83.15 83.15 83.00 83.00 +0.04 176 3,549 -5
Jun03 021016 81.80 81.80 81.70 81.70 +0.09 262 1,342 +25
Total Volume and Open Interest 46,066 110,167 +4,316
Natural Gas(NYM)
Nov02 021016 4.180 4.245 4.130 4.227 -0.020 55,551 47,585 -2,156
Dec02 021016 4.370 4.440 4.340 4.422 -0.018 17,427 46,103 +2,204
Jan03 021016 4.440 4.495 4.420 4.492 -0.013 8,226 31,929 -663
Feb03 021016 4.290 4.350 4.280 4.344 -0.011 4,145 24,747 -687
Mar03 021016 4.130 4.200 4.125 4.179 -0.009 4,155 33,802 -271
Apr03 021016 3.960 4.000 3.940 3.974 -0.014 3,425 20,499 +349
May03 021016 3.910 3.940 3.905 3.914 -0.014 2,051 14,295 -285
Jun03 021016 3.910 3.960 3.910 3.932 -0.012 921 21,111 -268
Total Volume and Open Interest 100,554 424,699 -955
Brent Crude Oil(IPE)
Nov02 021016 28.50 28.70 28.34 28.58 +0.08 26,056 15,493 -8,164
Dec02 021016 28.20 28.31 27.75 27.89 -0.25 52,614 93,454 +2,471
Jan03 021016 27.80 28.00 27.47 27.59 -0.27 10,717 43,645 +1,595
Feb03 021016 27.34 27.58 27.14 27.20 -0.26 3,259 17,564 +993
Mar03 021016 26.86 27.06 26.65 26.71 -0.23 2,583 17,584 +1,190
Apr03 021016 26.40 26.56 26.15 26.21 -0.21 1,636 11,485 +67
May03 021016 26.06 26.06 25.73 25.73 -0.19 95 11,280 -75
Jun03 021016 25.53 25.59 25.26 25.26 -0.16 3,495 24,862 +423
Total Volume and Open Interest 104,755 292,592 -2,495
Gas Oil(IPE)
Nov02 021016 242.00 244.75 242.00 242.75 +1.25 12,113 56,844 -2,647
Dec02 021016 241.50 243.75 241.25 242.25 +1.25 10,255 56,564 +507
Jan03 021016 240.75 242.50 240.50 241.00 +1.00 5,555 29,056 -484
Feb03 021016 237.00 238.00 236.50 236.75 +1.00 410 8,026 -5
Mar03 021016 231.50 232.00 231.00 231.00 +1.00 700 8,488 +0
Apr03 021016 224.50 224.50 224.50 224.50 +1.00 100 5,882 +0
May03 021016 219.00 219.00 219.00 219.00 +0.75 0 1,956 +0
Jun03 021016 214.50 215.50 214.50 214.75 +0.75 940 20,027 +240
Total Volume and Open Interest 30,273 208,908 -2,389
US Dollar Index(NYBOT)
Dec02 021016 107.95 108.07 107.86 107.99 -0.13 2,278 8,374 +503
Mar03 021016 108.40 108.53 108.40 108.53 -0.13 14 2,010 -12
Jun03 021016 109.07 109.07 109.07 109.07 -0.13 0 4 +0
Total Volume and Open Interest 2,292 10,388 +491
Australian Dollar(IMM)
Dec02 021016 54.46 54.64 54.45 54.62 +0.27 2,829 24,028 -310
Mar03 021016 54.19 54.19 54.19 54.19 +0.27 0 106 +0
Jun03 021016 53.76 53.76 53.76 53.76 +0.27 19 680 -5
Total Volume and Open Interest 2,848 25,002 -315
British Pound(IMM)
Dec02 021016 154.94 155.02 154.56 154.86 +0.26 7,106 28,128 -1,752
Mar03 021016 153.92 153.92 153.92 153.92 +0.26 5 194 -2
Jun03 021016 153.02 153.02 153.02 153.02 +0.26 0 4 +0
Total Volume and Open Interest 7,111 28,327 -1,754
Canadian Dollar(IMM)
Dec02 021016 62.88 63.13 62.85 63.06 +0.09 3,369 49,254 +331
Mar03 021016 62.69 62.94 62.67 62.86 +0.09 110 4,706 +11
Jun03 021016 62.50 62.70 62.50 62.67 +0.09 38 2,186 +13
Sep03 021016 62.45 62.49 62.45 62.49 +0.09 1 754 +0
Total Volume and Open Interest 3,518 57,220 +355
Japanese Yen(IMM)
Dec02 021016 80.85 80.86 80.50 80.59 +0.19 6,383 79,086 -431
Mar03 021016 80.94 80.94 80.94 80.94 +0.20 4 939 +59
Jun03 021016 81.29 81.29 81.29 81.29 +0.21 0 50 +0
Total Volume and Open Interest 6,387 80,287 -372
Swiss Franc(IMM)
Dec02 021016 67.04 67.16 66.96 67.06 +0.12 7,732 34,253 -637
Mar03 021016 67.22 67.22 67.22 67.22 +0.12 8 506 +6
Jun03 021016 67.37 67.37 67.37 67.37 +0.12 0 3 +0
Total Volume and Open Interest 7,756 34,794 -631
EuroFX(IMM)
Dec02 021016 98.00 98.05 97.82 97.93 +0.13 9,917 87,220 -579
Mar03 021016 97.68 97.68 97.59 97.59 +0.13 37 834 +54
Jun03 021016 97.29 97.29 97.29 97.29 +0.13 0 255 +0
Total Volume and Open Interest 9,956 88,339 -523
Mexican Peso(IMM)
Dec02 021016 9785.0 9850.0 9780.0 9830.0 +43.0 8,646 15,848 -2,814
Mar03 021016 9635.0 9635.0 9632.5 9632.5 +45.5 148 1,908 +89
Total Volume and Open Interest 8,834 17,970 -2,685
30-Year T-Bonds(CBOT)
Dec02 021016 110~10 110~17 109~13 109~25 -0~12 278,356 420,220 -15,510
Mar03 021016 108~31 109~02 108~17 108~20 -0~12 2,999 44,342 +388
Jun03 021016 107~16 107~16 107~16 107~16 -0~13 0 233 +0
Total Volume and Open Interest 281,355 464,795 -15,122
Municipal Bonds(CBOT)
Dec02 021016 107~20 107~30 107~00 107~07 -0~15 1,519 4,491 -307
Total Volume and Open Interest 1,519 4,491 -307
10-Year T-Notes(CBOT)
Dec02 021016 113~160 113~205 112~280 113~040 -0~055 676,860 984,403 +7,654
Mar03 021016 112~135 112~135 111~255 112~000 -0~075 15,984 43,580 +7,659
Total Volume and Open Interest 692,844 1,028,008 +15,313
5-Year T-Notes(CBOT)
Dec02 021016 112~120 112~160 112~015 112~075 -0~035 176,904 0 -662,210
Mar03 021016 111~010 111~010 111~010 111~010 -0~035 423 9,287 +300
Total Volume and Open Interest 177,327 9,287 -661,910
2 Year T-Notes(CBOT)
Dec02 021016 106~114 106~124 106~103 106~114 +0~005 9,184 110,356 +1,641
Total Volume and Open Interest 9,184 110,356 +1,641
3-Mth T-Bills(IMM)
Dec02 021016 98.42 98.43 98.42 98.43 +0.01 1 168 -1
Total Volume and Open Interest 1 170 -1
Eurodollars(IMM)
Dec02 021016 98.235 98.260 98.225 98.245 +0.025 168,045 829,847 +9,868
Mar03 021016 98.165 98.200 98.140 98.165 +0.030 172,088 661,855 -12,529
Jun03 021016 97.955 98.000 97.925 97.960 +0.040 239,932 494,423 -19,730
Sep03 021016 97.685 97.720 97.640 97.680 +0.030 130,996 383,563 -7,309
Dec03 021016 97.395 97.400 97.315 97.355 +0.005 72,889 383,341 +17,736
Mar04 021016 97.065 97.070 96.985 97.010 -0.035 28,718 220,843 +997
Jun04 021016 96.780 96.780 96.680 96.705 -0.055 19,306 166,909 +40
Sep04 021016 96.525 96.525 96.435 96.455 -0.060 15,128 140,237 -1,619
Dec04 021016 96.300 96.300 96.195 96.220 -0.070 6,903 120,302 -1,095
Mar05 021016 96.115 96.115 96.010 96.030 -0.075 6,141 107,277 -444
Jun05 021016 95.920 95.920 95.820 95.835 -0.075 5,431 86,226 -983
Sep05 021016 95.745 95.745 95.645 95.660 -0.075 7,869 78,389 -1,283
Total Volume and Open Interest 900,386 4,138,343 -84,810
3-Mth Euro-Yen(IMM)
Dec02 021016 99.91 99.92 99.91 99.92 unch 0 6,819 +122
Mar03 021016 99.89 99.89 99.89 99.89 -0.01 42 8,787 +67
Jun03 021016 99.90 99.90 99.90 99.90 -0.01 0 6,436 +0
Sep03 021016 99.89 99.89 99.89 99.89 unch 175 6,137 +98
Dec03 021016 99.86 99.86 99.86 99.86 -0.01 0 2,271 -50
Mar04 021016 99.82 99.82 99.82 99.82 -0.01 0 801 +0
Jun04 021016 99.81 99.81 99.81 99.81 unch 0 693 +0
Sep04 021016 99.77 99.77 99.77 99.77 unch 0 1,120 +0
Dec04 021016 99.71 99.71 99.71 99.71 unch 0 261 +0
Mar05 021016 99.62 99.62 99.62 99.62 unch 0 760 +0
Total Volume and Open Interest 217 37,285 +237
3-Mth Euro-Yen(SIMEX)
Dec02 021016 99.92 99.92 99.92 99.92 unch 263 47,824 +144
Mar03 021016 99.89 99.89 99.89 99.89 -0.01 913 36,226 +300
Jun03 021016 99.91 99.91 99.90 99.90 -0.01 734 45,989 +605
Sep03 021016 99.89 99.89 99.88 99.88 -0.01 161 35,251 +116
Dec03 021016 99.86 99.86 99.86 99.86 -0.01 1,505 28,596 +722
Mar04 021016 99.82 99.82 99.82 99.82 -0.01 0 20,459 -50
Jun04 021016 99.81 99.81 99.81 99.81 -0.01 57 10,997 +0
Sep04 021016 99.75 99.75 99.75 99.75 -0.02 0 2,828 +0
Total Volume and Open Interest 4,033 243,068 +2,237
German Euro-Bund(EUREX)
Dec02 021016 110.38 110.64 110.09 110.24 -0.07 1,378,163 751,205 +16,051
Mar03 021016 109.96 110.00 109.80 109.80 -0.06 12,869 6,174 +1,279
Jun03 021016 109.34 109.34 109.34 109.34 +0.06      
Total Volume and Open Interest 1,391,032 757,379 +17,330
German Euro-Bobl(EUREX)
Dec02 021016 108.40 108.60 108.19 108.25 -0.11 739,090 611,236 +4,047
Mar03 021016 108.30 108.30 108.18 108.18 -0.10 3,003 1,547 -137
Jun03 021016 107.80 107.80 107.80 107.80 -0.11 1,136 0 +0
Total Volume and Open Interest 743,229 612,783 +3,910
Long Gilt(LIFFE)
Dec02 021016 118~09 118~12 117~30 117~32 -0~09 41,233 88,333 -575
Mar03 021016 116~11 116~11 116~11 116~11 -0~09      
Total Volume and Open Interest 41,233 88,333 -575
3-Mth Short Sterling(LIFFE)
Dec02 021016 96.05 96.09 96.04 96.06 +0.01 40,408 0 +0
Mar03 021016 95.96 96.02 95.95 95.97 unch 70,902 0 +0
Jun03 021016 95.83 95.89 95.81 95.82 -0.02 53,581 0 +0
Total Volume and Open Interest 208,734    
3-Mth Euribor(LIFFE)
Dec02 021016 96.885 96.915 96.870 96.885 -0.015 175,276 571,462 -10,024
Mar03 021016 96.950 97.000 96.935 96.950 -0.025 186,388 463,813 -20,718
Jun03 021016 96.870 96.925 96.845 96.860 -0.040 176,369 312,918 -16,579
Total Volume and Open Interest 727,186 2,029,721 -122,134
3-Mth Aus T-Bills(SFE)
Dec02 021016 95.11 95.11 95.03 95.05 -0.09 9,127 250,425 -4,543
Mar03 021016 95.01 95.01 94.91 94.94 -0.13 5,130 62,340 +1,510
Jun03 021016 94.83 94.86 94.78 94.81 -0.13 771 37,632 -210
Sep03 021016 94.70 94.72 94.65 94.67 -0.14 248 20,153 -369
Dec03 021016 94.58 94.58 94.53 94.54 -0.15 76 14,679 -299
Mar04 021016 94.43 94.44 94.40 94.43 -0.15 396 8,263 -208
Jun04 021016 94.33 94.33 94.30 94.32 -0.16 191 5,413 -26
Sep04 021016 94.22 94.22 94.20 94.22 -0.17 142 3,650 +37
Dec04 021016 94.14 94.14 94.14 94.14 -0.17 9 1,730 -7
Mar05 021016 94.07 94.07 94.07 94.07 -0.16 2 690 +1
Total Volume and Open Interest 16,109 405,412 -4,114
10-Year Aus T-Bonds(SFE)
Dec02 021016 94.26 94.28 94.21 94.21 -0.22 3,814 172,422 +14,711
Mar03 021016 94.25 94.25 94.25 94.25 -0.18      
Total Volume and Open Interest 21,671 157,711 -22,604
3-Year Aus T-Bonds(SFE)
Dec02 021016 94.76 94.76 94.70 94.74 -0.13 46,064 424,867 +1,215
Mar03 021016 94.74 94.74 94.74 94.74 -0.13      
Total Volume and Open Interest 46,064 424,867 +1,215
Gold(CMX)
Oct02 021016 314.5 314.5 314.0 314.0 +1.4 6 715 +32
Dec02 021016 314.2 315.6 314.0 314.7 +1.3 49,257 106,602 -5,990
Feb03 021016 315.0 316.6 315.0 315.6 +1.3 290 9,631 -1
Apr03 021016 316.0 317.5 316.0 316.2 +1.2 272 5,308 +164
Jun03 021016 316.0 317.9 316.0 316.8 +1.2 253 7,211 +70
Aug03 021016 317.5 317.5 317.5 317.5 +1.2 36 7,115 +14
Total Volume and Open Interest 50,212 158,344 -5,700
Silver(CMX)
Dec02 021016 432.0 439.0 431.5 437.0 +4.7 6,522 65,080 +622
Mar03 021016 436.0 442.0 435.0 439.6 +4.7 656 9,935 -326
May03 021016 438.0 442.0 437.0 440.9 +4.7 1 2,315 +0
Jul03 021016 438.5 442.5 438.5 442.2 +4.7 42 6,450 +0
Sep03 021016 443.5 443.5 443.5 443.5 +4.7 0 820 +0
Total Volume and Open Interest 7,363 90,628 +294
Platinum(NYM)
Oct02 021016 597.0 603.5 597.0 603.5 +2.1 21 25 -8
Jan03 021016 581.0 589.0 581.0 588.5 +7.1 538 7,289 +24
Apr03 021016 578.5 578.5 578.5 578.5 +5.1 3 46 +3
Jul03 021016 575.0 575.0 575.0 575.0 +5.1 0 5 +0
Total Volume and Open Interest 562 7,365 +19
Palladium(NYME)
Dec02 021016 318.50 322.00 318.50 319.50 -2.00 101 2,016 +24
Mar03 021016 320.00 320.00 319.50 319.50 -2.00 0 2 +0
Total Volume and Open Interest 101 2,018 +24
Copper(CMX)
Dec02 021016 67.15 68.50 67.10 67.50 -0.15 8,351 61,072 +118
Mar03 021016 68.05 69.25 68.00 68.25 -0.20 218 8,028 +31
May03 021016 68.50 69.75 68.50 68.75 -0.20 8 3,885 +0
Jul03 021016 69.05 70.25 69.05 69.20 -0.20 6 3,363 +11
Sep03 021016 69.45 70.75 69.45 69.60 -0.20 260 5,138 +245
Total Volume and Open Interest 9,550 105,137 +141
DJIA Index(CBOT)
Dec02 021016 8160 8165 7990 8038 -214 31,102 31,567 +1,013
Mar03 021016 8145 8145 7995 8027 -214 106 257 +40
Jun03 021016 8013 8013 8013 8013 -214      
Total Volume and Open Interest 31,208 31,851 +1,051
S & P 500(CME)
Dec02 021016 871.00 874.50 855.70 862.30 -20.40 80,688 558,710 -2,371
Mar03 021016 873.30 873.30 859.50 862.10 -20.40 889 46,970 +357
Jun03 021016 862.30 862.30 862.30 862.30 -20.50 0 4,106 +0
Sep03 021016 863.80 863.80 863.80 863.80 -20.50 0 41 +0
Total Volume and Open Interest 81,577 609,848 -2,014
S & P 500 E-Mini(Globex)
Dec02 021016 874.50 885.25 855.50 862.25 -20.50 910,545 317,263 +7,645
Mar03 021016 865.50 865.50 858.75 862.00 -20.50 81 42 +11
Total Volume and Open Interest 910,626 317,305 +7,656
NASDAQ 100(CME)
Dec02 021016 918.00 933.00 909.00 919.50 -31.50 16,490 71,151 +1,532
Mar03 021016 923.50 923.50 923.50 923.50 -31.50 0 492 -3
Jun03 021016 929.00 929.00 929.00 929.00 -31.50      
Total Volume and Open Interest 16,490 71,643 +1,529
NASDAQ 100 E-Mini(GLOBEX)
Dec02 021016 923.0 947.5 909.0 919.5 -31.5 298,345 114,613 +6,125
Mar03 021016 932.5 932.5 923.5 923.5 -31.5 1 8 +0
Total Volume and Open Interest 298,346 114,621 +6,125
NYSE Composite(NYBOT)
Dec02 021016 467.00 469.50 460.30 462.00 -11.50 764 1,516 +158
Mar03 021016 461.80 461.80 461.80 461.80 -11.45 0 40 +0
Jun03 021016 461.50 461.50 461.50 461.50 -11.50      
Total Volume and Open Interest 764 1,556 +158
S & P Midcap 400(CME)
Dec02 021016 418.00 418.00 408.00 411.25 -11.25 1,024 14,814 +300
Mar03 021016 411.75 411.75 411.75 411.75 -11.25      
Jun03 021016 413.75 413.75 413.75 413.75 -11.25      
Total Volume and Open Interest 1,024 14,814 +300
Russell 2000(CME)
Dec02 021016 356.50 358.50 349.75 352.75 -8.25 2,006 24,158 +50
Mar03 021016 353.25 353.25 353.25 353.25 -8.25      
Jun03 021016 355.25 355.25 355.25 355.25 -8.25      
Total Volume and Open Interest 2,006 24,158 +50
Value Line(KCBT)
Dec02 021016 930.50 930.50 909.00 914.00 -31.00 41 122 +2
Total Volume and Open Interest 41 147 +2
Nikkei 225(CME)
Dec02 021016 8870 8890 8800 8800 -270 3,133 20,421 +389
Mar03 021016 8800 8800 8800 8800 -270 1 24 -1
Total Volume and Open Interest 3,134 20,448 +388
Nikkei 225(SIMEX)
Dec02 021016 9020 9035 8820 8895 +55 17,800 93,727 +1,431
Mar03 021016 8890 8890 8890 8890 +55 2 440 +2
Jun03 021016 8850 8850 8850 8850 +55      
Total Volume and Open Interest 17,802 94,167 +1,433
CAC 40(MATIF)
Oct02 021016 3061.0 3185.0 3032.0 3074.0 -16.5 97,385 582,737 +25,522
Nov02 021016 3150.0 3182.0 3051.5 3080.5 -17.0 4,063 23,791 +4,014
Dec02 021016 3085.0 3188.0 3052.0 3089.0 -16.0 1,055 97,018 +397
Total Volume and Open Interest 102,503 734,581 +29,933
DAX Index(EUREX)
Dec02 021016 2995.0 3128.0 2982.0 3023.0 -12.0 103,871 223,512 -4,411
Mar03 021016 3018.0 3150.0 3018.0 3047.0 -11.5 161 7,570 +55
Jun03 021016 3131.0 3131.0 3031.5 3070.5 -10.5 101 1,486 +101
Total Volume and Open Interest 104,133 232,568 -4,255
FT-SE 100(LIFFE)
Dec02 021016 4080.00 4195.00 4040.50 4069.00 -61.50 74,838 436,445 +430
Mar03 021016 4140.50 4143.00 4049.00 4056.00 -61.50 155 36,644 -15
Jun03 021016 4065.50 4065.50 4065.50 4065.50 -61.50 459 17,600 +370
Total Volume and Open Interest 75,452 491,191 +785
SPI 200(SFE)
Dec02 021016 3020.0 3028.0 2991.0 3006.0 +6.0 13,140 142,406 +2,899
Mar03 021016 3016.0 3016.0 3012.0 3012.0 +7.0 16 1,494 +1
Jun03 021016 3022.0 3022.0 3022.0 3022.0 +6.0 17 1,114 +6
Total Volume and Open Interest 13,173 145,902 +2,906
GSCI(CME)
Nov02 021016 229.20 229.35 226.60 227.25 -1.25 320 17,624 -116
Dec02 021016 228.20 228.30 227.50 227.50 -1.00 0 2 +0
Jan03 021016 225.50 225.50 225.50 225.50        
Bridge CRB Index(NYBOT)
Nov02 021016 232.40 232.40 231.00 231.25 -0.85 100 298 +46
Jan03 021016 232.80 232.80 230.75 232.50 -0.85 16 249 +3
Feb03 021016 231.75 231.75 231.75 231.75 -0.85 0 107 +0
Total Volume and Open Interest 116 672 +49
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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