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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 January 10, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 000110 466.00 469.25 465.00 466.25 -5.25 8,943 4,491 -1,986
Mar00 000110 472.50 476.50 472.00 473.50 -5.25 29,927 66,231 +1,480
May00 000110 480.00 484.75 480.00 481.50 -5.50 2,934 26,128 +565
Jul00 000110 487.25 491.75 487.00 488.25 -5.00 1,572 23,917 +90
Aug00 000110 490.00 493.00 488.00 488.75 -5.25 199 2,852 +118
Sep00 000110 491.00 494.00 490.50 491.00 -4.25 214 916 +201
Nov00 000110 497.00 500.50 496.00 497.50 -4.50 432 10,812 +147
Total Volume and Open Interest 44,224 135,390 +617
Soybean Meal(CBOT)
Jan00 000110 147.50 148.70 147.00 147.70 -1.40 2,326 4,478 -657
Mar00 000110 148.50 150.40 148.30 149.40 -1.30 7,207 40,006 +1,100
May00 000110 149.00 150.70 148.80 149.90 -1.10 2,583 22,976 +168
Jul00 000110 151.00 152.20 150.50 151.40 -1.10 742 16,955 -139
Aug00 000110 151.50 152.40 151.00 151.30 -0.80 31 5,879 +25
Sep00 000110 151.50 152.00 151.50 151.50 -0.80 35 3,322 +17
Oct00 000110 151.00 152.50 151.00 152.00 -0.20 28 2,137 -4
Dec00 000110 154.80 155.70 154.30 155.00 -1.00 148 7,091 +73
Total Volume and Open Interest 13,100 102,852 +583
Soybean Oil(CBOT)
Jan00 000110 15.80 15.80 15.68 15.71 -0.19 3,299 2,886 -307
Mar00 000110 16.03 16.08 15.94 15.98 -0.21 7,054 57,661 -186
May00 000110 16.37 16.39 16.25 16.31 -0.20 1,956 22,625 -215
Jul00 000110 16.65 16.71 16.57 16.62 -0.18 195 20,114 +27
Aug00 000110 16.83 16.83 16.73 16.76 -0.20 0 4,628 +0
Sep00 000110 16.97 16.97 16.87 16.91 -0.14 4 2,776 +2
Oct00 000110 17.12 17.12 17.02 17.03 -0.17 6 3,313 +5
Dec00 000110 17.30 17.42 17.30 17.31 -0.17 235 13,562 -55
Total Volume and Open Interest 12,855 128,571 -635
Canola(WCE)
Jan00 000110 253.8 253.8 253.8 253.8 -2.7 52 279 -77
Mar00 000110 258.0 258.2 256.5 256.7 -3.3 2,722 35,357 +577
May00 000110 262.5 262.6 260.8 260.8 -3.7 170 8,930 +38
Jul00 000110 267.0 267.0 265.1 265.1 -3.6 805 9,429 -22
Aug00 000110 268.5 268.5 268.5 268.5 -2.5 0 450 +0
Total Volume and Open Interest 3,866 56,069 +621
Corn(CBOT)
Mar00 000110 205.50 209.25 204.75 208.50 +1.50 46,372 219,250 +2,882
May00 000110 212.50 216.25 212.00 215.50 +1.50 4,912 63,508 +88
Jul00 000110 219.75 223.25 219.00 222.50 +1.75 5,033 65,638 +1,050
Sep00 000110 226.50 229.50 226.00 229.25 +1.75 1,149 17,548 -282
Nov00 000110 236.00 236.00 236.00 236.00 +1.50 0 573 +0
Dec00 000110 235.50 238.75 235.25 238.50 +1.75 1,641 36,598 -36
Total Volume and Open Interest 59,376 406,215 +3,882
Wheat(CBOT)
Mar00 000110 249.50 255.00 249.00 253.50 +1.75 16,470 85,676 +1,086
May00 000110 260.50 265.75 259.75 264.25 +1.50 1,775 10,098 -89
Jul00 000110 270.50 276.00 270.00 274.75 +2.25 1,783 25,172 +597
Sep00 000110 281.00 286.50 281.00 285.00 +2.00 57 1,839 +42
Dec00 000110 294.50 301.00 294.50 300.00 +2.75 625 4,296 +272
Total Volume and Open Interest 20,713 127,130 +1,911
Wheat(KCBT)
Mar00 000110 276.00 282.00 275.50 279.75 +2.00 4,241 40,645 +412
May00 000110 287.00 292.00 286.00 290.50 +1.50 1,033 9,100 +285
Jul00 000110 297.50 302.50 296.00 300.75 +1.75 1,020 11,999 +178
Sep00 000110 306.00 311.00 306.00 310.00 +1.50 1 711 +1
Dec00 000110 319.25 325.50 319.25 324.25 +3.75 5 796 +5
Total Volume and Open Interest 6,300 63,251 +881
Wheat(MGE)
Mar00 000110 316.00 319.75 315.50 318.50 +1.00 1,635 11,460 -30
May00 000110 325.25 328.50 325.00 327.75 +1.00 550 5,123 +50
Jul00 000110 334.00 336.50 333.50 335.00 +0.75 345 2,517 +78
Sep00 000110 340.25 343.75 340.25 342.00 +1.25 133 1,076 +7
Dec00 000110 349.00 354.00 349.00 351.50 +1.50 135 420 +96
Total Volume and Open Interest 2,798 20,633 +201
Oats(CBOT)
Mar00 000110 108.75 109.75 108.50 109.50 unch 556 7,289 +127
May00 000110 114.50 115.50 113.75 115.00 +0.25 127 3,081 +52
Jul00 000110 112.75 113.75 112.75 113.50 +0.25 72 1,683 -17
Sep00 000110 118.00 118.00 118.00 118.00 +0.75 0 659 +0
Total Volume and Open Interest 755 13,594 +162
Rough Rice(CBOT)
Jan00 000110 5.35 5.35 5.31 5.31 -0.03 17 420 -11
Mar00 000110 5.53 5.54 5.49 5.49 -0.04 206 3,361 +1
May00 000110 5.77 5.79 5.71 5.71 -0.05 6 1,608 +1
Jul00 000110 5.99 5.99 5.94 5.94 -0.04 28 917 +16
Total Volume and Open Interest 357 6,418 +107
Live Cattle(CME)
Feb00 000110 71.050 71.075 70.750 70.775 -0.100 13,515 50,746 +310
Apr00 000110 72.950 73.075 72.750 72.800 -0.200 8,748 38,998 +3,410
Jun00 000110 70.450 70.675 70.250 70.575 +0.150 4,341 16,986 +1,366
Aug00 000110 70.775 70.975 70.750 70.950 +0.150 1,335 9,403 +205
Oct00 000110 72.800 72.900 72.750 72.825 +0.025 282 3,436 +47
Dec00 000110 73.900 74.050 73.875 73.925 unch 226 3,005 +99
Total Volume and Open Interest 29,938 124,994 +7,256
Feeder Cattle(CME)
Jan00 000110 86.950 87.100 86.750 86.800 -0.075 1,182 5,392 -354
Mar00 000110 87.150 87.150 86.700 86.850 -0.025 1,706 9,589 +85
Apr00 000110 86.850 87.050 86.600 86.850 +0.075 420 4,104 +116
May00 000110 86.950 86.950 86.600 86.825 -0.025 509 4,656 +135
Aug00 000110 88.000 88.000 87.700 87.900 -0.075 698 3,499 +255
Sep00 000110 88.400 88.400 88.050 88.350 +0.100 548 985 +251
Oct00 000110 88.500 88.600 88.400 88.600 +0.025 110 341 +82
Total Volume and Open Interest 5,277 28,780 +667
Lean Hogs(CME)
Feb00 000110 56.150 56.600 55.600 55.650 +0.025 5,251 21,027 -1,122
Apr00 000110 58.000 58.400 57.600 57.875 +0.175 4,044 12,422 +1,025
Jun00 000110 65.450 65.750 65.100 65.650 +0.325 1,020 7,691 +276
Jul00 000110 63.900 64.250 63.800 64.100 +0.050 326 2,445 +198
Aug00 000110 61.800 61.800 61.125 61.225 -0.025 175 1,468 +67
Oct00 000110 57.300 57.600 57.050 57.250 -0.250 43 842 +5
Dec00 000110 55.800 55.800 55.600 55.675 -0.050 22 259 +4
Feb01 000110 56.700 57.000 56.700 56.700 unch 0 21 +0
Total Volume and Open Interest 10,887 46,181 +458
Pork Bellies(CME)
Feb00 000110 82.000 82.875 80.600 80.900 -1.325 1,790 4,356 +46
Mar00 000110 80.550 81.400 79.350 79.900 -1.100 245 598 +43
May00 000110 80.750 81.700 79.400 79.750 -0.825 112 437 +38
Jul00 000110 80.600 80.900 79.400 79.575 -1.025 37 198 -2
Aug00 000110 78.000 78.025 75.750 75.750 -0.500 2 48 +0
Total Volume and Open Interest 2,186 5,637 +125
Cocoa(NYBOT)
Mar00 000110 848 855 837 839 -14 5,008 40,617 -517
May00 000110 875 881 865 866 -14 890 17,695 +329
Jul00 000110 901 904 892 892 -13 202 8,711 +122
Sep00 000110 928 933 920 920 -13 411 9,982 +265
Dec00 000110 965 965 956 956 -13 740 6,367 +449
Mar01 000110 1003 1005 992 992 -13 200 4,880 +46
May01 000110 1016 1016 1016 1016 -13 0 2,937 +0
Total Volume and Open Interest 7,451 94,887 +694
Coffee "C"(NYBOT)
Mar00 000110 126.00 126.00 116.70 117.55 +3.40 6,855 29,411 -298
May00 000110 125.00 125.00 119.00 120.25 +3.40 731 8,766 +89
Jul00 000110 127.00 127.00 122.00 122.60 +3.30 518 3,375 -14
Sep00 000110 127.75 128.50 124.00 124.50 +3.20 135 2,768 +52
Dec00 000110 128.50 129.25 126.00 126.00 +3.20 72 1,992 -38
Mar01 000110 127.50 127.50 127.50 127.50 +3.20 7 421 +1
Total Volume and Open Interest 8,318 46,733 -208
Orange Juice(NYBOT)
Jan00 000110 88.40 88.95 86.15 86.15 -0.95 47 389 -19
Mar00 000110 84.10 84.75 84.05 84.15 +0.15 757 14,646 +441
May00 000110 83.80 84.20 83.80 83.90 +0.35 61 3,877 +29
Jul00 000110 84.00 84.10 83.70 83.70 +0.20 77 1,718 +62
Sep00 000110 84.25 84.25 83.90 83.90 +0.15 105 727 +20
Total Volume and Open Interest 1,057 21,745 +543
Sugar #11(NYBOT)
Mar00 000110 5.86 5.93 5.78 5.83 -0.01 12,075 84,763 +935
May00 000110 6.07 6.11 6.03 6.05 -0.01 1,953 47,785 +109
Jul00 000110 6.24 6.30 6.23 6.25 +0.02 1,977 29,025 +135
Oct00 000110 6.47 6.53 6.46 6.51 +0.06 626 11,114 +27
Mar01 000110 6.54 6.55 6.54 6.55 +0.05 243 8,217 +68
Total Volume and Open Interest 16,879 182,021 +1,279
London Cocoa(LCE)
Mar00 000110 566 570 563 565 +1 3,773 56,022 +431
May00 000110 593 598 590 593 +2 838 35,224 +210
Jul00 000110 608 612 608 609 +2 365 18,731 -2
Sep00 000110 626 633 624 626 +2 1,185 21,727 +341
Dec00 000110 650 653 649 649 +2 991 15,137 +624
Mar01 000110 671 674 670 670 +1 485 9,970 +185
May01 000110 687 687 687 687 +1 1 5,006 +0
Total Volume and Open Interest 7,649 166,216 +1,789
London Coffee(LCE)
Jan00 000110 1535.00 1550.00 1520.00 1529.00 +44.00 125 12,063 -142
Mar00 000110 1222.00 1240.00 1192.00 1204.00 +36.00 3,320 30,641 +873
May00 000110 1247.00 1247.00 1208.00 1218.00 +34.00 1,061 9,066 +339
Jul00 000110 1268.00 1268.00 1235.00 1235.00 +34.00 428 5,319 +341
Sep00 000110 1285.00 1285.00 1255.00 1255.00 +34.00 2 1,289 -2
Nov00 000110 1275.00 1275.00 1275.00 1275.00 +34.00 0 667 +0
Total Volume and Open Interest 4,936 59,091 +1,409
London Sugar(LCE)
Mar00 000110 172.60 173.30 172.50 172.90 +0.10 1,344 19,393 -184
May00 000110 177.50 177.90 177.30 177.60 +0.30 381 9,202 +199
Aug00 000110 182.50 183.30 182.00 182.80 +0.20 214 6,835 -135
Oct00 000110 187.10 187.10 187.10 187.10 -0.10 142 4,592 +6
Dec00 000110 187.70 187.70 187.70 187.70 -2.00 1 87 +0
Total Volume and Open Interest 2,082 40,179 -114
Cotton(NYBOT)
Mar00 000110 53.85 53.95 53.20 53.56 -0.40 19,389 29,422 -1,023
May00 000110 54.80 55.25 54.50 54.87 -0.22 2,980 13,560 -258
Jul00 000110 56.00 56.45 55.60 56.10 -0.27 1,808 8,633 +239
Oct00 000110 57.80 57.80 57.50 57.75 -0.20 2 437 +1
Dec00 000110 57.90 58.20 57.60 58.20 -0.20 544 4,038 +90
Mar01 000110 59.20 59.40 59.20 59.40 -0.23 1 351 +1
Total Volume and Open Interest 24,724 56,635 -950
Lumber(CME)
Jan00 000110 354.0 357.3 353.2 356.0 +1.5 204 850 -30
Mar00 000110 349.4 352.4 346.6 350.1 +1.3 403 1,656 +91
May00 000110 340.0 341.9 338.3 340.9 +0.7 48 524 +24
Jul00 000110 339.0 339.7 338.0 339.1 +1.0 17 177 +4
Total Volume and Open Interest 680 3,261 +87
Crude Oil(NYM)
Feb00 000110 24.35 24.75 24.02 24.67 +0.45 91,828 116,577 -3,866
Mar00 000110 23.90 24.20 23.57 24.13 +0.37 50,388 81,817 +6,257
Apr00 000110 23.40 23.65 23.15 23.62 +0.37 16,892 44,735 +2,989
May00 000110 22.84 23.13 22.70 23.13 +0.38 4,655 26,670 +616
Jun00 000110 22.35 22.64 22.24 22.64 +0.37 7,259 52,198 -128
Jul00 000110 21.85 22.17 21.80 22.17 +0.38 3,374 32,311 +369
Aug00 000110 21.44 21.76 21.44 21.76 +0.38 1,255 16,676 +214
Sep00 000110 21.08 21.42 21.08 21.42 +0.37 1,129 14,615 -50
Oct00 000110 20.85 21.11 20.85 21.11 +0.37 710 12,902 -2
Nov00 000110 20.60 20.82 20.60 20.82 +0.37 275 9,288 +66
Total Volume and Open Interest 184,061 520,053 +8,805
Heating Oil(NYM)
Feb00 000110 65.05 65.20 63.55 64.72 -0.03 26,320 50,891 -583
Mar00 000110 63.25 63.25 61.95 63.07 +0.18 9,638 20,190 +1,499
Apr00 000110 60.70 60.97 60.00 60.97 +0.53 1,546 8,965 +418
May00 000110 58.25 58.82 57.90 58.82 +0.83 41,588 136,256 +2,449
Jun00 000110 56.45 57.12 56.30 57.12 +0.93 41,588 136,256 +2,449
Jul00 000110 56.10 56.47 55.60 56.47 +1.03 478 12,860 +73
Aug00 000110 55.90 56.27 55.90 56.27 +1.08 550 4,808 -169
Sep00 000110 56.25 56.67 56.25 56.67 +1.08 111 3,884 +74
Oct00 000110 57.02 57.02 57.02 57.02 +1.08 0 2,222 +0
Nov00 000110 57.42 57.42 57.42 57.42 +1.08 7 1,300 +2
Total Volume and Open Interest 41,588 136,256 +2,449
Unleaded Gas(NYM)
Feb00 000110 66.30 67.10 65.40 66.96 +0.86 26,090 36,480 -1,650
Mar00 000110 66.70 67.30 65.75 67.21 +0.70 10,685 17,442 +323
Apr00 000110 69.70 70.48 69.10 70.48 +0.78 2,393 16,169 -105
May00 000110 69.10 69.91 68.50 69.91 +0.91 1,075 6,541 +126
Jun00 000110 67.85 68.95 67.85 68.95 +1.05 516 2,994 +141
Jul00 000110 67.48 67.48 67.48 67.48 +1.13 455 4,287 -69
Aug00 000110 64.50 65.53 64.40 65.53 +1.23 371 1,824 +253
Sep00 000110 63.48 63.48 63.48 63.48 +1.38 285 3,042 +210
Total Volume and Open Interest 41,870 88,779 -771
Natural Gas(NYM)
Feb00 000110 2.180 2.255 2.165 2.216 +0.043 28,455 54,147 +333
Mar00 000110 2.215 2.290 2.210 2.253 +0.032 12,017 33,797 +333
Apr00 000110 2.250 2.300 2.240 2.273 +0.027 3,068 20,047 +213
May00 000110 2.280 2.310 2.265 2.293 +0.023 2,053 14,990 +56
Jun00 000110 2.305 2.335 2.290 2.315 +0.018 1,323 14,454 +367
Jul00 000110 2.330 2.340 2.320 2.340 +0.017 1,215 12,508 +111
Aug00 000110 2.350 2.370 2.350 2.365 +0.016 1,004 11,866 -24
Sep00 000110 2.375 2.385 2.370 2.385 +0.015 826 9,621 +241
Total Volume and Open Interest 52,667 260,032 +2,099
Brent Crude Oil(IPE)
Feb00 000110 23.04 23.78 23.04 23.78 +0.69 34,826 43,925 -5,620
Mar00 000110 22.50 23.20 22.50 23.18 +0.53 24,956 68,419 +5,264
Apr00 000110 22.12 22.70 22.02 22.70 +0.50 8,442 29,028 +3,107
May00 000110 21.43 21.80 21.43 21.80 +0.25 3,785 15,349 +60
Jun00 000110 21.00 21.20 20.97 21.20 +0.23 2,100 23,988 +116
Jul00 000110 20.57 20.70 20.56 20.70 +0.18 2,158 13,907 +1,270
Aug00 000110 20.35 20.45 20.25 20.45 +0.28 453 4,128 -106
Sep00 000110 20.03 20.03 19.93 19.93 +0.05 800 2,843 -827
Total Volume and Open Interest 79,958 247,687 +3,479
Gas Oil(IPE)
Jan00 000110 200.50 202.50 195.75 196.00 -9.25 13,160 21,416 -5,863
Feb00 000110 194.50 198.00 193.00 193.00 -6.75 15,433 36,847 +1,776
Mar00 000110 190.50 193.00 188.75 189.75 -5.00 5,173 12,037 +217
Apr00 000110 184.25 187.00 184.25 184.75 -3.75 807 5,177 -166
May00 000110 179.00 182.00 179.00 179.50 -3.00 939 3,806 +27
Jun00 000110 173.00 177.75 173.00 175.25 -2.25 2,004 9,426 -192
Jul00 000110 170.75 175.25 170.75 173.25 -2.00 1,625 7,513 +1,075
Aug00 000110 174.25 174.25 172.75 172.75 -2.00 493 3,730 +68
Total Volume and Open Interest 39,979 113,431 -2,838
US Dollar Index(NYBOT)
Mar00 000110 100.44 100.91 100.40 100.65 +0.15 2,849 7,720 +1,721
Jun00 000110 100.42 100.42 100.42 100.33 +0.15 0 2,019 +0
Sep00 000110 100.01 100.01 100.01 100.01 +0.15 0 1 +0
Total Volume and Open Interest 1,548 8,018 -1
Australian Dollar(IMM)
Mar00 000110 65.68 65.78 65.58 65.70 +0.09 1,038 27,382 -288
Jun00 000110 65.75 65.75 65.75 65.75 +0.09 1 14 +0
Sep00 000110 65.80 65.80 65.80 65.80 +0.09 0 1 +0
Total Volume and Open Interest 1,044 27,404 -288
British Pound(IMM)
Mar00 000110 163.64 163.94 163.60 163.68 -0.18 13,721 35,107 +4,675
Jun00 000110 163.62 163.62 163.50 163.62 -0.18 3 7 +1
Sep00 000110 163.54 163.54 163.40 163.54 -0.18 1 1 +0
Total Volume and Open Interest 13,725 35,115 +4,676
Canadian Dollar(IMM)
Mar00 000110 68.84 68.92 68.75 68.83 +0.04 10,144 54,440 -2,717
Jun00 000110 68.98 69.04 68.92 68.98 +0.04 190 5,480 +88
Sep00 000110 69.12 69.12 69.05 69.10 +0.04 58 1,262 +13
Dec00 000110 69.25 69.28 69.21 69.21 +0.04 48 502 +29
Total Volume and Open Interest 10,441 61,696 -2,587
Japanese Yen(IMM)
Mar00 000110 96.33 96.33 95.82 96.06 +0.10 27,582 74,777 +4,649
Jun00 000110 97.57 97.63 97.43 97.63 +0.10 244 3,355 -8
Sep00 000110 99.10 99.18 99.10 99.18 +0.10 230 419 +0
Total Volume and Open Interest 28,057 78,558 +4,641
Swiss Franc(IMM)
Mar00 000110 64.03 64.33 64.02 64.21 -0.18 11,068 44,226 -2,724
Jun00 000110 64.70 65.07 64.70 64.94 -0.18 2 192 -1
Sep00 000110 65.61 65.61 65.52 65.61 -0.18 4 32 +0
Total Volume and Open Interest 11,074 44,450 -2,725
EuroFX(IMM)
Mar00 000110 102.76 103.23 102.72 103.04 -0.28 11,912 56,056 -179
Jun00 000110 103.84 103.89 103.50 103.75 -0.28 2 166 +2
Sep00 000110 104.40 104.40 104.40 104.40 -0.28 0 97 +0
Total Volume and Open Interest 11,914 56,323 -177
Mexican Peso(IMM)
Mar00 000110 10360.0 10415.0 10355.0 10370.0 +85.0 4,434 12,678 +129
Jun00 000110 10060.0 10060.0 10025.0 10035.0 +90.0 135 2,192 -78
Total Volume and Open Interest 4,581 15,109 +61
30-Year T-Bonds(CBOT)
Mar00 000110 90~29 90~30 90~11 90~18 -0~12 404,226 567,338 +15,678
Jun00 000110 90~10 90~10 90~01 90~08 -0~12 11,466 28,213 +7,889
Sep00 000110 89~31 89~31 89~31 89~31 -0~12 0 607 +0
Total Volume and Open Interest 415,692 596,197 +23,567
Municipal Bonds(CBOT)
Mar00 000110 91~22 91~23 91~13 91~18 -0~12 2,019 20,983 +209
Jun00 000110 90~25 90~25 90~25 90~25 -0~12 0 1 +0
Total Volume and Open Interest 2,019 20,984 +209
10-Year T-Notes(CBOT)
Mar00 000110 95~175 95~175 95~075 95~110 -0~075 132,390 542,207 +16,995
Jun00 000110 95~020 95~050 95~010 95~030 -0~075 3,429 9,318 +2,466
Total Volume and Open Interest 135,819 551,525 +19,461
5-Year T-Notes(CBOT)
Mar00 000110 97~245 97~250 97~215 97~230 -0~070 64,012 342,954 -1,322
Jun00 000110 97~150 97~150 97~130 97~140 -0~070 1,000 2,636 +1,000
Total Volume and Open Interest 65,012 345,590 -322
2 Year T-Notes(CBOT)
Mar00 000110 99~018 99~018 99~011 99~014 -0~014 1,012 32,401 -670
Jun00 000110 98~122 98~122 98~122 98~122 -0~014 20 0 -20
Total Volume and Open Interest 1,032 32,401 -690
3-Mth T-Bills(IMM)
Mar00 000110 94.50 94.51 94.49 94.50 -0.01 374 2,393 -55
Total Volume and Open Interest 187 2,393 -55
Eurodollars(IMM)
Mar00 000110 93.780 93.795 93.780 93.790 -0.005 68,876 508,038 +3,754
Jun00 000110 93.480 93.490 93.470 93.480 -0.030 107,013 471,483 +21,764
Sep00 000110 93.250 93.260 93.240 93.245 -0.035 103,176 352,699 +6,724
Dec00 000110 93.055 93.060 93.035 93.040 -0.050 57,834 274,323 +428
Mar01 000110 93.030 93.040 93.015 93.015 -0.055 31,619 212,028 +3,705
Jun01 000110 92.940 92.945 92.920 92.925 -0.050 19,125 165,767 -1,664
Sep01 000110 92.895 92.895 92.870 92.870 -0.060 9,765 118,464 +1,811
Dec01 000110 92.810 92.810 92.790 92.800 -0.050 6,790 97,702 +455
Mar02 000110 92.855 92.855 92.830 92.830 -0.055 3,634 92,272 +348
Jun02 000110 92.845 92.845 92.820 92.820 -0.055 4,651 68,888 +1,371
Sep02 000110 92.830 92.830 92.810 92.810 -0.050 3,263 64,680 +644
Dec02 000110 92.770 92.770 92.750 92.750 -0.050 3,480 62,874 +513
Total Volume and Open Interest 441,982 2,936,498 +45,703
3-Mth Euro-Yen(IMM)
Mar00 000110 99.83 99.83 99.82 99.82 -0.02 1,391 20,908 +406
Jun00 000110 99.72 99.72 99.71 99.71 -0.02 1,770 15,162 +518
Sep00 000110 99.54 99.54 99.53 99.53 -0.01 1,620 11,279 +524
Dec00 000110 99.38 99.38 99.36 99.36 -0.02 366 5,947 +108
Mar01 000110 99.26 99.26 99.25 99.25 -0.02 1,160 8,157 +29
Jun01 000110 99.14 99.14 99.13 99.13 -0.02 1,407 3,693 +276
Sep01 000110 98.99 98.99 98.99 98.99 -0.02 1,272 5,171 +814
Dec01 000110 98.85 98.85 98.85 98.85 -0.02 0 107 +0
Mar02 000110 98.77 98.77 98.77 98.77 unch 0 179 +0
Jun02 000110 98.68 98.68 98.68 98.68 unch 0 49 +0
Total Volume and Open Interest 8,986 70,652 +2,675
3-Mth Euro-Yen(SIMEX)
Mar00 000110 99.83 99.84 99.83 99.83 -0.01 10,329 122,833 -2,445
Jun00 000110 99.72 99.72 99.72 99.72 -0.01 10,133 101,085 -921
Sep00 000110 99.55 99.56 99.55 99.55 -0.01 8,079 64,061 -2,452
Dec00 000110 99.39 99.39 99.38 99.39 unch 4,123 35,894 +3,053
Mar01 000110 99.31 99.31 99.28 99.28 -0.01 3,709 39,152 -171
Jun01 000110 99.17 99.17 99.14 99.15 -0.03 5,969 32,948 +361
Sep01 000110 99.05 99.05 99.00 99.00 -0.03 899 16,836 +163
Dec01 000110 98.84 98.84 98.84 98.84 -0.02 19 1,411 -1
Total Volume and Open Interest 43,560 417,130 -2,413
German Euro-Bund(EUREX)
Mar00 000110 103.69 103.97 103.49 103.65 +0.06 698,518 566,351 -21,401
Jun00 000110 102.92 103.05 102.79 102.79 +0.03 5,927 16,781 +1,560
Sep00 000110 102.13 102.13 102.13 102.13 +0.02 0 448 +0
Total Volume and Open Interest 704,445 583,580 -19,841
German Euro-Bobl(EUREX)
Mar00 000110 103.51 103.66 103.38 103.53 +0.08 267,226 352,702 +12,814
Jun00 000110 102.85 102.93 102.85 102.93 +0.08 829 1,735 -1,975
Sep00 000110 102.48 102.48 102.48 102.48 +0.03      
Total Volume and Open Interest 268,055 354,437 +20,479
Long Gilt(LIFFE)
Mar00 000110 109~16 110~12 109~16 110~01 +0~14 20,665 58,458 +1,489
Jun00 000110 110~22 110~22 110~17 110~22 +0~20      
Total Volume and Open Interest 20,930 58,458 +1,489
3-Mth Short Sterling(LIFFE)
Mar00 000110 93.55 93.57 93.54 93.54 -0.01 23,217 175,293 -935
Jun00 000110 93.18 93.19 93.16 93.16 -0.02 20,770 156,130 -1,607
Sep00 000110 92.92 92.95 92.91 92.93 -0.01 12,944 106,791 -683
Total Volume and Open Interest 78,246 727,130 -5,248
3-Mth Euribor(LIFFE)
Mar00 000110 96.385 96.400 96.380 96.380 -0.010 41,386 338,015 +3,295
Jun00 000110 96.020 96.040 96.005 96.025 unch 56,781 235,190 +9,322
Sep00 000110 95.770 95.790 95.750 95.760 -0.015 38,624 184,843 +322
Total Volume and Open Interest 207,306 1,200,845 +18,468
3-Mth Aus T-Bills(SFE)
Mar00 000110 93.98 94.00 93.93 93.95 -0.05 1,342 0 -251,442
Jun00 000110 93.47 93.48 93.41 93.43 -0.03 526 0 -63,637
Sep00 000110 93.09 93.12 93.06 93.07 -0.03 2,015 0 -27,010
Dec00 000110 92.85 92.87 92.79 92.80 -0.03 818 0 -16,874
Mar01 000110 92.71 92.71 92.64 92.64 -0.03 208 0 -12,008
Jun01 000110 92.57 92.57 92.49 92.50 -0.03 366 0 -9,388
Sep01 000110 92.37 92.40 92.37 92.40 -0.02 1 0 -5,723
Dec01 000110 92.30 92.31 92.30 92.31 -0.02 16 0 -3,026
Mar02 000110 92.25 92.25 92.25 92.25 -0.03      
Jun02 000110 92.21 92.21 92.21 92.21 -0.01      
Total Volume and Open Interest 5,292 403,451 +9,027
10-Year Aus T-Bonds(SFE)
Mar00 000110 92.84 92.87 92.78 92.80 -0.03 10,460 0 -110,781
Jun00 000110 92.93 92.93 92.93 92.93 -0.01      
Total Volume and Open Interest 8,917 120,033 +9,252
3-Year Aus T-Bonds(SFE)
Mar00 000110 93.18 93.21 93.13 93.15 -0.04 18,149 0 -206,225
Jun00 000110 93.25 93.25 93.25 93.25 -0.04      
Total Volume and Open Interest 18,149 221,527 +15,302
Gold(CMX)
Feb00 000110 282.8 283.9 282.4 282.7 -0.2 19,055 66,778 -1,953
Apr00 000110 284.7 285.8 284.4 284.7 -0.2 3,075 17,287 +1,971
Jun00 000110 286.8 287.9 286.4 286.8 -0.2 1,108 23,446 +102
Aug00 000110 289.1 289.1 289.1 289.1 -0.2 0 10,538 +0
Oct00 000110 291.3 291.3 291.3 291.3 -0.2 30 3,192 -30
Dec00 000110 294.0 294.0 293.6 293.6 -0.2 76 14,421 -25
Total Volume and Open Interest 23,344 158,230 +65
Silver(CMX)
Mar00 000110 520.0 523.0 518.0 519.0 -0.5 4,729 53,863 -589
May00 000110 523.5 525.0 520.0 521.4 -0.5 78 5,185 +41
Jul00 000110 523.5 525.5 522.3 522.3 -0.2 28 3,568 -3
Sep00 000110 526.0 526.0 523.4 523.4 -0.2 0 1,405 +0
Dec00 000110 525.0 528.0 523.9 523.9 -0.2 32 4,931 +14
Total Volume and Open Interest 4,940 72,559 -487
Platinum(NYM)
Jan00 000110 414.0 415.0 414.0 415.0 +1.0 130 455 -89
Apr00 000110 396.0 400.8 395.0 398.5 +2.5 819 8,956 -872
Jul00 000110 395.0 395.0 391.5 391.5 +2.5 18 670 +8
Oct00 000110 391.5 391.5 391.5 391.5 +2.5 0 1 +0
Total Volume and Open Interest 967 10,085 -953
Palladium(NYME)
Mar00 000110 443.90 456.00 443.90 451.95 +8.05 102 2,790 +5
Jun00 000110 445.00 447.95 445.00 447.95 +8.05 2 100 +1
Total Volume and Open Interest 104 2,890 +6
Copper(CMX)
Mar00 000110 85.25 85.45 84.00 84.65 -0.75 6,229 49,568 -228
May00 000110 85.80 86.10 85.00 85.45 -0.65 97 5,332 +8
Jul00 000110 86.40 86.50 85.70 85.95 -0.60 24 4,388 +14
Sep00 000110 87.20 87.20 86.50 86.50 -0.55 22 3,902 +20
Dec00 000110 87.75 87.75 87.00 87.15 -0.50 783 3,318 +70
Total Volume and Open Interest 8,286 78,268 +139
DJIA Index(CBOT)
Mar00 000110 11745 11770 11640 11702 +42 16,944 12,805 +667
Jun00 000110 11875 11890 11795 11842 +44 33 761 +5
Sep00 000110 12050 12050 11960 11990 +45 0 253 -50
Dec00 000110 12100 12160 12100 12150 +46 4 208 +0
Total Volume and Open Interest 16,981 14,027 +622
S & P 500(CME)
Mar00 000110 1474.00 1479.80 1462.50 1475.00 +14.50 95,523 354,368 -49
Jun00 000110 1495.00 1498.00 1481.00 1493.80 +14.50 36 8,593 -23
Sep00 000110 1513.70 1516.90 1513.70 1513.70 +14.80 352 2,356 +173
Dec00 000110 1533.00 1537.40 1533.00 1535.00 +15.60 15 2,128 -5
Total Volume and Open Interest 95,930 367,622 +97
S & P 500 E-Mini(Globex)
Mar00 000110 1459.75 1481.00 1455.25 1475.00 +14.50 60,545 15,318 +788
Jun00 000110 1493.75 1493.75 1493.75 1493.75 +14.50 3 21 +1
Total Volume and Open Interest 60,548 15,339 +789
NASDAQ 100(CME)
Mar00 000110 3680.00 3800.00 3637.00 3770.00 +212.50 19,290 23,383 +821
Jun00 000110 3820.00 3820.00 3820.00 3820.00 +212.50 6 62 +2
Sep00 000110 3725.50 3725.50 3725.50 3725.50 +68.00 0 1 +0
Total Volume and Open Interest 19,296 23,446 +823
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000110 3561.0 3804.5 3554.5 3770.0 +212.5 14,126 8,355 +114
Jun00 000110 3737.0 3820.0 3736.5 3820.0 +212.5 2 5 +1
Total Volume and Open Interest 14,128 8,360 +115
NYSE Composite(NYBOT)
Mar00 000110 656.00 656.00 650.00 652.55 +2.40 593 1,753 +123
Jun00 000110 660.30 660.30 660.30 660.30 +2.40 0 1,690 +0
Sep00 000110 668.05 668.05 668.05 668.05 +2.40      
Total Volume and Open Interest 0 3,665 +0
S & P Midcap 400(CME)
Mar00 000110 446.00 454.50 445.25 453.30 +12.30 0 12,537 +22
Jun00 000110 458.55 458.55 458.55 458.55 +12.30      
Sep00 000110 460.65 460.65 460.65 460.65 +12.30      
Total Volume and Open Interest 0 12,537 +22
Russell 2000(CME)
Mar00 000110 498.00 507.00 495.50 506.00 +13.25 123 13,689 +76
Jun00 000110 508.00 508.00 508.00 508.00 +13.25      
Sep00 000110 512.00 512.00 512.00 512.00 +13.25      
Total Volume and Open Interest 123 13,689 +76
Value Line(KCBT)
Mar00 000110 1038.00 1038.00 1026.00 1034.00 +8.15 98 301 +10
Total Volume and Open Interest 98 301 +10
Nikkei 225(CME)
Mar00 000110 18505 18670 18500 18665 +195 2,193 17,304 +253
Jun00 000110 18625 18625 18625 18625 +195 0 96 +0
Total Volume and Open Interest 2,193 17,400 +253
Nikkei 225(SIMEX)
Mar00 000107 18040 18210 17930 18140 +260 26,124 102,920 -399
Jun00 000107 18070 18070 18070 18070 +265 0 1,051 +0
Sep00 000107 18065 18065 18065 18065 +265 0 8,678 +0
Total Volume and Open Interest 25,703 102,269 +537
CAC 40(MATIF)
Jan00 000110 5600.0 5733.5 5600.0 5673.5 +73.5 59,947 126,323 +436
Feb00 000110 5670.0 5709.0 5667.5 5686.0 +122.5 180 2,789 -71
Mar00 000110 5634.5 5763.0 5634.5 5691.0 +114.0 2,434 64,577 +299
Total Volume and Open Interest 62,631 217,033 +714
DAX Index(EUREX)
Mar00 000110 6930.0 7019.0 6902.0 6960.0 +130.0 69,037 136,165 -1,215
Jun00 000110 6976.0 7059.0 6969.0 7012.5 +131.5 567 9,697 +232
Sep00 000110 7080.0 7133.0 7065.0 7083.0 +135.0 30 1,123 +0
Total Volume and Open Interest 69,634 146,985 -983
FT-SE 100(LIFFE)
Mar00 000110 6602.00 6670.00 6590.00 6632.00 +102.00 38,636 195,165 -2,012
Jun00 000110 6690.00 6718.50 6690.00 6708.00 +111.00 804 2,331 +743
Sep00 000110 6780.00 6780.00 6780.00 6780.00 +111.00 9 551 -5
Total Volume and Open Interest 39,449 198,047 -1,274
SPI 200(SFE)
Mar00 000110 3073.0 3109.0 3072.0 3100.0 +66.0 10,731 0 -120,493
Jun00 000110 3105.0 3120.0 3105.0 3120.0 +66.0 75 0 -7,964
Sep00 000110 3139.0 3139.0 3139.0 3139.0 +66.0 327 0 -3,794
Total Volume and Open Interest 11,133 144,951 +11,240
GSCI(CME)
Jan00 000110 189.15 190.65 187.80 190.65 +2.10 12,320 31,802 -10,798
Feb00 000110 188.00 189.85 187.50 189.75 +2.00 12,064 11,382 +11,067
Mar00 000110 188.00 188.00 187.10 188.00 +0.50 0 59 +0
Total Volume and Open Interest 24,384 43,243 +269
Bridge CRB Index(NYBOT)
Feb00 000110 202.65 202.90 202.30 202.45 +0.25 198 1,184 +45
Apr00 000110 203.65 203.95 203.40 203.45 +0.25 332 752 +151
Jun00 000110 206.00 206.00 205.45 205.45 +0.25 1 205 -1
Total Volume and Open Interest 977 3,566 +26
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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