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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed January 12, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 000112 479.00 479.00 471.50 472.50 +5.50 4,544 2,841 -794
Mar00 000112 486.00 487.00 479.00 480.25 +5.75 31,692 70,294 +1,041
May00 000112 491.50 493.00 487.00 488.50 +6.00 3,043 27,915 +667
Jul00 000112 499.50 500.00 494.50 496.25 +6.75 3,345 24,842 +564
Aug00 000112 499.00 501.00 496.50 496.75 +7.25 299 3,501 +143
Sep00 000112 502.00 504.00 498.00 498.00 +5.00 22 959 +15
Nov00 000112 509.00 510.50 504.50 505.50 +5.75 2,129 12,350 +1,034
Total Volume and Open Interest 45,083 142,749 +2,673
Soybean Meal(CBOT)
Jan00 000112 152.00 153.00 150.80 150.90 +2.10 2,261 2,807 -666
Mar00 000112 154.50 155.00 152.40 152.50 +2.20 10,950 43,457 +1,345
May00 000112 155.00 156.00 153.30 153.50 +2.70 2,267 23,121 +441
Jul00 000112 156.80 157.00 155.00 155.40 +2.80 575 17,131 +193
Aug00 000112 156.80 157.20 155.70 155.80 +3.10 88 5,849 -49
Sep00 000112 157.00 157.80 156.00 156.50 +3.60 132 3,334 -1
Oct00 000112 157.00 158.50 156.50 156.50 +3.30 93 2,215 +68
Dec00 000112 159.00 161.50 159.00 159.80 +3.10 110 7,125 -38
Total Volume and Open Interest 16,476 105,047 +1,293
Soybean Oil(CBOT)
Jan00 000112 15.80 15.80 15.53 15.68 +0.11 1,882 1,446 -600
Mar00 000112 16.00 16.05 15.78 15.93 +0.15 10,383 59,952 +1,712
May00 000112 16.30 16.34 16.10 16.25 +0.14 3,592 23,683 +959
Jul00 000112 16.68 16.68 16.43 16.57 +0.14 1,003 20,553 +261
Aug00 000112 16.64 16.69 16.60 16.69 +0.12 180 4,746 +13
Sep00 000112 16.80 16.85 16.75 16.83 +0.12 147 2,815 -23
Oct00 000112 17.00 17.00 16.92 16.95 +0.09 34 3,425 +5
Dec00 000112 17.30 17.30 17.15 17.27 +0.12 28 13,342 +11
Total Volume and Open Interest 17,291 130,968 +2,338
Canola(WCE)
Jan00 000112 259.0 259.0 257.0 257.0 +2.5 44 185 -44
Mar00 000112 261.0 261.5 258.6 258.7 +0.6 4,078 34,522 -373
May00 000112 265.0 265.0 262.0 262.1 +0.4 251 8,795 -138
Jul00 000112 268.5 269.0 266.1 266.3 +0.1 1,006 9,686 -31
Aug00 000112 269.2 269.2 269.2 269.2 +1.2 1,070 1,205 +755
Total Volume and Open Interest 8,135 56,930 +882
Corn(CBOT)
Mar00 000112 213.00 216.75 212.50 215.50 +8.25 41,000 218,977 +535
May00 000112 220.00 224.00 220.00 223.00 +8.50 8,120 66,211 +671
Jul00 000112 227.00 232.00 227.00 230.00 +8.00 6,473 68,911 +1,296
Sep00 000112 234.00 237.50 233.50 236.50 +7.75 1,227 17,930 +247
Nov00 000112 239.25 242.50 238.50 242.50 +7.50 328 856 +283
Dec00 000112 242.00 246.50 242.00 245.25 +7.25 4,794 38,448 +1,223
Total Volume and Open Interest 62,247 414,897 +4,433
Wheat(CBOT)
Mar00 000112 259.00 260.00 257.00 258.75 +5.00 17,507 85,692 -414
May00 000112 269.00 270.50 268.25 269.50 +5.00 2,027 10,383 +299
Jul00 000112 281.00 281.00 278.50 280.00 +5.00 3,714 25,232 -396
Sep00 000112 290.00 291.50 289.00 290.00 +5.00 153 2,097 +130
Dec00 000112 304.50 305.50 303.25 304.75 +4.75 194 4,351 -19
Total Volume and Open Interest 23,598 127,807 -397
Wheat(KCBT)
Mar00 000112 285.00 287.50 282.50 285.75 +5.75 6,503 40,105 -581
May00 000112 294.50 298.00 294.00 296.50 +6.50 1,070 9,562 +306
Jul00 000112 306.00 308.50 304.00 306.75 +6.25 1,410 12,379 +180
Sep00 000112 313.00 317.00 313.00 316.25 +6.25 63 716 +6
Dec00 000112 330.00 330.00 327.00 328.00 +4.50 1,046 1,700 +806
Total Volume and Open Interest 10,092 64,462 +717
Wheat(MGE)
Mar00 000112 320.00 323.00 320.00 322.75 +4.50 2,250 10,886 -38
May00 000112 330.00 332.75 329.50 332.00 +4.25 979 5,194 +52
Jul00 000112 338.50 341.00 338.00 340.00 +4.50 188 2,607 +71
Sep00 000112 347.25 348.00 346.50 346.50 +3.25 9 1,075 +1
Dec00 000112 355.00 357.50 354.00 356.50 +4.00 14 423 +4
Total Volume and Open Interest 3,440 20,222 +90
Oats(CBOT)
Mar00 000112 110.50 111.00 110.00 110.25 +1.75 350 7,451 +6
May00 000112 116.25 116.50 115.25 115.50 +1.25 105 3,185 +23
Jul00 000112 114.75 114.75 113.75 113.75 +1.25 74 1,777 +25
Sep00 000112 118.00 118.00 118.00 118.00 +1.25 12 671 +8
Total Volume and Open Interest 575 13,990 +73
Rough Rice(CBOT)
Jan00 000112 5.28 5.28 5.22 5.22 -0.04 1 420 -1
Mar00 000112 5.43 5.54 5.39 5.41 -0.02 282 3,382 -21
May00 000112 5.68 5.78 5.62 5.64 -0.02 20 1,619 +2
Jul00 000112 5.99 5.99 5.85 5.86 -0.04 46 937 +20
Total Volume and Open Interest 352 6,472 +2
Live Cattle(CME)
Feb00 000112 70.875 71.075 70.400 70.425 -0.450 11,609 49,807 -90
Apr00 000112 72.900 72.900 72.200 72.375 -0.400 9,754 41,810 +1,670
Jun00 000112 70.500 70.500 70.050 70.175 -0.375 4,302 19,078 +1,308
Aug00 000112 70.925 70.975 70.600 70.675 -0.300 1,090 9,840 +165
Oct00 000112 72.850 73.000 72.650 72.650 -0.250 315 3,471 +19
Dec00 000112 73.975 73.975 73.600 73.750 -0.300 66 3,063 +46
Total Volume and Open Interest 27,182 129,499 +3,121
Feeder Cattle(CME)
Jan00 000112 86.500 86.500 86.100 86.175 -0.475 1,094 5,064 -426
Mar00 000112 86.300 86.400 85.800 85.975 -0.675 1,333 9,821 +125
Apr00 000112 86.450 86.450 85.825 86.100 -0.450 350 4,247 +103
May00 000112 86.400 86.400 85.800 86.075 -0.475 517 4,829 +117
Aug00 000112 87.450 87.500 87.025 87.100 -0.500 324 3,697 +153
Sep00 000112 87.950 88.000 87.600 87.600 -0.500      
Oct00 000112 88.450 88.550 88.300 88.375 -0.075      
Total Volume and Open Interest 3,723 29,346 +120
Lean Hogs(CME)
Feb00 000112 55.800 56.250 54.700 54.800 -1.225 4,011 18,631 -1,299
Apr00 000112 57.950 58.500 57.250 57.425 -0.825 2,574 14,295 +953
Jun00 000112 65.550 66.050 65.250 65.625 -0.425 445 7,931 +106
Jul00 000112 64.100 64.750 64.000 64.200 -0.350 657 2,479 +39
Aug00 000112 61.425 62.100 61.400 61.550 -0.075 145 1,685 +43
Oct00 000112 57.250 57.950 57.200 57.500 unch 17 866 +14
Dec00 000112 55.800 55.900 55.800 55.800 +0.100 11 274 +5
Feb01 000112 57.100 57.300 57.100 57.100 +0.050 0 21 +0
Total Volume and Open Interest 7,860 46,188 -139
Pork Bellies(CME)
Feb00 000112 83.350 84.400 82.750 83.150 +0.800 1,159 4,297 -11
Mar00 000112 81.850 83.025 81.600 82.350 +1.275 304 808 +95
May00 000112 82.500 83.250 82.000 82.300 +1.050 68 464 +9
Jul00 000112 81.050 81.800 80.850 81.600 +1.000 26 210 +11
Aug00 000112 78.000 78.200 77.150 77.250 +0.250 0 48 +0
Total Volume and Open Interest 1,557 5,827 +104
Cocoa(NYBOT)
Mar00 000112 848 855 843 854 +8 2,073 40,129 -230
May00 000112 876 883 870 881 +8 754 17,872 -55
Jul00 000112 903 908 898 907 +9 119 8,769 -53
Sep00 000112 930 936 926 934 +8 500 11,020 +384
Dec00 000112 968 971 968 971 +8 62 6,465 +77
Mar01 000112 1001 1007 1001 1007 +8 179 4,972 +43
May01 000112 1031 1031 1031 1031 +8 11 2,926 -11
Total Volume and Open Interest 3,698 95,851 +155
Coffee "C"(NYBOT)
Mar00 000112 118.00 120.50 116.90 118.95 +1.15 3,976 29,778 -127
May00 000112 121.00 123.30 119.80 121.70 +1.15 577 8,896 -126
Jul00 000112 123.10 125.00 123.10 124.00 +1.15 63 3,346 -12
Sep00 000112 126.00 126.00 125.90 125.90 +1.15 67 2,791 +23
Dec00 000112 126.00 127.50 126.00 127.15 +1.15 55 2,006 +18
Mar01 000112 128.15 128.15 128.15 128.15 +1.15 4 417 -4
Total Volume and Open Interest 4,742 47,234 -228
Orange Juice(NYBOT)
Mar00 000112 82.50 82.80 82.35 82.80 +0.60 3,061 15,320 +630
May00 000112 82.15 82.50 82.05 82.40 +0.55 527 4,107 +198
Jul00 000112 82.10 82.35 82.10 82.20 +0.35 145 1,807 +58
Sep00 000112 82.50 82.50 82.45 82.45 +0.40 103 791 +35
Nov00 000112 82.80 82.80 82.80 82.80 +0.55 167 332 +109
Total Volume and Open Interest 4,043 22,565 +1,053
Sugar #11(NYBOT)
Mar00 000112 5.60 5.62 5.42 5.45 -0.22 15,950 84,127 +1,876
May00 000112 5.80 5.80 5.65 5.69 -0.18 2,102 48,747 +467
Jul00 000112 5.98 5.99 5.89 5.90 -0.18 2,258 29,405 +614
Oct00 000112 6.30 6.30 6.18 6.21 -0.15 1,731 11,664 +564
Mar01 000112 6.42 6.42 6.30 6.34 -0.11 425 8,602 +181
Total Volume and Open Interest 22,466 183,662 +3,702
London Cocoa(LCE)
Mar00 000112 564 569 564 568 +4 1,629 55,998 -44
May00 000112 595 597 592 596 +4 385 35,567 +44
Jul00 000112 610 611 608 611 +4 966 19,115 +398
Sep00 000112 625 630 625 628 +4 294 22,005 +22
Dec00 000112 653 653 649 651 +4 615 15,771 +577
Mar01 000112 675 675 671 673 +4 3 10,222 -1
May01 000112 690 690 690 690 +4 0 5,006 +0
Total Volume and Open Interest 3,892 168,083 +996
London Coffee(LCE)
Jan00 000112 1510.00 1535.00 1508.00 1535.00 +25.00 143 11,779 -196
Mar00 000112 1173.00 1186.00 1170.00 1185.00 +15.00 4,255 31,825 +635
May00 000112 1187.00 1201.00 1100.00 1200.00 +13.00 1,127 9,220 +292
Jul00 000112 1210.00 1217.00 1208.00 1217.00 +14.00 531 5,738 +387
Sep00 000112 1228.00 1238.00 1228.00 1236.00 +13.00 51 1,269 -26
Nov00 000112 1246.00 1255.00 1246.00 1255.00 +12.00 18 667 +0
Total Volume and Open Interest 6,125 60,544 +1,092
London Sugar(LCE)
Mar00 000112 170.70 170.90 167.00 168.30 -2.00 3,787 18,718 +71
May00 000112 175.50 175.50 172.00 173.00 -2.20 1,226 10,055 +489
Aug00 000112 180.50 180.90 177.80 178.70 -2.00 731 7,053 +6
Oct00 000112 183.40 183.40 183.30 183.30 -2.00 0 4,592 +0
Dec00 000112 186.90 187.00 186.90 187.00 -2.60 0 87 +0
Total Volume and Open Interest 5,744 40,575 +566
Cotton(NYBOT)
Mar00 000112 54.20 54.60 53.65 53.72 -0.46 8,698 28,459 +324
May00 000112 55.60 55.95 55.00 55.10 -0.46 1,872 13,222 -66
Jul00 000112 56.85 57.10 56.25 56.36 -0.34 1,663 9,268 +408
Oct00 000112 58.50 58.75 58.15 58.20 -0.10 46 441 +3
Dec00 000112 59.25 59.50 59.00 59.19 +0.20 1,609 4,937 +857
Mar01 000112 60.55 60.55 60.35 60.35 +0.23 45 406 -11
Total Volume and Open Interest 13,936 56,930 +1,518
Lumber(CME)
Jan00 000112 354.0 354.0 347.8 347.8 -7.2 310 632 -118
Mar00 000112 350.5 351.0 345.2 346.7 -5.0 601 1,825 +107
May00 000112 339.9 340.2 337.3 337.3 -4.6 68 555 +15
Jul00 000112 339.1 339.1 336.0 336.1 -3.1 8 182 +1
Total Volume and Open Interest 988 3,259 +5
Crude Oil(NYM)
Feb00 000112 25.48 26.55 25.41 26.28 +0.51 106,490 88,479 -25,947
Mar00 000112 24.85 25.91 24.80 25.66 +0.55 57,297 88,333 +1,821
Apr00 000112 24.27 25.15 24.27 24.93 +0.49 25,987 49,723 +5,101
May00 000112 23.67 24.50 23.65 24.28 +0.44 5,057 28,216 +443
Jun00 000112 23.10 23.85 23.10 23.67 +0.39 5,783 52,721 +272
Jul00 000112 22.60 23.40 22.60 23.11 +0.34 2,632 33,189 -100
Aug00 000112 22.28 22.85 22.28 22.63 +0.30 3,703 17,431 +407
Sep00 000112 21.96 22.28 21.90 22.23 +0.27 827 14,910 +117
Oct00 000112 21.58 21.87 21.58 21.87 +0.26 434 13,006 +136
Nov00 000112 21.28 21.53 21.25 21.53 +0.25 112 9,491 -19
Total Volume and Open Interest 211,612 508,001 -17,848
Heating Oil(NYM)
Feb00 000112 66.10 69.00 66.05 68.47 +1.72 19,141 43,947 -2,877
Mar00 000112 64.40 67.25 64.40 66.83 +1.72 8,912 22,461 +1,234
Apr00 000112 62.35 64.70 62.35 64.43 +1.47 1,959 9,293 +497
May00 000112 60.15 62.00 60.10 61.93 +1.27 34,369 132,786 -771
Jun00 000112 58.50 60.20 58.50 59.98 +1.12 34,369 132,786 -771
Jul00 000112 58.40 59.03 58.00 59.03 +0.97 998 12,702 -129
Aug00 000112 58.58 58.58 58.58 58.58 +0.87 56 4,995 +9
Sep00 000112 57.60 58.88 57.60 58.88 +0.82 289 4,089 +167
Oct00 000112 59.18 59.18 59.18 59.18 +0.82 1 2,222 +0
Nov00 000112 59.53 59.53 59.53 59.53 +0.82 1 1,300 +0
Total Volume and Open Interest 34,369 132,786 -771
Unleaded Gas(NYM)
Feb00 000112 68.20 71.80 67.90 71.27 +2.55 14,811 31,620 -1,909
Mar00 000112 68.30 71.90 68.30 71.51 +2.61 9,533 17,230 +174
Apr00 000112 71.65 74.50 71.50 74.31 +2.36 4,388 17,406 +1,002
May00 000112 71.70 73.50 71.70 73.31 +2.01 1,327 6,259 -512
Jun00 000112 71.15 71.86 71.10 71.86 +1.56 128 2,923 +86
Jul00 000112 69.10 70.01 69.10 70.01 +1.21 405 4,743 +82
Aug00 000112 67.86 67.86 67.86 67.86 +1.06 219 1,830 -76
Sep00 000112 65.51 65.51 65.51 65.51 +0.86 396 3,377 +5
Total Volume and Open Interest 31,207 85,388 -1,148
Natural Gas(NYM)
Feb00 000112 2.280 2.285 2.190 2.244 -0.016 23,405 53,522 -913
Mar00 000112 2.300 2.310 2.225 2.283 -0.007 9,776 36,064 +558
Apr00 000112 2.310 2.320 2.255 2.306 -0.002 2,250 19,967 -66
May00 000112 2.320 2.326 2.290 2.326 unch 1,162 14,860 -122
Jun00 000112 2.345 2.350 2.315 2.346 unch 1,901 14,182 +79
Jul00 000112 2.365 2.368 2.340 2.368 -0.001 497 12,071 -344
Aug00 000112 2.380 2.395 2.365 2.390 -0.002 487 11,805 -35
Sep00 000112 2.405 2.408 2.380 2.408 -0.001 222 9,713 -69
Total Volume and Open Interest 42,013 261,739 -604
Brent Crude Oil(IPE)
Feb00 000112 24.35 25.10 24.15 24.81 +0.19 28,002 38,851 -7,938
Mar00 000112 23.74 24.57 23.56 24.23 +0.23 27,915 72,639 +856
Apr00 000112 23.25 23.88 22.99 23.63 +0.18 16,020 35,886 +6,835
May00 000112 22.48 23.10 22.34 22.89 +0.17 3,223 16,568 -324
Jun00 000112 21.95 22.46 21.75 22.27 +0.15 4,242 24,452 +465
Jul00 000112 21.35 21.91 21.35 21.75 +0.10 1,287 14,863 +203
Aug00 000112 21.07 21.35 21.04 21.35 +0.09 1,551 3,522 -926
Sep00 000112 20.73 21.08 20.73 21.04 +0.09 1,243 3,383 +325
Total Volume and Open Interest 88,251 260,350 +2,495
Gas Oil(IPE)
Jan00 000112 202.00 203.25 201.00 201.50 unch 20,004 6,996 -11,179
Feb00 000112 198.25 205.50 197.00 205.00 +6.75 17,771 39,474 +105
Mar00 000112 194.00 200.75 193.00 200.00 +6.00 4,719 12,833 -947
Apr00 000112 188.25 195.25 188.00 195.25 +6.50 2,659 7,304 +540
May00 000112 184.50 190.00 184.50 190.00 +6.00 230 3,574 -600
Jun00 000112 180.50 185.00 180.25 185.00 +5.50 509 9,161 -761
Jul00 000112 178.25 183.00 178.25 183.00 +5.75 440 7,448 +182
Aug00 000112 182.00 182.00 182.00 182.00 +5.75 36 3,886 +0
Total Volume and Open Interest 47,320 104,781 -12,139
US Dollar Index(NYBOT)
Mar00 000112 100.24 100.61 99.94 100.33 +0.07 1,252 8,736 +921
Jun00 000112 100.01 100.01 100.01 100.01 +0.07 0 2,020 +0
Sep00 000112 99.69 99.69 99.69 99.69 +0.07 0 1 +0
Total Volume and Open Interest 233 9,835 +96
Australian Dollar(IMM)
Mar00 000112 65.96 66.00 65.67 65.88 unch 2,161 30,268 +1,193
Jun00 000112 65.93 66.00 65.92 65.93 unch 1 14 +0
Sep00 000112 65.98 65.98 65.98 65.98 unch 0 1 +0
Total Volume and Open Interest 2,167 30,290 +1,193
British Pound(IMM)
Mar00 000112 164.82 164.92 164.50 164.80 unch 5,952 36,930 +1,529
Jun00 000112 164.50 164.90 164.50 164.74 unch 1 7 +0
Sep00 000112 164.66 164.66 164.40 164.66 unch 1 1 +0
Total Volume and Open Interest 5,954 36,938 +1,529
Canadian Dollar(IMM)
Mar00 000112 68.75 69.00 68.73 68.90 +0.11 4,053 54,652 +194
Jun00 000112 68.96 69.15 68.92 69.05 +0.11 11 5,487 +1
Sep00 000112 69.12 69.30 69.05 69.17 +0.11 23 1,274 +11
Dec00 000112 69.21 69.40 69.17 69.28 +0.11 12 514 +0
Total Volume and Open Interest 4,137 61,961 +206
Japanese Yen(IMM)
Mar00 000112 95.40 95.60 95.18 95.33 -0.02 37,045 93,277 +18,319
Jun00 000112 96.95 97.12 96.82 96.90 -0.02 327 3,260 +63
Sep00 000112 98.45 98.45 98.45 98.45 -0.02 77 244 +0
Total Volume and Open Interest 37,569 96,868 +18,462
Swiss Franc(IMM)
Mar00 000112 64.49 64.53 64.18 64.46 -0.13 13,342 49,593 +3,798
Jun00 000112 65.14 65.22 65.00 65.19 -0.13 6 203 +2
Sep00 000112 65.86 65.86 65.65 65.86 -0.13 4 32 +0
Total Volume and Open Interest 13,352 49,828 +3,800
EuroFX(IMM)
Mar00 000112 103.51 103.67 103.10 103.59 -0.14 18,578 63,739 +4,075
Jun00 000112 104.31 104.31 103.85 104.31 -0.13 7 176 +0
Sep00 000112 104.98 104.98 104.65 104.98 -0.11 0 97 +0
Total Volume and Open Interest 18,592 64,026 +4,075
Mexican Peso(IMM)
Mar00 000112 10290.0 10295.0 10250.0 10258.0 -47.0 2,979 13,580 +73
Jun00 000112 9930.0 9968.0 9925.0 9925.0 -50.0 98 2,232 +38
Total Volume and Open Interest 3,108 16,071 +111
30-Year T-Bonds(CBOT)
Mar00 000112 89~20 89~31 89~09 89~13 -0~06      
Jun00 000112 89~06 89~19 89~00 89~02 -0~06      
Sep00 000112 89~00 89~00 88~25 88~25 -0~06      
Total Volume and Open Interest 305,000    
Municipal Bonds(CBOT)
Mar00 000112 90~26 91~02 90~20 90~23 -0~07      
Jun00 000112 90~04 90~04 89~24 89~24 -0~13      
Total Volume and Open Interest 1,200    
10-Year T-Notes(CBOT)
Mar00 000112 94~200 94~240 94~105 94~125 -0~055      
Jun00 000112 94~090 94~140 94~030 94~045 -0~055      
Total Volume and Open Interest 120,000    
5-Year T-Notes(CBOT)
Mar00 000112 97~100 97~135 97~040 97~045 -0~055      
Jun00 000112 96~315 96~315 96~270 96~270 -0~060      
Total Volume and Open Interest 50,000    
2 Year T-Notes(CBOT)
Mar00 000112 98~120 98~125 98~114 98~115 -0~008      
Jun00 000112 98~095 98~095 98~095 98~095 -0~008      
Total Volume and Open Interest 2,800    
3-Mth T-Bills(IMM)
Mar00 000112 94.45 94.47 94.44 94.44 -0.03 186 2,397 +5
Total Volume and Open Interest 186 2,397 +5
Eurodollars(IMM)
Mar00 000112 93.755 93.765 93.740 93.745 -0.010 57,375 505,347 -758
Jun00 000112 93.415 93.420 93.380 93.390 -0.020 93,738 472,198 +2,605
Sep00 000112 93.170 93.175 93.125 93.140 -0.020 112,912 367,627 +18,192
Dec00 000112 92.955 92.970 92.910 92.925 -0.020 53,427 277,113 +5,376
Mar01 000112 92.925 92.930 92.875 92.885 -0.035 37,575 220,612 +6,677
Jun01 000112 92.825 92.840 92.790 92.795 -0.030 25,764 165,162 -437
Sep01 000112 92.770 92.775 92.730 92.740 -0.030 11,021 117,382 -1,113
Dec01 000112 92.690 92.690 92.650 92.660 -0.030 6,878 98,461 +614
Mar02 000112 92.715 92.730 92.680 92.690 -0.030 6,503 91,304 -261
Jun02 000112 92.700 92.715 92.665 92.675 -0.030 7,005 67,496 -1,305
Sep02 000112 92.690 92.690 92.655 92.660 -0.035 6,629 63,381 -339
Dec02 000112 92.620 92.645 92.595 92.600 -0.035 4,966 61,097 -1,122
Total Volume and Open Interest 459,006 2,945,938 +23,356
3-Mth Euro-Yen(IMM)
Mar00 000112 99.82 99.82 99.82 99.82 unch 637 19,781 -612
Jun00 000112 99.71 99.73 99.71 99.72 +0.01 192 14,819 -9
Sep00 000112 99.54 99.54 99.54 99.54 +0.03 1,010 12,167 +44
Dec00 000112 99.36 99.36 99.36 99.36 +0.01 882 6,485 +382
Mar01 000112 99.25 99.25 99.25 99.25 +0.01 948 8,541 +650
Jun01 000112 99.12 99.12 99.12 99.12 +0.01 166 3,578 -268
Sep01 000112 98.96 98.97 98.96 98.96 unch 555 5,498 +987
Dec01 000112 98.81 98.81 98.79 98.80 -0.02 400 505 +398
Mar02 000112 98.70 98.70 98.70 98.70 -0.07 0 179 +0
Jun02 000112 98.68 98.68 98.68 98.68 unch 0 49 +0
Total Volume and Open Interest 4,790 71,602 +1,572
3-Mth Euro-Yen(SIMEX)
Mar00 000112 99.82 99.82 99.81 99.82 unch 7,884 120,413 -2,266
Jun00 000112 99.71 99.72 99.71 99.71 unch 6,700 101,921 -1,025
Sep00 000112 99.51 99.54 99.51 99.53 -0.01 9,665 60,424 -2,694
Dec00 000112 99.36 99.36 99.35 99.36 unch 3,020 35,198 -1,013
Mar01 000112 99.25 99.25 99.24 99.24 -0.01 7,436 38,198 -1,290
Jun01 000112 99.13 99.13 99.11 99.11 -0.02 3,012 35,253 +812
Sep01 000112 98.97 98.97 98.96 98.96 -0.02 3,647 17,528 -73
Dec01 000112 98.81 98.81 98.81 98.81 -0.01 138 1,411 +0
Total Volume and Open Interest 41,502 413,456 -7,649
German Euro-Bund(EUREX)
Mar00 000112 102.78 102.88 102.26 102.80 +0.04 830,867 590,508 +590,508
Jun00 000112 101.70 101.92 101.62 101.92 +0.02 9,756 21,254 +21,254
Sep00 000112 101.27 101.27 101.27 101.27 +0.03 0 448 +448
Total Volume and Open Interest 840,623 612,210 -26,632
German Euro-Bobl(EUREX)
Mar00 000112 103.06 103.12 102.83 103.06 -0.01 316,837 391,944 +391,944
Jun00 000112 102.46 102.46 102.46 102.46 -0.03 0 1,837 +1,837
Sep00 000112 101.96 101.96 101.96 101.96 -0.03      
Total Volume and Open Interest 316,837 393,781 +13,689
Long Gilt(LIFFE)
Mar00 000112 108~28 109~12 108~28 109~07 -0~02 23,578 63,869 +5,614
Jun00 000112 109~21 109~21 109~21 109~21 -0~11      
Total Volume and Open Interest 23,578 63,869 +5,614
3-Mth Short Sterling(LIFFE)
Mar00 000112 93.52 93.54 93.52 93.53 +0.01 19,782 179,082 +1,409
Jun00 000112 93.12 93.16 93.11 93.15 +0.02 23,922 159,284 +4,838
Sep00 000112 92.89 92.93 92.87 92.91 +0.03 10,627 107,065 +1,296
Total Volume and Open Interest 70,098 735,157 +9,599
3-Mth Euribor(LIFFE)
Mar00 000112 96.360 96.380 96.350 96.375 +0.005 39,991 338,977 +2,377
Jun00 000112 95.960 96.015 95.955 95.990 +0.015 51,284 235,015 +980
Sep00 000112 95.665 95.725 95.650 95.690 -0.005 46,208 188,828 +3,994
Total Volume and Open Interest 209,730 1,215,050 +19,126
3-Mth Aus T-Bills(SFE)
Mar00 000112 93.87 93.95 93.87 93.91 -0.02 14,371 0 +0
Jun00 000112 93.33 93.45 93.33 93.39 -0.02 6,460 0 +0
Sep00 000112 92.97 93.07 92.97 93.03 -0.01 1,790 0 +0
Dec00 000112 92.70 92.79 92.70 92.75 -0.02 1,088 0 +0
Mar01 000112 92.52 92.61 92.52 92.56 -0.04 426 0 +0
Jun01 000112 92.41 92.46 92.40 92.41 -0.05 211 0 +0
Sep01 000112 92.30 92.32 92.30 92.31 -0.05 180 0 +0
Dec01 000112 92.23 92.25 92.20 92.21 -0.06 315 0 +0
Mar02 000112 92.13 92.17 92.13 92.15 -0.07 25 0 +0
Jun02 000112 92.11 92.14 92.10 92.10 -0.10 68 0 +0
Total Volume and Open Interest 24,959 430,574 +17,588
10-Year Aus T-Bonds(SFE)
Mar00 000112 92.65 92.75 92.65 92.67 -0.01 27,334 0 +0
Jun00 000112 92.82 92.82 92.82 92.82 -0.04      
Total Volume and Open Interest 16,360 143,208 +6,545
3-Year Aus T-Bonds(SFE)
Mar00 000112 93.00 93.11 93.00 93.06 -0.04 30,917 0 +0
Jun00 000112 93.16 93.16 93.16 93.16 -0.04      
Total Volume and Open Interest 30,917 248,917 +3,402
Gold(CMX)
Feb00 000112 283.0 284.1 282.5 283.7 -0.7 30,603 64,629 -102
Apr00 000112 285.0 286.2 284.8 285.9 -0.6 2,718 18,450 +766
Jun00 000112 287.7 288.5 287.0 288.1 -0.6 692 23,405 -437
Aug00 000112 290.4 290.4 290.4 290.4 -0.6 242 10,378 -169
Oct00 000112 291.2 292.6 291.2 292.6 -0.6 104 3,277 +104
Dec00 000112 294.0 294.9 294.0 294.9 -0.6 814 14,603 +192
Total Volume and Open Interest 35,466 157,330 +374
Silver(CMX)
Mar00 000112 519.0 522.5 512.5 514.3 -5.2 4,278 53,993 +48
May00 000112 520.0 523.5 516.0 517.2 -4.8 140 5,575 +31
Jul00 000112 523.0 524.0 516.0 518.3 -4.6 2 3,584 +2
Sep00 000112 519.6 519.6 519.6 519.6 -4.4 0 1,405 +0
Dec00 000112 525.5 525.5 520.0 520.3 -4.2 30 4,955 +15
Total Volume and Open Interest 4,451 73,167 +96
Platinum(NYM)
Jan00 000112 415.0 417.4 415.0 417.4 +4.4 152 262 -144
Apr00 000112 397.5 402.9 396.5 402.4 +4.4 467 8,649 -228
Jul00 000112 396.4 396.4 396.4 396.4 +4.4 54 712 +30
Oct00 000112 396.4 396.4 396.4 396.4 +4.4      
Total Volume and Open Interest 673 9,627 -342
Palladium(NYME)
Mar00 000112 450.00 453.00 448.25 452.25 +2.85 133 2,789 -4
Jun00 000112 448.25 448.25 448.25 448.25 +2.85 0 99 -3
Total Volume and Open Interest 133 2,888 -7
Copper(CMX)
Mar00 000112 84.70 86.95 84.70 86.60 +2.25 5,935 49,090 +85
May00 000112 85.80 87.75 85.80 87.40 +2.20 152 5,402 +49
Jul00 000112 87.45 88.00 87.40 87.85 +2.10 74 4,364 -33
Sep00 000112 88.00 88.35 88.00 88.35 +2.05 17 3,921 +14
Dec00 000112 88.95 89.00 88.95 89.00 +2.05 80 3,509 +65
Total Volume and Open Interest 6,802 77,456 -255
DJIA Index(CBOT)
Mar00 000112 11620 11700 11610 11639 +18 18,470 13,149 +385
Jun00 000112 11760 11840 11760 11779 +18 9 757 -6
Sep00 000112 11928 11928 11928 11928 +18 0 256 +0
Dec00 000112 12089 12089 12089 12089 +18 20 226 +10
Total Volume and Open Interest 18,499 14,388 +389
S & P 500(CME)
Mar00 000112 1454.50 1456.50 1439.00 1442.00 -12.30 92,420 358,466 +4,028
Jun00 000112 1463.00 1474.50 1458.00 1460.60 -12.30 682 8,586 -25
Sep00 000112 1480.50 1494.70 1477.70 1480.50 -12.20 76 2,402 +24
Dec00 000112 1501.40 1515.50 1498.50 1501.40 -12.10 1 2,280 +0
Total Volume and Open Interest 93,186 371,912 +4,026
S & P 500 E-Mini(Globex)
Mar00 000112 1453.50 1459.50 1438.75 1442.00 -12.25 70,095 16,964 +904
Jun00 000112 1467.00 1468.25 1460.50 1460.50 -12.50 2 18 -2
Total Volume and Open Interest 70,097 16,982 +902
NASDAQ 100(CME)
Mar00 000112 3600.00 3610.00 3475.00 3503.50 -71.50 19,116 24,816 +250
Jun00 000112 3553.50 3645.00 3543.00 3553.50 -71.50 0 61 +0
Sep00 000112 3603.50 3695.00 3593.00 3603.50 -71.50 0 1 +0
Total Volume and Open Interest 19,116 24,878 +250
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000112 3576.0 3615.0 3476.0 3503.5 -71.5 16,839 8,514 -81
Jun00 000112 3553.5 3553.5 3553.5 3553.5 -71.5 1 6 +1
Total Volume and Open Interest 16,840 8,520 -80
NYSE Composite(NYBOT)
Mar00 000112 646.50 647.50 643.00 645.10 -1.45 1,047 1,722 -70
Jun00 000112 652.85 652.85 652.85 652.85 -1.45 2 1,692 +2
Sep00 000112 660.60 660.60 660.60 660.60 -1.45      
Total Volume and Open Interest 0 3,665 +0
S & P Midcap 400(CME)
Mar00 000112 443.00 443.00 435.10 435.20 -7.40 861 12,877 +181
Jun00 000112 440.45 440.45 440.45 440.45 -7.40      
Sep00 000112 442.55 442.55 442.55 442.55 -7.40      
Total Volume and Open Interest 861 12,877 +181
Russell 2000(CME)
Mar00 000112 495.50 497.50 489.10 492.45 -2.70 1,494 13,634 -88
Jun00 000112 494.45 494.45 493.50 494.45 -2.70      
Sep00 000112 498.45 498.45 497.50 498.45 -2.70      
Total Volume and Open Interest 1,494 13,634 -88
Value Line(KCBT)
Mar00 000112 1022.50 1023.00 1015.00 1017.00 -1.00 48 289 +2
Total Volume and Open Interest 48 289 +2
Nikkei 225(CME)
Mar00 000112 18610 18685 18555 18570 -5 1,805 17,826 -125
Jun00 000112 18530 18635 18530 18530 -5 0 96 +0
Total Volume and Open Interest 1,805 17,922 -125
Nikkei 225(SIMEX)
Mar00 000112 18650 18770 18580 18655 -160 23,235 0 +0
Jun00 000112 18585 18585 18585 18585 -160      
Sep00 000112 18580 18580 18580 18580 -160      
Total Volume and Open Interest 23,235    
CAC 40(MATIF)
Jan00 000112 5556.0 5644.5 5546.5 5603.0 +39.0 47,351 123,935 -471
Feb00 000112 5610.0 5654.0 5605.5 5618.5 -23.5 144 2,777 +6
Mar00 000112 5595.0 5668.5 5584.0 5625.0 +20.0 3,651 65,110 -31
Total Volume and Open Interest 52,654 215,848 +206
DAX Index(EUREX)
Mar00 000112 6860.0 6946.5 6828.5 6938.0 -0.5 58,944 136,757 -3,853
Jun00 000112 6904.0 6989.5 6886.0 6989.5 -1.0 1,013 10,526 +491
Sep00 000112 6971.0 7060.0 6965.5 7058.0 -2.0 37 1,179 +37
Total Volume and Open Interest 59,994 148,462 -3,325
FT-SE 100(LIFFE)
Mar00 000112 6520.00 6583.00 6485.00 6581.00 +69.50 29,431 198,411 +727
Jun00 000112 6594.00 6644.00 6594.00 6633.00 +25.00 0 2,331 +0
Sep00 000112 6705.00 6716.00 6705.00 6705.00 +25.00 0 551 +0
Total Volume and Open Interest 29,431 201,293 +727
SPI 200(SFE)
Mar00 000112 3115.0 3122.0 3083.0 3089.0 -49.0 14,458 0 +0
Jun00 000112 3109.0 3109.0 3109.0 3109.0 -49.0 292 0 +0
Sep00 000112 3128.0 3128.0 3128.0 3128.0 -49.0 74 0 +0
Total Volume and Open Interest 14,824 164,726 +3,576
GSCI(CME)
Jan00 000112 193.50 197.80 193.40 197.05 +2.80 7,030 19,449 -6,366
Feb00 000112 192.50 196.50 192.40 195.80 +2.60 6,822 24,924 +6,488
Mar00 000112 194.40 194.80 191.50 194.40 +2.40 0 59 +0
Total Volume and Open Interest 13,852 44,432 +122
Bridge CRB Index(NYBOT)
Feb00 000112 203.45 204.50 203.40 204.30 +1.20 156 1,298 +33
Apr00 000112 205.00 205.50 204.90 205.50 +1.00 266 1,008 +146
Jun00 000112 206.00 207.50 206.00 207.50 +1.50 0 206 +0
Total Volume and Open Interest 817 3,591 +32
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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