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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Mon December 30, 2002
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan03 021230 568.00 568.25 564.50 565.75 -4.00 15,270 26,135 -4,029
Mar03 021230 565.00 565.50 561.00 562.25 -4.25 19,886 79,532 +2,612
May03 021230 558.00 558.00 554.00 556.00 -2.75 2,578 46,787 +80
Jul03 021230 554.50 555.00 551.00 552.75 -3.00 1,994 31,435 +196
Aug03 021230 547.00 547.00 543.50 544.25 -3.00 170 3,268 +7
Sep03 021230 527.50 527.50 527.50 527.50 -1.50 0 597 +0
Nov03 021230 512.00 513.50 510.00 511.75 -1.00 768 20,809 +164
Total Volume and Open Interest 40,674 208,822 -968
Soybean Meal(CBOT)
Jan03 021230 166.00 167.50 165.70 166.90 unch 9,133 9,780 -3,709
Mar03 021230 166.00 167.30 165.50 167.10 +0.40 8,192 40,764 +787
May03 021230 165.20 166.30 165.00 165.70 unch 2,413 31,492 +360
Jul03 021230 164.50 165.50 164.30 165.00 +0.30 929 23,781 +34
Aug03 021230 162.00 163.20 162.00 162.70 +0.60 326 8,549 +8
Sep03 021230 159.20 159.50 159.00 159.20 +0.70 107 4,956 +26
Oct03 021230 154.40 155.20 154.40 155.00 +0.60 237 3,861 -17
Dec03 021230 153.80 154.60 153.60 154.50 +0.70 801 12,575 +81
Total Volume and Open Interest 22,138 137,233 -2,430
Soybean Oil(CBOT)
Jan03 021230 21.33 21.33 21.09 21.16 -0.21 7,732 11,762 -1,542
Mar03 021230 21.30 21.32 21.17 21.25 -0.16 9,537 67,856 +506
May03 021230 21.17 21.20 21.06 21.15 -0.10 2,037 29,400 -220
Jul03 021230 21.05 21.10 20.95 21.04 -0.06 2,259 18,899 +308
Aug03 021230 20.85 20.90 20.80 20.80 -0.10 376 4,719 -153
Sep03 021230 20.65 20.70 20.65 20.65 -0.05 550 2,095 -241
Oct03 021230 20.30 20.30 20.15 20.25 -0.05 103 1,461 +58
Dec03 021230 20.12 20.15 20.00 20.12 unch 312 8,379 +33
Total Volume and Open Interest 22,962 145,449 -1,201
Canola(WCE)
Jan03 021230 418.5 418.5 414.0 416.9 -2.8 4,405 4,130 -3,598
Mar03 021230 425.0 425.0 420.5 422.6 -3.4 4,468 23,188 -478
May03 021230 429.5 429.5 426.0 428.0 -2.5 182 9,723 +99
Jul03 021230 428.5 428.7 426.5 427.3 -2.7 40 3,688 +15
Sep03 021230 380.0 380.0 380.0 380.0 unch 0 200 +0
Total Volume and Open Interest 9,249 52,405 -3,815
Corn(CBOT)
Mar03 021230 239.00 239.00 235.50 235.75 -4.00 28,397 235,953 -2,647
May03 021230 241.75 242.00 239.50 239.75 -3.25 4,350 66,127 +471
Jul03 021230 245.00 245.00 242.75 243.00 -3.00 4,061 67,902 +914
Sep03 021230 243.25 243.25 241.00 241.25 -1.75 139 16,510 +24
Dec03 021230 240.75 241.50 240.25 240.75 -0.75 1,218 43,105 +323
Mar04 021230 246.50 247.25 246.50 246.50 -0.50 8 3,439 +4
Total Volume and Open Interest 38,188 435,366 -914
Wheat(CBOT)
Mar03 021230 331.75 334.00 325.00 329.00 -4.00 10,945 58,280 +1,033
May03 021230 325.00 326.00 320.50 321.25 -3.75 953 6,335 +208
Jul03 021230 300.00 302.00 298.50 301.50 +0.50 1,822 14,533 +155
Sep03 021230 305.00 305.50 303.00 305.00 unch 289 2,442 +173
Dec03 021230 315.00 315.00 314.50 315.00 unch 256 3,394 -137
Total Volume and Open Interest 14,265 85,172 +1,432
Wheat(KCBT)
Mar03 021230 365.00 368.50 361.00 362.75 -7.75 4,724 35,638 +521
May03 021230 348.50 349.50 343.00 343.75 -5.50 840 8,452 +109
Jul03 021230 326.50 329.00 326.00 328.25 -0.75 1,579 8,583 -466
Sep03 021230 326.00 328.00 325.50 328.00 -4.00 135 2,496 +48
Dec03 021230 342.00 342.00 337.00 337.00 -5.00 44 1,197 +16
Total Volume and Open Interest 7,322 56,473 +228
Wheat(MGE)
Mar03 021230 388.00 388.00 379.50 380.50 -8.00 2,004 17,576 +164
May03 021230 382.00 382.00 375.50 375.50 -7.00 595 5,444 +174
Jul03 021230 365.50 365.50 359.50 359.50 -7.00 142 2,113 +30
Sep03 021230 340.00 340.00 337.00 337.00 -4.00 77 1,783 +10
Dec03 021230 347.00 347.00 342.00 342.00 -3.00 52 1,118 +23
Total Volume and Open Interest 2,870 28,048 +401
Oats(CBOT)
Mar03 021230 204.25 204.50 202.00 202.25 -1.75 540 4,522 -68
May03 021230 196.00 196.00 193.75 194.25 -1.75 78 1,115 +56
Jul03 021230 177.00 177.00 177.00 177.00 -0.50 1 188 +1
Sep03 021230 155.00 155.00 155.00 155.00 unch 0 7 +0
Total Volume and Open Interest 633 5,914 -9
Rough Rice(CBOT)
Jan03 021230 3.82 3.88 3.80 3.80 -0.03 1,051 1,402 -687
Mar03 021230 4.05 4.10 4.03 4.03 -0.02 964 4,617 +289
May03 021230 4.28 4.30 4.25 4.26 unch 41 1,405 +0
Jul03 021230 4.46 4.48 4.44 4.44 +0.01 23 841 -1
Total Volume and Open Interest 2,079 8,508 -399
Live Cattle(CME)
Dec02 021230 75.100 75.650 74.975 75.550 +0.500 2,237 1,768 -1,316
Feb03 021230 78.700 78.900 78.375 78.725 unch 10,131 55,869 +2,415
Apr03 021230 77.750 78.075 77.600 78.025 +0.200 2,841 31,505 +79
Jun03 021230 71.800 71.900 71.550 71.875 -0.075 1,286 17,884 +115
Aug03 021230 70.150 70.150 69.550 69.825 -0.150 205 5,603 -5
Oct03 021230 71.600 71.600 71.300 71.300 -0.200 36 1,116 +10
Total Volume and Open Interest 16,736 113,745 +1,298
Feeder Cattle(CME)
Jan03 021230 83.350 83.450 82.975 83.275 -0.100 966 4,416 -8
Mar03 021230 81.800 81.875 81.250 81.600 +0.025 823 4,653 +142
Apr03 021230 81.150 81.300 80.900 81.100 -0.100 204 1,736 +21
May03 021230 81.600 81.800 81.375 81.550 -0.200 57 1,132 -1
Aug03 021230 83.600 83.800 83.300 83.750 unch 41 1,011 +9
Sep03 021230 83.700 83.700 83.700 83.700 -0.150 8 92 +1
Oct03 021230 83.600 83.600 83.600 83.600 -0.225 1 35 +0
Total Volume and Open Interest 2,100 13,081 +164
Lean Hogs(CME)
Feb03 021230 53.550 53.750 53.200 53.550 +0.050 2,166 20,746 -400
Apr03 021230 59.800 59.900 59.375 59.725 -0.075 967 8,387 +144
May03 021230 63.500 63.950 63.500 63.850 +0.225 220 2,279 +46
Jun03 021230 66.250 66.400 65.900 66.350 -0.025 280 4,928 +12
Jul03 021230 63.350 63.675 63.200 63.450 -0.100 120 1,526 -2
Aug03 021230 60.600 61.150 60.600 60.700 unch 29 1,031 -3
Oct03 021230 52.900 53.450 52.900 53.225 +0.325 64 288 +34
Dec03 021230 51.650 52.300 51.650 52.150 +0.500 21 89 +16
Total Volume and Open Interest 3,867 39,274 -153
Pork Bellies(CME)
Feb03 021230 88.400 88.650 87.150 88.600 +0.600 188 2,082 -10
Mar03 021230 86.900 86.950 85.900 86.800 +0.300 29 346 -4
May03 021230 88.000 88.000 87.100 87.700 +0.150 11 139 +5
Jul03 021230 87.450 87.800 87.100 87.650 -0.150 6 176 -1
Aug03 021230 86.300 86.300 86.300 86.300 unch 0 10 +0
Total Volume and Open Interest 234 2,753 -10
Cocoa(NYBOT)
Mar03 021230 2010 2010 1988 2004 -14 3,886 33,969 +527
May03 021230 1987 1998 1973 1991 -13 735 12,414 +193
Jul03 021230 1965 1973 1954 1971 -15 108 8,942 +9
Sep03 021230 1953 1961 1950 1961 -15 15 7,894 +0
Dec03 021230 1957 1960 1940 1955 -15 621 10,426 +428
Mar04 021230 1954 1954 1954 1954 -15 7 3,960 +0
May04 021230 1954 1954 1954 1954 -15 0 1,412 +0
Total Volume and Open Interest 5,372 86,267 +1,157
Coffee "C"(NYBOT)
Mar03 021230 61.00 62.60 61.00 61.35 unch 3,108 39,073 -502
May03 021230 63.90 64.80 63.75 63.85 -0.05 357 10,705 -37
Jul03 021230 66.20 67.00 66.15 66.15 -0.05 79 7,856 +14
Sep03 021230 68.50 69.00 68.15 68.15 -0.05 156 5,447 +133
Dec03 021230 71.50 71.50 70.40 70.40 -0.10 26 2,219 +16
Mar04 021230 72.10 72.10 72.10 72.10 -0.10 1 491 +0
Total Volume and Open Interest 3,728 67,695 -375
Orange Juice(NYBOT)
Jan03 021230 91.75 92.50 89.80 89.80 -2.50 1,260 4,320 -553
Mar03 021230 95.05 95.50 93.10 93.35 -2.15 1,999 12,034 +231
May03 021230 97.80 97.80 95.60 95.60 -2.40 167 4,361 +39
Jul03 021230 99.00 99.00 98.00 98.00 -1.25 58 1,023 +29
Sep03 021230 101.10 101.10 99.50 99.50 -2.00 0 255 +0
Total Volume and Open Interest 3,484 22,333 -254
Sugar #11(NYBOT)
Mar03 021230 7.40 7.40 7.25 7.37 -0.06 5,692 121,490 -1,643
May03 021230 6.80 6.80 6.70 6.77 -0.08 479 29,591 -86
Jul03 021230 6.21 6.22 6.09 6.16 -0.09 647 23,666 -120
Oct03 021230 6.06 6.06 5.96 6.03 -0.04 808 24,793 +428
Mar04 021230 6.04 6.04 5.96 6.00 -0.05 268 10,243 +91
Total Volume and Open Interest 8,105 219,488 -1,309
London Cocoa(LCE)
Dec02 021212 1300 1321 1300 1307 +2 1,367 1,829 -712
Mar03 021230 1295 1295 1279 1285 -10 2,123 77,519 +175
May03 021230 1302 1302 1291 1299 -11 621 31,544 +136
Jul03 021230 1318 1318 1305 1311 -9 1,273 18,794 +860
Sep03 021230 1324 1325 1318 1325 -9 536 12,388 +386
Dec03 021230 1345 1345 1331 1336 -10 446 18,740 +252
Mar04 021230 1340 1344 1340 1344 -11 0 5,572 +0
Total Volume and Open Interest 5,076 166,437 +1,886
London Coffee(LCE)
Jan03 021230 767.00 769.00 764.00 766.00 unch 7,144 7,452 -5,927
Mar03 021230 790.00 791.00 786.00 789.00 unch 6,451 54,896 +2,730
May03 021230 805.00 807.00 802.00 805.00 unch 804 26,722 +373
Jul03 021230 822.00 822.00 818.00 820.00 unch 411 16,614 +188
Sep03 021230 833.00 837.00 833.00 835.00 +1.00 90 9,291 +50
Nov03 021230 846.00 850.00 846.00 848.00 +1.00 170 6,450 +50
Total Volume and Open Interest 15,070 122,987 -2,536
London Sugar(LCE)
Dec02 021115 209.50 217.90 209.00 214.00 +4.50 2,590 2,552 -2,069
Mar03 021230 211.50 212.10 209.10 209.50 -1.90 376 31,695 +19
May03 021230 202.60 203.20 200.40 200.50 -2.00 25 11,128 -14
Aug03 021230 192.60 193.20 189.40 189.50 -3.00 9 10,438 +5
Oct03 021230 175.50 176.00 174.50 174.50 -2.20 12 6,210 +0
Total Volume and Open Interest 422 64,009 +10
Cotton(NYBOT)
Mar03 021230 51.80 51.80 50.55 51.57 -0.23 2,602 47,451 +282
May03 021230 54.75 55.10 54.15 55.10 +0.12 1,013 16,361 +110
Jul03 021230 55.70 56.20 55.25 56.03 +0.03 118 6,679 -74
Oct03 021230 56.55 56.55 56.55 56.55 +0.20 1 731 -1
Dec03 021230 57.10 57.50 56.90 57.45 +0.22 80 4,903 +27
Mar04 021230 59.50 59.70 59.40 59.70 +0.40 0 580 +0
Total Volume and Open Interest 3,814 77,233 +344
Lumber(CME)
Jan03 021230 216.7 221.5 215.7 221.0 +4.7 189 1,875 -80
Mar03 021230 224.4 232.1 224.4 229.3 +4.9 304 1,578 +96
May03 021230 237.0 243.0 237.0 240.6 +4.5 54 339 -2
Jul03 021230 249.0 249.1 248.1 249.1 +4.9 23 78 +1
Total Volume and Open Interest 572 3,877 +15
Crude Oil(NYM)
Feb03 021230 33.15 33.65 31.14 31.37 -1.35 61,580 179,091 +648
Mar03 021230 32.30 32.80 30.40 30.70 -1.10 31,410 72,754 -290
Apr03 021230 30.95 31.30 29.20 29.46 -1.03 15,555 40,652 +1,317
May03 021230 29.80 30.03 28.40 28.45 -0.99 6,159 31,346 -128
Jun03 021230 28.80 28.95 27.45 27.47 -0.93 4,622 42,475 -298
Jul03 021230 27.80 27.90 26.65 26.67 -0.87 3,399 27,794 -668
Aug03 021230 27.05 27.10 25.98 25.98 -0.83 743 17,054 +371
Sep03 021230 26.50 26.50 25.47 25.47 -0.77 2,821 21,606 +367
Oct03 021230 26.02 26.02 25.06 25.06 -0.72 95 11,358 +50
Nov03 021230 24.70 24.70 24.70 24.70 -0.69 276 11,672 +125
Total Volume and Open Interest 135,794 578,597 +3,573
Heating Oil(NYM)
Jan03 021230 91.70 92.55 86.60 86.74 -4.05 15,574 15,560 -7,084
Feb03 021230 91.70 92.50 86.70 86.85 -3.83 17,745 63,490 +1,676
Mar03 021230 87.70 87.90 83.25 83.25 -3.03 3,706 22,206 +309
Apr03 021230 82.60 82.60 78.40 78.40 -2.58 1,547 13,015 -176
May03 021230 77.50 77.50 73.80 73.80 -2.38 1,917 10,695 +759
Jun03 021230 74.40 74.40 71.10 71.10 -2.28 774 7,999 +293
Jul03 021230 73.10 73.10 69.70 69.70 -2.23 1,776 9,108 +1,075
Aug03 021230 72.60 72.60 69.25 69.25 -2.18 231 4,004 +206
Sep03 021230 73.00 73.00 69.45 69.45 -2.13 45 3,264 +39
Oct03 021230 70.20 71.25 69.75 69.75 -2.08 38 1,189 +1
Total Volume and Open Interest 44,760 165,514 -2,034
Unleaded Gas(NYM)
Jan03 021230 93.75 94.00 87.70 87.92 -5.33 14,813 12,091 -5,415
Feb03 021230 92.70 93.40 87.35 87.57 -4.63 17,953 57,622 +4,148
Mar03 021230 90.70 91.30 85.85 86.07 -4.18 3,546 12,386 +128
Apr03 021230 91.60 91.80 89.77 89.77 -3.93 2,064 12,975 -269
May03 021230 92.10 92.10 87.87 87.87 -3.78 1,124 7,656 -152
Jun03 021230 89.80 89.80 85.52 85.52 -3.58 345 4,870 +115
Jul03 021230 82.52 82.52 82.52 82.52 -3.38 230 2,490 +149
Aug03 021230 80.45 80.45 79.27 79.27 -3.18 60 2,266 +4
Total Volume and Open Interest 40,543 117,827 -1,130
Natural Gas(NYM)
Feb03 021230 4.920 4.975 4.720 4.800 -0.222 28,574 58,410 +1,726
Mar03 021230 4.810 4.860 4.650 4.710 -0.182 10,569 37,281 -424
Apr03 021230 4.555 4.590 4.440 4.515 -0.097 4,318 18,245 +93
May03 021230 4.465 4.500 4.400 4.426 -0.091 2,130 16,672 -257
Jun03 021230 4.470 4.475 4.400 4.426 -0.081 1,673 25,213 +285
Jul03 021230 4.490 4.490 4.425 4.444 -0.080 294 16,575 +28
Aug03 021230 4.500 4.500 4.400 4.457 -0.080 694 13,157 -80
Sep03 021230 4.490 4.490 4.420 4.436 -0.074 488 16,385 -88
Total Volume and Open Interest 97,859 379,802 -14,907
Brent Crude Oil(IPE)
Feb03 021230 30.60 31.02 29.59 29.66 -0.50 27,939 83,850 -10,325
Mar03 021230 29.65 29.92 28.65 28.69 -0.55 9,398 50,466 -5,204
Apr03 021230 28.66 28.95 27.85 27.85 -0.51 3,286 25,454 -220
May03 021230 27.97 28.05 27.10 27.10 -0.52 2,099 17,550 -272
Jun03 021230 27.15 27.35 26.33 26.38 -0.50 1,983 27,375 -870
Jul03 021230 26.50 26.57 25.70 25.70 -0.47 879 12,706 +550
Aug03 021230 26.04 26.04 25.04 25.04 -0.53 60 6,562 +60
Sep03 021230 25.35 25.35 24.53 24.53 -0.53 160 7,777 +125
Total Volume and Open Interest 47,226 285,390 -15,801
Gas Oil(IPE)
Jan03 021230 264.00 267.50 257.00 258.00 -2.50 6,970 50,626 -8,016
Feb03 021230 258.50 261.50 251.75 252.25 -3.25 3,507 46,347 -96
Mar03 021230 252.00 253.50 245.00 245.00 -3.50 557 13,042 -105
Apr03 021230 243.00 244.00 236.00 236.00 -3.75 250 9,187 -50
May03 021230 232.50 234.25 227.00 227.00 -4.00 0 8,450 +0
Jun03 021230 226.75 228.50 220.75 220.75 -4.25 393 15,134 -794
Jul03 021230 217.25 217.25 217.25 217.25 -4.50 160 4,445 +138
Aug03 021230 215.00 215.00 215.00 215.00 -4.50 0 1,358 +0
Total Volume and Open Interest 11,837 179,240 -8,993
US Dollar Index(NYBOT)
Mar03 021230 102.90 102.93 102.44 102.46 -0.32 627 20,675 +169
Jun03 021230 103.50 103.50 102.96 103.00 -0.32 2 2,012 +0
Sep03 021230 103.54 103.54 103.54 103.54 -0.31 0 1 +0
Total Volume and Open Interest 629 22,688 +169
Australian Dollar(CME)
Mar03 021230 55.97 56.06 55.84 56.05 +0.33 1,725 34,009 +80
Jun03 021230 55.43 55.59 55.43 55.59 +0.33 10 724 +0
Sep03 021230 55.13 55.13 55.13 55.13 +0.33 0 29 +0
Total Volume and Open Interest 1,736 35,029 +81
British Pound(CME)
Mar03 021230 159.44 159.78 159.42 159.68 +0.18 1,819 33,051 +149
Jun03 021230 158.50 158.66 158.50 158.66 +0.18 2 433 +10
Sep03 021230 157.86 157.86 157.86 157.86 +0.18 0 1 +0
Total Volume and Open Interest 1,821 33,485 +159
Canadian Dollar(CME)
Mar03 021230 63.39 63.40 63.10 63.17 -0.30 11,222 58,515 -3,203
Jun03 021230 63.20 63.20 62.85 62.94 -0.30 132 4,979 +64
Sep03 021230 62.90 62.90 62.70 62.72 -0.30 58 1,130 -6
Dec03 021230 62.67 62.67 62.50 62.50 -0.30 31 917 +0
Total Volume and Open Interest 11,483 65,752 -3,106
Japanese Yen(CME)
Mar03 021230 84.15 84.78 84.13 84.67 +0.98 2,995 72,552 -168
Jun03 021230 85.02 85.02 84.95 84.95 +0.97 2 20,152 +2
Sep03 021230 85.22 85.22 85.22 85.22 +0.95 0 193 +0
Total Volume and Open Interest 2,997 92,923 -166
Swiss Franc(CME)
Mar03 021230 71.73 72.25 71.72 72.23 +0.20 3,985 51,562 +1,121
Jun03 021230 72.19 72.36 72.19 72.36 +0.20 2 502 +0
Sep03 021230 72.50 72.50 72.50 72.50 +0.20 0 130 +0
Total Volume and Open Interest 3,987 52,218 +1,121
EuroFX(CME)
Mar03 021230 103.85 104.50 103.80 104.47 +0.41 8,632 99,259 -1,228
Jun03 021230 103.54 104.12 103.53 104.12 +0.41 118 1,013 -108
Sep03 021230 103.30 103.85 103.30 103.85 +0.41 0 33 +0
Total Volume and Open Interest 8,750 100,340 -1,336
Mexican Peso(CME)
Dec02 021216 9830.0 9835.0 9815.0 9815.0 -7.0 969 9,699 -371
Mar03 021230 9540.0 9545.0 9360.0 9402.0 -130.0 4,474 12,062 +536
Total Volume and Open Interest 4,497 13,333 +508
30-Year T-Bonds(CBOT)
Mar03 021230 112~26 113~08 112~13 113~04 +0~09 69,169 385,621 +4,920
Jun03 021230 111~21 111~27 111~03 111~26 +0~09 185 24,321 +79
Sep03 021230 110~18 110~18 110~18 110~18 +0~10 50 145 +37
Total Volume and Open Interest 69,404 410,172 +5,036
Municipal Bonds(CBOT)
Mar03 021230 102~11 102~22 102~05 102~18 +0~06 289 2,371 +49
Total Volume and Open Interest 289 2,371 +49
10-Year T-Notes(CBOT)
Mar03 021230 114~315 115~110 114~225 115~085 +0~075 123,549 701,225 +26,664
Jun03 021230 113~160 113~275 113~160 113~275 +0~075 350 9,028 +348
Total Volume and Open Interest 123,899 710,253 +27,012
5-Year T-Notes(CBOT)
Mar03 021230 113~025 113~155 113~025 113~130 +0~065 40,353 0 -643,745
Jun03 021230 112~235 112~235 112~235 112~235 +0~075 0 641 +0
Total Volume and Open Interest 40,353 641 -643,745
2 Year T-Notes(CBOT)
Mar03 021230 107~070 107~084 107~069 107~076 -0~001 3,687 101,922 -908
Total Volume and Open Interest 3,687 107,747 -834
3-Mth T-Bills(IMM)
Mar03 021230 98.94 98.94 98.94 98.94 unch 1 94 +0
Total Volume and Open Interest 1 94 +0
Eurodollars(CME)
Mar03 021230 98.660 98.680 98.660 98.675 +0.010 57,441 743,573 -5,204
Jun03 021230 98.610 98.640 98.605 98.635 unch 46,258 568,546 +759
Sep03 021230 98.450 98.500 98.445 98.475 -0.010 42,712 514,358 +1,275
Dec03 021230 98.180 98.240 98.180 98.220 +0.005 40,156 359,126 -1,963
Mar04 021230 97.860 97.935 97.860 97.910 +0.010 37,027 262,232 +1,935
Jun04 021230 97.485 97.580 97.480 97.560 +0.030 9,581 196,416 +669
Sep04 021230 97.095 97.225 97.095 97.205 +0.065 10,399 166,936 -535
Dec04 021230 96.790 96.925 96.790 96.905 +0.070 4,374 116,949 -961
Mar05 021230 96.555 96.675 96.555 96.675 +0.080 2,576 123,347 -39
Jun05 021230 96.335 96.450 96.335 96.450 +0.075 3,255 90,937 +1,353
Sep05 021230 96.145 96.255 96.145 96.255 +0.070 5,047 101,391 +2,284
Dec05 021230 95.965 96.065 95.965 96.065 +0.070 1,261 66,711 +249
Total Volume and Open Interest 275,635 3,769,129 +3,675
3-Mth Euro-Yen(CME)
Dec02 021216 99.92 99.92 99.92 99.92 unch 1,958 8,555 +213
Mar03 021230 99.89 99.89 99.89 99.89 unch 260 9,522 -60
Jun03 021230 99.91 99.91 99.91 99.91 unch 173 5,323 +96
Sep03 021230 99.89 99.89 99.89 99.89 unch 0 1,816 +273
Dec03 021230 99.87 99.87 99.87 99.87 unch 0 2,733 +49
Mar04 021230 99.81 99.81 99.81 99.81 unch 0 2,166 +0
Jun04 021230 99.81 99.81 99.81 99.81 unch 0 720 +0
Sep04 021230 99.76 99.76 99.76 99.76 -0.01 0 1,233 +0
Dec04 021230 99.71 99.71 99.71 99.71 unch 0 262 +0
Mar05 021230 99.65 99.65 99.65 99.65 unch 0 770 +0
Total Volume and Open Interest 433 27,745 +358
3-Mth Euro-Yen(SIMEX)
Mar03 021230 99.89 99.89 99.89 99.89 unch 37 48,100 -1,142
Jun03 021230 99.90 99.91 99.90 99.91 unch 1,942 50,534 -1,106
Sep03 021230 99.90 99.90 99.89 99.89 -0.01 1,463 31,961 +766
Dec03 021230 99.87 99.87 99.87 99.87 unch 929 24,787 -376
Mar04 021230 99.81 99.81 99.81 99.81 -0.01 13 23,722 +0
Jun04 021230 99.81 99.81 99.81 99.81 unch 47 15,488 -11
Sep04 021230 99.76 99.76 99.76 99.76 unch 0 3,058 +0
Dec04 021230 99.72 99.72 99.72 99.72 unch 0 4,787 +0
Total Volume and Open Interest 4,431 212,716 -1,869
German Euro-Bund(EUREX)
Mar03 021227 113.05 113.65 113.05 113.55 +0.73 104,699 624,134 -974
Jun03 021227 112.84 112.84 112.72 112.77 +0.73 1,790 7,660 +1,000
Sep03 021227 112.55 112.55 112.55 112.55 +0.73      
Total Volume and Open Interest 106,489 631,794 +26
German Euro-Bobl(EUREX)
Mar03 021227 110.75 111.10 110.75 111.10 +0.50 85,051 524,601 -6,818
Jun03 021227 110.25 110.25 110.25 110.25 +0.50 1,350 2,636 +0
Sep03 021227 110.23 110.23 110.23 110.23 +0.50      
Total Volume and Open Interest 86,401 527,237 -6,818
Long Gilt(LIFFE)
Mar03 021227 119~28 120~17 119~28 120~02 +0~21 1,073 80,829 +139
Jun03 021227 119~09 119~09 119~09 119~09 +0~21      
Total Volume and Open Interest 1,075 87,360 +137
3-Mth Short Sterling(LIFFE)
Mar03 021227 96.10 96.20 96.10 96.14 +0.06 3,036 0 +0
Jun03 021227 96.16 96.26 96.16 96.22 +0.14 2,050 0 +0
Sep03 021227 96.00 96.19 96.00 96.12 +0.16 805 0 +0
Total Volume and Open Interest 8,485    
3-Mth Euribor(LIFFE)
Mar03 021227 97.290 97.335 97.290 97.320 +0.045 22,932 498,965 +5,306
Jun03 021227 97.400 97.460 97.400 97.450 +0.060 2,899 402,191 -233
Sep03 021227 97.370 97.450 97.370 97.445 +0.070 1,135 340,475 -239
Total Volume and Open Interest 31,620 2,014,229 +6,999
3-Mth Aus T-Bills(SFE)
Mar03 021230 95.45 95.49 95.45 95.48 +0.03 9,996 209,941 +0
Jun03 021230 95.47 95.50 95.47 95.48 +0.02 1,164 63,376 +0
Sep03 021230 95.43 95.43 95.41 95.41 +0.02 740 27,997 +0
Dec03 021230 95.32 95.33 95.32 95.32 +0.03 143 18,581 +0
Mar04 021230 95.22 95.23 95.22 95.22 +0.02 70 13,922 +0
Jun04 021230 95.14 95.16 95.14 95.14 +0.03 10 8,141 +0
Sep04 021230 95.06 95.06 95.06 95.06 +0.03 0 6,069 +0
Dec04 021230 95.01 95.01 95.01 95.01 +0.03 0 2,675 +0
Mar05 021230 94.96 94.96 94.96 94.96 +0.02 0 1,131 +0
Jun05 021230 94.93 94.93 94.93 94.93 +0.01 0 619 +0
Total Volume and Open Interest 12,123 352,787 +0
10-Year Aus T-Bonds(SFE)
Mar03 021230 94.86 94.89 94.84 94.85 +0.03 2,603 91,229 +91,229
Jun03 021230 94.85 94.85 94.85 94.85 +0.03      
Total Volume and Open Interest 2,603 91,229 +91,229
3-Year Aus T-Bonds(SFE)
Mar03 021230 95.34 95.39 95.34 95.37 +0.04 6,843 204,432 +0
Jun03 021230 95.37 95.37 95.37 95.37 +0.04      
Total Volume and Open Interest 6,843 204,432 +0
Gold(CMX)
Feb03 021230 349.0 349.1 342.5 344.1 -5.6 21,405 129,577 +233
Apr03 021230 350.0 350.3 343.0 344.9 -5.6 678 11,873 +118
Jun03 021230 351.0 351.0 343.5 345.6 -5.6 1,567 22,016 +737
Aug03 021230 350.0 350.7 346.1 346.1 -5.6 10 9,338 -1
Oct03 021230 346.6 346.6 346.6 346.6 -5.6 0 1,335 +0
Dec03 021230 351.6 351.7 346.0 347.0 -5.6 479 13,880 -32
Total Volume and Open Interest 24,500 204,812 +1,099
Silver(CMX)
Mar03 021230 472.5 475.5 466.5 467.3 -5.0 8,886 55,757 -798
May03 021230 474.0 475.5 468.0 468.6 -5.0 2,595 5,864 +2,208
Jul03 021230 477.0 479.0 469.9 469.9 -5.0 107 7,646 +24
Sep03 021230 470.9 470.9 470.9 470.9 -5.0 0 898 +0
Dec03 021230 478.0 481.0 472.3 472.3 -5.0 229 6,201 +34
Total Volume and Open Interest 11,836 79,395 +1,444
Platinum(NYM)
Jan03 021230 597.0 604.0 596.0 598.5 +4.4 1,066 999 -547
Apr03 021230 590.0 600.0 590.0 591.5 +2.9 1,297 6,949 +806
Jul03 021230 593.0 593.0 584.5 584.5 +2.9 4 16 -4
Total Volume and Open Interest 2,367 7,964 +255
Palladium(NYME)
Mar03 021230 234.00 239.50 234.00 239.00 +0.25 51 1,944 +0
Total Volume and Open Interest 51 1,944 +0
Copper(CMX)
Mar03 021230 70.60 70.60 70.00 70.40 -0.25 5,497 43,641 +1,520
May03 021230 70.95 71.00 70.70 70.95 -0.25 65 4,785 +50
Jul03 021230 71.40 71.50 71.25 71.50 -0.20 72 4,099 +46
Sep03 021230 71.75 71.85 71.75 71.85 -0.20 18 4,150 +2
Dec03 021230 72.00 72.15 72.00 72.15 -0.25 8 5,499 +40
Total Volume and Open Interest 6,749 78,243 +2,058
DJIA Index(CBOT)
Dec02 021219 8415 8500 8325 8375 -79 5,022 19,394 -1,610
Mar03 021230 8311 8349 8237 8307 +37 9,996 24,335 +704
Jun03 021230 8295 8295 8255 8287 +33 4 252 +3
Sep03 021230 8269 8269 8269 8269 +29 0 1 +0
Total Volume and Open Interest 10,000 24,617 +707
S & P 500(CME)
Mar03 021230 875.50 881.50 869.10 877.50 +5.70 32,544 568,425 +2,353
Jun03 021230 876.80 876.80 876.80 876.80 +5.70 537 11,910 +64
Sep03 021230 876.00 876.00 876.00 876.00 +5.50 292 1,773 +146
Dec03 021230 875.90 875.90 875.90 875.90 +5.60 5 926 -18
Total Volume and Open Interest 33,378 583,034 +2,545
S & P 500 E-Mini(Globex)
Mar03 021230 872.25 881.50 869.00 877.50 +5.75 256,017 173,153 -8,605
Jun03 021230 873.25 879.00 872.50 876.75 +5.75 47 47 +47
Total Volume and Open Interest 256,064 173,200 -8,558
NASDAQ 100(CME)
Mar03 021230 1003.00 1006.00 982.00 993.00 -8.50 5,037 0 -59,995
Jun03 021230 996.50 996.50 997.00 996.50 -8.50      
Sep03 021230 999.50 999.50 1000.00 999.50 -8.50      
Total Volume and Open Interest 5,037    
NASDAQ 100 E-Mini(GLOBEX)
Mar03 021227 1019.5 1025.0 997.5 1001.5 -18.5 115,267 101,660 +1,411
Jun03 021227 1005.0 1005.0 1005.0 1005.0 -18.5      
Total Volume and Open Interest 115,267 101,660 +1,411
NYSE Composite(NYBOT)
Mar03 021230 467.00 471.75 467.00 470.25 +2.25 10 1,141 -10
Jun03 021230 469.55 469.55 469.55 469.55 +2.25 0 20 +0
Sep03 021230 468.85 468.85 468.85 468.85 +2.25 0 10 +0
Total Volume and Open Interest 10 1,171 -10
S & P Midcap 400(CME)
Mar03 021230 428.50 428.75 424.00 427.35 +0.95 460 13,937 -138
Jun03 021230 427.65 427.65 427.65 427.65 +0.95      
Sep03 021230 428.15 428.15 428.15 428.15 +0.95      
Total Volume and Open Interest 460 13,937 -138
Russell 2000(CME)
Mar03 021230 384.00 385.00 379.00 383.00 +0.50 2,367 26,417 -1,034
Jun03 021230 382.90 382.90 382.90 382.90 +0.50      
Sep03 021230 383.90 383.90 383.90 383.90 +0.50      
Total Volume and Open Interest 2,367 26,417 -1,034
Value Line(KCBT)
Mar03 021230 1022.25 1033.00 1016.75 1027.00 +0.50 16 393 -4
Total Volume and Open Interest 16 393 -4
Nikkei 225(CME)
Mar03 021227 8610 8645 8500 8565 -65 449 12,695 +114
Jun03 021227 8540 8540 8540 8540 -65 0 28 +0
Total Volume and Open Interest 449 12,723 +114
Nikkei 225(SIMEX)
Mar03 021230 8500 8585 8460 8465 -200 8,073 70,382 -1,609
Jun03 021230 8500 8500 8420 8420 -200 0 164 +0
Sep03 021230 8420 8420 8420 8420 -200 100 100 +100
Total Volume and Open Interest 8,173 70,646 -1,509
CAC 40(MATIF)
Dec02 021227 3066.0 3077.0 3001.5 3009.0 -74.0 36,863 515,722 -52,838
Jan03 021227 3059.5 3085.0 3006.0 3015.5 -73.0 25,542 293,963 +13,150
Feb03 021227 3020.5 3020.5 3020.5 3020.5 -73.0 4,291 0 +0
Total Volume and Open Interest 66,705 896,211 -36,818
DAX Index(EUREX)
Mar03 021230 2870.0 2921.5 2854.0 2904.5 +40.0 22,014 231,349 +1,295
Jun03 021230 2890.0 2924.5 2890.0 2924.5 +40.0 124 5,208 +30
Sep03 021230 2945.5 2945.5 2945.5 2945.5 +40.0 0 3 +0
Total Volume and Open Interest 22,138 236,560 +1,325
FT-SE 100(LIFFE)
Mar03 021230 3810.00 3893.00 3795.00 3881.00 +70.00 17,498 386,478 -407
Jun03 021230 3883.50 3883.50 3883.50 3883.50 +70.00 90 29,014 +0
Sep03 021230 3883.00 3883.00 3883.00 3883.00 +67.00 19 6,321 -10
Total Volume and Open Interest 17,607 421,813 -417
SPI 200(SFE)
Dec02 021219 2963.0 2980.0 2960.0 2980.0 -13.0 31,939 136,353 +1,286
Mar03 021227 3046.0 3046.0 3029.0 3037.0 -1.0 3,656 117,367 -19,216
Jun03 021227 3041.0 3041.0 3041.0 3041.0 -1.0 0 1,689 +0
Total Volume and Open Interest 3,656 121,862 -19,216
GSCI(CME)
Jan03 021230 245.00 246.50 236.80 236.80 -6.95 377 15,607 -208
Feb03 021230 233.25 233.25 233.25 233.25 -6.00 1 0 -1
Mar03 021230 233.25 233.25 228.50 228.50 -4.75      
Total Volume and Open Interest 378 15,607 -209
Bridge CRB Index(NYBOT)
Jan03 021230 236.50 237.00 234.00 234.00 -2.75 64 258 -26
Feb03 021230 235.00 235.00 232.00 232.25 -2.50 64 265 +24
Apr03 021230 231.75 231.75 230.00 230.00 -2.25 17 164 +7
Total Volume and Open Interest 145 694 +5
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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