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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 27, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar00 000127 509.50 528.00 508.00 527.00 +13.75 27,543 76,143 -129
May00 000127 518.00 537.00 517.50 536.00 +13.75 7,728 33,133 +1,051
Jul00 000127 526.50 546.00 526.00 545.00 +14.25 4,027 28,477 -165
Aug00 000127 527.50 547.00 527.50 546.00 +14.75 384 4,313 +99
Sep00 000127 529.00 547.50 529.00 547.00 +14.50 519 2,226 +216
Nov00 000127 535.50 553.50 535.00 552.75 +13.50 1,988 15,775 +171
Jan01 000127 545.00 559.00 544.50 559.00 +13.50 79 187 +44
Total Volume and Open Interest 42,282 160,440 +1,280
Soybean Meal(CBOT)
Mar00 000127 162.00 167.80 161.20 166.80 +3.30 10,698 55,866 +442
May00 000127 163.80 170.00 163.20 169.10 +3.40 2,590 29,654 +53
Jul00 000127 166.00 172.50 165.50 171.80 +4.10 1,571 18,821 -102
Aug00 000127 167.00 172.50 167.00 172.00 +3.60 300 5,765 +79
Sep00 000127 167.00 173.30 167.00 172.70 +3.80 511 4,317 +142
Oct00 000127 167.20 173.00 167.20 172.50 +4.00 481 2,902 +163
Dec00 000127 169.80 175.00 169.80 175.00 +3.70 445 8,194 -9
Jan01 000127 175.50 175.50 175.50 175.50 +4.20 0 40 +0
Total Volume and Open Interest 16,596 125,559 +768
Soybean Oil(CBOT)
Mar00 000127 16.32 17.15 16.30 17.11 +0.63 6,794 56,495 -187
May00 000127 16.67 17.48 16.60 17.45 +0.66 2,733 27,598 +14
Jul00 000127 17.00 17.78 16.94 17.74 +0.63 1,195 20,319 +105
Aug00 000127 17.15 17.90 17.09 17.90 +0.65 156 5,244 +101
Sep00 000127 17.25 18.10 17.25 18.02 +0.63 318 3,291 +27
Oct00 000127 17.45 18.25 17.40 18.12 +0.62 34 3,413 +28
Dec00 000127 17.75 18.45 17.65 18.40 +0.59 299 11,676 +5
Jan01 000127 17.99 18.65 17.99 18.65 +0.55 0 3,017 +0
Total Volume and Open Interest 11,530 133,377 +94
Canola(WCE)
Mar00 000127 262.5 267.8 262.1 266.6 +2.4 3,026 29,663 -1,538
May00 000127 267.5 272.9 267.4 272.0 +2.4 1,869 14,180 +3,146
Jul00 000127 274.0 277.4 273.0 276.3 +1.6 691 10,923 +43
Aug00 000127 279.4 279.4 279.4 279.4 +1.1 0 1,670 +0
Sep00 000127 281.0 281.0 281.0 281.0 +1.0 0 809 +0
Total Volume and Open Interest 6,070 59,274 +57
Corn(CBOT)
Mar00 000127 222.00 226.50 221.25 225.75 +2.75 41,500 205,223 -4,563
May00 000127 229.00 234.25 229.00 233.50 +2.75 11,571 87,262 +1,768
Jul00 000127 236.25 241.25 236.00 240.50 +2.75 8,523 87,344 -664
Sep00 000127 242.25 247.00 242.00 246.50 +2.50 1,700 26,972 +385
Nov00 000127 248.50 252.00 248.50 251.75 +2.75 231 788 -55
Dec00 000127 251.00 255.00 250.25 254.50 +2.75 7,186 57,370 +1,918
Total Volume and Open Interest 71,043 474,619 -1,094
Wheat(CBOT)
Mar00 000127 259.00 264.00 256.50 263.50 +3.50 17,875 78,392 -299
May00 000127 269.00 275.00 267.50 274.25 +3.00 2,980 14,764 -86
Jul00 000127 280.50 285.50 277.50 284.75 +3.00 2,869 25,813 +216
Sep00 000127 289.00 295.50 288.00 295.50 +4.00 379 3,353 +207
Dec00 000127 304.00 310.00 302.00 309.00 +3.25 307 6,464 +81
Total Volume and Open Interest 24,410 128,879 +119
Wheat(KCBT)
Mar00 000127 287.00 291.50 286.00 290.75 +2.50 5,270 37,123 +1,125
May00 000127 297.50 302.00 296.50 301.75 +2.00 2,187 10,397 -448
Jul00 000127 307.00 312.00 307.00 311.50 +2.00 702 13,574 -62
Sep00 000127 316.00 321.00 316.00 320.75 +2.25 31 877 +16
Dec00 000127 328.00 332.00 327.00 332.00 +2.25 201 2,100 +101
Total Volume and Open Interest 8,391 64,073 +732
Wheat(MGE)
Mar00 000127 322.00 325.00 321.00 324.50 +1.25 1,570 11,552 -97
May00 000127 332.00 334.50 331.00 334.00 +0.50 596 5,103 +66
Jul00 000127 339.25 343.00 339.00 342.00 +1.75 124 3,754 +29
Sep00 000127 347.00 350.50 347.00 349.50 +1.00 52 1,450 +23
Dec00 000127 358.00 359.50 357.00 358.75 +0.25 23 616 -7
Total Volume and Open Interest 2,367 22,549 +16
Oats(CBOT)
Mar00 000127 113.00 114.25 112.75 114.00 +0.50 519 6,747 -128
May00 000127 118.75 120.00 118.50 120.00 +0.50 231 4,009 -8
Jul00 000127 116.75 118.25 116.75 117.75 +0.50 205 2,890 +35
Sep00 000127 120.50 122.00 120.50 121.50 +0.25 66 787 +5
Total Volume and Open Interest 1,164 16,651 -32
Rough Rice(CBOT)
Mar00 000127 5.75 5.87 5.69 5.84 +0.06 541 3,752 +49
May00 000127 6.02 6.08 5.91 6.08 +0.05 322 2,269 +114
Jul00 000127 6.20 6.30 6.16 6.28 +0.06 48 1,009 +10
Sep00 000127 6.80 6.80 6.80 6.80 +0.04 30 151 +11
Total Volume and Open Interest 974 7,359 +206
Live Cattle(CME)
Feb00 000127 69.850 70.125 69.250 69.525 -0.475 6,704 34,839 -2,105
Apr00 000127 72.075 72.425 71.200 71.375 -0.775 5,132 55,193 +1,788
Jun00 000127 69.400 69.775 68.950 69.075 -0.425 1,862 23,305 +614
Aug00 000127 70.250 70.650 70.000 70.100 -0.250 805 12,591 +505
Oct00 000127 72.500 72.625 72.125 72.200 -0.250 335 4,382 +105
Dec00 000127 73.550 73.700 73.250 73.400 -0.200 91 3,237 +6
Total Volume and Open Interest 14,948 135,992 +912
Feeder Cattle(CME)
Jan00 000127 85.200 85.250 85.150 85.200 +0.075 385 2,056 -284
Mar00 000127 85.625 85.800 84.550 84.750 -0.900 1,405 10,906 +77
Apr00 000127 85.700 85.900 84.700 84.825 -0.875 720 4,806 +172
May00 000127 85.550 85.775 84.750 84.800 -0.800 279 5,250 +63
Aug00 000127 86.625 86.925 85.700 85.900 -0.725 189 4,127 +23
Sep00 000127 87.000 87.050 85.800 86.050 -0.700 44 1,292 +3
Oct00 000127 87.300 87.400 86.200 86.350 -0.675 64 1,073 +27
Total Volume and Open Interest 3,131 30,212 +90
Lean Hogs(CME)
Feb00 000127 56.600 56.850 56.025 56.100 -0.125 3,679 13,847 -805
Apr00 000127 59.700 59.900 58.600 58.750 -0.775 3,117 22,458 +100
Jun00 000127 67.600 67.775 66.850 66.950 -0.500 1,489 10,202 +372
Jul00 000127 65.900 66.050 65.350 65.425 -0.450 629 3,034 +273
Aug00 000127 63.950 64.350 63.050 63.100 -0.850 226 2,444 +33
Oct00 000127 59.150 59.175 58.600 58.800 -0.175 176 1,238 +63
Dec00 000127 57.000 57.300 56.850 56.925 -0.125 72 386 +31
Feb01 000127 58.150 58.300 58.150 58.150 unch 2 39 +2
Total Volume and Open Interest 9,390 53,654 +69
Pork Bellies(CME)
Feb00 000127 86.500 87.500 86.000 86.400 -0.300 1,131 3,379 -148
Mar00 000127 85.800 86.900 85.100 85.550 -0.650 714 1,619 +67
May00 000127 86.200 86.900 85.800 85.800 -0.250 276 933 +6
Jul00 000127 84.350 84.950 83.750 84.150 -0.800 37 281 +8
Aug00 000127 82.100 82.500 81.250 81.250 -1.300 4 60 +4
Total Volume and Open Interest 2,162 6,272 -63
Cocoa(NYBOT)
Mar00 000127 848 852 820 823 -23 3,964 36,422 -440
May00 000127 882 882 851 855 -20 1,408 21,831 +307
Jul00 000127 905 906 880 880 -20 415 9,365 +227
Sep00 000127 932 932 906 906 -20 203 15,313 +168
Dec00 000127 964 964 943 943 -20 1,200 8,261 +829
Mar01 000127 996 996 979 979 -20 0 6,552 +0
May01 000127 1007 1007 1007 1007 -20 130 3,212 +67
Total Volume and Open Interest 7,334 105,096 +1,158
Coffee "C"(NYBOT)
Mar00 000127 114.75 116.40 112.80 114.60 -0.55 5,796 24,993 -642
May00 000127 118.30 119.00 115.75 117.30 -0.70 1,568 13,540 +725
Jul00 000127 121.00 121.40 118.50 119.60 -0.75 111 3,607 -8
Sep00 000127 123.25 123.25 120.75 121.30 -0.75 369 3,321 +94
Dec00 000127 124.00 124.50 122.00 122.60 -0.75 234 2,514 +103
Mar01 000127 126.00 126.00 123.60 123.60 -0.75 2 439 +0
Total Volume and Open Interest 8,081 48,426 +272
Orange Juice(NYBOT)
Mar00 000127 82.50 83.00 81.70 81.80 -1.90 1,604 16,320 +64
May00 000127 82.50 83.00 81.80 82.00 -1.50 436 5,429 +54
Jul00 000127 82.75 82.80 82.00 82.00 -1.25 80 2,176 +21
Sep00 000127 83.00 83.00 82.05 82.05 -1.20 5 945 +0
Nov00 000127 82.60 83.00 81.30 81.30 -1.20 18 360 +4
Total Volume and Open Interest 2,200 25,560 +193
Sugar #11(NYBOT)
Mar00 000127 5.36 5.52 5.36 5.41 +0.01 19,092 86,323 -1,551
May00 000127 5.54 5.65 5.54 5.58 +0.04 5,263 55,033 +1,007
Jul00 000127 5.81 5.90 5.80 5.84 +0.04 2,015 31,424 +288
Oct00 000127 6.19 6.25 6.18 6.21 +0.04 796 14,112 +198
Mar01 000127 6.33 6.42 6.32 6.36 +0.05 109 9,714 -32
Total Volume and Open Interest 27,278 197,988 -87
London Cocoa(LCE)
Mar00 000127 571 575 565 565 -6 2,578 49,311 -1,408
May00 000127 602 605 596 596 -6 1,967 36,897 +734
Jul00 000127 619 619 610 610 -6 1,214 17,925 -294
Sep00 000127 633 637 627 627 -7 4,576 25,428 +793
Dec00 000127 659 660 649 649 -7 3,537 20,567 +1,689
Mar01 000127 678 678 671 671 -7 130 10,923 +120
May01 000127 692 692 688 688 -6 1,014 6,617 +1,014
Total Volume and Open Interest 15,068 174,111 +2,692
London Coffee(LCE)
Jan00 000127 1512.00 1579.00 1505.00 1558.00 +98.00 237 6,570 -565
Mar00 000127 1110.00 1114.00 1098.00 1101.00 +1.00 2,341 32,097 +236
May00 000127 1130.00 1134.00 1120.00 1123.00 +1.00 803 12,362 -151
Jul00 000127 1154.00 1159.00 1144.00 1146.00 +2.00 946 7,243 +225
Sep00 000127 1167.00 1179.00 1161.00 1166.00 +3.00 343 1,995 +227
Nov00 000127 1195.00 1195.00 1186.00 1186.00 unch 259 1,441 +216
Total Volume and Open Interest 4,929 61,803 +188
London Sugar(LCE)
Mar00 000127 167.40 168.00 166.50 166.70 -1.10 1,672 17,505 +272
May00 000127 169.90 171.20 169.10 170.50 -0.10 1,214 16,023 +304
Aug00 000127 175.70 176.50 175.60 175.60 -0.10 518 8,099 -3
Oct00 000127 180.50 180.50 180.50 180.50 +0.50 44 4,388 +23
Dec00 000127 182.20 182.20 181.80 181.80 -0.40 6 85 -2
Total Volume and Open Interest 3,454 46,170 +594
Cotton(NYBOT)
Mar00 000127 57.40 57.90 56.56 57.53 +0.11 6,721 37,709 -144
May00 000127 58.55 59.00 57.90 58.82 +0.17 2,318 16,727 +107
Jul00 000127 59.62 60.10 58.90 59.80 +0.18 1,233 10,655 -114
Oct00 000127 60.50 60.50 59.50 60.50 +0.10 58 620 +24
Dec00 000127 60.65 61.00 60.05 60.98 +0.28 670 6,386 +202
Mar01 000127 61.15 61.95 61.15 61.95 +0.25 59 419 +39
Total Volume and Open Interest 11,059 72,716 +114
Lumber(CME)
Mar00 000127 342.0 342.0 342.0 342.0 +10.0 1,080 1,878 -131
May00 000127 336.0 340.4 336.0 340.4 +10.0 200 642 +37
Jul00 000127 333.8 340.3 333.8 339.3 +8.1 20 219 +6
Sep00 000127 334.9 337.8 334.9 337.5 +3.3 16 67 +2
Total Volume and Open Interest 1,317 2,809 -85
Crude Oil(NYM)
Mar00 000127 27.85 28.10 27.19 27.32 -0.52 67,173 135,469 +4,159
Apr00 000127 26.92 27.05 26.25 26.35 -0.51 24,439 56,882 -395
May00 000127 26.05 26.05 25.50 25.58 -0.44 8,107 39,979 +784
Jun00 000127 25.35 25.40 24.85 24.90 -0.38 10,800 47,328 -356
Jul00 000127 24.62 24.63 24.20 24.26 -0.34 4,156 33,791 -399
Aug00 000127 24.05 24.08 23.68 23.68 -0.32 2,060 21,214 +199
Sep00 000127 23.50 23.54 23.20 23.20 -0.30 1,273 15,874 -337
Oct00 000127 23.04 23.04 22.76 22.76 -0.28 426 14,274 +108
Nov00 000127 22.33 22.33 22.33 22.33 -0.27 304 11,462 -198
Dec00 000127 22.27 22.27 21.95 21.95 -0.26 9,461 37,463 +1,053
Total Volume and Open Interest 132,212 501,980 +4,949
Heating Oil(NYM)
Feb00 000127 92.50 93.90 88.00 91.17 -0.96 17,085 17,986 -4,926
Mar00 000127 75.60 76.00 72.60 73.21 -1.54 16,798 35,673 +1,294
Apr00 000127 70.25 70.25 68.20 68.41 -1.04 5,502 14,702 +854
May00 000127 66.25 66.40 65.20 65.31 -0.74 45,324 134,520 -1,897
Jun00 000127 64.25 64.30 63.01 63.01 -0.39 45,324 134,520 -1,897
Jul00 000127 63.25 63.25 61.51 61.51 -0.29 1,053 12,303 -436
Aug00 000127 61.05 61.35 60.76 60.76 -0.19 208 4,971 +9
Sep00 000127 62.00 62.00 61.01 61.01 -0.14 635 4,442 +123
Oct00 000127 61.26 61.26 61.26 61.26 -0.14 15 2,285 +0
Nov00 000127 61.51 61.51 61.51 61.51 -0.14 15 1,521 +28
Total Volume and Open Interest 45,324 134,520 -1,897
Unleaded Gas(NYM)
Feb00 000127 75.40 75.65 73.50 74.15 -0.84 16,005 15,976 -3,425
Mar00 000127 76.10 76.20 73.80 74.61 -0.86 13,542 31,221 +1,813
Apr00 000127 79.00 79.15 77.05 77.66 -0.78 5,685 19,675 -447
May00 000127 77.10 77.15 76.00 76.46 -0.72 2,585 9,008 +888
Jun00 000127 75.80 75.80 74.73 74.73 -0.67 834 3,685 -194
Jul00 000127 73.25 73.25 72.58 72.58 -0.67 212 4,209 -55
Aug00 000127 71.10 71.10 70.38 70.38 -0.67 519 2,300 -169
Sep00 000127 68.65 68.65 67.98 67.98 -0.67 204 4,352 +19
Total Volume and Open Interest 39,590 90,690 -1,570
Natural Gas(NYM)
Feb00 000127 2.540 2.680 2.520 2.610 +0.087 58,710 26,432 -10,672
Mar00 000127 2.510 2.610 2.480 2.549 +0.058 26,941 46,151 -80
Apr00 000127 2.485 2.540 2.460 2.500 +0.040 8,339 23,375 +54
May00 000127 2.475 2.520 2.460 2.495 +0.027 3,491 17,112 +527
Jun00 000127 2.495 2.510 2.475 2.500 +0.023 3,190 15,054 -78
Jul00 000127 2.490 2.530 2.480 2.515 +0.019 2,018 13,318 +147
Aug00 000127 2.525 2.540 2.505 2.530 +0.012 1,704 12,833 -38
Sep00 000127 2.540 2.550 2.530 2.540 +0.002 1,393 13,123 +371
Total Volume and Open Interest 110,535 261,918 -8,873
Brent Crude Oil(IPE)
Mar00 000127 25.90 26.38 25.45 25.62 -0.51 37,181 68,240 -3,685
Apr00 000127 24.80 25.30 24.57 24.71 -0.40 14,159 57,192 +927
May00 000127 24.10 24.44 23.83 23.91 -0.40 3,659 20,854 +432
Jun00 000127 23.55 23.75 23.23 23.33 -0.30 3,751 22,560 -518
Jul00 000127 22.92 23.15 22.75 22.80 -0.25 620 15,873 +27
Aug00 000127 22.54 22.75 22.30 22.33 -0.22 31 4,709 +0
Sep00 000127 22.15 22.23 21.96 21.96 -0.19 256 4,387 +0
Oct00 000127 21.75 21.83 21.62 21.62 -0.17 172 6,904 +10
Total Volume and Open Interest 60,930 250,177 -3,272
Gas Oil(IPE)
Feb00 000127 224.00 225.50 220.00 222.00 -5.50 9,631 37,376 -1,323
Mar00 000127 218.50 220.25 216.25 217.50 -4.00 8,906 23,981 +12
Apr00 000127 209.50 212.25 209.00 210.25 -2.50 3,084 11,858 +193
May00 000127 202.50 203.75 202.00 203.25 -2.25 908 5,785 +673
Jun00 000127 197.75 199.50 197.00 197.75 -2.25 1,223 11,026 +363
Jul00 000127 195.00 196.25 193.75 194.50 -1.75 150 7,640 +150
Aug00 000127 191.50 192.50 191.25 192.50 -1.75 0 4,157 +0
Sep00 000127 190.00 191.00 190.00 191.00 -1.75 0 2,374 +0
Total Volume and Open Interest 24,507 118,774 +663
US Dollar Index(NYBOT)
Mar00 000127 102.30 103.09 102.28 103.03 +0.77 772 6,974 -10
Jun00 000127 102.33 102.67 102.33 102.67 +0.76 2 2,079 -1
Sep00 000127 102.31 102.31 102.31 102.31 +0.75      
Total Volume and Open Interest 774 9,053 -11
Australian Dollar(IMM)
Mar00 000127 65.23 65.62 65.21 65.47 +0.28 4,311 36,983 -1,348
Jun00 000127 65.25 65.68 65.25 65.52 +0.28 1 21 +1
Sep00 000127 65.57 65.57 65.57 65.57 +0.28 0 1 +0
Total Volume and Open Interest 4,312 37,012 -1,347
British Pound(IMM)
Mar00 000127 163.70 163.94 163.40 163.84 +0.02 14,967 42,049 -5,190
Jun00 000127 163.76 163.76 163.40 163.76 +0.02 0 17 +0
Sep00 000127 163.68 163.68 163.40 163.68 +0.02 0 1 +0
Total Volume and Open Interest 14,967 42,067 -5,190
Canadian Dollar(IMM)
Mar00 000127 69.63 69.92 69.63 69.88 +0.26 9,608 67,070 +1,404
Jun00 000127 69.81 70.05 69.81 70.04 +0.26 6 5,787 +17
Sep00 000127 69.97 70.17 69.97 70.17 +0.26 6 1,365 +6
Dec00 000127 70.04 70.28 70.04 70.28 +0.26 1 869 +0
Total Volume and Open Interest 9,631 75,335 +1,537
Japanese Yen(IMM)
Mar00 000127 95.28 96.25 95.21 95.95 +0.65 9,273 99,669 +1,273
Jun00 000127 96.85 97.70 96.81 97.53 +0.66 24 3,245 +4
Sep00 000127 99.10 99.20 99.10 99.10 +0.67 0 366 +0
Total Volume and Open Interest 9,297 103,374 +1,277
Swiss Franc(IMM)
Mar00 000127 62.15 62.16 61.47 61.57 -0.86 5,406 59,583 -1,059
Jun00 000127 62.78 62.79 62.14 62.24 -0.87 5 285 +3
Sep00 000127 63.15 63.15 62.82 62.86 -0.88 2 33 +1
Total Volume and Open Interest 5,413 59,901 -1,055
EuroFX(IMM)
Mar00 000127 99.97 99.98 99.01 99.08 -1.40 10,821 66,414 +1,280
Jun00 000127 100.64 100.66 99.77 99.77 -1.42 26 389 +19
Sep00 000127 100.45 100.45 100.41 100.41 -1.44 0 101 +0
Total Volume and Open Interest 10,847 66,918 +1,299
Mexican Peso(IMM)
Mar00 000127 10365.0 10390.0 10300.0 10315.0 -33.0 3,438 13,643 -657
Jun00 000127 10020.0 10020.0 9968.0 9968.0 -32.0 103 2,926 -16
Total Volume and Open Interest 3,638 16,963 -639
30-Year T-Bonds(CBOT)
Mar00 000127 91~08 92~02 91~03 91~30 +0~22 397,043 618,518 +564
Jun00 000127 91~05 91~26 90~26 91~23 +0~23 10,559 66,067 +2,552
Sep00 000127 90~25 91~17 90~25 91~15 +0~24 185 625 -30
Total Volume and Open Interest 407,787 685,252 +3,086
Municipal Bonds(CBOT)
Mar00 000127 91~09 91~16 91~00 91~14 +0~08 2,008 21,905 +394
Jun00 000127 90~10 90~18 90~10 90~17 +0~05 38 545 +19
Total Volume and Open Interest 2,046 22,450 +413
10-Year T-Notes(CBOT)
Mar00 000127 94~195 94~245 94~020 94~185 -0~010 166,815 588,696 -14,625
Jun00 000127 94~095 94~095 93~245 94~070 -0~015 9,732 59,203 +5,689
Total Volume and Open Interest 176,547 647,899 -8,936
5-Year T-Notes(CBOT)
Mar00 000127 97~085 97~090 96~250 97~015 -0~065 72,444 389,879 -2,105
Jun00 000127 96~215 96~215 96~135 96~205 -0~065 2,080 25,236 +1,357
Total Volume and Open Interest 74,524 415,115 -748
2 Year T-Notes(CBOT)
Mar00 000127 98~121 98~121 98~099 98~108 -0~015 2,635 36,429 +265
Jun00 000127 98~092 98~092 98~088 98~088 -0~009 3 300 +0
Total Volume and Open Interest 2,638 36,729 +265
3-Mth T-Bills(IMM)
Mar00 000127 94.43 94.45 94.43 94.43 unch 87 2,443 +2
Total Volume and Open Interest 87 2,443 +2
Eurodollars(IMM)
Mar00 000127 93.795 93.800 93.775 93.795 unch 34,273 524,943 -1,011
Jun00 000127 93.460 93.465 93.420 93.445 -0.015 54,830 451,158 -3,326
Sep00 000127 93.215 93.215 93.150 93.170 -0.035 74,551 383,837 -707
Dec00 000127 93.005 93.005 92.935 92.960 -0.040 48,389 286,797 +1,115
Mar01 000127 92.935 92.935 92.855 92.875 -0.050 26,935 254,130 +3,013
Jun01 000127 92.840 92.840 92.760 92.785 -0.050 25,709 179,169 +2,314
Sep01 000127 92.785 92.785 92.710 92.735 -0.055 16,506 134,029 -9
Dec01 000127 92.700 92.700 92.630 92.640 -0.070 10,970 106,574 -61
Mar02 000127 92.740 92.740 92.670 92.685 -0.065 4,217 100,597 +908
Jun02 000127 92.720 92.720 92.660 92.665 -0.065 5,182 72,332 +1,082
Sep02 000127 92.720 92.720 92.640 92.650 -0.065 3,435 64,796 -15
Dec02 000127 92.625 92.630 92.575 92.580 -0.065 3,968 64,942 -120
Total Volume and Open Interest 348,394 3,043,491 +11,199
3-Mth Euro-Yen(IMM)
Mar00 000127 99.88 99.88 99.86 99.87 unch 1,026 21,195 +611
Jun00 000127 99.82 99.83 99.82 99.82 unch 1,023 17,919 +829
Sep00 000127 99.71 99.72 99.71 99.71 unch 1,084 12,072 +41
Dec00 000127 99.56 99.56 99.56 99.56 +0.01 529 8,285 -56
Mar01 000127 99.44 99.44 99.44 99.44 +0.01 463 13,471 -126
Jun01 000127 99.32 99.32 99.32 99.32 +0.01 371 4,144 +251
Sep01 000127 99.18 99.18 99.18 99.18 +0.02 0 5,607 +50
Dec01 000127 98.99 98.99 98.99 98.99 unch 1 100 -1
Mar02 000127 98.80 98.80 98.80 98.80 unch 0 179 +0
Jun02 000127 98.68 98.68 98.68 98.68 unch 0 49 +0
Total Volume and Open Interest 4,497 83,021 +1,599
3-Mth Euro-Yen(SIMEX)
Mar00 000127 99.87 99.88 99.86 99.88 +0.02 2,024 123,741 -1,361
Jun00 000127 99.82 99.83 99.82 99.82 unch 4,429 110,165 -7,381
Sep00 000127 99.71 99.72 99.70 99.71 unch 5,614 81,203 +6,956
Dec00 000127 99.56 99.57 99.54 99.56 unch 4,396 45,415 +2,764
Mar01 000127 99.43 99.44 99.43 99.44 +0.01 2,799 52,239 +1,189
Jun01 000127 99.32 99.32 99.31 99.32 unch 1,474 41,009 +618
Sep01 000127 99.18 99.18 99.18 99.18 +0.01 1,276 35,346 +1,403
Dec01 000127 99.00 99.00 99.00 99.00 +0.01 401 3,027 +350
Total Volume and Open Interest 22,413 496,830 +4,638
German Euro-Bund(EUREX)
Mar00 000127 103.04 103.15 102.22 102.42 -0.53 733,068 655,764 +20,326
Jun00 000127 102.11 102.32 101.50 101.60 -0.52 1,640 37,707 +761
Sep00 000127 100.92 100.92 100.92 100.92 -0.53 0 7,518 +140
Total Volume and Open Interest 734,708 700,989 +21,227
German Euro-Bobl(EUREX)
Mar00 000127 102.97 103.05 102.47 102.67 -0.30 318,531 394,759 -1,193
Jun00 000127 101.83 101.90 101.83 101.90 -0.31 0 13,815 +2,503
Sep00 000127 101.42 101.42 101.42 101.42 -0.30 0 255 +0
Total Volume and Open Interest 318,531 408,829 +1,310
Long Gilt(LIFFE)
Mar00 000127 109~18 109~26 108~20 108~29 -0~19 20,877 75,426 +982
Jun00 000127 109~11 109~11 109~11 109~11 -0~28      
Total Volume and Open Interest 21,046 75,426 +982
3-Mth Short Sterling(LIFFE)
Mar00 000127 93.66 93.67 93.63 93.64 -0.03 35,841 185,035 -2,022
Jun00 000127 93.31 93.32 93.26 93.26 -0.05 49,405 157,453 -10,966
Sep00 000127 93.08 93.08 93.02 93.02 -0.04 42,229 118,011 -3,787
Total Volume and Open Interest 170,990 758,034 -11,263
3-Mth Euribor(LIFFE)
Mar00 000127 96.335 96.335 96.280 96.295 -0.045 76,016 377,001 +2,779
Jun00 000127 95.990 95.995 95.905 95.915 -0.075 45,189 260,910 +1,878
Sep00 000127 95.730 95.730 95.615 95.630 -0.090 36,480 203,008 +1,858
Total Volume and Open Interest 218,975 1,299,923 +9,082
3-Mth Aus T-Bills(SFE)
Mar00 000127 93.91 93.95 93.91 93.94 +0.05 12,753 0 -290,872
Jun00 000127 93.47 93.51 93.47 93.49 +0.03 1,061 0 -72,616
Sep00 000127 93.15 93.16 93.12 93.13 +0.03 599 0 -37,136
Dec00 000127 92.88 92.88 92.83 92.84 +0.04 25 0 -21,554
Mar01 000127 92.66 92.66 92.64 92.64 +0.03 925 0 -13,015
Jun01 000127 92.50 92.50 92.49 92.50 +0.04 60 0 -10,453
Sep01 000127 92.37 92.37 92.36 92.37 +0.05 160 0 -6,479
Dec01 000127 92.28 92.28 92.27 92.27 +0.04 145 0 -3,945
Mar02 000127 92.16 92.16 92.16 92.16 +0.01      
Jun02 000127 92.09 92.09 92.09 92.09 +0.02      
Total Volume and Open Interest 15,728 480,765 +15,945
10-Year Aus T-Bonds(SFE)
Mar00 000127 92.78 92.82 92.74 92.80 +0.08 9,046 0 -175,210
Jun00 000127 92.76 92.76 92.76 92.76 +0.05      
Total Volume and Open Interest 4,548 181,706 +6,496
3-Year Aus T-Bonds(SFE)
Mar00 000127 93.09 93.13 93.08 93.10 +0.04 7,772 0 -301,122
Jun00 000127 92.79 92.79 92.79 92.79 +0.04      
Total Volume and Open Interest 7,772 318,121 +16,999
Gold(CMX)
Feb00 000127 287.0 287.3 285.6 287.1 +0.6 36,122 19,963 -13,581
Apr00 000127 290.0 290.0 288.4 289.9 +0.8 26,450 41,762 +10,179
Jun00 000127 292.0 292.7 290.7 292.2 +0.7 1,768 24,824 +927
Aug00 000127 294.1 294.7 294.1 294.7 +0.8 479 11,244 +316
Oct00 000127 296.8 297.1 296.8 297.1 +0.8 0 3,593 +0
Dec00 000127 299.5 300.1 298.8 299.6 +0.8 34 15,947 +12
Total Volume and Open Interest 64,879 140,990 -1,923
Silver(CMX)
Mar00 000127 533.0 543.0 533.0 541.5 +13.2 7,333 56,194 +430
May00 000127 533.5 543.5 533.5 542.4 +12.2 444 7,547 -28
Jul00 000127 537.0 545.0 537.0 544.0 +11.8 72 3,692 +6
Sep00 000127 545.1 545.1 545.1 545.1 +11.8 13 1,353 +0
Dec00 000127 540.0 546.5 540.0 545.7 +11.8 12 5,036 +10
Total Volume and Open Interest 7,885 77,206 +418
Platinum(NYM)
Apr00 000127 436.0 446.0 435.5 445.6 +13.1 1,286 10,676 -36
Jul00 000127 427.0 435.6 427.0 435.6 +12.1 145 871 +31
Oct00 000127 431.6 431.6 431.6 431.6 +12.1 2 0 +0
Jan01 000127 431.6 431.6 431.6 431.6 +12.1      
Total Volume and Open Interest 1,443 11,573 -37
Palladium(NYME)
Mar00 000127 479.00 483.20 476.00 483.00 +11.00 413 3,126 +121
Jun00 000127 479.00 479.00 479.00 479.00 +10.75 26 326 +20
Total Volume and Open Interest 439 3,452 +141
Copper(CMX)
Mar00 000127 83.35 84.80 83.10 84.45 +0.30 13,683 48,256 -3,910
May00 000127 84.30 85.65 84.30 85.40 +0.25 1,385 8,884 +529
Jul00 000127 85.20 86.35 85.10 86.10 +0.25 304 4,587 +56
Sep00 000127 85.40 86.75 85.40 86.75 +0.30 15 4,069 +6
Dec00 000127 86.50 87.40 86.40 87.40 +0.35 176 4,048 +33
Total Volume and Open Interest 16,447 80,886 -2,792
DJIA Index(CBOT)
Mar00 000127 11140 11225 10975 11117 +3 12,482 11,977 -70
Jun00 000127 11305 11360 11120 11253 +2 31 741 +26
Sep00 000127 11393 11393 11393 11393 +2 0 410 -4
Dec00 000127 11600 11635 11550 11553 +2 0 228 +0
Total Volume and Open Interest 12,513 13,356 -48
S & P 500(CME)
Mar00 000127 1424.50 1428.20 1388.00 1409.80 -5.60 76,345 352,240 -3,345
Jun00 000127 1440.00 1446.70 1409.00 1428.30 -5.70 112 8,638 +48
Sep00 000127 1447.30 1464.70 1429.20 1447.30 -5.90 78 2,588 -5
Dec00 000127 1461.80 1485.30 1449.80 1467.80 -6.00 0 2,611 +0
Total Volume and Open Interest 76,496 366,354 -3,302
S & P 500 E-Mini(Globex)
Mar00 000127 1412.50 1428.50 1388.00 1409.75 -5.75 58,344 18,218 -553
Jun00 000127 1423.00 1443.75 1418.00 1428.25 -5.75 5 17 +0
Total Volume and Open Interest 58,349 18,235 -553
NASDAQ 100(CME)
Mar00 000127 3690.00 3730.00 3528.00 3636.00 -18.50 15,369 31,276 -178
Jun00 000127 3680.00 3766.50 3624.50 3688.00 -18.50 20 60 +8
Sep00 000127 3740.00 3818.50 3676.50 3740.00 -18.50 0 4 +0
Total Volume and Open Interest 15,389 31,340 -170
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000127 3628.5 3734.0 3526.0 3636.0 -18.5 14,483 8,988 +598
Jun00 000127 3688.0 3688.0 3688.0 3688.0 -18.5 0 6 +0
Total Volume and Open Interest 14,483 8,994 +598
NYSE Composite(NYBOT)
Mar00 000127 636.50 637.25 624.00 631.30 -2.10 523 1,754 +88
Jun00 000127 644.00 644.00 639.05 639.05 -2.10 0 1,703 +0
Sep00 000127 646.80 646.80 646.80 646.80 -2.10      
Total Volume and Open Interest 0 3,800 +0
S & P Midcap 400(CME)
Mar00 000127 447.90 451.50 437.50 444.45 +0.25 933 12,948 +152
Jun00 000127 448.45 448.50 448.45 448.45 +0.25      
Sep00 000127 450.55 450.60 450.55 450.55 +0.25      
Total Volume and Open Interest 933 12,948 +152
Russell 2000(CME)
Mar00 000127 526.50 529.50 515.00 521.50 -2.25 673 13,015 -8
Jun00 000127 525.75 525.75 525.00 525.75 -2.25      
Sep00 000127 529.75 529.75 529.00 529.75 -2.25      
Total Volume and Open Interest 673 13,015 -8
Value Line(KCBT)
Mar00 000127 1018.00 1024.00 1002.50 1012.55 -2.25 57 256 -13
Total Volume and Open Interest 57 256 -13
Nikkei 225(CME)
Mar00 000127 19225 19245 19100 19130 +5 927 17,246 +85
Jun00 000127 19250 19250 19090 19090 +5 0 91 +0
Total Volume and Open Interest 927 17,337 +85
Nikkei 225(SIMEX)
Mar00 000127 19080 19200 18950 19180 +65 9,356 103,656 -242
Jun00 000127 19115 19115 19115 19115 +65 0 2,788 +0
Sep00 000127 19115 19115 19115 19115 +65 0 8,678 +0
Total Volume and Open Interest 16,560 125,559 +768
CAC 40(MATIF)
Jan00 000127 5680.0 5732.0 5620.0 5686.0 +34.5 108,017 65,819 -23,686
Feb00 000127 5672.0 5745.0 5635.0 5685.0 +6.0 58,767 71,374 +35,760
Mar00 000127 5694.0 5753.0 5663.0 5728.0 +29.0 4,833 61,669 +278
Total Volume and Open Interest 171,617 235,246 +13,396
DAX Index(EUREX)
Mar00 000127 7024.0 7197.0 6963.0 7161.0 +171.5 61,399 148,782 +1,026
Jun00 000127 7071.5 7249.0 7021.0 7215.5 +175.0 2,295 17,017 +394
Sep00 000127 7160.0 7287.0 7108.5 7287.0 +173.5 0 1,353 +1
Total Volume and Open Interest 63,694 167,152 +1,421
FT-SE 100(LIFFE)
Mar00 000127 6440.00 6467.00 6408.50 6440.00 +20.50 25,372 206,357 -578
Jun00 000127 6508.00 6519.50 6508.00 6510.00 +34.00 510 2,624 +204
Sep00 000127 6584.00 6589.50 6579.00 6582.50 +37.50 0 551 +0
Total Volume and Open Interest 28,227 209,532 -374
SPI 200(SFE)
Mar00 000127 3068.0 3094.0 3068.0 3092.0 +9.0 9,151 0 -145,877
Jun00 000127 3098.0 3110.0 3098.0 3110.0 +11.0 68 0 -7,546
Sep00 000127 3128.0 3128.0 3128.0 3128.0 +11.0 162 0 -4,127
Total Volume and Open Interest 9,477 170,581 +11,196
GSCI(CME)
Feb00 000127 206.00 207.30 204.20 205.25 -1.20 255 40,558 -82
Mar00 000127 202.80 204.60 202.20 202.80 -1.50 2 67 +0
Apr00 000127 200.60 201.30 200.00 200.50 -0.70      
Total Volume and Open Interest 259 40,627 -82
Bridge CRB Index(NYBOT)
Feb00 000127 209.90 211.00 209.70 210.80 +0.30 602 736 -342
Apr00 000127 210.50 211.35 210.10 211.20 +0.35 51 1,110 +14
Jun00 000127 212.00 213.00 212.00 213.00 +0.15 1 759 +1
Total Volume and Open Interest 654 2,810 -327
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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