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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 20, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar00 000120 500.50 506.75 497.50 505.50 +4.50 35,715 73,864 +1,366
May00 000120 509.00 515.25 506.25 514.25 +5.00 6,540 29,817 +729
Jul00 000120 517.00 524.00 515.00 522.75 +4.75 6,054 26,316 +1,479
Aug00 000120 520.00 525.50 517.50 523.50 +4.50 382 3,524 +121
Sep00 000120 522.00 527.00 519.00 525.50 +5.50 95 1,083 +72
Nov00 000120 528.00 535.00 526.25 533.75 +5.00 1,646 14,208 +288
Jan01 000120 534.00 541.00 534.00 540.00 +4.75 60 98 +43
Total Volume and Open Interest 50,506 148,995 +4,108
Soybean Meal(CBOT)
Mar00 000120 158.80 163.10 158.80 162.00 +2.70 13,116 54,805 +294
May00 000120 160.90 164.90 160.50 163.90 +2.90 4,230 27,799 +449
Jul00 000120 163.30 167.20 162.70 166.20 +2.90 4,481 18,303 +578
Aug00 000120 164.00 167.50 163.30 166.70 +3.00 474 5,580 -150
Sep00 000120 164.50 168.20 164.30 167.30 +2.80 380 3,586 +223
Oct00 000120 164.50 168.20 164.50 167.20 +2.80 453 2,544 +183
Dec00 000120 167.50 171.00 167.50 170.60 +3.20 400 7,843 +53
Jan01 000120 171.00 171.00 171.00 171.00 +2.80 5 34 +5
Total Volume and Open Interest 23,539 120,494 +1,635
Soybean Oil(CBOT)
Mar00 000120 16.32 16.46 16.20 16.28 -0.06 17,485 60,172 -1,500
May00 000120 16.65 16.77 16.50 16.57 -0.08 5,774 27,139 +779
Jul00 000120 16.96 17.07 16.81 16.87 -0.08 1,786 20,428 -285
Aug00 000120 17.10 17.10 17.00 17.01 -0.07 399 5,032 -42
Sep00 000120 17.35 17.35 17.13 17.13 -0.08 227 2,935 +49
Oct00 000120 17.40 17.40 17.28 17.28 -0.07 568 3,365 -70
Dec00 000120 17.80 17.80 17.52 17.58 -0.08 4,034 11,609 -1,770
Jan01 000120 17.95 18.00 17.80 17.93 -0.05 600 2,402 +600
Total Volume and Open Interest 34,116 135,329 -336
Canola(WCE)
Jan00 000120 262.0 262.0 262.0 262.0 unch 1 0 -26
Mar00 000120 263.2 265.5 263.0 265.2 +2.0 4,234 35,734 -1,995
May00 000120 267.8 269.6 267.1 269.2 +1.7 1,872 10,317 -912
Jul00 000120 271.5 273.4 271.4 273.3 +2.0 1,015 10,989 +540
Aug00 000120 275.0 276.0 275.0 276.0 +1.5 0 1,735 +0
Total Volume and Open Interest 7,337 61,726 -2,329
Corn(CBOT)
Mar00 000120 220.75 221.50 218.75 220.75 unch 33,844 219,724 -3,016
May00 000120 228.50 229.50 226.75 228.75 unch 8,344 78,146 +2,290
Jul00 000120 236.25 237.00 234.25 236.00 unch 5,782 85,564 +1,626
Sep00 000120 242.50 243.25 241.25 242.75 -0.50 1,883 24,282 +652
Nov00 000120 248.00 248.00 248.00 248.00 -0.50 72 863 +18
Dec00 000120 250.50 251.50 249.00 250.75 -0.50 5,161 49,861 +1,583
Total Volume and Open Interest 55,826 465,934 +3,430
Wheat(CBOT)
Mar00 000120 264.50 265.75 262.50 265.00 -1.00 12,109 80,871 -1,163
May00 000120 276.00 276.75 273.50 276.00 -1.25 1,239 12,197 +118
Jul00 000120 286.00 287.25 283.75 286.25 -1.00 2,395 24,542 +424
Sep00 000120 295.50 297.00 294.00 296.75 -0.50 168 2,341 +64
Dec00 000120 310.25 311.50 309.00 310.75 -1.00 189 4,781 +43
Total Volume and Open Interest 16,107 124,806 -507
Wheat(KCBT)
Mar00 000120 292.50 293.50 290.00 292.75 -0.75 5,274 37,938 -231
May00 000120 302.50 303.75 301.00 303.00 -1.00 876 11,076 +477
Jul00 000120 313.00 313.75 310.50 313.50 -0.50 751 13,371 -109
Sep00 000120 321.50 323.00 320.50 323.00 unch 38 862 -1
Dec00 000120 334.00 334.50 332.00 334.00 -0.75 298 1,968 +26
Total Volume and Open Interest 7,237 65,215 +162
Wheat(MGE)
Mar00 000120 326.50 328.00 325.00 326.50 -1.00 2,573 11,568 -141
May00 000120 337.00 337.75 335.00 335.50 -1.75 648 5,037 -252
Jul00 000120 345.50 346.00 344.00 344.25 -1.50 485 3,278 +134
Sep00 000120 353.50 354.00 352.00 352.50 -1.00 20 1,278 +4
Dec00 000120 363.00 363.50 361.50 362.00 -1.00 22 569 +15
Total Volume and Open Interest 3,759 21,779 -229
Oats(CBOT)
Mar00 000120 114.00 114.25 113.50 114.00 +0.25 1,269 7,432 -200
May00 000120 120.00 120.25 119.50 120.00 +0.25 228 3,740 +13
Jul00 000120 118.50 118.75 118.00 118.00 unch 379 2,471 +80
Sep00 000120 122.50 122.75 122.00 122.00 unch 7 759 +3
Total Volume and Open Interest 1,989 16,431 -8
Rough Rice(CBOT)
Jan00 000120 5.32 5.52 5.32 5.52 +0.23 6 428 -68
Mar00 000120 5.49 5.77 5.47 5.68 +0.21 225 3,468 +0
May00 000120 5.71 5.99 5.70 5.91 +0.22 161 1,770 +35
Jul00 000120 5.92 6.19 5.92 6.11 +0.20 61 974 +0
Total Volume and Open Interest 515 6,829 +15
Live Cattle(CME)
Feb00 000120 69.900 70.100 69.600 69.800 -0.350 8,685 43,757 -2,148
Apr00 000120 71.900 72.200 71.700 71.900 -0.175 7,053 50,192 +1,319
Jun00 000120 69.500 69.700 69.300 69.575 -0.100 2,726 20,320 +206
Aug00 000120 70.200 70.400 69.950 70.100 -0.200 990 11,030 +253
Oct00 000120 72.375 72.500 72.075 72.250 -0.125 244 4,073 +126
Dec00 000120 73.425 73.475 73.175 73.325 -0.025 131 3,128 +28
Total Volume and Open Interest 19,887 134,938 -210
Feeder Cattle(CME)
Jan00 000120 85.250 85.350 85.000 85.275 -0.050 621 3,038 -284
Mar00 000120 84.900 84.900 84.350 84.675 -0.275 2,279 10,996 -1
Apr00 000120 84.850 84.900 84.325 84.725 -0.350 738 4,459 +25
May00 000120 84.750 84.900 84.300 84.750 -0.200 458 5,022 -10
Aug00 000120 85.700 85.850 85.400 85.700 -0.300 379 4,044 +101
Sep00 000120 86.100 86.250 85.750 86.050 -0.350      
Oct00 000120 86.950 86.950 86.550 86.650 -0.400 77 1,027 +8
Total Volume and Open Interest 4,675 30,491 -113
Lean Hogs(CME)
Feb00 000120 56.100 56.375 55.775 56.225 +0.225 5,032 15,818 -1,082
Apr00 000120 59.100 59.300 58.550 59.250 +0.450 4,310 18,290 +1,118
Jun00 000120 66.500 66.900 66.225 66.675 +0.225 1,406 8,573 +271
Jul00 000120 65.400 65.750 65.000 65.725 +0.350 233 2,562 +52
Aug00 000120 62.900 63.175 62.600 63.075 +0.300 142 1,792 +64
Oct00 000120 58.400 58.875 58.300 58.875 +0.175 107 984 +57
Dec00 000120 56.375 56.800 56.350 56.800 +0.300 31 292 +10
Feb01 000120 58.000 58.050 57.750 58.050 +0.250 2 23 +1
Total Volume and Open Interest 11,263 48,340 +491
Pork Bellies(CME)
Feb00 000120 88.000 89.550 87.975 89.475 +2.000 1,445 4,063 -284
Mar00 000120 87.200 88.350 87.000 88.125 +1.525 261 934 +15
May00 000120 87.000 88.850 87.000 88.550 +1.875 193 616 +39
Jul00 000120 86.200 87.100 86.000 87.100 +2.300 26 238 +10
Aug00 000120 82.500 83.600 82.500 83.000 +1.300 12 53 +2
Total Volume and Open Interest 1,937 5,904 -218
Cocoa(NYBOT)
Mar00 000120 841 859 840 853 +9 5,731 39,551 -302
May00 000120 872 889 871 882 +9 2,250 21,072 +1,959
Jul00 000120 900 917 897 908 +10 823 9,169 -405
Sep00 000120 928 935 923 935 +9 165 14,662 +51
Dec00 000120 962 972 962 969 +9 1,212 6,471 +500
Mar01 000120 1000 1004 1000 1003 +9 50 5,796 +13
May01 000120 1032 1032 1032 1032 +14 0 2,927 +0
Total Volume and Open Interest 10,481 103,347 +617
Coffee "C"(NYBOT)
Mar00 000120 118.25 118.80 111.70 112.00 -4.70 6,626 29,207 -393
May00 000120 121.50 121.60 114.75 114.90 -4.70 2,150 10,286 +637
Jul00 000120 123.50 123.50 117.25 117.35 -4.65 175 3,537 -3
Sep00 000120 125.65 125.65 119.00 119.00 -4.65 113 3,113 +53
Dec00 000120 126.75 126.75 120.40 120.40 -4.65 8 2,320 +3
Mar01 000120 123.50 123.50 121.60 121.60 -4.65 0 438 +0
Total Volume and Open Interest 9,073 48,902 +298
Orange Juice(NYBOT)
Mar00 000120 82.60 83.75 82.10 83.20 -0.10 1,440 16,027 -189
May00 000120 82.75 83.50 82.10 83.00 -0.30 575 4,805 +214
Jul00 000120 82.65 83.75 82.30 83.60 +0.20 231 1,983 +136
Sep00 000120 82.50 83.70 82.30 83.70 +0.45 38 886 +28
Nov00 000120 83.50 83.70 83.25 83.70 +0.20 0 334 +0
Total Volume and Open Interest 2,286 24,290 +190
Sugar #11(NYBOT)
Mar00 000120 5.45 5.60 5.45 5.56 +0.07 11,967 89,512 -210
May00 000120 5.73 5.80 5.72 5.75 +0.07 2,783 52,360 -40
Jul00 000120 5.95 6.02 5.94 5.98 +0.06 2,236 30,946 +62
Oct00 000120 6.27 6.34 6.27 6.31 +0.06 546 13,219 +1
Mar01 000120 6.43 6.47 6.43 6.45 +0.06 360 9,582 +80
Total Volume and Open Interest 17,910 196,984 -89
London Cocoa(LCE)
Mar00 000120 564 571 563 565 unch 2,216 54,977 -187
May00 000120 595 601 592 594 unch 602 35,875 +15
Jul00 000120 607 616 607 609 -1 418 18,213 -216
Sep00 000120 627 631 625 626 -2 292 23,788 -28
Dec00 000120 647 656 647 649 -1 484 18,342 +318
Mar01 000120 675 675 671 671 -1 270 10,567 +20
May01 000120 689 689 689 689 -1 100 5,006 +0
Total Volume and Open Interest 6,382 173,167 +1,922
London Coffee(LCE)
Jan00 000120 1495.00 1530.00 1495.00 1515.00 +28.00 224 10,133 -96
Mar00 000120 1115.00 1147.00 1115.00 1120.00 +12.00 3,500 32,184 +558
May00 000120 1133.00 1165.00 1133.00 1138.00 +12.00 1,235 11,717 +424
Jul00 000120 1155.00 1177.00 1153.00 1157.00 +12.00 274 6,496 +178
Sep00 000120 1180.00 1190.00 1176.00 1176.00 +12.00 165 1,543 +140
Nov00 000120 1205.00 1215.00 1195.00 1195.00 +12.00 64 1,036 +19
Total Volume and Open Interest 5,462 63,183 +1,223
London Sugar(LCE)
Mar00 000120 170.00 170.00 167.70 169.60 +0.70 2,635 18,871 -1,247
May00 000120 173.40 173.90 172.00 173.80 +0.40 1,212 13,243 +949
Aug00 000120 179.30 180.10 178.30 180.10 +0.80 484 7,676 +94
Oct00 000120 184.90 184.90 184.90 184.90 +0.60 50 4,565 -7
Dec00 000120 187.40 187.40 187.40 187.40 +0.80 0 87 +0
Total Volume and Open Interest 4,381 44,512 -211
Cotton(NYBOT)
Mar00 000120 57.65 57.80 56.60 57.44 -0.31 18,631 34,837 +4,147
May00 000120 58.70 59.30 57.95 58.76 -0.27 6,155 14,914 +996
Jul00 000120 59.90 59.90 58.90 59.78 -0.32 2,946 9,725 +226
Oct00 000120 60.90 60.90 60.65 60.65 -0.35 39 528 -5
Dec00 000120 60.80 61.00 60.30 61.00 -0.20 2,466 5,424 +238
Mar01 000120 61.95 61.95 61.95 61.95 -0.15 52 398 -31
Total Volume and Open Interest 30,311 66,051 +5,590
Lumber(CME)
Mar00 000120 333.5 335.0 331.4 331.6 -3.2 998 2,004 -81
May00 000120 332.4 333.5 330.9 331.6 -1.5 153 612 -3
Jul00 000120 333.1 334.0 332.5 333.1 -0.4 10 191 +2
Sep00 000120 332.6 334.4 332.6 333.8 +0.5 4 63 +0
Total Volume and Open Interest 1,176 2,909 -93
Crude Oil(NYM)
Feb00 000120 29.45 29.95 28.68 29.66 +0.12 69,987 34,744 -22,301
Mar00 000120 27.80 28.37 27.36 27.97 +0.09 92,624 126,507 +792
Apr00 000120 26.90 27.26 26.40 26.98 +0.06 27,591 56,872 +6,386
May00 000120 26.00 26.30 25.60 26.14 +0.04 10,342 36,167 +2,320
Jun00 000120 25.33 25.60 24.90 25.40 +0.04 10,422 55,322 +2,599
Jul00 000120 24.65 24.80 24.16 24.68 +0.05 3,633 34,402 +209
Aug00 000119 23.90 24.00 23.78 24.00 -0.04 1,283 19,945 +221
Sep00 000120 23.40 23.60 23.15 23.55 +0.05 2,023 15,727 +189
Oct00 000119 23.05 23.05 22.90 23.05 -0.04 1,733 13,608 +479
Nov00 000120 22.44 22.66 22.25 22.66 +0.05 477 10,378 +229
Total Volume and Open Interest 224,111 525,748 -4,618
Heating Oil(NYM)
Feb00 000120 80.60 86.90 80.25 86.46 +6.43 25,410 35,441 -1,867
Mar00 000120 75.10 77.65 74.30 77.14 +2.55 15,278 31,443 +1,404
Apr00 000120 70.50 71.85 69.50 71.59 +1.00 2,983 10,999 +499
May00 000120 67.00 67.39 65.50 67.39 +0.20 50,320 139,290 +1,747
Jun00 000120 64.60 64.80 62.00 64.44 -0.15 50,320 139,290 +1,747
Jul00 000120 62.00 63.70 61.50 62.79 -0.25 1,281 12,745 +163
Aug00 000119 61.20 62.14 61.00 62.14 +0.43 450 5,120 +112
Sep00 000120 61.10 61.89 61.10 61.89 +0.24 623 4,430 +180
Oct00 000119 62.49 62.49 62.49 62.49 +0.43 52 2,227 +2
Nov00 000120 61.60 62.24 61.60 62.24 -0.50 11 1,495 -6
Total Volume and Open Interest 50,320 139,290 +1,747
Unleaded Gas(NYM)
Feb00 000120 76.30 78.50 75.30 77.33 +0.59 18,731 26,925 -1,309
Mar00 000120 76.00 78.00 75.50 76.69 +0.05 15,088 23,228 +1,387
Apr00 000120 78.35 79.90 77.95 78.89 +0.15 4,975 18,715 +1,058
May00 000119 77.60 77.60 77.10 77.12 -0.58 1,528 7,447 -91
Jun00 000120 75.00 75.30 74.70 75.30 +0.15 444 3,610 +298
Jul00 000119 73.40 73.40 72.95 72.95 -0.45 407 4,338 +4,338
Aug00 000120 70.70 70.70 70.70 70.70 unch 280 1,888 -80
Sep00 000119 68.25 68.25 68.25 68.25 -0.30 476 3,567 +3,567
Total Volume and Open Interest 41,530 88,468 -256
Natural Gas(NYM)
Feb00 000120 2.470 2.580 2.470 2.559 +0.142 43,606 53,116 -522
Mar00 000120 2.510 2.590 2.510 2.570 +0.130 17,068 42,412 +73
Apr00 000120 2.545 2.585 2.530 2.572 +0.119 7,064 21,978 +1,207
May00 000120 2.540 2.585 2.535 2.574 +0.107 4,670 14,652 -486
Jun00 000120 2.550 2.590 2.545 2.584 +0.104 2,499 14,199 +14
Jul00 000120 2.560 2.600 2.555 2.595 +0.101 1,913 12,202 -170
Aug00 000120 2.570 2.610 2.570 2.606 +0.096 1,921 11,903 -88
Sep00 000120 2.580 2.614 2.575 2.614 +0.091 767 10,402 +320
Total Volume and Open Interest 82,819 272,098 +398
Brent Crude Oil(IPE)
Mar00 000120 25.98 26.43 25.63 26.10 +0.26 38,024 75,966 -2,875
Apr00 000120 25.21 25.55 24.80 25.22 +0.16 16,605 52,025 +3,744
May00 000120 24.36 24.71 24.03 24.41 +0.09 4,373 22,197 +301
Jun00 000120 23.61 23.95 23.47 23.70 +0.10 2,910 24,103 -177
Jul00 000120 22.93 23.06 22.86 23.06 +0.11 1,025 14,846 +261
Aug00 000120 22.40 22.80 22.40 22.52 +0.11 594 4,012 +318
Sep00 000120 22.09 22.10 21.90 22.10 +0.12 1,087 3,458 +18
Oct00 000120 21.62 21.74 21.53 21.74 +0.11 193 7,029 +15
Total Volume and Open Interest 66,325 249,532 +1,469
Gas Oil(IPE)
Feb00 000120 224.00 231.00 223.75 227.75 +6.50 12,494 40,363 -1,440
Mar00 000120 218.50 222.00 217.50 219.25 +2.75 7,332 21,354 +1,258
Apr00 000120 211.50 214.00 209.50 211.25 +1.75 2,506 10,138 -245
May00 000120 204.00 206.00 201.75 203.50 +0.50 1,661 4,228 +104
Jun00 000120 197.50 199.00 196.50 197.50 +0.50 1,116 10,318 -249
Jul00 000120 193.75 196.00 193.50 193.75 +0.50 110 7,434 +0
Aug00 000120 191.50 191.50 191.50 191.50 +0.50 0 4,154 -10
Sep00 000120 189.25 189.25 189.25 189.25 +0.25 0 2,341 +0
Total Volume and Open Interest 25,798 113,631 -650
US Dollar Index(NYBOT)
Mar00 000120 101.51 101.86 100.96 101.15 -0.31 187 6,723 -19
Jun00 000120 100.83 100.83 100.83 100.83 -0.31 1 2,020 +0
Sep00 000120 100.51 100.51 100.51 100.51 -0.31      
Total Volume and Open Interest 188 8,743 -19
Australian Dollar(IMM)
Mar00 000120 66.50 66.83 66.50 66.61 +0.22 796 40,443 -34
Jun00 000120 66.55 66.80 66.55 66.66 +0.22 0 15 +0
Sep00 000120 66.71 66.71 66.71 66.71 +0.22 0 1 +0
Total Volume and Open Interest 796 40,466 -34
British Pound(IMM)
Mar00 000120 164.56 165.78 164.44 165.38 +1.04 3,577 37,482 +1,256
Jun00 000120 165.60 165.80 165.26 165.30 +1.02 0 14 +0
Sep00 000120 165.22 165.22 165.22 165.22 +1.02 0 1 +0
Total Volume and Open Interest 3,577 37,497 +1,256
Canadian Dollar(IMM)
Mar00 000120 69.12 69.38 69.08 69.21 +0.27 6,845 55,531 -488
Jun00 000120 69.25 69.50 69.25 69.36 +0.27 35 5,519 +18
Sep00 000120 69.48 69.65 69.44 69.48 +0.27 53 1,345 +34
Dec00 000120 69.66 69.66 69.56 69.59 +0.27 2 507 +0
Total Volume and Open Interest 6,935 62,936 -436
Japanese Yen(IMM)
Mar00 000120 95.57 95.86 95.50 95.77 unch 17,887 93,177 -2,186
Jun00 000120 97.13 97.45 97.13 97.34 unch 5 3,253 +1
Sep00 000120 98.89 98.89 98.89 98.89 unch 0 244 +0
Total Volume and Open Interest 17,892 96,763 -2,185
Swiss Franc(IMM)
Mar00 000120 62.81 63.59 62.72 63.47 +0.36 8,674 57,953 +678
Jun00 000120 63.46 64.25 63.46 64.17 +0.36 6 238 -4
Sep00 000120 64.83 64.87 64.83 64.83 +0.36 0 32 +0
Total Volume and Open Interest 8,674 58,223 +674
EuroFX(IMM)
Mar00 000120 101.25 102.24 101.13 102.05 +0.41 9,966 62,650 +771
Jun00 000120 102.00 102.93 101.91 102.77 +0.41 9 227 +8
Sep00 000120 103.44 103.50 102.70 103.44 +0.41 0 99 +0
Total Volume and Open Interest 9,975 62,990 +779
Mexican Peso(IMM)
Mar00 000120 10440.0 10470.0 10360.0 10415.0 -15.0 2,028 14,922 +85
Jun00 000120 10110.0 10120.0 10030.0 10065.0 -18.0 70 2,888 -18
Total Volume and Open Interest 2,120 18,090 +86
30-Year T-Bonds(CBOT)
Mar00 000120 89~18 90~05 89~01 89~13 -0~04 264,346 610,273 +5,447
Jun00 000120 88~30 89~25 88~23 89~02 -0~04 7,125 50,404 +4,876
Sep00 000120 88~23 88~25 88~23 88~25 -0~04 0 623 +0
Total Volume and Open Interest 271,471 661,341 +10,323
Municipal Bonds(CBOT)
Mar00 000120 90~08 90~30 90~07 90~15 -0~03 1,677 21,166 -194
Jun00 000120 89~09 89~30 89~08 89~15 -0~03 0 88 +0
Total Volume and Open Interest 1,677 21,254 -194
10-Year T-Notes(CBOT)
Mar00 000120 94~110 94~165 93~310 94~020 -0~090 122,755 572,971 -7,859
Jun00 000120 93~215 94~045 93~200 93~220 -0~105 4,743 29,528 +3,409
Total Volume and Open Interest 127,498 602,499 -4,450
5-Year T-Notes(CBOT)
Mar00 000120 97~010 97~100 96~315 97~025 -0~050 44,415 387,416 +113
Jun00 000120 96~205 96~285 96~205 96~215 -0~060 1,002 10,947 +1,000
Total Volume and Open Interest 45,417 398,363 +1,113
2 Year T-Notes(CBOT)
Mar00 000120 98~110 98~124 98~108 98~116 -0~006 1,575 34,139 +379
Jun00 000120 98~096 98~096 98~096 98~096 -0~006      
Total Volume and Open Interest 1,575 34,139 +379
3-Mth T-Bills(IMM)
Mar00 000120 94.44 94.47 94.44 94.45 +0.00 74 2,414 +3
Total Volume and Open Interest 37 2,414 +3
Eurodollars(IMM)
Mar00 000120 93.785 93.805 93.775 93.785 unch 43,291 501,128 +2,924
Jun00 000120 93.405 93.465 93.400 93.435 +0.015 72,404 457,488 -1,967
Sep00 000120 93.150 93.220 93.145 93.185 +0.005 72,392 382,975 -7,937
Dec00 000120 92.930 93.010 92.930 92.965 unch 51,418 280,458 -6,180
Mar01 000120 92.870 92.940 92.860 92.890 -0.010 20,921 246,664 +9,127
Jun01 000120 92.775 92.835 92.765 92.790 -0.015 26,548 171,657 +453
Sep01 000120 92.720 92.790 92.715 92.730 -0.025 17,470 126,428 +4,090
Dec01 000120 92.630 92.690 92.620 92.640 -0.020 14,161 105,280 +4,900
Mar02 000120 92.665 92.735 92.650 92.675 -0.020 5,837 96,801 +1,019
Jun02 000120 92.645 92.715 92.630 92.655 -0.020 3,719 68,974 +486
Sep02 000120 92.630 92.700 92.615 92.640 -0.020 5,108 62,891 -257
Dec02 000120 92.550 92.635 92.550 92.575 -0.020 3,864 62,679 +561
Total Volume and Open Interest 360,853 3,005,760 +9,420
3-Mth Euro-Yen(IMM)
Mar00 000120 99.84 99.85 99.84 99.84 unch 729 20,495 -37
Jun00 000120 99.77 99.78 99.77 99.77 -0.01 636 14,508 -626
Sep00 000120 99.63 99.63 99.61 99.61 -0.02 113 11,458 -231
Dec00 000120 99.46 99.46 99.44 99.45 -0.01 1 6,475 -769
Mar01 000120 99.34 99.34 99.33 99.33 -0.01 0 11,162 +2,516
Jun01 000120 99.22 99.22 99.21 99.21 -0.01 0 3,722 +150
Sep01 000120 99.07 99.07 99.07 99.07 unch 0 5,460 +0
Dec01 000120 98.89 98.89 98.89 98.89 unch 0 106 +0
Mar02 000120 98.76 98.76 98.76 98.76 unch 0 179 +0
Jun02 000120 98.68 98.68 98.68 98.68 unch 0 49 +0
Total Volume and Open Interest 1,479 73,614 +1,003
3-Mth Euro-Yen(SIMEX)
Mar00 000120 99.85 99.85 99.83 99.84 -0.01 3,058 124,424 +1,645
Jun00 000120 99.78 99.78 99.76 99.77 -0.01 11,659 121,519 +9,147
Sep00 000120 99.63 99.64 99.62 99.62 unch 22,217 64,847 +1,379
Dec00 000120 99.46 99.47 99.45 99.45 unch 4,437 38,927 +842
Mar01 000120 99.36 99.36 99.33 99.34 unch 4,648 43,691 +292
Jun01 000120 99.21 99.24 99.21 99.22 unch 1,700 37,601 -371
Sep01 000120 99.07 99.09 99.07 99.07 unch 1,539 29,301 +1,133
Dec01 000120 98.90 98.90 98.90 98.90 unch 250 2,627 +434
Total Volume and Open Interest 49,758 466,955 +14,809
German Euro-Bund(EUREX)
Mar00 000120 102.40 102.84 101.91 102.79 +0.37 767,372 636,671 -3,697
Jun00 000120 101.51 101.97 101.15 101.97 +0.38 4,827 32,817 +1,244
Sep00 000120 101.27 101.27 101.27 101.27 +0.38 0 4,016 +1,633
Total Volume and Open Interest 772,199 673,504 -820
German Euro-Bobl(EUREX)
Mar00 000120 102.93 103.09 102.61 103.06 +0.12 311,144 411,399 +17,286
Jun00 000120 102.28 102.28 102.28 102.28 +0.14 1,551 1,460 +468
Sep00 000120 101.86 101.86 101.86 101.86 +0.12      
Total Volume and Open Interest 312,695 412,859 +17,754
Long Gilt(LIFFE)
Mar00 000120 108~25 108~29 108~00 108~29 -0~01 18,261 72,933 -462
Jun00 000120 109~02 109~02 109~02 109~02 -0~11      
Total Volume and Open Interest 20,301 72,933 -462
3-Mth Short Sterling(LIFFE)
Mar00 000120 93.56 93.58 93.54 93.58 +0.01 17,417 184,904 -663
Jun00 000120 93.15 93.18 93.11 93.17 +0.01 22,410 173,802 +3,072
Sep00 000120 92.88 92.93 92.84 92.92 +0.02 22,100 121,583 +2,296
Total Volume and Open Interest 92,683 765,292 -7,712
3-Mth Euribor(LIFFE)
Mar00 000120 96.425 96.440 96.400 96.440 +0.015 38,066 343,311 -1,795
Jun00 000120 96.040 96.085 96.020 96.080 +0.030 44,906 237,039 +5,382
Sep00 000120 95.755 95.810 95.735 95.810 +0.040 41,335 191,146 +2,623
Total Volume and Open Interest 201,348 1,445,219 +12,206
3-Mth Aus T-Bills(SFE)
Mar00 000120 93.94 93.95 93.92 93.94 +0.02 1,054 0 -282,292
Jun00 000120 93.46 93.48 93.45 93.47 +0.04 1,893 0 -68,358
Sep00 000120 93.09 93.11 93.07 93.09 +0.04 706 0 -35,842
Dec00 000120 92.79 92.80 92.79 92.79 +0.04 136 0 -21,632
Mar01 000120 92.61 92.62 92.59 92.59 +0.02 350 0 -12,985
Jun01 000120 92.46 92.46 92.45 92.46 +0.04 300 0 -10,257
Sep01 000120 92.33 92.34 92.33 92.33 +0.04 248 0 -6,198
Dec01 000120 92.22 92.24 92.22 92.23 +0.04 389 0 -3,265
Mar02 000120 92.15 92.16 92.15 92.15 +0.04 370 0 -2,784
Jun02 000120 92.09 92.09 92.08 92.08 +0.03 70 0 -1,407
Total Volume and Open Interest 5,656 453,855 +5,259
10-Year Aus T-Bonds(SFE)
Mar00 000120 92.69 92.74 92.65 92.65 -0.01 22,222 0 -156,533
Jun00 000120 92.69 92.69 92.69 92.69 +0.04      
Total Volume and Open Interest 14,723 164,647 +8,114
3-Year Aus T-Bonds(SFE)
Mar00 000120 93.05 93.08 93.04 93.06 +0.04 23,770 0 -285,616
Jun00 000120 92.88 92.88 92.88 92.88 +0.06      
Total Volume and Open Interest 23,770 288,862 +3,226
Gold(CMX)
Feb00 000120 289.2 290.1 288.7 289.3 -1.0 28,615 50,387 -2,636
Apr00 000120 291.7 292.8 291.0 292.0 -0.9 6,226 21,483 +2,457
Jun00 000120 294.1 295.0 293.9 294.3 -0.9 1,213 23,608 +606
Aug00 000120 296.6 296.8 296.2 296.8 -0.8 860 10,425 -23
Oct00 000120 299.3 299.3 299.3 299.3 -0.8 50 3,610 +0
Dec00 000120 301.0 301.8 301.0 301.8 -0.8 313 15,590 +66
Total Volume and Open Interest 37,696 148,627 +568
Silver(CMX)
Mar00 000120 515.5 528.5 515.5 525.7 +8.4 6,171 55,898 -425
May00 000120 520.5 530.0 520.5 528.3 +7.9 342 6,275 -116
Jul00 000120 520.0 533.0 520.0 530.3 +7.6 168 3,639 -27
Sep00 000120 531.3 531.3 531.3 531.3 +6.7 36 1,406 +0
Dec00 000120 528.0 536.0 528.0 531.8 +6.2 37 5,015 +8
Total Volume and Open Interest 7,888 75,402 -1,030
Platinum(NYM)
Jan00 000120 447.0 447.0 435.0 442.5 -0.7 32 183 -11
Apr00 000120 428.0 428.2 418.0 423.5 -4.7 2,923 10,185 +901
Jul00 000120 419.0 422.0 413.5 416.0 -4.7 5 854 +26
Oct00 000120 414.0 414.0 414.0 414.0 -6.7      
Total Volume and Open Interest 2,960 11,226 +906
Palladium(NYME)
Mar00 000120 442.00 451.80 442.00 451.70 +8.95 264 2,930 -57
Jun00 000120 446.00 448.70 446.00 448.70 +8.45 132 223 +223
Total Volume and Open Interest 396 3,153 +67
Copper(CMX)
Mar00 000120 87.90 88.50 86.75 87.30 -0.95 10,602 58,558 +2,409
May00 000120 88.90 89.35 87.80 88.20 -0.90 475 7,054 +85
Jul00 000120 89.35 89.85 88.15 88.70 -0.80 81 4,330 -12
Sep00 000120 90.30 90.30 89.30 89.30 -0.75 246 4,055 -12
Dec00 000120 90.50 90.80 89.90 89.90 -0.70 204 3,809 -69
Total Volume and Open Interest 12,272 88,671 +2,334
DJIA Index(CBOT)
Mar00 000120 11670 11690 11340 11435 -185 11,972 13,034 -63
Jun00 000120 11795 11810 11500 11574 -186 4 756 +0
Sep00 000120 11745 11770 11650 11720 -189 0 257 +0
Dec00 000120 11880 11880 11880 11880 -189 0 226 +0
Total Volume and Open Interest 11,976 14,273 -63
S & P 500(CME)
Mar00 000120 1477.00 1478.20 1448.00 1457.00 -15.50 78,679 354,225 +49
Jun00 000120 1496.00 1496.00 1469.00 1476.00 -15.50 302 8,467 -20
Sep00 000120 1495.00 1516.70 1489.70 1496.00 -15.70 305 2,625 +45
Dec00 000120 1517.00 1538.20 1511.20 1517.00 -16.20 399 2,618 +65
Total Volume and Open Interest 79,685 368,213 +139
S & P 500 E-Mini(Globex)
Mar00 000120 1472.75 1485.00 1448.00 1457.00 -15.50 57,785 18,111 +1,266
Jun00 000120 1493.50 1493.50 1474.25 1476.00 -15.50 3 16 +2
Total Volume and Open Interest 57,788 18,126 +1,267
NASDAQ 100(CME)
Mar00 000120 3880.00 3912.00 3810.00 3876.50 +26.50 13,305 25,776 -419
Jun00 000120 3928.50 3928.50 3928.50 3928.50 +26.50 2 52 -1
Sep00 000120 3980.50 3980.50 3980.50 3980.50 +26.50 0 1 +0
Total Volume and Open Interest 13,307 25,829 -420
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000120 3847.0 3913.0 3811.0 3876.5 +26.5 14,308 9,544 -182
Jun00 000120 3928.5 3928.5 3928.5 3928.5 +26.5 1 6 +0
Total Volume and Open Interest 14,309 9,550 -182
NYSE Composite(NYBOT)
Mar00 000120 653.75 654.00 641.75 644.75 -7.05 645 1,953 +51
Jun00 000120 652.50 652.50 652.50 652.50 -7.05 6 1,699 +2
Sep00 000120 660.25 660.25 660.25 660.25 -7.05      
Total Volume and Open Interest 0 3,800 +0
S & P Midcap 400(CME)
Mar00 000120 458.00 458.50 451.10 455.50 -0.05 465 12,702 -75
Jun00 000120 459.50 459.50 458.90 459.50 -0.05      
Sep00 000120 461.60 461.60 461.00 461.60 -0.05      
Total Volume and Open Interest 465 12,702 -75
Russell 2000(CME)
Mar00 000120 527.00 533.00 525.50 533.00 +7.45 726 13,337 -65
Jun00 000120 537.25 537.25 537.25 537.25 +7.45      
Sep00 000120 541.25 541.25 541.25 541.25 +7.45      
Total Volume and Open Interest 726 13,337 -65
Value Line(KCBT)
Mar00 000120 1044.00 1044.00 1027.00 1031.00 -9.50 38 251 +4
Total Volume and Open Interest 38 251 +4
Nikkei 225(CME)
Mar00 000120 19085 19130 18820 18860 -95 842 17,725 -79
Jun00 000120 18820 19115 18820 18820 -95 20 129 -11
Total Volume and Open Interest 862 17,854 -90
Nikkei 225(SIMEX)
Mar00 000120 18930 19175 18905 19075 +125 16,380 102,468 -554
Jun00 000120 19010 19010 19010 19010 +130 2,000 2,782 +1,731
Sep00 000120 19010 19010 19010 19010 +130 0 8,678 +0
Total Volume and Open Interest 23,522 120,494 +1,635
CAC 40(MATIF)
Jan00 000120 5692.0 5745.0 5639.0 5644.5 -8.5 60,182 131,752 +262
Feb00 000120 5695.0 5747.0 5664.0 5664.0 -9.0 225 5,247 +108
Mar00 000120 5754.0 5768.0 5700.0 5719.0 +16.0 6,771 61,435 -1,868
Total Volume and Open Interest 67,178 226,195 -1,248
DAX Index(EUREX)
Mar00 000120 7216.0 7227.5 7107.5 7140.0 +12.0 65,542 145,851 +2,266
Jun00 000120 7262.0 7280.5 7175.5 7193.0 +11.5 561 13,561 +649
Sep00 000120 7264.5 7264.5 7264.5 7264.5 +11.0 0 1,352 +2
Total Volume and Open Interest 66,103 160,764 +2,917
FT-SE 100(LIFFE)
Mar00 000120 6483.00 6518.00 6336.00 6355.00 -93.00 30,581 205,557 +727
Jun00 000120 6511.50 6520.00 6430.00 6430.00 -102.00 80 2,409 +49
Sep00 000120 6497.00 6497.00 6489.00 6497.00 -107.00 0 551 +0
Total Volume and Open Interest 30,661 208,517 +776
SPI 200(SFE)
Mar00 000120 3096.0 3146.0 3096.0 3144.0 +47.0 12,329 0 -141,266
Jun00 000120 3162.0 3162.0 3162.0 3162.0 +47.0 98 0 -7,782
Sep00 000120 3180.0 3180.0 3180.0 3180.0 +49.0 92 0 -4,210
Total Volume and Open Interest 12,537 155,557 +359
GSCI(CME)
Feb00 000120 206.95 209.95 205.70 208.40 +1.20 128 40,755 -64
Mar00 000120 205.70 206.60 204.00 205.70 +1.20 0 88 -1
Apr00 000120 203.00 203.00 201.00 203.00 +1.30      
Total Volume and Open Interest 130 40,845 -932
Bridge CRB Index(NYBOT)
Feb00 000120 211.50 211.80 210.00 210.85 +0.35 170 1,471 -39
Apr00 000120 212.25 212.40 209.80 211.35 +0.10 156 1,341 +58
Jun00 000120 213.60 213.60 213.25 213.35 +0.10 202 744 +202
Total Volume and Open Interest 740 3,761 +426
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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