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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 27, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 001027 460.50 463.50 456.00 456.50 -4.75 30,170 50,288 -8,018
Jan01 001027 470.00 473.00 466.00 466.50 -4.00 30,359 67,565 +6,361
Mar01 001027 480.00 482.25 475.75 476.25 -3.50 5,200 28,993 +1,036
May01 001027 487.00 490.00 483.00 483.75 -4.00 1,745 14,856 -702
Jul01 001027 495.50 498.00 490.50 491.25 -4.00 2,277 19,454 +570
Aug01 001027 498.00 499.00 493.00 493.00 -4.25 126 674 +25
Sep01 001027 500.00 502.50 496.00 496.00 -4.00 46 172 +6
Total Volume and Open Interest 71,549 187,648 -157
Soybean Meal(CBOT)
Dec00 001027 166.80 168.30 165.30 165.60 -1.60 14,047 50,918 -2,811
Jan01 001027 164.90 165.80 163.50 164.00 -1.30 3,758 24,802 +471
Mar01 001027 163.10 164.20 162.40 163.00 -0.60 3,631 13,854 +362
May01 001027 162.80 163.70 162.00 162.30 -0.50 876 9,152 +8
Jul01 001027 163.50 164.50 163.00 163.30 -0.70 831 5,699 +306
Aug01 001027 163.20 164.50 162.90 163.00 -0.50 93 1,320 +63
Sep01 001027 163.20 164.50 163.20 163.30 -0.20 32 912 +15
Oct01 001027 163.50 164.00 163.20 163.20 -0.30 7 272 +3
Total Volume and Open Interest 23,396 107,967 -1,558
Soybean Oil(CBOT)
Dec00 001027 14.75 14.76 14.60 14.65 -0.05 8,150 66,532 +59
Jan01 001027 15.03 15.05 14.93 14.96 -0.04 2,290 28,613 +269
Mar01 001027 15.43 15.45 15.33 15.35 -0.04 1,762 19,558 +392
May01 001027 15.83 15.86 15.73 15.74 -0.06 426 11,378 +22
Jul01 001027 16.20 16.25 16.13 16.13 -0.03 337 7,696 +123
Aug01 001027 16.40 16.40 16.31 16.31 unch 46 1,784 +46
Sep01 001027 16.57 16.60 16.50 16.50 -0.02 23 1,508 +23
Oct01 001027 16.75 16.75 16.58 16.58 -0.03 3 1,466 +3
Total Volume and Open Interest 13,110 142,831 +957
Canola(WCE)
Nov00 001027 248.8 250.0 248.8 248.9 -0.7 3,784 8,373 -5,206
Jan01 001027 256.0 256.3 255.0 255.2 -1.0 8,494 41,621 +2,238
Mar01 001027 261.0 262.2 260.5 260.5 -0.9 2,993 15,943 +2,298
May01 001027 268.5 268.5 266.6 267.0 -1.5 27 2,152 +4
Jul01 001027 273.5 273.5 272.5 272.5 -1.3 68 2,245 +10
Total Volume and Open Interest 15,406 70,597 -1,082
Corn(CBOT)
Nov00 001027 197.50 198.50 196.25 196.25 -1.75 242 2,208 -180
Dec00 001027 201.75 203.25 200.50 200.75 -1.50 26,345 195,784 -1,381
Jan01 001027 205.75 206.75 205.00 205.00 -0.75 16 745 -6
Mar01 001027 213.25 214.75 212.25 212.50 -1.25 5,287 115,528 +745
May01 001027 221.00 222.50 220.00 220.25 -1.00 1,555 32,462 +588
Jul01 001027 228.00 229.75 227.50 227.75 -0.75 1,655 40,448 +18
Total Volume and Open Interest 36,620 413,974 +331
Wheat(CBOT)
Dec00 001027 257.50 260.50 257.50 259.00 +2.75 8,006 91,812 -166
Mar01 001027 275.00 278.00 274.50 276.50 +2.50 1,739 35,594 +123
May01 001027 285.50 288.00 285.50 287.00 +3.00 280 2,557 -54
Jul01 001027 294.00 297.00 294.00 295.50 +2.25 772 18,781 +240
Sep01 001027 304.00 304.00 304.00 304.00 +2.50 18 687 +15
Total Volume and Open Interest 10,942 151,575 +261
Wheat(KCBT)
Dec00 001027 306.00 310.00 306.00 309.75 +4.75 5,106 48,143 -168
Mar01 001027 321.50 324.25 321.00 324.00 +4.00 3,370 28,040 -214
May01 001027 329.00 332.00 328.50 331.50 +6.00 283 2,727 -64
Jul01 001027 334.00 337.50 334.00 337.00 +5.00 1,822 8,629 +603
Sep01 001027 343.00 344.00 343.00 343.00 +6.00 50 208 +20
Total Volume and Open Interest 10,631 87,840 +177
Wheat(MGE)
Dec00 001027 319.00 322.75 319.00 322.00 +3.50 2,752 15,528 +183
Mar01 001027 333.50 336.75 333.50 336.00 +3.25 605 6,681 +16
May01 001027 342.25 344.50 342.00 343.75 +3.00 5 1,526 +4
Jul01 001027 351.00 351.00 351.00 351.00 +4.00 28 621 -4
Sep01 001027 357.00 357.00 357.00 357.00 +3.00 13 341 +1
Total Volume and Open Interest 3,418 24,854 +203
Oats(CBOT)
Dec00 001027 108.75 109.75 108.50 109.00 unch 546 9,866 -119
Mar01 001027 119.00 119.50 117.75 118.00 -0.75 213 3,474 +69
May01 001027 123.25 123.25 122.00 122.00 -1.25 37 241 -15
Jul01 001027 127.00 127.00 127.00 127.00 -0.75 0 151 +0
Total Volume and Open Interest 882 14,089 -15
Rough Rice(CBOT)
Nov00 001027 6.52 6.52 6.42 6.44 -0.11 282 751 +21
Jan01 001027 6.55 6.55 6.48 6.50 -0.05 421 3,927 -71
Mar01 001027 6.67 6.70 6.67 6.67 -0.04 46 1,071 -6
May01 001027 6.85 6.85 6.85 6.85 -0.01 79 519 +5
Total Volume and Open Interest 828 6,461 -51
Live Cattle(CME)
Oct00 001027 71.150 71.200 70.875 71.175 +0.250 1,700 2,450 -995
Dec00 001027 72.250 72.275 72.000 72.225 -0.025 7,763 63,779 -897
Feb01 001027 73.375 73.500 73.125 73.425 +0.025 1,987 27,565 -140
Apr01 001027 74.600 74.650 74.400 74.625 -0.100 1,508 17,642 +299
Jun01 001027 71.400 71.400 71.175 71.275 -0.100 173 6,708 +29
Aug01 001027 71.400 71.400 71.250 71.300 -0.100 120 4,464 +66
Total Volume and Open Interest 13,276 123,571 -1,643
Feeder Cattle(CME)
Nov00 001027 88.650 88.700 88.275 88.550 -0.175 394 4,265 -39
Jan01 001027 89.450 89.475 89.175 89.250 -0.250 747 6,829 +203
Mar01 001027 88.725 88.725 88.375 88.550 -0.175 181 3,217 +96
Apr01 001027 88.550 88.550 88.200 88.400 -0.150 52 1,106 +25
May01 001027 87.825 87.950 87.800 87.875 -0.125 35 1,257 +19
Aug01 001027 87.825 87.875 87.725 87.750 -0.050 23 401 -19
Sep01 001027 87.800 87.850 87.800 87.800 unch 3 33 +0
Total Volume and Open Interest 1,583 18,580 +236
Lean Hogs(CME)
Dec00 001027 51.250 51.900 51.025 51.075 -0.400 4,796 21,690 -497
Feb01 001027 53.050 53.700 52.900 53.050 -0.200 1,659 7,796 +169
Apr01 001027 52.300 52.850 52.000 52.100 -0.175 543 3,388 +174
Jun01 001027 59.250 59.750 59.100 59.100 -0.200 97 1,285 +32
Jul01 001027 57.600 58.200 57.300 57.300 -0.325 1 379 +0
Aug01 001027 55.950 56.000 55.850 55.850 -0.100 6 297 -1
Oct01 001027 48.250 48.400 48.000 48.325 +0.175 1 355 -1
Dec01 001027 45.825 45.950 45.750 45.825 unch 0 281 +0
Total Volume and Open Interest 7,103 35,471 -124
Pork Bellies(CME)
Feb01 001027 60.100 61.100 59.850 60.275 +0.250 519 2,186 +61
Mar01 001027 60.400 60.850 60.000 60.150 +0.450 8 107 +1
May01 001027 61.750 61.750 61.150 61.150 +0.100 11 56 -1
Jul01 001027 60.400 60.500 60.400 60.400 +0.300 2 30 +0
Aug01 001027 61.000 61.000 61.000 61.000 unch 0 6 +0
Total Volume and Open Interest 540 2,385 +61
Cocoa(NYBOT)
Dec00 001027 775 779 761 762 -25 3,580 41,121 -158
Mar01 001027 809 810 794 796 -24 1,574 24,940 +151
May01 001027 830 830 815 815 -27 660 14,700 +113
Jul01 001027 850 850 837 837 -25 314 10,467 +181
Sep01 001027 875 875 861 861 -25 1 10,134 +0
Dec01 001027 907 907 892 894 -25 103 12,411 +103
Mar02 001027 932 932 927 927 -24 0 9,911 +0
Total Volume and Open Interest 6,232 142,529 +390
Coffee "C"(NYBOT)
Dec00 001027 75.20 76.10 75.10 75.60 +0.20 8,500 25,403 +64
Mar01 001027 80.00 80.80 80.00 80.45 +0.35 3,837 10,351 +20
May01 001027 83.25 83.80 83.00 83.40 +0.40 684 2,815 +65
Jul01 001027 86.25 86.50 86.00 86.30 +0.30 235 1,866 +64
Sep01 001027 88.70 89.20 88.70 89.00 +0.20 124 2,300 +28
Dec01 001027 92.50 93.00 92.50 93.00 +0.20 19 594 -9
Total Volume and Open Interest 13,399 43,339 +232
Orange Juice(NYBOT)
Nov00 001027 68.50 68.55 67.25 67.45 -1.20 1,645 6,900 -1,121
Jan01 001027 70.90 71.20 70.55 70.85 -0.05 1,583 15,947 +548
Mar01 001027 74.50 74.50 73.60 73.75 -0.35 268 7,601 +127
May01 001027 76.45 76.50 76.00 76.00 -0.50 33 972 +20
Jul01 001027 78.50 78.50 78.00 78.00 -0.50 65 482 +49
Total Volume and Open Interest 3,599 32,320 -372
Sugar #11(NYBOT)
Mar01 001027 9.40 9.72 9.40 9.53 +0.17 56,332 91,018 -14,295
May01 001027 9.20 9.28 9.09 9.10 +0.17 7,937 16,741 +469
Jul01 001027 8.65 8.75 8.55 8.58 +0.18 3,182 21,928 -358
Oct01 001027 8.42 8.48 8.35 8.35 +0.20 1,473 16,010 +161
Mar02 001027 8.43 8.46 8.35 8.35 +0.21 204 6,666 +40
Total Volume and Open Interest 69,194 153,298 -13,960
London Cocoa(LCE)
Dec00 001027 610 610 591 591 -21 1,253 47,030 -279
Mar01 001027 631 631 610 612 -21 1,212 51,766 +394
May01 001027 646 646 629 629 -21 447 26,163 +187
Jul01 001027 655 655 644 644 -21 110 10,239 +0
Sep01 001027 675 675 658 658 -20 110 17,523 +89
Dec01 001027 692 692 686 687 -20 26 5,395 +8
Mar02 001027 725 725 712 712 -20 3 15,510 +3
Total Volume and Open Interest 3,186 187,933 +402
London Coffee(LCE)
Nov00 001027 705.00 713.00 701.00 710.00 unch 2,145 12,842 -1,495
Jan01 001027 726.00 733.00 720.00 731.00 +1.00 3,032 24,628 +1,091
Mar01 001027 750.00 757.00 745.00 755.00 +2.00 783 8,220 +130
May01 001027 775.00 784.00 775.00 781.00 +3.00 471 4,844 +81
Jul01 001027 799.00 804.00 799.00 804.00 +2.00 115 2,431 +43
Sep01 001027 824.00 827.00 824.00 827.00 +1.00 69 735 +53
Total Volume and Open Interest 6,915 54,800 +203
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 001027 245.00 249.60 241.70 242.20 -0.90 3,587 15,025 +10
Mar01 001027 244.00 249.00 241.50 243.10 +0.30 4,750 17,684 -932
May01 001027 242.60 247.00 240.50 240.70 +0.20 307 3,977 +82
Aug01 001027 240.60 243.00 237.00 237.70 +0.40 54 5,042 +0
Total Volume and Open Interest 8,737 44,142 -820
Cotton(NYBOT)
Dec00 001027 62.65 63.46 62.65 63.14 +0.26 5,840 33,344 -769
Mar01 001027 64.50 65.20 64.50 64.90 +0.21 1,564 13,550 +355
May01 001027 65.45 65.80 65.30 65.72 +0.17 136 8,805 +14
Jul01 001027 66.00 66.35 66.00 66.35 +0.25 167 4,614 +78
Oct01 001027 63.40 63.63 63.40 63.63 +0.23 1 634 +0
Dec01 001027 63.55 63.80 63.50 63.76 +0.21 116 5,054 +53
Total Volume and Open Interest 15,324 66,133 -269
Lumber(CME)
Nov00 001027 215.4 215.7 211.0 211.8 -4.6 496 2,158 +68
Jan01 001027 230.7 232.3 228.6 229.1 -2.7 286 1,358 +49
Mar01 001027 243.5 244.4 242.1 243.2 -0.9 59 716 +39
May01 001027 252.8 252.8 251.0 251.3 -0.1 5 118 +0
Total Volume and Open Interest 846 4,412 +156
Crude Oil(NYM)
Dec00 001027 33.68 33.69 32.65 32.74 -0.97 68,127 133,434 -5,579
Jan01 001027 32.71 32.72 31.62 31.68 -1.09 26,518 57,982 +1,066
Feb01 001027 32.00 32.02 30.85 31.03 -1.11 8,401 25,837 -150
Mar01 001027 31.40 31.40 30.48 30.48 -1.11 3,659 18,789 +601
Apr01 001027 30.95 30.95 29.98 29.98 -1.13 1,579 15,385 +264
May01 001027 30.45 30.50 29.30 29.52 -1.13 1,210 11,071 +227
Jun01 001027 30.03 30.03 29.05 29.06 -1.13 4,223 27,872 +615
Jul01 001027 28.60 28.60 28.60 28.60 -1.13 229 11,506 -69
Aug01 001027 28.15 28.15 28.15 28.15 -1.13 706 9,477 -111
Sep01 001027 27.70 27.70 27.70 27.70 -1.14 1,840 15,180 +368
Total Volume and Open Interest 128,814 461,239 -1,091
Heating Oil(NYM)
Nov00 001027 98.25 98.90 96.20 97.42 -1.32 14,889 18,844 -5,456
Dec00 001027 97.35 97.70 94.10 94.42 -3.52 14,175 44,019 +458
Jan01 001027 96.60 96.80 93.47 93.47 -3.62 5,656 31,197 +383
Feb01 001027 94.80 94.80 91.27 91.27 -3.67 3,685 21,553 +1,063
Mar01 001027 90.75 90.75 87.12 87.12 -3.62 673 13,969 +17
Apr01 001027 86.50 86.50 82.97 82.97 -3.57 132 9,056 -27
May01 001027 82.50 82.50 79.17 79.17 -3.52 208 5,557 -56
Jun01 001027 80.00 80.00 76.87 76.87 -3.42 170 6,309 +66
Jul01 001027 78.40 78.40 75.72 75.72 -3.37 52 1,913 +34
Aug01 001027 77.80 78.00 75.47 75.47 -3.32 67 3,206 +55
Total Volume and Open Interest 39,845 162,780 -3,354
Unleaded Gas(NYM)
Nov00 001027 99.10 99.10 95.15 96.02 -3.62 15,920 17,297 -2,334
Dec00 001027 90.80 91.20 87.25 87.43 -3.93 13,404 26,454 +2,512
Jan01 001027 87.50 87.70 85.25 85.33 -3.23 2,042 7,549 +9
Feb01 001027 87.00 87.00 84.68 84.68 -3.18 792 6,771 -223
Mar01 001027 86.80 86.80 84.93 84.93 -3.23 706 7,834 -110
Apr01 001027 89.53 89.53 89.53 89.53 -3.18 492 5,557 +41
May01 001027 91.30 91.30 88.73 88.73 -3.13 321 4,220 +71
Jun01 001027 89.20 89.20 87.23 87.23 -3.13 1 2,315 -16
Total Volume and Open Interest 33,678 85,522 -51
Natural Gas(NYM)
Nov00 001027 4.590 4.630 4.500 4.541 -0.123 43,040 22,402 -10,563
Dec00 001027 4.680 4.740 4.590 4.652 -0.101 22,991 47,505 -1,503
Jan01 001027 4.680 4.750 4.630 4.677 -0.100 9,010 32,669 -915
Feb01 001027 4.520 4.565 4.440 4.497 -0.100 3,147 23,471 +107
Mar01 001027 4.280 4.355 4.270 4.287 -0.095 1,379 26,645 +89
Apr01 001027 4.045 4.120 4.040 4.064 -0.096 1,483 19,198 -234
May01 001027 3.990 4.045 3.984 3.984 -0.096 1,730 18,544 +78
Jun01 001027 3.960 4.030 3.960 3.977 -0.095 210 19,398 -23
Total Volume and Open Interest 87,418 369,469 -11,809
Brent Crude Oil(IPE)
Dec00 001027 31.85 32.08 30.75 30.95 -1.01 35,538 59,913 +1,128
Jan01 001027 31.35 31.45 30.25 30.35 -1.00 12,352 57,700 +1,017
Feb01 001027 30.72 30.84 29.70 29.79 -1.00 3,119 19,464 +206
Mar01 001027 30.00 30.15 29.15 29.18 -0.96 1,408 19,047 +333
Apr01 001027 29.55 29.60 28.64 28.64 -0.96 1,007 16,175 +303
May01 001027 29.11 29.11 28.18 28.18 -0.97 103 4,964 +47
Jun01 001027 28.70 28.70 27.75 27.75 -0.99 1,115 14,647 +706
Jul01 001027 28.32 28.32 27.35 27.35 -1.01 36 5,058 +0
Total Volume and Open Interest 55,288 238,159 +3,981
Gas Oil(IPE)
Nov00 001027 300.00 300.00 291.75 293.00 -3.00 10,831 25,909 -2,361
Dec00 001027 293.00 293.00 286.50 286.50 -3.00 8,205 32,541 +387
Jan01 001027 285.50 286.00 281.75 282.50 -1.25 3,621 15,937 -308
Feb01 001027 277.25 277.25 274.25 274.75 -2.00 540 5,102 -86
Mar01 001027 263.50 265.00 263.50 265.00 -2.25 215 5,774 +0
Apr01 001027 256.00 256.00 256.00 256.00 -2.25 0 4,272 -25
May01 001027 248.00 249.25 248.00 249.25 -2.00 0 1,073 +0
Jun01 001027 244.75 246.00 244.75 245.50 unch 878 10,804 +123
Total Volume and Open Interest 24,715 108,295 -1,925
US Dollar Index(NYBOT)
Dec00 001027 118.23 118.35 116.86 117.31 -1.11 620 4,516 -83
Mar01 001027 117.94 117.94 116.70 117.14 -1.08 637 6,571 -71
Jun01 001027 116.97 116.97 116.97 116.97 -1.16 637 6,571 -71
Total Volume and Open Interest 637 6,571 -71
Australian Dollar(IMM)
Dec00 001027 52.04 52.52 52.01 52.41 +0.31 1,215 22,038 -34
Mar01 001027 52.46 52.48 52.46 52.46 +0.31 3 2,131 +2
Jun01 001027 52.51 52.51 52.51 52.51 +0.31 0 6 +0
Total Volume and Open Interest 1,218 24,175 -32
British Pound(IMM)
Dec00 001027 143.50 145.60 143.42 145.50 +1.94 5,602 33,002 +360
Mar01 001027 145.30 146.00 143.50 145.70 +1.94 16 96 -2
Jun01 001027 145.40 146.00 145.40 145.90 +1.94 0 3 +0
Total Volume and Open Interest 6,412 33,101 +358
Canadian Dollar(IMM)
Dec00 001027 65.79 65.89 65.43 65.52 -0.17 12,508 79,907 +2,538
Mar01 001027 65.98 66.00 65.57 65.68 -0.17 126 2,572 +4
Jun01 001027 66.00 66.15 65.75 65.81 -0.17 60 1,331 +12
Sep01 001027 65.97 66.30 65.90 65.94 -0.17 17 474 +0
Total Volume and Open Interest 12,648 84,557 +2,554
Japanese Yen(IMM)
Dec00 001027 92.72 93.03 92.66 92.88 -0.22 7,063 64,992 +1,178
Mar01 001027 94.31 94.31 94.25 94.31 -0.22 2 244 +0
Jun01 001027 95.53 95.71 95.53 95.71 -0.22 0 7 +0
Total Volume and Open Interest 7,065 65,384 +1,178
Swiss Franc(IMM)
Dec00 001027 55.28 55.75 55.22 55.61 +0.42 8,292 50,813 -551
Mar01 001027 55.73 56.10 55.73 56.04 +0.42 4 45 +0
Jun01 001027 56.15 56.45 56.15 56.45 +0.42 0 3 +0
Total Volume and Open Interest 8,296 50,861 -551
EuroFX(IMM)
Dec00 001027 83.42 84.62 83.41 84.17 +1.08 21,725 77,448 +853
Mar01 001027 83.92 84.75 83.80 84.47 +1.08 74 1,083 +59
Total Volume and Open Interest 21,799 78,531 +912
Mexican Peso(IMM)
Dec00 001027 10195.0 10240.0 10170.0 10228.0 +78.0 11,026 11,417 +1,560
Mar01 001027 9910.0 9940.0 9910.0 9940.0 +77.0 102 3,545 -28
Total Volume and Open Interest 11,318 15,745 +1,632
30-Year T-Bonds(CBOT)
Dec00 001027 100~16 100~27 100~04 100~12 -0~03 349,181 423,537 +8,547
Mar01 001027 100~16 100~28 100~06 100~14 -0~03 4,836 11,990 +1,530
Jun01 001027 100~11 100~11 100~11 100~11 -0~03 0 136 +0
Total Volume and Open Interest 354,017 435,742 +10,077
Municipal Bonds(CBOT)
Dec00 001027 99~24 100~02 99~20 99~28 +0~02 1,677 20,050 -159
Total Volume and Open Interest 1,677 20,050 -159
10-Year T-Notes(CBOT)
Dec00 001027 101~080 101~140 100~285 101~000 -0~070 248,340 545,193 -10,567
Mar01 001027 101~080 101~160 101~000 101~040 -0~080 2,226 20,618 +583
Total Volume and Open Interest 250,566 565,812 -9,984
5-Year T-Notes(CBOT)
Dec00 001027 100~280 101~020 100~240 100~265 -0~060 77,358 368,410 -210
Mar01 001027 101~000 101~000 100~265 100~280 -0~060 4,065 4,452 +1,614
Total Volume and Open Interest 81,423 372,862 +1,404
2 Year T-Notes(CBOT)
Dec00 001027 100~008 100~020 100~002 100~009 -0~006 2,251 54,098 +293
Total Volume and Open Interest 2,251 54,098 +293
3-Mth T-Bills(IMM)
Dec00 001027 93.85 93.85 93.85 93.85 -0.01 5 1,344 +0
Total Volume and Open Interest 5 1,367 +0
Eurodollars(IMM)
Dec00 001027 93.300 93.320 93.285 93.295 -0.015 59,992 550,326 +1,193
Mar01 001027 93.510 93.535 93.460 93.470 -0.050 96,470 514,332 +5,841
Jun01 001027 93.585 93.620 93.530 93.545 -0.060 86,435 345,014 +2,164
Sep01 001027 93.605 93.645 93.565 93.580 -0.055 67,253 332,432 +1,292
Dec01 001027 93.530 93.560 93.480 93.490 -0.060 36,147 251,046 +10,938
Mar02 001027 93.565 93.610 93.525 93.545 -0.055 24,501 199,257 +3,790
Jun02 001027 93.525 93.575 93.485 93.500 -0.055 16,429 145,218 +1,106
Sep02 001027 93.495 93.530 93.460 93.470 -0.060 13,044 107,316 +1,382
Dec02 001027 93.405 93.440 93.355 93.370 -0.065 7,764 84,861 -184
Mar03 001027 93.445 93.480 93.395 93.405 -0.070 7,499 75,872 +412
Jun03 001027 93.445 93.445 93.360 93.370 -0.070 6,861 56,405 -173
Sep03 001027 93.415 93.415 93.340 93.340 -0.070 7,196 58,067 +395
Total Volume and Open Interest 464,688 3,096,292 +28,983
3-Mth Euro-Yen(IMM)
Dec00 001027 99.47 99.47 99.46 99.47 unch 772 12,890 -671
Mar01 001027 99.51 99.51 99.50 99.51 +0.01 386 24,389 -107
Jun01 001027 99.48 99.48 99.47 99.48 unch 459 11,040 +309
Sep01 001027 99.41 99.42 99.41 99.42 unch 354 13,012 +449
Dec01 001027 99.31 99.31 99.31 99.31 unch 71 5,753 +101
Mar02 001027 99.27 99.27 99.26 99.26 unch 2 3,080 +1
Jun02 001027 99.18 99.18 99.18 99.18 unch 0 771 +0
Sep02 001027 99.07 99.07 99.07 99.07 +0.01 0 59 +0
Dec02 001027 98.86 98.86 98.86 98.86 unch 0 30 +0
Mar03 001027 98.76 98.76 98.76 98.76 unch      
Total Volume and Open Interest 2,044 71,024 +82
3-Mth Euro-Yen(SIMEX)
Dec00 001027 99.46 99.47 99.46 99.47 +0.01 0 95,948 -2,809
Mar01 001027 99.51 99.51 99.50 99.51 +0.01 0 100,637 -2,121
Jun01 001027 99.47 99.48 99.47 99.47 unch 0 82,205 -70
Sep01 001027 99.41 99.42 99.40 99.41 +0.01 0 65,089 -215
Dec01 001027 99.31 99.32 99.30 99.31 unch 0 21,902 -155
Mar02 001027 99.26 99.28 99.26 99.28 +0.01 0 14,446 -332
Jun02 001027 99.17 99.18 99.17 99.18 unch 0 7,242 -150
Sep02 001027 99.05 99.06 99.05 99.06 +0.02 0 4,963 -35
Total Volume and Open Interest 0 401,370 -5,887
German Euro-Bund(EUREX)
Dec00 001027 105.43 105.67 105.35 105.54 +0.03 517,940 657,746 +3,210
Mar01 001027 105.50 105.72 105.49 105.61 +0.05 3,363 18,749 -94
Jun01 001027 105.31 105.31 105.31 105.31 -0.03 0 3,825 -59
Total Volume and Open Interest 521,303 680,320 +3,057
German Euro-Bobl(EUREX)
Dec00 001027 103.60 103.77 103.60 103.69 +0.03 220,570 378,714 -21,011
Mar01 001027 103.45 103.46 103.45 103.46 +0.04 361 4,494 +654
Jun01 001027 103.35 103.35 103.35 103.35 +0.03 0 428 +0
Total Volume and Open Interest 220,931 383,636 -20,357
Long Gilt(LIFFE)
Dec00 001027 113~20 113~22 113~04 113~09 -0~13 20,462 74,508 -250
Mar01 001027 113~04 113~04 113~01 113~01 -0~13 25 25 +25
Total Volume and Open Interest 25,747 74,533 -225
3-Mth Short Sterling(LIFFE)
Dec00 001027 93.87 93.87 93.84 93.85 -0.02 15,949 170,609 +1,451
Mar01 001027 93.89 93.89 93.85 93.86 -0.03 15,872 204,842 -343
Jun01 001027 93.88 93.88 93.83 93.84 -0.04 9,184 106,211 +42
Total Volume and Open Interest 60,190 770,627 +1,330
3-Mth Euribor(LIFFE)
Dec00 001027 94.770 94.785 94.750 94.775 unch 73,428 324,852 +1,465
Mar01 001027 94.770 94.795 94.760 94.785 +0.005 70,919 279,605 +2,660
Jun01 001027 94.790 94.815 94.785 94.805 +0.005 41,809 204,155 +968
Total Volume and Open Interest 249,610 1,366,606 +6,614
3-Mth Aus T-Bills(SFE)
Dec00 001027 93.61 93.62 93.59 93.60 -0.01 19,022 209,843 +982
Mar01 001027 93.61 93.62 93.59 93.61 unch 14,767 86,879 +4,223
Jun01 001027 93.63 93.64 93.62 93.64 unch 2,716 36,136 +681
Sep01 001027 93.63 93.64 93.62 93.64 unch 1,351 21,077 +707
Dec01 001027 93.59 93.59 93.59 93.59 -0.01 777 11,112 +218
Mar02 001027 93.52 93.54 93.52 93.54 -0.01 221 7,696 +109
Jun02 001027 93.48 93.48 93.47 93.47 -0.02 61 5,358 -78
Sep02 001027 93.42 93.42 93.42 93.42 -0.01 11 3,675 +11
Dec02 001027 93.38 93.38 93.38 93.38 +0.01 0 1,943 +0
Mar03 001027 93.32 93.32 93.32 93.32 -0.01 5 1,160 +0
Total Volume and Open Interest 38,931 388,247 +6,853
10-Year Aus T-Bonds(SFE)
Dec00 001027 93.88 93.91 93.85 93.85 -0.05 3,064 125,119 -6,531
Mar01 001027 93.89 93.89 93.89 93.89 -0.01      
Total Volume and Open Interest 3,064 125,119 -6,531
3-Year Aus T-Bonds(SFE)
Dec00 001027 93.99 94.01 93.97 93.98 -0.02 9,540 490,220 +20,390
Mar01 001027 93.95 93.95 93.95 93.95 -0.02      
Total Volume and Open Interest 9,540 490,220 +20,390
Gold(CMX)
Oct00 001027 265.5 265.5 264.4 264.4 -0.5 20 20 +2
Dec00 001027 265.2 266.8 263.5 265.9 -0.7 19,885 87,660 +308
Feb01 001027 267.5 269.8 266.2 268.6 -0.7 534 16,640 +266
Apr01 001027 271.0 272.7 268.5 271.1 -0.7 38 4,575 +14
Jun01 001027 273.2 274.5 273.1 273.6 -0.6 51 9,088 -4
Aug01 001027 275.9 275.9 275.9 275.9 -0.6 69 2,460 +36
Total Volume and Open Interest 20,666 136,338 +621
Silver(CMX)
Dec00 001027 475.0 480.5 474.0 478.0 +1.5 5,897 64,838 +622
Mar01 001027 482.5 487.0 481.0 484.7 +1.4 401 6,655 +221
May01 001027 487.0 489.0 487.0 488.7 +1.4 76 1,423 +64
Jul01 001027 492.5 492.5 492.5 492.5 +1.4 3 1,788 +1
Sep01 001027 496.0 496.0 496.0 496.0 +1.4 0 2,961 +0
Total Volume and Open Interest 6,555 82,813 +1,055
Platinum(NYM)
Jan01 001027 568.0 569.5 564.0 566.5 -2.4 716 7,393 -322
Apr01 001027 553.5 553.5 553.5 553.5 -2.4 208 204 +182
Total Volume and Open Interest 924 7,602 -240
Palladium(NYME)
Dec00 001027 757.00 757.00 754.00 756.00 +1.00 233 982 -176
Mar01 001027 756.00 756.00 756.00 756.00 +1.00 189 899 +80
Total Volume and Open Interest 422 1,881 -96
Copper(CMX)
Dec00 001027 83.60 84.85 83.10 84.40 +1.25 13,377 35,378 -857
Mar01 001027 84.50 85.60 84.15 85.15 +1.10 3,876 12,891 +907
May01 001027 84.30 85.25 84.30 84.95 +0.95 77 2,578 +25
Jul01 001027 84.10 85.20 84.10 84.80 +0.90 89 2,059 +65
Sep01 001027 84.00 85.10 84.00 84.70 +0.90 70 972 +20
Total Volume and Open Interest 18,935 72,486 +596
DJIA Index(CBOT)
Dec00 001027 10490 10718 10435 10706 +256 19,162 16,296 -264
Mar01 001027 10600 10842 10585 10842 +260 8 61 +0
Jun01 001027 10976 10976 10976 10976 +262 0 2 +0
Total Volume and Open Interest 19,170 16,365 -264
S & P 500(CME)
Dec00 001027 1381.50 1402.00 1374.50 1401.00 +29.70 88,452 410,293 -285
Mar01 001027 1404.00 1424.00 1394.30 1421.30 +30.00 1,802 8,154 +925
Jun01 001027 1441.80 1441.80 1441.80 1441.80 +30.30 378 2,243 -111
Sep01 001027 1440.00 1462.60 1435.50 1462.60 +30.10 4 292 +0
Total Volume and Open Interest 90,642 421,201 +528
S & P 500 E-Mini(Globex)
Dec00 001027 1370.00 1402.00 1368.00 1401.00 +29.75 118,287 53,377 -624
Mar01 001027 1379.00 1421.25 1379.00 1421.25 +30.00 3 15 +0
Total Volume and Open Interest 118,290 53,392 -624
NASDAQ 100(CME)
Dec00 001027 3270.00 3314.00 3132.50 3224.00 -3.50 33,334 39,218 +2,668
Mar01 001027 3277.50 3277.50 3270.00 3277.50 -5.00 0 54 +0
Jun01 001027 3325.50 3325.50 3318.00 3325.50 -5.00      
Total Volume and Open Interest 33,334 39,272 +2,668
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001027 3189.0 3314.0 3133.5 3222.5 -5.0 98,606 39,777 +3,039
Mar01 001027 3277.5 3328.0 3270.0 3277.5 -5.0 4 6 +0
Total Volume and Open Interest 98,610 39,783 +3,039
NYSE Composite(NYBOT)
Dec00 001027 639.00 650.25 638.50 650.25 +12.80      
Mar01 001027 659.25 659.25 659.25 659.25 +12.80      
Jun01 001027 668.25 668.25 668.25 668.25 +12.80      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001027 508.00 510.00 502.00 510.00 +5.50 1,204 17,476 +229
Mar01 001027 517.25 517.25 517.25 517.25 +5.50 0 1 +0
Jun01 001027 524.25 524.25 524.25 524.25 +5.50 0 1 +0
Total Volume and Open Interest 1,204 17,478 +229
Russell 2000(CME)
Dec00 001027 490.50 490.50 481.75 486.25 +0.65 2,659 13,873 +450
Mar01 001027 493.75 493.75 493.75 493.75 +0.65      
Jun01 001027 501.30 501.30 501.30 501.30 +0.65      
Total Volume and Open Interest 2,659 13,873 +450
Value Line(KCBT)
Dec00 001027 1095.00 1101.25 1085.00 1101.25 +13.25 50 137 -6
Total Volume and Open Interest 50 137 -6
Nikkei 225(CME)
Dec00 001027 14730 14840 14720 14780 -110 2,170 15,465 +203
Mar01 001027 14810 14810 14805 14810 +14810 1 21 +1
Total Volume and Open Interest 2,171 15,486 +204
Nikkei 225(SIMEX)
Dec00 001027 14810 14995 14595 14665 -140 13,357 83,668 -1,418
Mar01 001027 14685 14685 14685 14685 -140 0 3,622 +0
Jun01 001027 14665 14665 14665 14665 -140 0 405 +0
Total Volume and Open Interest 13,357 88,100 -1,418
CAC 40(MATIF)
Oct00 001027 6240.0 6326.0 6232.0 6284.5 +34.5 92,059 304,552 -15,818
Nov00 001027 6288.0 6350.0 6259.0 6305.0 +35.5 36,198 77,709 +34,966
Dec00 001027 6254.0 6362.0 6254.0 6306.0 +26.0 8,281 145,749 +6,618
Total Volume and Open Interest 136,663 548,027 +25,837
DAX Index(EUREX)
Dec00 001027 6885.0 6978.0 6871.5 6971.0 +187.5 41,896 158,963 +842
Mar01 001027 6975.0 7060.0 6975.0 7060.0 +188.5 733 4,323 -91
Jun01 001027 7086.5 7137.0 7065.5 7137.0 +190.0 913 5,052 +555
Total Volume and Open Interest 43,542 168,338 +1,306
FT-SE 100(LIFFE)
Dec00 001027 6360.50 6444.00 6350.00 6424.50 +122.50 31,606 223,411 -5,059
Mar01 001027 6434.00 6489.00 6426.00 6478.50 +122.00 18 5,520 +0
Jun01 001027 6501.50 6550.00 6501.50 6550.00 +122.00 1 4,784 +0
Total Volume and Open Interest 31,825 233,715 -5,059
SPI 200(SFE)
Dec00 001027 3283.0 3293.0 3275.0 3277.0 +4.0 9,297 117,862 +892
Mar01 001027 3306.0 3306.0 3298.0 3298.0 +4.0 19 1,645 +12
Jun01 001027 3326.0 3326.0 3326.0 3326.0 +4.0 0 174 +0
Total Volume and Open Interest 9,316 119,681 +904
GSCI(CME)
Nov00 001027 241.75 241.75 237.20 237.20 -5.50 144 35,579 -9
Dec00 001027 238.50 238.70 236.80 236.80 -7.00 1 29 +0
Jan01 001027 233.20 233.20 233.20 233.20 -4.80 0 2 +0
Total Volume and Open Interest 145 35,610 -9
Bridge CRB Index(NYBOT)
Nov00 001027 221.25 222.25 221.00 221.00 -0.60 113 574 +3
Jan01 001027 221.60 222.50 221.25 221.25 -0.35 42 733 +15
Feb01 001027 220.00 220.70 220.00 220.00 -0.10 3 352 +1
Total Volume and Open Interest 158 1,663 +19
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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