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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 Thu January 13, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan00 000113 472.50 483.50 471.00 481.75 +9.25 3,976 2,029 -812
Mar00 000113 479.50 491.00 479.00 489.00 +8.75 47,501 71,006 +712
May00 000113 487.50 499.00 487.00 497.00 +8.50 5,590 28,080 +165
Jul00 000113 495.00 507.00 494.50 505.25 +9.00 4,109 24,774 -68
Aug00 000113 497.00 508.00 497.00 504.25 +7.50 69 3,527 +26
Sep00 000113 500.00 509.50 499.00 507.50 +9.50 22 977 +18
Nov00 000113 505.00 517.50 505.00 515.00 +9.50 1,364 12,410 +60
Total Volume and Open Interest 62,646 142,862 +113
Soybean Meal(CBOT)
Jan00 000113 150.80 154.00 150.50 153.80 +2.90 2,072 2,040 -767
Mar00 000113 152.30 155.20 151.70 154.30 +1.80 19,220 46,487 +3,030
May00 000113 153.00 155.90 152.50 155.40 +1.90 6,340 24,320 +1,199
Jul00 000113 155.00 157.80 154.50 157.20 +1.80 1,227 17,186 +55
Aug00 000113 155.50 158.00 155.30 157.30 +1.50 208 5,775 -74
Sep00 000113 156.20 158.70 155.80 158.00 +1.50 188 3,352 +18
Oct00 000113 156.50 158.50 156.30 158.20 +1.70 62 2,231 +16
Dec00 000113 159.50 162.00 159.30 161.40 +1.60 416 7,202 +77
Total Volume and Open Interest 29,735 108,603 +3,556
Soybean Oil(CBOT)
Jan00 000113 15.68 16.12 15.61 16.12 +0.44 1,327 864 -582
Mar00 000113 15.93 16.43 15.88 16.41 +0.48 11,425 62,868 +2,916
May00 000113 16.22 16.75 16.21 16.74 +0.49 2,994 23,985 +302
Jul00 000113 16.62 17.05 16.61 17.02 +0.45 986 20,360 -193
Aug00 000113 16.77 17.17 16.77 17.17 +0.48 63 4,799 +53
Sep00 000113 16.85 17.32 16.85 17.27 +0.44 68 2,832 +17
Oct00 000113 17.18 17.47 17.18 17.42 +0.47 12 3,417 -8
Dec00 000113 17.30 17.75 17.30 17.72 +0.45 394 13,328 -14
Total Volume and Open Interest 18,019 134,179 +3,211
Canola(WCE)
Jan00 000113 257.0 260.5 257.0 260.5 +3.5 40 82 -103
Mar00 000113 258.5 262.8 258.3 261.7 +3.0 3,382 35,931 +1,409
May00 000113 262.0 266.7 262.0 265.5 +3.4 483 8,997 +202
Jul00 000113 266.4 270.7 266.4 269.4 +3.1 611 10,078 +392
Aug00 000113 272.5 272.5 272.5 272.5 +3.3 0 1,455 +250
Total Volume and Open Interest 5,451 58,879 +1,949
Corn(CBOT)
Mar00 000113 215.25 221.50 214.50 220.75 +5.25 121,905 229,517 +10,540
May00 000113 222.50 229.00 222.00 228.50 +5.50 19,978 69,212 +3,001
Jul00 000113 230.00 236.50 229.25 235.50 +5.50 20,116 75,188 +6,277
Sep00 000113 235.00 242.00 235.00 241.50 +5.00 3,706 19,988 +2,058
Nov00 000113 242.00 246.25 241.50 246.25 +3.75 136 792 -64
Dec00 000113 244.00 250.00 243.50 249.25 +4.00 12,666 42,134 +3,686
Total Volume and Open Interest 180,575 441,733 +26,836
Wheat(CBOT)
Mar00 000113 257.00 263.75 257.00 263.50 +4.75 21,316 85,600 -92
May00 000113 268.50 274.50 268.00 274.25 +4.75 2,335 10,377 -6
Jul00 000113 279.00 285.25 278.50 284.50 +4.50 4,199 25,179 -53
Sep00 000113 289.50 295.50 289.00 295.00 +5.00 355 2,140 +43
Dec00 000113 304.50 310.00 303.50 310.00 +5.25 467 4,414 +63
Total Volume and Open Interest 28,675 127,763 -44
Wheat(KCBT)
Mar00 000113 284.50 291.00 284.25 290.00 +4.25 6,832 40,195 +90
May00 000113 295.50 301.00 295.00 300.25 +3.75 1,472 9,684 +122
Jul00 000113 305.00 311.00 305.00 310.75 +4.00 1,480 12,119 -260
Sep00 000113 315.50 320.50 315.50 320.25 +4.00 27 727 +11
Dec00 000113 328.00 332.50 328.00 331.50 +3.50 194 1,699 -1
Total Volume and Open Interest 10,005 64,424 -38
Wheat(MGE)
Mar00 000113 322.00 327.00 322.00 326.00 +3.25 2,692 10,614 -272
May00 000113 332.00 336.25 331.50 335.50 +3.50 1,234 4,900 -294
Jul00 000113 339.50 344.00 339.50 343.00 +3.00 1,067 2,702 +95
Sep00 000113 346.00 350.50 346.00 349.50 +3.00 61 1,121 +46
Dec00 000113 356.00 360.00 356.00 359.75 +3.25 47 460 +37
Total Volume and Open Interest 5,101 19,834 -388
Oats(CBOT)
Mar00 000113 110.00 112.00 109.25 111.75 +1.50 1,028 7,196 -255
May00 000113 115.00 117.75 114.75 117.75 +2.25 533 3,388 +203
Jul00 000113 113.00 116.00 113.00 115.75 +2.00 191 1,938 +161
Sep00 000113 117.50 120.50 117.50 120.00 +2.00 0 670 -1
Total Volume and Open Interest 2,143 14,223 +233
Rough Rice(CBOT)
Jan00 000113 5.22 5.22 5.22 5.22 unch 1 414 -6
Mar00 000113 5.44 5.45 5.40 5.43 +0.02 148 3,373 -9
May00 000113 5.67 5.68 5.64 5.66 +0.02 63 1,641 +22
Jul00 000113 5.88 5.89 5.86 5.89 +0.03 26 941 +4
Total Volume and Open Interest 239 6,484 +12
Live Cattle(CME)
Feb00 000113 70.350 70.775 70.025 70.600 +0.175 10,345 48,711 -1,096
Apr00 000113 72.375 72.750 72.200 72.650 +0.275 8,134 43,395 +1,585
Jun00 000113 70.150 70.400 69.975 70.250 +0.075 2,144 19,607 +529
Aug00 000113 70.650 70.975 70.600 70.750 +0.075 1,190 10,146 +306
Oct00 000113 72.700 73.050 72.700 72.950 +0.300 249 3,546 +75
Dec00 000113 73.700 73.900 73.625 73.800 +0.050 85 3,091 +28
Total Volume and Open Interest 22,215 130,926 +1,427
Feeder Cattle(CME)
Jan00 000113 86.150 86.250 85.700 85.925 -0.250 1,561 4,330 -734
Mar00 000113 85.975 86.100 85.200 85.550 -0.425 2,088 10,267 +446
Apr00 000113 86.100 86.100 85.300 85.725 -0.375 622 4,301 +54
May00 000113 86.000 86.050 85.450 85.825 -0.250      
Aug00 000113 87.100 87.200 86.625 86.800 -0.300 283 3,807 +110
Sep00 000113 87.600 87.700 87.300 87.300 -0.300      
Oct00 000113 88.375 88.450 88.000 88.000 -0.375      
Total Volume and Open Interest 6,248 30,329 +983
Lean Hogs(CME)
Feb00 000113 55.000 55.575 54.750 54.825 +0.025 5,134 17,282 -1,349
Apr00 000113 57.350 57.900 57.175 57.375 -0.050 3,185 15,434 +1,139
Jun00 000113 65.500 65.800 65.225 65.400 -0.225 755 8,057 +126
Jul00 000113 64.100 64.425 63.750 64.100 -0.100 125 2,477 -2
Aug00 000113 61.550 61.950 61.400 61.550 unch 91 1,709 +24
Oct00 000113 57.700 57.700 57.350 57.550 +0.050 74 881 +15
Dec00 000113 55.900 56.100 55.825 55.850 +0.050 2 273 -1
Feb01 000113 57.250 57.250 57.250 57.250 +0.150 0 21 +0
Total Volume and Open Interest 9,366 46,140 -48
Pork Bellies(CME)
Feb00 000113 83.400 84.200 82.300 82.525 -0.625 1,458 4,210 -87
Mar00 000113 82.450 83.450 81.800 81.900 -0.450 362 821 +13
May00 000113 82.900 83.700 82.075 82.300 unch 84 474 +10
Jul00 000113 81.500 82.300 81.000 81.000 -0.600 19 215 +5
Aug00 000113 78.300 78.500 77.550 77.550 +0.300 3 47 -1
Total Volume and Open Interest 1,926 5,767 -60
Cocoa(NYBOT)
Mar00 000113 854 875 845 871 +17 2,458 39,743 -386
May00 000113 879 901 872 897 +16 556 18,252 +380
Jul00 000113 904 926 902 924 +17 310 8,921 +152
Sep00 000113 929 951 927 950 +16 810 11,428 +408
Dec00 000113 967 987 967 987 +16 66 6,529 +64
Mar01 000113 1018 1023 1013 1023 +16 8 4,972 +0
May01 000113 1047 1047 1047 1047 +16 0 2,926 +0
Total Volume and Open Interest 4,208 96,469 +618
Coffee "C"(NYBOT)
Mar00 000113 120.00 120.00 117.50 118.55 -0.40 5,184 29,904 +126
May00 000113 121.50 121.75 120.60 121.30 -0.40 631 8,899 +3
Jul00 000113 123.80 124.20 123.50 123.70 -0.30 72 3,354 +8
Sep00 000113 125.60 125.60 125.00 125.60 -0.30 19 2,790 -1
Dec00 000113 126.50 126.85 126.50 126.85 -0.30 35 1,997 -9
Mar01 000113 127.85 127.85 127.85 127.85 -0.30 0 417 +0
Total Volume and Open Interest 5,941 47,361 +127
Orange Juice(NYBOT)
Mar00 000113 82.60 84.70 82.60 84.55 +1.75 1,211 15,589 +269
May00 000113 82.60 84.25 82.50 84.05 +1.65 215 4,149 +42
Jul00 000113 82.50 84.10 82.50 84.10 +1.90 87 1,686 -121
Sep00 000113 82.75 84.50 82.75 84.50 +2.05 10 801 +10
Nov00 000113 83.50 84.80 83.50 84.80 +2.00 0 332 +0
Total Volume and Open Interest 1,524 22,766 +201
Sugar #11(NYBOT)
Mar00 000113 5.47 5.53 5.40 5.49 +0.04 23,826 87,372 +3,245
May00 000113 5.72 5.78 5.68 5.77 +0.08 6,391 48,609 -138
Jul00 000113 5.92 5.98 5.92 5.97 +0.07 3,232 29,963 +558
Oct00 000113 6.24 6.30 6.22 6.29 +0.08 2,195 12,474 +810
Mar01 000113 6.39 6.42 6.36 6.42 +0.08 1,086 8,966 +364
Total Volume and Open Interest 36,730 188,501 +4,839
London Cocoa(LCE)
Mar00 000113 568 580 567 579 +11 1,048 55,641 -357
May00 000113 596 607 594 607 +11 401 35,672 +105
Jul00 000113 611 625 610 623 +12 123 19,087 -28
Sep00 000113 626 642 626 641 +13 447 22,226 +221
Dec00 000113 650 664 650 664 +13 35 15,797 +26
Mar01 000113 674 686 674 686 +13 91 10,313 +91
May01 000113 703 703 703 703 +13 0 5,006 +0
Total Volume and Open Interest 2,145 168,141 +58
London Coffee(LCE)
Jan00 000113 1530.00 1543.00 1530.00 1534.00 -1.00 288 11,556 -223
Mar00 000113 1180.00 1187.00 1160.00 1164.00 -21.00 2,988 31,867 +42
May00 000113 1195.00 1200.00 1179.00 1179.00 -21.00 892 9,387 +167
Jul00 000113 1209.00 1214.00 1196.00 1196.00 -21.00 139 5,841 +103
Sep00 000113 1229.00 1229.00 1215.00 1215.00 -21.00 101 1,282 +13
Nov00 000113 1251.00 1251.00 1235.00 1235.00 -20.00 100 667 +0
Total Volume and Open Interest 4,508 60,646 +102
London Sugar(LCE)
Mar00 000113 168.50 169.40 168.00 169.40 +1.10 4,345 19,266 +548
May00 000113 173.20 174.30 172.70 174.30 +1.30 946 10,450 +395
Aug00 000113 178.80 179.80 178.50 179.80 +1.10 467 7,055 +2
Oct00 000113 184.40 184.40 184.40 184.40 +1.10 1 4,591 -1
Dec00 000113 186.90 186.90 186.90 186.90 -0.10 1 87 +0
Total Volume and Open Interest 5,761 41,519 +944
Cotton(NYBOT)
Mar00 000113 53.90 54.80 53.40 54.75 +1.03 11,455 27,989 -470
May00 000113 55.30 56.10 54.85 55.95 +0.85 2,362 13,596 +374
Jul00 000113 56.35 57.30 56.15 57.14 +0.78 2,444 9,473 +205
Oct00 000113 58.45 58.60 58.15 58.60 +0.40 103 526 +85
Dec00 000113 59.30 59.50 59.00 59.50 +0.31 549 5,198 +261
Mar01 000113 60.20 60.65 60.20 60.65 +0.30 49 425 +19
Total Volume and Open Interest 16,975 57,413 +483
Lumber(CME)
Jan00 000113 347.8 352.0 347.1 349.5 +1.7 514 468 -164
Mar00 000113 345.2 347.5 342.7 344.5 -2.2 897 1,943 +118
May00 000113 337.3 338.3 335.8 336.2 -1.1 88 587 +32
Jul00 000113 336.9 337.2 333.1 333.1 -3.0 22 188 +6
Total Volume and Open Interest 1,522 3,252 -7
Crude Oil(NYM)
Feb00 000113 26.50 27.12 26.42 26.69 +0.41 93,757 80,240 -8,239
Mar00 000113 25.85 26.25 25.80 25.92 +0.26 69,356 95,678 +7,345
Apr00 000113 25.15 25.45 25.05 25.16 +0.23 19,936 48,616 -1,107
May00 000113 24.50 24.75 24.40 24.50 +0.22 6,019 28,733 +517
Jun00 000113 23.80 24.05 23.75 23.88 +0.21 7,903 52,254 -467
Jul00 000113 23.26 23.42 23.22 23.29 +0.18 3,530 33,362 +173
Aug00 000113 22.78 22.90 22.78 22.79 +0.16 2,148 18,492 +1,061
Sep00 000113 22.38 22.43 22.30 22.36 +0.13 625 14,686 -224
Oct00 000113 22.00 22.00 21.95 21.98 +0.11 206 13,160 +154
Nov00 000113 21.60 21.70 21.55 21.61 +0.08 587 9,439 -52
Total Volume and Open Interest 214,876 507,455 -546
Heating Oil(NYM)
Feb00 000113 68.60 70.00 68.50 69.28 +0.81 25,404 40,898 -3,049
Mar00 000113 66.85 67.80 66.80 67.19 +0.36 11,310 23,830 +1,369
Apr00 000113 64.50 65.20 64.50 64.74 +0.31 2,664 9,636 +343
May00 000113 62.10 62.60 62.05 62.19 +0.26 42,334 132,048 -738
Jun00 000113 60.40 60.50 60.14 60.14 +0.16 42,334 132,048 -738
Jul00 000113 59.20 59.60 58.99 58.99 -0.04 568 12,671 -31
Aug00 000113 58.50 58.80 58.44 58.44 -0.14 153 5,004 +9
Sep00 000113 58.69 58.69 58.69 58.69 -0.19 97 4,114 +25
Oct00 000113 58.99 58.99 58.99 58.99 -0.19 1 2,223 +1
Nov00 000113 59.29 59.29 59.29 59.29 -0.24 1 1,300 +0
Total Volume and Open Interest 42,334 132,048 -738
Unleaded Gas(NYM)
Feb00 000113 71.50 72.50 71.10 71.27 unch 23,037 30,670 -950
Mar00 000113 71.60 72.80 71.60 71.67 +0.16 15,239 18,276 +1,046
Apr00 000113 74.50 75.35 74.20 74.45 +0.14 4,798 17,947 +541
May00 000113 73.60 74.20 73.10 73.35 +0.04 1,734 6,849 +590
Jun00 000113 72.30 72.40 71.82 71.82 -0.04 955 3,155 +232
Jul00 000113 70.30 70.50 69.89 69.89 -0.12 434 5,040 +297
Aug00 000113 67.74 67.74 67.74 67.74 -0.12 145 1,900 +70
Sep00 000113 66.50 66.50 65.39 65.39 -0.12 500 3,487 +110
Total Volume and Open Interest 46,892 87,374 +1,986
Natural Gas(NYM)
Feb00 000113 2.280 2.290 2.235 2.252 +0.008 36,868 54,971 +1,449
Mar00 000113 2.305 2.320 2.265 2.290 +0.007 12,626 37,362 +1,298
Apr00 000113 2.325 2.335 2.290 2.310 +0.004 4,137 20,446 +479
May00 000113 2.345 2.350 2.320 2.329 +0.003 1,353 14,861 +1
Jun00 000113 2.360 2.370 2.345 2.349 +0.003 709 13,947 -235
Jul00 000113 2.375 2.395 2.368 2.370 +0.002 1,062 12,161 +90
Aug00 000113 2.400 2.410 2.385 2.390 unch 744 11,763 -42
Sep00 000113 2.415 2.425 2.405 2.406 -0.002 489 9,716 +3
Total Volume and Open Interest 61,722 265,045 +3,306
Brent Crude Oil(IPE)
Feb00 000113 24.84 25.25 24.70 24.98 +0.17 28,455 31,248 -7,603
Mar00 000113 24.28 24.75 24.15 24.53 +0.30 35,748 72,936 +297
Apr00 000113 23.64 24.00 23.50 23.90 +0.27 13,575 36,167 +281
May00 000113 22.98 23.24 22.80 23.18 +0.29 3,808 17,518 +950
Jun00 000113 22.29 22.55 22.29 22.54 +0.27 4,371 24,466 +14
Jul00 000113 21.77 21.98 21.75 21.98 +0.23 1,477 14,570 -293
Aug00 000113 21.43 21.55 21.43 21.55 +0.20 563 3,759 +237
Sep00 000113 21.12 21.22 21.11 21.22 +0.18 163 3,326 -57
Total Volume and Open Interest 89,908 255,601 -4,749
Gas Oil(IPE)
Feb00 000113 206.00 209.25 203.50 208.25 +3.25 20,365 41,038 +1,564
Mar00 000113 202.00 204.25 198.50 203.50 +3.50 5,533 14,262 +1,429
Apr00 000113 195.75 198.50 194.50 198.00 +2.75 1,939 7,802 +498
May00 000113 190.75 193.25 190.75 192.25 +2.25 415 3,736 +162
Jun00 000113 185.25 187.50 185.00 187.25 +2.25 1,473 9,715 +554
Jul00 000113 183.50 185.00 183.50 184.75 +1.75 364 7,293 -155
Aug00 000113 182.25 183.50 182.25 183.50 +1.50 0 3,886 +0
Sep00 000113 182.25 182.25 182.00 182.25 +0.50 0 1,767 +0
Total Volume and Open Interest 37,571 102,595 -2,186
US Dollar Index(NYBOT)
Mar00 000113 100.40 100.88 100.33 100.67 +0.34      
Jun00 000113 100.35 100.35 100.35 100.35 +0.34      
Sep00 000113 100.03 100.03 100.03 100.03 +0.34      
Total Volume and Open Interest 897 11,315 +1,480
Australian Dollar(IMM)
Mar00 000113 66.55 66.93 66.46 66.89 +1.01 1,033 30,682 +414
Jun00 000113 66.94 66.94 66.94 66.94 +1.01 0 14 +0
Sep00 000113 66.99 66.99 66.99 66.99 +1.01 0 1 +0
Total Volume and Open Interest 1,033 30,704 +414
British Pound(IMM)
Mar00 000113 164.34 165.06 164.10 164.66 -0.14 4,522 37,475 +545
Jun00 000113 164.60 164.60 164.10 164.60 -0.14 26 15 +8
Sep00 000113 164.52 164.52 164.00 164.52 -0.14 0 1 +0
Total Volume and Open Interest 4,548 37,491 +553
Canadian Dollar(IMM)
Mar00 000113 69.00 69.14 69.00 69.07 +0.17 7,241 56,368 +1,716
Jun00 000113 69.20 69.30 69.20 69.23 +0.18 296 5,485 -2
Sep00 000113 69.36 69.40 69.36 69.36 +0.19 320 1,299 +25
Dec00 000113 69.50 69.50 69.48 69.48 +0.20 100 527 +13
Total Volume and Open Interest 7,957 63,713 +1,752
Japanese Yen(IMM)
Mar00 000113 95.24 95.25 94.97 95.07 -0.26 15,267 93,086 -191
Jun00 000113 96.75 96.75 96.59 96.64 -0.26 58 3,264 +4
Sep00 000113 98.19 98.19 98.19 98.19 -0.26 0 244 +0
Total Volume and Open Interest 15,296 96,681 -187
Swiss Franc(IMM)
Mar00 000113 64.18 64.22 63.92 64.05 -0.41 17,918 54,805 +5,212
Jun00 000113 64.88 64.88 64.70 64.78 -0.41 2 203 +0
Sep00 000113 65.45 65.45 65.45 65.45 -0.41 0 32 +0
Total Volume and Open Interest 17,920 55,040 +5,212
EuroFX(IMM)
Mar00 000113 103.17 103.24 102.80 103.00 -0.59 24,427 65,729 +1,990
Jun00 000113 103.90 103.90 103.65 103.72 -0.59 1 177 +1
Sep00 000113 104.39 104.39 104.39 104.39 -0.59 22 99 +2
Total Volume and Open Interest 24,450 66,019 +1,993
Mexican Peso(IMM)
Mar00 000113 10310.0 10360.0 10295.0 10350.0 +92.0 4,585 13,352 -228
Jun00 000113 10010.0 10015.0 9983.0 10015.0 +90.0 594 2,270 +38
Total Volume and Open Interest 4,892 15,861 -210
30-Year T-Bonds(CBOT)
Mar00 000113 89~13 90~10 89~10 90~09 +0~28 346,061 585,974 +585,974
Jun00 000113 89~09 89~31 89~02 89~30 +0~28 18,821 40,160 +40,160
Sep00 000113 89~21 89~21 89~21 89~21 +0~28 39 625 +625
Total Volume and Open Interest 364,921 626,799 +626,799
Municipal Bonds(CBOT)
Mar00 000113 90~30 91~12 90~20 91~11 +0~20 2,570 21,203 +21,203
Jun00 000113 90~12 90~12 90~12 90~12 +0~20 70 50 +50
Total Volume and Open Interest 2,640 21,253 +21,253
10-Year T-Notes(CBOT)
Mar00 000113 94~120 95~010 94~100 95~005 +0~200 162,283 552,847 +552,847
Jun00 000113 94~080 94~245 94~040 94~240 +0~195 2,403 12,463 +12,463
Total Volume and Open Interest 164,686 565,310 +565,310
5-Year T-Notes(CBOT)
Mar00 000113 97~085 97~185 97~050 97~180 +0~135 105,115 381,381 +381,381
Jun00 000113 96~315 97~080 96~315 97~080 +0~130 2,160 5,822 +5,822
Total Volume and Open Interest 107,275 387,203 +387,203
2 Year T-Notes(CBOT)
Mar00 000113 98~121 99~008 98~116 99~007 +0~020 2,392 32,684 +32,684
Jun00 000113 98~115 98~115 98~115 98~115 +0~020      
Total Volume and Open Interest 2,392 32,684 +32,684
3-Mth T-Bills(IMM)
Mar00 000113 94.43 94.46 94.43 94.46 +0.02 30 2,407 +10
Total Volume and Open Interest 30 2,407 +10
Eurodollars(IMM)
Mar00 000113 93.750 93.770 93.745 93.765 +0.020 52,851 508,678 +3,331
Jun00 000113 93.405 93.450 93.400 93.430 +0.040 99,987 463,789 -8,409
Sep00 000113 93.165 93.205 93.140 93.195 +0.055 99,587 382,500 +14,873
Dec00 000113 92.955 93.010 92.935 92.995 +0.070 48,138 281,640 +4,527
Mar01 000113 92.920 92.970 92.880 92.960 +0.075 39,541 229,545 +8,933
Jun01 000113 92.825 92.880 92.795 92.875 +0.080 24,867 164,242 -920
Sep01 000113 92.765 92.825 92.740 92.820 +0.080 12,405 117,829 +447
Dec01 000113 92.680 92.740 92.660 92.740 +0.080 7,887 97,656 -805
Mar02 000113 92.720 92.775 92.690 92.775 +0.085 5,969 92,352 +1,048
Jun02 000113 92.675 92.760 92.675 92.760 +0.085 4,687 66,970 -526
Sep02 000113 92.695 92.745 92.660 92.745 +0.085 5,455 62,825 -556
Dec02 000113 92.600 92.690 92.600 92.685 +0.085 4,211 61,444 +347
Total Volume and Open Interest 441,941 2,966,880 +20,942
3-Mth Euro-Yen(IMM)
Mar00 000113 99.82 99.84 99.82 99.83 +0.01 1,074 20,026 +245
Jun00 000113 99.72 99.75 99.72 99.74 +0.02 2,304 15,410 +591
Sep00 000113 99.56 99.57 99.56 99.57 +0.03 4,176 13,509 +1,342
Dec00 000113 99.38 99.40 99.38 99.40 +0.04 1,148 6,640 +155
Mar01 000113 99.28 99.28 99.28 99.28 +0.03 1,138 7,610 -931
Jun01 000113 99.14 99.15 99.14 99.15 +0.03 243 3,359 -219
Sep01 000113 99.00 99.00 99.00 99.00 +0.04 281 5,169 -329
Dec01 000113 98.81 98.83 98.81 98.83 +0.03 1,008 509 +4
Mar02 000113 98.70 98.70 98.70 98.70 unch 0 179 +0
Jun02 000113 98.68 98.68 98.68 98.68 unch 0 49 +0
Total Volume and Open Interest 11,372 72,460 +858
3-Mth Euro-Yen(SIMEX)
Mar00 000113 99.82 99.83 99.82 99.82 unch 5,039 121,862 +1,449
Jun00 000113 99.72 99.74 99.72 99.73 +0.02 7,283 104,189 +2,268
Sep00 000113 99.54 99.56 99.53 99.56 +0.03 7,341 63,260 +2,836
Dec00 000113 99.36 99.38 99.36 99.38 +0.02 4,544 35,548 +350
Mar01 000113 99.25 99.27 99.25 99.26 +0.02 10,248 40,856 +2,658
Jun01 000113 99.12 99.14 99.12 99.14 +0.03 2,862 37,047 +1,794
Sep01 000113 98.96 98.99 98.96 98.99 +0.03 4,977 20,509 +2,981
Dec01 000113 98.82 98.82 98.82 98.82 +0.01 30 1,549 +138
Total Volume and Open Interest 42,484 427,930 +14,474
German Euro-Bund(EUREX)
Mar00 000113 102.65 103.15 102.48 102.92 +0.12 751,183 643,128 +52,620
Jun00 000113 101.67 102.13 101.66 102.07 +0.15 6,854 27,604 +6,350
Sep00 000113 101.42 101.42 101.42 101.42 +0.15 0 742 +294
Total Volume and Open Interest 758,037 671,474 +59,264
German Euro-Bobl(EUREX)
Mar00 000113 103.00 103.20 102.93 103.10 +0.04 325,305 397,617 +5,673
Jun00 000113 102.44 102.44 102.44 102.44 -0.02 0 1,900 +63
Sep00 000113 101.94 101.94 101.94 101.94 -0.02      
Total Volume and Open Interest 325,305 399,517 +5,736
Long Gilt(LIFFE)
Mar00 000113 109~03 110~01 109~01 109~24 +0~16 22,558 65,821 +1,952
Jun00 000113 110~14 110~14 110~08 110~14 +0~25      
Total Volume and Open Interest 22,569 65,821 +1,952
3-Mth Short Sterling(LIFFE)
Mar00 000113 93.54 93.60 93.51 93.56 +0.03 16,340 180,766 +1,684
Jun00 000113 93.15 93.21 93.12 93.18 +0.03 13,355 160,396 +1,112
Sep00 000113 92.92 92.96 92.87 92.94 +0.03 9,959 108,261 +1,196
Total Volume and Open Interest 62,096 741,875 +6,718
3-Mth Euribor(LIFFE)
Mar00 000113 96.370 96.390 96.360 96.385 +0.010 28,854 337,964 -1,013
Jun00 000113 95.985 96.030 95.985 96.015 +0.025 49,149 237,224 +2,209
Sep00 000113 95.690 95.745 95.680 95.730 +0.040 44,272 187,844 -984
Total Volume and Open Interest 195,625 1,216,030 +980
3-Mth Aus T-Bills(SFE)
Mar00 000113 93.91 93.93 93.86 93.93 +0.02 4,587 0 +0
Jun00 000113 93.38 93.43 93.37 93.43 +0.04 2,023 0 +0
Sep00 000113 93.01 93.07 92.99 93.05 +0.02 3,992 0 +0
Dec00 000113 92.74 92.80 92.72 92.76 +0.01 1,750 0 +0
Mar01 000113 92.56 92.58 92.53 92.57 +0.01 524 0 +0
Jun01 000113 92.41 92.43 92.38 92.43 +0.02 565 0 +0
Sep01 000113 92.32 92.32 92.32 92.32 +0.01 35 0 +0
Dec01 000113 92.22 92.22 92.22 92.22 +0.01 35 0 +0
Mar02 000113 92.16 92.16 92.16 92.16 +0.01      
Jun02 000113 92.12 92.12 92.12 92.12 +0.02      
Total Volume and Open Interest 13,551 444,380 +13,806
10-Year Aus T-Bonds(SFE)
Mar00 000113 92.68 92.78 92.64 92.78 +0.11 15,652 0 +0
Jun00 000113 92.83 92.83 92.83 92.83 +0.01      
Total Volume and Open Interest 2,292 150,792 +7,584
3-Year Aus T-Bonds(SFE)
Mar00 000113 93.02 93.08 92.98 93.08 +0.02 6,890 0 +0
Jun00 000113 93.18 93.18 93.18 93.18 +0.02      
Total Volume and Open Interest 6,890 262,013 +13,096
Gold(CMX)
Feb00 000113 283.1 285.9 283.0 285.1 +1.4 13,500 66,815 +2,186
Apr00 000113 285.6 287.7 284.8 287.4 +1.5 1,247 18,583 +133
Jun00 000113 287.8 290.2 287.7 289.6 +1.5 269 23,440 +35
Aug00 000113 290.3 291.9 290.3 291.9 +1.5 78 10,378 +0
Oct00 000113 294.1 294.1 294.1 294.1 +1.5 68 3,276 -1
Dec00 000113 294.5 297.5 294.3 296.4 +1.5 69 14,441 -162
Total Volume and Open Interest 15,243 159,518 +2,188
Silver(CMX)
Mar00 000113 513.0 517.5 512.5 515.3 +1.0 18,507 54,201 +208
May00 000113 516.5 520.5 516.0 518.3 +1.1 984 6,152 +577
Jul00 000113 517.0 523.0 517.0 520.1 +1.8 187 3,617 +33
Sep00 000113 526.0 526.0 521.9 521.9 +2.3 0 1,405 +0
Dec00 000113 518.5 522.8 518.5 522.8 +2.5 99 4,966 +11
Total Volume and Open Interest 19,941 74,140 +973
Platinum(NYM)
Jan00 000113 418.0 419.9 416.0 419.9 +2.5 1 262 +0
Apr00 000113 402.0 406.5 401.0 404.9 +2.5 827 8,538 -111
Jul00 000113 399.0 399.0 398.9 398.9 +2.5 122 759 +47
Oct00 000113 398.9 398.9 398.9 398.9 +2.5 0 1 +1
Total Volume and Open Interest 950 9,563 -64
Palladium(NYME)
Mar00 000113 445.00 448.00 441.20 447.00 -5.25 103 2,839 +50
Jun00 000113 443.00 443.00 443.00 443.00 -5.25 0 99 +0
Total Volume and Open Interest 103 2,938 +50
Copper(CMX)
Mar00 000113 86.50 86.60 85.50 85.65 -0.95 17,375 54,327 +5,237
May00 000113 87.15 87.20 86.35 86.45 -0.95 348 5,463 +61
Jul00 000113 87.20 87.70 87.00 87.00 -0.85 16 4,368 +4
Sep00 000113 87.70 87.70 87.60 87.60 -0.75 15 3,930 +9
Dec00 000113 88.35 88.35 88.35 88.35 -0.65 1 3,509 +0
Total Volume and Open Interest 18,212 82,649 +5,193
DJIA Index(CBOT)
Mar00 000113 11705 11745 11615 11672 +33 14,897 13,148 -1
Jun00 000113 11840 11880 11755 11813 +34 12 759 +2
Sep00 000113 11950 12020 11950 11962 +34 0 256 +0
Dec00 000113 12123 12123 12123 12123 +34 0 235 +9
Total Volume and Open Interest 14,909 14,398 +10
S & P 500(CME)
Mar00 000113 1452.50 1467.00 1443.50 1458.50 +16.50 95,741 359,249 +783
Jun00 000113 1477.40 1485.00 1477.40 1477.40 +16.80 175 8,647 +61
Sep00 000113 1497.50 1504.50 1497.50 1497.50 +17.00 256 2,460 +58
Dec00 000113 1518.90 1525.40 1518.90 1518.90 +17.50 634 2,553 +273
Total Volume and Open Interest 96,806 373,086 +1,174
S & P 500 E-Mini(Globex)
Mar00 000113 1441.50 1466.75 1441.25 1458.50 +16.50 62,507 16,814 -150
Jun00 000113 1444.00 1479.50 1444.00 1477.50 +17.00 2 18 +0
Total Volume and Open Interest 62,509 16,832 -150
NASDAQ 100(CME)
Mar00 000113 3588.00 3660.00 3520.00 3652.50 +149.00 17,998 25,337 +521
Jun00 000113 3600.00 3702.50 3600.00 3702.50 +149.00 32 61 +0
Sep00 000113 3752.50 3752.50 3752.50 3752.50 +149.00 0 1 +0
Total Volume and Open Interest 18,030 25,399 +521
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000113 3508.0 3652.5 3502.0 3652.5 +149.0 15,547 8,232 -282
Jun00 000113 3702.5 3702.5 3702.5 3702.5 +149.0 0 6 +0
Total Volume and Open Interest 15,547 8,238 -282
NYSE Composite(NYBOT)
Mar00 000113 649.50 654.00 646.75 650.20 +5.10 565 1,780 +58
Jun00 000113 657.95 657.95 657.95 657.95 +5.10 0 1,692 +0
Sep00 000113 665.70 665.70 665.70 665.70 +5.10 0 250 +250
Total Volume and Open Interest 0 3,665 +0
S & P Midcap 400(CME)
Mar00 000113 438.00 447.00 437.75 445.75 +10.55 820 12,837 -40
Jun00 000113 451.00 451.00 451.00 451.00 +10.55      
Sep00 000113 453.10 453.10 453.10 453.10 +10.55      
Total Volume and Open Interest 820 12,837 -40
Russell 2000(CME)
Mar00 000113 496.50 504.90 496.50 502.60 +10.15 980 13,581 -53
Jun00 000113 504.60 504.60 504.60 504.60 +10.15      
Sep00 000113 508.60 508.60 508.60 508.60 +10.15      
Total Volume and Open Interest 980 13,581 -53
Value Line(KCBT)
Mar00 000113 1026.00 1040.50 1023.50 1037.00 +20.00 59 262 -27
Total Volume and Open Interest 59 262 -27
Nikkei 225(CME)
Mar00 000113 18910 19000 18910 18950 +380 991 17,701 -125
Jun00 000113 18910 18910 18910 18910 +380 0 96 +0
Total Volume and Open Interest 991 17,797 -125
Nikkei 225(SIMEX)
Mar00 000113 18600 18930 18550 18915 +260 14,900 100,284 +100,284
Jun00 000113 18845 18845 18845 18845 +260 0 1,051 +1,051
Sep00 000113 18840 18840 18840 18840 +260 0 8,678 +8,678
Total Volume and Open Interest 29,716 108,603 +108,603
CAC 40(MATIF)
Jan00 000113 5605.0 5704.0 5560.0 5660.0 +57.0 47,851 124,480 +545
Feb00 000113 5606.5 5708.5 5606.5 5666.0 +47.5 617 3,362 +585
Mar00 000113 5627.5 5722.5 5613.0 5685.5 +60.5 1,851 65,121 +11
Total Volume and Open Interest 50,319 217,287 +1,439
DAX Index(EUREX)
Mar00 000113 6940.0 7145.0 6923.5 7009.0 +71.0 50,030 138,348 +1,591
Jun00 000113 6990.5 7176.0 6990.5 7062.0 +72.5 625 11,123 +597
Sep00 000113 7088.0 7166.5 7088.0 7134.5 +76.5 266 1,191 +12
Total Volume and Open Interest 50,921 150,662 +2,200
FT-SE 100(LIFFE)
Mar00 000113 6550.50 6635.00 6536.00 6550.00 -31.00 27,696 199,001 +590
Jun00 000113 6685.00 6685.00 6617.00 6623.00 -10.00 15 2,334 +3
Sep00 000113 6697.00 6695.00 6689.00 6695.00 -10.00 0 551 +0
Total Volume and Open Interest 30,126 201,886 +593
SPI 200(SFE)
Mar00 000113 3092.0 3099.0 3079.0 3099.0 +10.0 7,154 0 +0
Jun00 000113 3113.0 3119.0 3112.0 3119.0 +10.0 148 0 +0
Sep00 000113 3138.0 3138.0 3138.0 3138.0 +10.0      
Total Volume and Open Interest 7,370 155,851 -8,875
GSCI(CME)
Jan00 000113 197.80 200.10 197.70 199.00 +1.95 9,927 11,162 -8,287
Feb00 000113 196.60 198.20 196.45 197.55 +1.75 8,572 32,213 +7,289
Mar00 000113 196.20 196.50 196.20 196.20 +1.80 0 59 +0
Total Volume and Open Interest 18,499 43,434 -998
Bridge CRB Index(NYBOT)
Feb00 000113 204.50 206.30 204.50 206.20 +1.90 963 969 -329
Apr00 000113 206.00 207.50 205.80 207.40 +1.90 279 1,165 +157
Jun00 000113 209.40 209.40 209.40 209.40 +1.90 343 541 +335
Total Volume and Open Interest 2,342 3,179 -412
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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