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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 October 23, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001023 468.00 468.50 462.50 463.00 -5.75 34,374 83,034 +2,736
Jan01 001023 478.25 479.00 473.00 473.50 -6.25 10,640 50,550 +2,205
Mar01 001023 486.50 487.75 483.75 484.00 -4.50 2,977 26,333 +497
May01 001023 495.50 495.50 491.00 491.25 -5.00 1,089 16,230 +525
Jul01 001023 503.00 503.50 498.50 498.75 -4.75 604 18,288 +221
Aug01 001023 504.50 504.50 500.00 500.00 -4.00 6 635 +5
Sep01 001023 503.00 503.00 503.00 503.00 -2.50 8 165 +6
Total Volume and Open Interest 49,937 199,638 +6,217
Soybean Meal(CBOT)
Dec00 001023 169.50 169.50 167.10 167.30 -2.70 13,352 53,697 -712
Jan01 001023 167.50 167.70 165.30 165.40 -2.50 4,950 20,714 +1,456
Mar01 001023 166.50 166.50 164.10 164.20 -2.40 1,632 11,603 +81
May01 001023 165.80 165.80 163.30 163.30 -2.20 482 8,510 +128
Jul01 001023 167.00 167.00 164.50 164.50 -2.10 725 4,923 -96
Aug01 001023 166.10 166.30 163.60 163.60 -2.00 31 1,154 +11
Sep01 001023 165.70 165.80 163.50 163.50 -1.60 70 800 +58
Oct01 001023 165.50 165.50 163.30 163.30 -1.90 10 203 +10
Total Volume and Open Interest 21,509 102,285 +1,134
Soybean Oil(CBOT)
Dec00 001023 14.72 14.85 14.70 14.79 +0.05 7,862 68,107 -959
Jan01 001023 15.05 15.15 15.00 15.08 +0.05 4,671 24,580 -157
Mar01 001023 15.46 15.54 15.40 15.47 +0.05 2,659 18,539 -989
May01 001023 15.87 15.94 15.80 15.86 +0.04 461 11,693 +167
Jul01 001023 16.27 16.33 16.20 16.24 +0.03 210 8,426 +87
Aug01 001023 16.47 16.47 16.37 16.37 +0.02 13 1,721 +11
Sep01 001023 16.65 16.65 16.53 16.53 +0.02 10 1,425 +8
Oct01 001023 16.83 16.83 16.65 16.65 -0.05 6 1,409 +5
Total Volume and Open Interest 16,233 139,623 -1,651
Canola(WCE)
Nov00 001023 252.5 252.6 251.0 251.4 -1.6 3,552 22,421 -5,049
Jan01 001023 258.3 258.8 257.1 257.5 -1.5 5,965 35,408 -545
Mar01 001023 264.5 264.6 263.0 263.4 -1.4 188 12,176 -149
May01 001023 269.0 269.5 269.0 269.5 -1.9 37 2,127 +0
Jul01 001023 276.0 276.6 273.9 276.6 -1.7 25 2,183 +25
Total Volume and Open Interest 9,772 74,889 -5,718
Corn(CBOT)
Nov00 001023 200.25 200.25 199.00 199.00 -2.25 993 3,730 +1,059
Dec00 001023 204.25 204.75 203.00 203.25 -2.00 34,509 200,766 +397
Jan01 001023 208.25 208.25 207.25 207.25 -2.00 42 689 +31
Mar01 001023 215.50 215.50 214.00 214.25 -1.75 8,157 108,590 +2,107
May01 001023 222.75 223.00 221.75 222.00 -1.25 2,411 30,269 +127
Jul01 001023 229.50 230.00 228.50 229.00 -1.50 1,941 38,455 +227
Total Volume and Open Interest 49,528 407,957 +4,164
Wheat(CBOT)
Dec00 001023 260.50 260.50 256.00 256.75 -4.50 13,686 95,237 -444
Mar01 001023 277.00 277.00 273.50 274.25 -4.25 3,119 33,629 +1,437
May01 001023 287.50 287.50 283.50 284.00 -4.50 138 2,427 -3
Jul01 001023 295.25 295.50 292.75 293.25 -4.75 542 18,006 +14
Sep01 001023 301.50 302.50 301.00 301.50 -4.00 2 634 +2
Total Volume and Open Interest 17,523 151,806 +1,030
Wheat(KCBT)
Dec00 001023 306.50 307.00 303.50 306.00 -3.00 4,938 49,324 -682
Mar01 001023 320.50 320.50 317.25 318.25 -5.00 2,078 27,381 +386
May01 001023 327.50 327.50 325.00 325.00 -4.50 112 2,744 +31
Jul01 001023 331.00 331.50 328.50 329.75 -4.00 229 7,310 -77
Sep01 001023 337.50 337.50 334.00 335.50 -3.00 10 186 +10
Total Volume and Open Interest 7,391 87,038 -323
Wheat(MGE)
Dec00 001023 322.50 322.75 320.00 320.00 -4.75 2,325 15,682 -120
Mar01 001023 337.00 337.00 334.00 334.25 -5.00 489 6,706 +71
May01 001023 343.75 344.00 342.00 342.25 -5.00 37 1,480 -3
Jul01 001023 351.00 351.00 349.00 349.25 -5.25 67 638 +29
Sep01 001023 356.50 356.50 356.50 356.50 -4.50 35 340 +11
Total Volume and Open Interest 2,953 25,000 -12
Oats(CBOT)
Dec00 001023 111.75 111.75 108.50 109.00 -2.25 1,323 10,346 -380
Mar01 001023 121.00 121.00 118.00 118.50 -2.00 336 3,273 +57
May01 001023 125.50 125.50 123.00 123.00 -1.50 33 250 +1
Jul01 001023 127.75 127.75 127.75 127.75 -0.50 0 146 +0
Total Volume and Open Interest 1,741 14,271 -304
Rough Rice(CBOT)
Nov00 001023 6.59 6.60 6.53 6.60 -0.04 125 928 -49
Jan01 001023 6.60 6.61 6.55 6.60 -0.04 402 4,052 +126
Mar01 001023 6.76 6.76 6.72 6.75 -0.05 21 1,045 +1
May01 001023 6.88 6.90 6.88 6.90 -0.05 0 415 +0
Total Volume and Open Interest 548 6,583 +78
Live Cattle(CME)
Oct00 001023 69.850 70.300 69.850 70.125 +0.300 3,086 7,085 -2,299
Dec00 001023 71.450 71.775 71.325 71.700 +0.325 9,939 62,402 -586
Feb01 001023 72.525 73.100 72.475 73.050 +0.525 2,098 24,990 +534
Apr01 001023 74.000 74.450 73.950 74.425 +0.300 748 15,960 +296
Jun01 001023 71.025 71.400 70.950 71.300 +0.175 341 6,155 +91
Aug01 001023 71.125 71.500 71.125 71.375 +0.225 229 3,833 +84
Total Volume and Open Interest 16,483 121,371 -1,862
Feeder Cattle(CME)
Oct00 001023 87.275 87.350 87.200 87.325 -0.125 370 2,195 -149
Nov00 001023 88.150 88.525 88.100 88.475 +0.350 663 4,366 +18
Jan01 001023 89.200 89.700 89.100 89.625 +0.275 780 5,656 +308
Mar01 001023 88.450 88.950 88.400 88.900 +0.200 190 2,671 +23
Apr01 001023 88.500 88.800 88.500 88.800 +0.100 76 956 +65
May01 001023 88.150 88.500 88.100 88.275 +0.050 63 1,137 +27
Aug01 001023 88.150 88.300 88.050 88.250 unch 20 364 +15
Total Volume and Open Interest 2,172 17,361 +312
Lean Hogs(CME)
Dec00 001023 52.000 53.200 52.000 53.150 +0.950 3,862 22,726 -964
Feb01 001023 53.250 54.300 53.250 54.250 +0.925 1,039 7,084 -286
Apr01 001023 52.200 52.950 52.200 52.925 +0.925 465 3,067 +105
Jun01 001023 58.900 59.475 58.900 59.325 +0.575 153 1,187 +38
Jul01 001023 57.750 57.750 57.600 57.600 +0.325 43 358 +24
Aug01 001023 55.500 55.800 55.500 55.725 +0.325 7 303 -7
Oct01 001023 47.975 48.000 47.975 48.000 unch 7 322 +5
Dec01 001023 45.950 45.950 45.750 45.750 -0.050 0 274 +0
Total Volume and Open Interest 5,576 35,321 -1,085
Pork Bellies(CME)
Feb01 001023 61.200 62.900 61.200 62.900 +3.000 514 2,135 -14
Mar01 001023 61.400 62.900 61.400 62.900 +2.900 12 74 +3
May01 001023 62.725 64.400 62.725 63.800 +2.100 2 44 +1
Jul01 001023 63.000 63.000 63.000 63.000 +1.500 2 25 +0
Aug01 001023 62.500 62.500 62.500 62.500 +0.500 0 5 +0
Total Volume and Open Interest 530 2,283 -10
Cocoa(NYBOT)
Dec00 001023 791 797 778 784 -4 5,138 40,906 +267
Mar01 001023 821 829 810 816 -3 2,640 22,574 +69
May01 001023 842 849 829 837 -3 175 14,272 +74
Jul01 001023 864 873 860 860 -3 120 10,188 +112
Sep01 001023 895 896 880 884 -3 22 10,501 +2
Dec01 001023 925 925 917 917 -3 11 12,168 +11
Mar02 001023 955 955 950 950 -3 150 9,711 +50
Total Volume and Open Interest 8,256 139,165 +585
Coffee "C"(NYBOT)
Dec00 001023 84.00 85.15 78.00 78.45 -5.70 5,330 27,201 -269
Mar01 001023 88.50 89.70 83.00 83.20 -5.70 1,206 9,434 -11
May01 001023 91.70 92.30 86.10 86.10 -5.60 140 2,684 +0
Jul01 001023 94.50 95.00 89.00 89.00 -5.35 173 1,627 +117
Sep01 001023 95.40 95.40 91.75 91.75 -5.15 217 2,075 -54
Dec01 001023 98.25 98.70 95.00 95.75 -5.15 1 626 +0
Total Volume and Open Interest 7,067 43,657 -217
Orange Juice(NYBOT)
Nov00 001023 70.80 71.10 70.50 70.65 -0.05 1,183 11,215 -215
Jan01 001023 72.90 73.20 72.50 72.60 -0.10 861 13,144 +221
Mar01 001023 75.90 75.90 75.50 75.55 -0.10 143 7,058 +131
May01 001023 77.55 77.55 77.55 77.55 -0.25 22 908 +7
Jul01 001023 79.75 79.75 79.75 79.75 -0.20 5 411 +5
Total Volume and Open Interest 2,214 33,149 +149
Sugar #11(NYBOT)
Mar01 001023 10.77 10.98 10.61 10.78 -0.09 5,876 108,126 +315
May01 001023 10.18 10.36 10.06 10.20 -0.08 1,707 16,719 -92
Jul01 001023 9.64 9.78 9.56 9.64 -0.14 1,204 22,314 -246
Oct01 001023 9.28 9.41 9.28 9.30 -0.13 223 15,218 +33
Mar02 001023 9.24 9.34 9.20 9.20 -0.13 53 6,510 +35
Total Volume and Open Interest 9,122 169,773 +49
London Cocoa(LCE)
Dec00 001023 607 610 604 605 -6 1,229 48,474 -1,051
Mar01 001023 627 630 625 626 -6 895 49,827 +263
May01 001023 644 646 643 643 -6 284 25,584 +104
Jul01 001023 662 662 658 658 -6 678 10,242 +671
Sep01 001023 675 676 672 672 -6 84 17,409 +10
Dec01 001023 699 699 699 699 -6 117 5,387 -108
Mar02 001023 723 723 723 723 -6 0 15,462 +0
Total Volume and Open Interest 3,287 186,692 +186,692
London Coffee(LCE)
Nov00 001023 741.00 741.00 728.00 733.00 -17.00 1,559 19,746 -848
Jan01 001023 765.00 765.00 748.00 754.00 -17.00 1,356 20,727 +194
Mar01 001023 783.00 785.00 773.00 778.00 -17.00 290 7,246 +110
May01 001023 809.00 809.00 802.00 802.00 -17.00 54 4,645 +40
Jul01 001023 825.00 825.00 825.00 825.00 -17.00 0 2,368 +0
Sep01 001023 848.00 848.00 848.00 848.00 -17.00 0 432 +0
Total Volume and Open Interest 4,173    
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001023 264.00 265.30 260.20 263.00 -1.70 702 14,690 +5
Mar01 001023 266.10 267.30 262.20 265.00 -2.20 509 18,667 -19
May01 001023 264.90 264.90 262.70 262.70 -2.20 2 3,675 -2
Aug01 001023 261.90 261.90 259.60 259.60 -2.50 17 5,049 -10
Total Volume and Open Interest 1,260 44,238 -10
Cotton(NYBOT)
Dec00 001023 63.05 63.45 62.30 62.41 -0.51 4,427 35,038 -155
Mar01 001023 64.94 65.30 64.25 64.25 -0.51 962 12,995 +46
May01 001023 65.80 66.05 65.15 65.20 -0.42 585 8,769 -92
Jul01 001023 66.30 66.60 65.90 65.90 -0.25 161 4,378 +7
Oct01 001023 63.70 63.70 63.25 63.25 -0.30 0 663 +0
Dec01 001023 63.60 63.80 63.45 63.45 -0.33 176 4,980 +88
Total Volume and Open Interest 6,311 66,955 -106
Lumber(CME)
Nov00 001023 222.9 224.2 221.7 222.5 +0.4 379 2,220 -153
Jan01 001023 235.0 235.8 234.3 234.8 unch 142 1,184 -10
Mar01 001023 245.8 245.8 244.6 245.2 +0.4 43 658 +15
May01 001023 250.2 250.2 250.2 250.2 +0.2 6 118 +0
Total Volume and Open Interest 570 4,241 -148
Crude Oil(NYM)
Dec00 001023 33.00 33.80 32.62 33.76 +0.81 75,683 143,856 +1,008
Jan01 001023 32.30 33.05 31.98 32.99 +0.71 15,740 53,126 +356
Feb01 001023 31.78 32.39 31.48 32.39 +0.63 4,534 22,271 +290
Mar01 001023 31.20 31.88 31.05 31.88 +0.57 2,737 17,439 -138
Apr01 001023 30.75 31.44 30.65 31.44 +0.55 1,024 16,244 +31
May01 001023 30.19 31.00 30.19 31.00 +0.53 1,290 10,813 +376
Jun01 001023 29.80 30.55 29.72 30.55 +0.49 2,838 27,297 -1,196
Jul01 001023 29.48 30.11 29.48 30.11 +0.47 1,911 12,049 +76
Aug01 001023 29.10 29.67 29.10 29.67 +0.45 2,564 8,417 -595
Sep01 001023 28.80 29.24 28.80 29.24 +0.43 2,624 12,682 +222
Total Volume and Open Interest 163,309 461,080 -14,110
Heating Oil(NYM)
Nov00 001023 96.90 100.20 96.20 99.90 +2.79 13,215 30,564 +158
Dec00 001023 96.60 99.75 96.10 99.49 +2.68 11,239 41,479 +387
Jan01 001023 96.00 98.80 95.80 98.49 +2.43 4,358 29,695 -45
Feb01 001023 93.70 96.40 93.40 96.09 +2.03 2,267 20,393 +852
Mar01 001023 89.50 91.80 89.40 91.59 +1.73 1,471 14,359 +378
Apr01 001023 85.80 87.50 85.65 87.29 +1.58 849 8,679 +343
May01 001023 82.70 84.40 82.30 83.44 +1.43 812 5,194 +4
Jun01 001023 79.50 80.94 79.50 80.94 +1.33 207 5,631 +2
Jul01 001023 79.79 79.79 79.79 79.79 +1.28 0 1,858 +0
Aug01 001023 78.25 79.49 78.25 79.49 +1.23 505 2,855 +360
Total Volume and Open Interest 35,237 167,631 +2,534
Unleaded Gas(NYM)
Nov00 001023 95.60 97.40 94.75 97.21 +1.37 11,864 23,166 -282
Dec00 001023 88.95 91.35 88.50 91.21 +2.09 8,243 20,931 +135
Jan01 001023 86.70 88.85 86.60 88.61 +2.06 1,241 8,125 +406
Feb01 001023 86.30 87.81 86.30 87.81 +2.11 973 6,762 +559
Mar01 001023 88.10 88.10 88.06 88.06 +2.19 1,517 6,974 +77
Apr01 001023 92.91 92.91 92.91 92.91 +2.24 94 5,634 +4
May01 001023 92.06 92.06 92.06 92.06 +2.24 58 4,070 +54
Jun01 001023 90.66 90.66 90.66 90.66 +2.29 100 2,332 +75
Total Volume and Open Interest 24,163 85,329 +1,027
Natural Gas(NYM)
Nov00 001023 4.940 5.115 4.860 5.072 +0.135 27,863 38,550 -350
Dec00 001023 5.050 5.240 4.981 5.193 +0.138 15,930 50,292 +1,059
Jan01 001023 5.055 5.240 5.000 5.200 +0.138 6,512 31,483 +464
Feb01 001023 4.885 5.050 4.830 5.000 +0.125 3,661 21,939 -1
Mar01 001023 4.665 4.800 4.600 4.757 +0.111 2,619 25,918 +357
Apr01 001023 4.430 4.530 4.370 4.512 +0.097 1,170 19,221 +470
May01 001023 4.340 4.440 4.305 4.405 +0.080 483 18,298 +351
Jun01 001023 4.310 4.440 4.295 4.390 +0.070 834 19,149 +57
Total Volume and Open Interest 64,106 379,057 +3,051
Brent Crude Oil(IPE)
Dec00 001023 31.90 32.18 31.32 32.09 +0.47 28,845 65,161 +374
Jan01 001023 31.50 31.62 30.90 31.52 +0.33 9,039 56,903 +768
Feb01 001023 30.70 31.08 30.46 31.00 +0.31 1,538 17,373 +26
Mar01 001023 30.13 30.51 29.90 30.41 +0.27 943 16,855 -162
Apr01 001023 29.62 29.87 29.38 29.87 +0.22 390 13,699 +25
May01 001023 29.20 29.43 28.98 29.43 +0.23 100 5,514 +100
Jun01 001023 28.60 29.02 28.59 29.02 +0.23 859 13,672 +65
Jul01 001023 28.20 28.64 28.20 28.64 +0.21 200 4,893 +0
Total Volume and Open Interest 42,214 234,591 +956
Gas Oil(IPE)
Nov00 001023 302.00 303.50 296.50 297.25 +2.75 9,092 29,838 -1,006
Dec00 001023 296.25 296.25 290.50 290.50 +2.50 7,867 31,092 +461
Jan01 001023 288.00 289.00 284.00 284.50 +2.50 2,640 15,490 +192
Feb01 001023 279.75 280.75 275.25 276.25 +3.00 200 5,719 +16
Mar01 001023 270.50 270.50 266.50 266.50 +4.00 10 5,456 -24
Apr01 001023 261.50 261.50 256.00 257.75 +4.75 100 3,239 +50
May01 001023 248.00 250.75 248.00 250.75 +5.00 0 790 +0
Jun01 001023 248.00 248.50 245.50 245.75 +5.00 575 9,704 -200
Total Volume and Open Interest 43,516    
US Dollar Index(NYBOT)
Dec00 001023 117.03 117.50 117.03 117.44 +0.38 768 4,595 +28
Mar01 001023 117.20 117.27 117.20 117.27 +0.38 773 6,615 +28
Jun01 001023 117.10 117.10 117.10 117.10 +0.38 773 6,615 +28
Total Volume and Open Interest 773 6,615 +28
Australian Dollar(IMM)
Dec00 001023 53.08 53.15 52.56 52.56 -0.26 2,850 23,308 -659
Mar01 001023 53.08 53.15 52.60 52.60 -0.26 603 1,284 +526
Jun01 001023 52.64 52.64 52.64 52.64 -0.26 0 6 +0
Total Volume and Open Interest 3,453 24,598 -133
British Pound(IMM)
Dec00 001023 145.54 145.98 145.08 145.42 +0.28 2,513 30,796 +241
Mar01 001023 145.62 145.62 145.62 145.62 +0.28 1 96 +0
Jun01 001023 145.82 145.82 145.82 145.82 +0.28 0 3 +0
Total Volume and Open Interest 16,233 139,623 -5,198
Canadian Dollar(IMM)
Dec00 001023 66.15 66.43 66.15 66.35 +0.20 5,483 80,917 +130
Mar01 001023 66.29 66.58 66.29 66.51 +0.20 39 2,422 +24
Jun01 001023 66.69 66.70 66.60 66.64 +0.20 10 1,219 +7
Sep01 001023 66.80 66.80 66.77 66.77 +0.20 5 453 +2
Total Volume and Open Interest 5,537 85,282 +163
Japanese Yen(IMM)
Dec00 001023 92.93 93.30 92.91 93.27 +0.59 7,071 67,142 +1,055
Mar01 001023 94.70 94.70 94.70 94.70 +0.59 7 227 +0
Jun01 001023 96.10 96.10 96.10 96.10 +0.59 0 7 +0
Total Volume and Open Interest 2,214 33,149 +149
Swiss Franc(IMM)
Dec00 001023 56.08 56.16 55.83 55.90 -0.47 6,331 48,780 -955
Mar01 001023 56.60 56.60 56.34 56.34 -0.47 3 46 -1
Jun01 001023 56.76 56.76 56.76 56.76 -0.47 0 3 +0
Total Volume and Open Interest 9,221    
EuroFX(IMM)
Dec00 001023 84.00 84.17 83.70 83.76 -0.65 14,829 75,845 +1,326
Mar01 001023 84.35 84.45 84.06 84.07 -0.66 299 830 -156
Total Volume and Open Interest 15,128 76,675 +1,170
Mexican Peso(IMM)
Dec00 001023 10235.0 10265.0 10230.0 10240.0 -28.0 104 9,345 -92
Mar01 001023 9970.0 9980.0 9968.0 9968.0 -30.0 0 3,541 +0
Total Volume and Open Interest 124 13,226 -107
30-Year T-Bonds(CBOT)
Dec00 001023 100~21 101~10 100~16 101~07 +0~19 120,258 395,822 -10,084
Mar01 001023 101~04 101~10 100~20 101~08 +0~19 1,996 8,945 +676
Jun01 001023 101~05 101~05 101~05 101~05 +0~19 7 136 +0
Total Volume and Open Interest 122,261 404,973 -9,408
Municipal Bonds(CBOT)
Dec00 001023 99~31 100~12 99~30 100~06 +0~08 741 20,217 -33
Total Volume and Open Interest 741 20,217 -33
10-Year T-Notes(CBOT)
Dec00 001023 101~180 101~290 101~175 101~275 +0~100 105,809 543,953 -18,417
Mar01 001023 101~225 101~305 101~215 101~305 +0~105 1,296 16,125 +498
Total Volume and Open Interest 107,105 560,079 -17,919
5-Year T-Notes(CBOT)
Dec00 001023 101~095 101~140 101~075 101~125 +0~050 46,134 371,431 -5,184
Mar01 001023 101~110 101~140 101~110 101~140 +0~050 1,285 2,630 +1,260
Total Volume and Open Interest 47,419 374,061 -3,924
2 Year T-Notes(CBOT)
Dec00 001023 100~040 100~045 100~033 100~040 +0~006 1,339 55,054 +208
Total Volume and Open Interest 1,339 55,054 +208
3-Mth T-Bills(IMM)
Dec00 001023 93.92 93.92 93.89 93.90 +0.01 2 1,312 +2
Total Volume and Open Interest      
Eurodollars(IMM)
Dec00 001023 93.345 93.350 93.335 93.340 +0.005 31,656 554,583 -497
Mar01 001023 93.575 93.595 93.560 93.585 +0.015 57,391 502,382 -10,967
Jun01 001023 93.655 93.685 93.645 93.675 +0.025 50,922 343,310 +2,427
Sep01 001023 93.680 93.725 93.675 93.710 +0.035 43,668 328,455 +435
Dec01 001023 93.600 93.640 93.600 93.630 +0.040 17,634 239,516 +1,253
Mar02 001023 93.670 93.695 93.650 93.685 +0.035 16,311 195,457 -739
Jun02 001023 93.635 93.655 93.615 93.650 +0.040 9,908 139,832 +788
Sep02 001023 93.600 93.625 93.585 93.620 +0.035 7,655 102,022 -747
Dec02 001023 93.525 93.540 93.500 93.535 +0.040 4,734 83,315 +743
Mar03 001023 93.565 93.585 93.550 93.580 +0.040 4,597 76,718 +179
Jun03 001023 93.535 93.550 93.520 93.550 +0.040 4,191 55,904 +296
Sep03 001023 93.495 93.525 93.490 93.520 +0.040 3,327 57,313 -181
Total Volume and Open Interest 274,144 3,053,680 -6,430
3-Mth Euro-Yen(IMM)
Dec00 001023 99.47 99.47 99.46 99.46 -0.01 520 13,470 -587
Mar01 001023 99.51 99.51 99.50 99.50 -0.01 900 23,540 +1,321
Jun01 001023 99.47 99.47 99.47 99.47 unch 138 8,815 -1,246
Sep01 001023 99.40 99.40 99.40 99.40 unch 400 10,929 +21
Dec01 001023 99.30 99.30 99.30 99.30 unch 104 5,154 -129
Mar02 001023 99.26 99.26 99.25 99.25 unch 2 2,978 +2
Jun02 001023 99.17 99.17 99.17 99.17 +0.01 0 771 +0
Sep02 001023 99.05 99.05 99.05 99.05 +0.01 0 59 +0
Dec02 001023 98.86 98.86 98.86 98.86 unch 0 30 +0
Mar03 001023 98.76 98.76 98.76 98.76 unch      
Total Volume and Open Interest 2,064 65,746 -618
3-Mth Euro-Yen(SIMEX)
Dec00 001023 99.46 99.46 99.46 99.46 +0.00 7,326 98,573 -1,660
Mar01 001023 99.51 99.51 99.50 99.50 0.00 8,595 102,122 +1,902
Jun01 001023 99.46 99.47 99.46 99.46 unch 8,022 83,338 -1,624
Sep01 001023 99.40 99.40 99.39 99.39 -0.01 2,305 64,753 -622
Dec01 001023 99.30 99.31 99.29 99.29 -0.01 1,178 23,033 +553
Mar02 001023 99.25 99.25 99.25 99.25 unch 802 15,278 +230
Jun02 001023 99.16 99.16 99.16 99.16 unch 280 7,192 -20
Sep02 001023 99.04 99.04 99.04 99.04 unch 260 4,828 +165
Total Volume and Open Interest 253 12,159 +149
German Euro-Bund(EUREX)
Dec00 001023 105.74 105.78 105.54 105.59 -0.13 381,085 685,398 -30,590
Mar01 001023 105.66 105.67 105.58 105.62 -0.12 2,054 16,617 +523
Jun01 001023 105.37 105.37 105.37 105.37 -0.14 0 603 -150
Total Volume and Open Interest 383,139 702,618 -30,217
German Euro-Bobl(EUREX)
Dec00 001023 103.71 103.75 103.57 103.58 -0.10 168,766 407,833 -28,309
Mar01 001023 103.35 103.35 103.33 103.33 -0.09 431 2,920 +31
Jun01 001023 103.26 103.26 103.26 103.26 -0.10 0 250 +0
Total Volume and Open Interest 169,197 411,003 -28,278
Long Gilt(LIFFE)
Dec00 001023 113~29 113~31 113~20 113~25 -0~06 10,355 73,755 +58
Mar01 001023 113~17 113~17 113~17 113~17 -0~05      
Total Volume and Open Interest 10,355 73,755 +58
3-Mth Short Sterling(LIFFE)
Dec00 001023 93.86 93.87 93.83 93.85 -0.01 13,383 172,375 +536
Mar01 001023 93.86 93.86 93.83 93.85 -0.01 16,697 200,705 +4,313
Jun01 001023 93.84 93.85 93.82 93.84 -0.01 12,303 99,031 +693
Total Volume and Open Interest 57,971 751,725 +5,320
3-Mth Euribor(LIFFE)
Dec00 001023 94.805 94.805 94.765 94.775 -0.030 47,600 324,413 -675
Mar01 001023 94.805 94.810 94.755 94.760 -0.050 39,829 263,521 -1,668
Jun01 001023 94.810 94.810 94.755 94.760 -0.050 24,908 194,942 +5,737
Total Volume and Open Interest 161,178 1,327,603 +6,657
3-Mth Aus T-Bills(SFE)
Dec00 001023 93.62 93.62 93.60 93.61 +0.02 6,744 193,950 -8,257
Mar01 001023 93.65 93.67 93.63 93.66 +0.03 5,337 80,087 -10,202
Jun01 001023 93.67 93.69 93.66 93.69 +0.04 895 35,341 -781
Sep01 001023 93.66 93.68 93.65 93.68 +0.03 306 19,467 +64
Dec01 001023 93.62 93.63 93.61 93.63 +0.04 73 10,420 +32
Mar02 001023 93.58 93.58 93.58 93.58 +0.05 50 7,053 -131
Jun02 001023 93.52 93.52 93.52 93.52 +0.04 85 5,386 +68
Sep02 001023 93.47 93.48 93.46 93.48 +0.05 91 3,384 +45
Dec02 001023 93.43 93.44 93.43 93.44 +0.05 61 1,943 +30
Mar03 001023 93.42 93.43 93.41 93.43 +0.06 21 1,199 +0
Total Volume and Open Interest 13,693 361,563 -19,212
10-Year Aus T-Bonds(SFE)
Dec00 001023 93.96 93.97 93.93 93.97 +0.02 5,897 113,415 -3,326
Mar01 001023 93.96 93.96 93.96 93.96 +0.04      
Total Volume and Open Interest 5,897 113,415 -3,326
3-Year Aus T-Bonds(SFE)
Dec00 001023 94.06 94.07 94.03 94.05 +0.03 33,059 417,264 +1,634
Mar01 001023 94.02 94.02 94.02 94.02 +0.03      
Total Volume and Open Interest 33,059 417,264 +1,634
Gold(CMX)
Oct00 001023 271.7 271.7 270.1 270.1 -1.1 1 8 +0
Dec00 001023 273.4 274.0 271.8 272.0 -1.3 8,586 85,268 -320
Feb01 001023 276.1 276.3 274.4 274.7 -1.3 175 15,554 +68
Apr01 001023 278.5 278.5 277.2 277.2 -1.3 3 4,560 +0
Jun01 001023 281.8 281.8 279.7 279.7 -1.3 24 8,922 +5
Aug01 001023 282.0 282.0 282.0 282.0 -1.3 0 2,424 +0
Total Volume and Open Interest 7,391 87,038 -323
Silver(CMX)
Dec00 001023 487.0 488.5 481.5 482.0 -4.5 4,765 63,608 +837
Mar01 001023 493.0 495.5 488.0 488.8 -4.6 437 5,508 +234
May01 001023 496.5 496.5 492.6 492.6 -4.6 21 1,333 +9
Jul01 001023 502.0 502.0 495.0 495.8 -4.6 4 1,721 -1
Sep01 001023 498.9 498.9 498.9 498.9 -4.6 0 2,961 +0
Total Volume and Open Interest 5,233 80,094 +1,084
Platinum(NYM)
Oct00 001023 590.0 593.6 590.0 593.6 -7.9 2 100 -15
Jan01 001023 579.0 580.0 573.5 575.6 -7.9 642 8,304 +80
Apr01 001023 563.6 563.6 563.6 563.6 -7.9 5 21 +4
Total Volume and Open Interest 649 8,425 +69
Palladium(NYME)
Dec00 001023 758.00 762.00 755.00 761.35 +1.35 46 1,132 -34
Mar01 001023 763.00 763.00 761.35 761.35 +1.35 20 822 +20
Total Volume and Open Interest 66 1,954 -14
Copper(CMX)
Dec00 001023 86.25 86.90 85.90 86.75 +0.55 7,994 39,429 +273
Mar01 001023 86.40 87.15 86.40 87.00 +0.55 851 10,686 +96
May01 001023 86.40 87.10 86.40 86.80 +0.45 363 2,387 +165
Jul01 001023 86.30 86.70 86.30 86.60 +0.50 107 1,861 +41
Sep01 001023 86.00 86.55 86.00 86.40 +0.55 57 924 +29
Total Volume and Open Interest 10,230 73,277 +673
DJIA Index(CBOT)
Dec00 001023 10290 10435 10280 10387 +65 11,613 16,762 +1,272
Mar01 001023 10410 10519 10410 10519 +65 11 60 +0
Jun01 001023 10640 10651 10640 10651 +65 0 1 +0
Total Volume and Open Interest 11,624 16,829 +1,272
S & P 500(CME)
Dec00 001023 1406.60 1419.80 1399.50 1417.20 +6.20 58,501 407,486 -1,794
Mar01 001023 1422.10 1437.60 1422.10 1437.60 +6.00 266 6,385 -170
Jun01 001023 1458.20 1458.20 1458.20 1458.20 +5.80 12 2,357 -4
Sep01 001023 1479.40 1479.40 1479.40 1479.40 +6.20 4 286 -2
Total Volume and Open Interest 58,788 416,734 -1,967
S & P 500 E-Mini(Globex)
Dec00 001023 1411.00 1419.75 1399.75 1417.25 +6.25 71,889 49,488 -3,348
Mar01 001023 1396.75 1437.50 1396.75 1437.50 +6.00 0 13 +0
Total Volume and Open Interest 1,178    
NASDAQ 100(CME)
Dec00 001023 3483.00 3538.00 3406.00 3494.00 -5.50 18,141 35,412 -1,263
Mar01 001023 3549.00 3549.00 3539.00 3549.00 -5.50 0 54 +0
Jun01 001023 3597.00 3597.00 3587.00 3597.00 -5.50      
Total Volume and Open Interest 18,141 35,466 -1,263
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001023 3504.0 3537.5 3406.0 3494.0 -5.5 50,436 37,336 -1,134
Mar01 001023 3549.0 3565.5 3488.5 3549.0 -5.5 0 7 +0
Total Volume and Open Interest 50,436 37,343 -1,134
NYSE Composite(NYBOT)
Dec00 001023 646.00 650.75 645.55 650.75 +3.50 227 1,464 +194
Mar01 001023 659.75 659.75 659.75 659.75 +3.50 0 212 +0
Jun01 001023 668.75 668.75 668.75 668.75 +3.50 0 102 +0
Total Volume and Open Interest 149 3,259 -10
S & P Midcap 400(CME)
Dec00 001023 520.00 524.00 519.25 521.50 +1.25 658 16,831 +240
Mar01 001023 527.50 527.50 527.50 527.50 +1.25 0 1 +0
Jun01 001023 534.50 534.50 534.50 534.50 +1.25 0 1 +0
Total Volume and Open Interest 658 16,833 +240
Russell 2000(CME)
Dec00 001023 491.00 495.50 491.00 495.20 +3.20 1,167 13,305 -95
Mar01 001023 502.70 502.70 502.70 502.70 +3.20      
Jun01 001023 510.25 510.25 510.25 510.25 +3.20      
Total Volume and Open Interest 1,167 13,305 -95
Value Line(KCBT)
Dec00 001023 1098.00 1098.00 1090.00 1095.00 +4.00 18 153 +4
Total Volume and Open Interest 18 153 +4
Nikkei 225(CME)
Dec00 001023 15070 15135 15040 15100 -100 1,303 15,004 -347
Mar01 001023 0 0 0 0 -15230 0 20 +0
Total Volume and Open Interest 1,303 15,024 -347
Nikkei 225(SIMEX)
Dec00 001023 15205 15250 15035 15090 -160 13,703 86,335 -1,102
Mar01 001023 15110 15110 15110 15110 -160 100 3,622 +0
Jun01 001023 15090 15090 15090 15090 -160 0 405 +0
Total Volume and Open Interest 13,803 90,767 -1,102
CAC 40(MATIF)
Oct00 001023 6145.0 6205.0 6122.0 6185.0 +43.0 60,540 0 +0
Nov00 001023 6188.5 6228.5 6154.0 6224.0 +56.5 3,267 0 +0
Dec00 001023 6191.5 6242.0 6175.0 6242.0 +50.5 1,298 0 +0
Total Volume and Open Interest 2,953 25,000 -12
DAX Index(EUREX)
Dec00 001023 6693.0 6697.5 6585.5 6682.5 +18.5 47,511 158,452 -1,231
Mar01 001023 6765.0 6778.0 6676.5 6768.5 +19.0 1,027 3,943 +71
Jun01 001023 6838.0 6848.0 6760.5 6842.0 +18.5 558 3,875 +350
Total Volume and Open Interest 49,096 167,080 +1,564
FT-SE 100(LIFFE)
Dec00 001023 6350.00 6385.00 6307.50 6359.00 +41.00 27,655 225,470 +102
Mar01 001023 6412.50 6412.50 6412.50 6412.50 +42.50 10 5,610 +0
Jun01 001023 6482.50 6482.50 6482.50 6482.50 +42.50 0 3,734 +0
Total Volume and Open Interest 27,665 234,814 +102
SPI 200(SFE)
Dec00 001023 3284.0 3297.0 3266.0 3288.0 +6.0 8,285 117,353 -1,631
Mar01 001023 3301.0 3310.0 3301.0 3309.0 +6.0 108 1,601 +42
Jun01 001023 3337.0 3337.0 3337.0 3337.0 +6.0 13 174 +0
Total Volume and Open Interest 8,406 119,128 -1,589
GSCI(CME)
Nov00 001023 243.25 247.00 242.25 246.80 +3.80 326 35,332 +312
Dec00 001023 245.35 245.35 245.35 245.35 +2.85 0 29 -2
Jan01 001023 241.00 241.00 241.00 241.00 +2.50 0 2 +0
Total Volume and Open Interest 326 35,363 +310
Bridge CRB Index(NYBOT)
Nov00 001023 227.30 227.30 226.50 226.60 -0.60 76 604 -1
Jan01 001023 227.00 227.50 226.60 226.60 -0.85 10 683 +2
Feb01 001023 225.10 225.10 225.10 225.10 -1.10 0 351 +0
Total Volume and Open Interest 87 1,642 +2
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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