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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 Fri January 28, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar00 000128 524.50 529.00 521.50 523.50 -3.50 57,269 81,561 +5,418
May00 000128 533.50 538.00 531.00 532.00 -4.00 12,374 36,481 +3,348
Jul00 000128 540.00 547.00 540.00 541.50 -3.50 11,183 30,956 +2,479
Aug00 000128 545.00 548.00 541.00 541.50 -4.50 639 4,500 +187
Sep00 000128 546.00 548.50 542.00 542.50 -4.50 402 2,439 +213
Nov00 000128 552.00 554.50 548.00 549.50 -3.25 4,530 16,627 +852
Jan01 000128 558.00 561.00 555.00 556.25 -2.75 37 198 +11
Total Volume and Open Interest 86,486 172,955 +12,515
Soybean Meal(CBOT)
Mar00 000128 165.60 166.70 164.30 165.40 -1.40 17,250 58,210 +2,344
May00 000128 168.50 169.20 167.20 168.60 -0.50 7,489 31,630 +1,976
Jul00 000128 171.20 171.70 169.70 170.50 -1.30 2,417 19,133 +312
Aug00 000128 171.80 172.00 170.30 170.60 -1.40 393 5,773 +8
Sep00 000128 172.50 172.80 170.50 170.50 -2.20 153 4,428 +111
Oct00 000128 172.80 172.80 170.50 170.70 -1.80 84 2,926 +24
Dec00 000128 174.50 175.30 173.00 173.50 -1.50 837 8,526 +332
Jan01 000128 176.00 176.00 173.50 174.80 -0.70 0 40 +0
Total Volume and Open Interest 28,623 130,666 +5,107
Soybean Oil(CBOT)
Mar00 000128 17.20 17.42 16.96 17.04 -0.07 25,530 53,257 -3,238
May00 000128 17.45 17.72 17.27 17.34 -0.11 9,683 28,669 +1,071
Jul00 000128 17.75 18.02 17.60 17.67 -0.07 1,765 20,408 +89
Aug00 000128 17.95 18.15 17.73 17.80 -0.10 427 5,433 +189
Sep00 000128 18.05 18.27 17.95 17.95 -0.07 314 3,477 +186
Oct00 000128 18.20 18.40 18.10 18.10 -0.02 316 3,578 +165
Dec00 000128 18.45 18.70 18.35 18.35 -0.05 554 11,737 +61
Jan01 000128 18.71 18.90 18.65 18.65 unch 46 3,017 +0
Total Volume and Open Interest 38,736 132,001 -1,376
Canola(WCE)
Mar00 000128 267.5 271.7 266.4 266.5 -0.1 3,934 29,602 -61
May00 000128 273.5 277.0 271.8 271.8 -0.2 1,929 14,353 +173
Jul00 000128 279.0 282.0 276.5 277.0 +0.7 1,027 11,444 +521
Aug00 000128 280.0 280.0 280.0 280.0 +0.6 0 1,670 +0
Sep00 000128 282.0 282.0 282.0 282.0 +1.0 0 809 +0
Total Volume and Open Interest 7,780 60,068 +794
Corn(CBOT)
Mar00 000128 225.50 226.75 222.75 223.50 -2.25 47,279 207,355 +2,132
May00 000128 233.25 234.50 230.75 231.50 -2.00 11,088 89,249 +1,987
Jul00 000128 240.50 241.75 238.00 238.50 -2.00 6,373 88,163 +819
Sep00 000128 246.75 247.25 243.75 244.50 -2.00 891 27,125 +153
Nov00 000128 250.50 252.00 249.50 249.75 -2.00 20 783 -5
Dec00 000128 254.00 255.25 251.25 252.50 -2.00 5,212 58,439 +1,069
Total Volume and Open Interest 71,449 481,036 +6,417
Wheat(CBOT)
Mar00 000128 263.00 263.50 259.00 259.75 -3.75 26,298 80,691 +2,299
May00 000128 274.00 274.50 270.00 270.75 -3.50 4,610 14,766 +2
Jul00 000128 284.50 284.75 280.25 281.25 -3.50 5,284 26,103 +290
Sep00 000128 294.00 294.00 291.00 292.00 -3.50 588 3,528 +175
Dec00 000128 309.50 309.50 305.50 306.50 -2.50 838 6,982 +518
Total Volume and Open Interest 37,636 132,181 +3,302
Wheat(KCBT)
Mar00 000128 290.50 290.75 286.50 287.75 -3.00 6,657 38,104 +981
May00 000128 301.75 301.75 297.25 297.75 -4.00 1,992 10,431 +34
Jul00 000128 311.50 312.00 307.25 308.75 -2.75 1,460 13,901 +327
Sep00 000128 321.50 321.50 316.50 317.25 -3.50 81 822 -55
Dec00 000128 331.50 331.50 327.50 328.50 -3.50 101 2,160 +60
Total Volume and Open Interest 10,291 65,420 +1,347
Wheat(MGE)
Mar00 000128 325.00 325.00 321.50 322.25 -2.25 1,932 11,760 +208
May00 000128 334.50 334.50 330.50 331.00 -3.00 565 5,020 -83
Jul00 000128 342.50 343.00 339.00 339.25 -2.75 36 3,761 +7
Sep00 000128 350.50 350.50 347.50 347.75 -1.75 36 1,471 +21
Dec00 000128 358.25 358.50 357.00 357.00 -1.75 71 605 -11
Total Volume and Open Interest 2,640 22,691 +142
Oats(CBOT)
Mar00 000128 114.00 114.25 113.00 113.50 -0.50 604 6,860 +113
May00 000128 120.00 120.00 118.75 119.25 -0.75 219 4,118 +109
Jul00 000128 118.00 118.25 116.75 117.00 -0.75 147 2,921 +31
Sep00 000128 121.75 121.75 120.75 121.25 -0.25 63 828 +41
Total Volume and Open Interest 1,129 17,010 +359
Rough Rice(CBOT)
Mar00 000128 5.95 5.97 5.87 5.94 +0.10 523 3,706 -46
May00 000128 6.18 6.22 6.11 6.17 +0.09 218 2,353 +84
Jul00 000128 6.44 6.44 6.30 6.37 +0.09 235 1,118 +109
Sep00 000128 6.90 6.90 6.85 6.89 +0.09 0 156 +5
Total Volume and Open Interest 979 7,506 +147
Live Cattle(CME)
Feb00 000128 69.500 69.800 69.275 69.725 +0.200 9,079 32,914 -1,925
Apr00 000128 71.250 71.800 71.000 71.575 +0.200 10,952 54,262 -931
Jun00 000128 69.050 69.575 68.900 69.425 +0.350 2,015 23,937 +632
Aug00 000128 70.000 70.475 69.925 70.425 +0.325 809 12,818 +227
Oct00 000128 72.100 72.550 72.025 72.500 +0.300 171 4,479 +97
Dec00 000128 73.300 73.650 73.250 73.650 +0.250 57 3,238 +1
Total Volume and Open Interest 23,089 134,095 -1,897
Feeder Cattle(CME)
Mar00 000128 84.500 84.900 84.000 84.775 +0.025 1,509 10,898 -8
Apr00 000128 84.750 85.025 84.150 84.850 +0.025 435 4,800 -6
May00 000128 84.700 85.000 84.350 84.975 +0.175 263 5,319 +69
Aug00 000128 85.500 86.300 85.500 86.175 +0.275 255 4,178 +51
Sep00 000128 85.700 86.450 85.600 86.450 +0.400 64 1,317 +25
Oct00 000128 86.150 86.900 86.150 86.450 +0.100 103 1,109 +36
Nov00 000128 87.400 87.800 87.250 87.800 +0.050 38 709 +7
Total Volume and Open Interest 3,137 30,188 -24
Lean Hogs(CME)
Feb00 000128 56.300 57.075 56.200 57.000 +0.900 3,839 13,529 -318
Apr00 000128 59.000 59.900 58.750 59.775 +1.025 4,656 23,055 +597
Jun00 000128 67.050 67.300 66.700 67.200 +0.250 1,458 10,567 +365
Jul00 000128 65.500 65.750 65.150 65.725 +0.300 407 3,262 +228
Aug00 000128 63.500 63.625 63.250 63.550 +0.450 171 2,408 -36
Oct00 000128 58.600 59.075 58.600 59.075 +0.275 25 1,244 +6
Dec00 000128 56.950 57.400 56.950 57.325 +0.400 25 397 +11
Feb01 000128 58.450 58.500 58.400 58.400 +0.250 0 39 +0
Total Volume and Open Interest 10,581 54,507 +853
Pork Bellies(CME)
Feb00 000128 86.800 87.650 85.600 87.300 +0.900 930 3,236 -143
Mar00 000128 86.000 86.800 84.750 86.350 +0.800 505 1,720 +101
May00 000128 86.150 87.150 85.400 86.500 +0.700 262 994 +61
Jul00 000128 84.150 84.700 83.250 84.600 +0.450 47 303 +22
Aug00 000128 80.750 81.500 80.550 81.100 -0.150 12 69 +9
Total Volume and Open Interest 1,756 6,322 +50
Cocoa(NYBOT)
Mar00 000128 829 836 805 811 -12 5,849 35,846 -576
May00 000128 857 867 837 842 -13 3,003 22,951 +1,120
Jul00 000128 885 888 870 870 -10 1,049 9,701 +336
Sep00 000128 911 915 895 896 -10 1,313 14,418 -895
Dec00 000128 948 948 930 930 -13 80 8,220 -41
Mar01 000128 983 984 966 966 -13 50 6,594 +42
May01 000128 1005 1005 992 992 -15 0 3,212 +0
Total Volume and Open Interest 12,344 106,082 +986
Coffee "C"(NYBOT)
Mar00 000128 115.15 115.40 113.70 114.70 +0.10 5,477 24,300 -693
May00 000128 117.60 118.00 116.50 117.40 +0.10 1,868 13,784 +244
Jul00 000128 120.00 120.25 118.80 119.70 +0.10 397 3,742 +135
Sep00 000128 121.20 121.70 121.20 121.40 +0.10 179 3,366 +45
Dec00 000128 122.75 123.50 122.70 122.70 +0.10 16 2,511 -3
Mar01 000128 124.50 124.50 123.70 123.70 +0.10 89 503 +64
Total Volume and Open Interest 8,055 48,237 -189
Orange Juice(NYBOT)
Mar00 000128 81.60 81.90 80.75 80.90 -0.90 1,678 16,296 -24
May00 000128 82.00 82.00 80.80 80.85 -1.15 505 5,647 +218
Jul00 000128 82.10 82.10 80.80 80.80 -1.20 192 2,212 +36
Sep00 000128 81.90 82.00 80.90 80.90 -1.15 6 948 +3
Nov00 000128 81.30 81.30 80.75 80.75 -0.55 5 365 +5
Total Volume and Open Interest 2,408 25,800 +240
Sugar #11(NYBOT)
Mar00 000128 5.41 5.57 5.41 5.47 +0.06 15,376 85,603 -720
May00 000128 5.58 5.69 5.56 5.59 +0.01 6,026 57,323 +2,290
Jul00 000128 5.84 5.95 5.81 5.84 unch 2,517 32,590 +1,166
Oct00 000128 6.21 6.30 6.20 6.23 +0.02 1,224 14,181 +69
Mar01 000128 6.38 6.44 6.38 6.38 +0.02 650 9,841 +127
Total Volume and Open Interest 25,818 200,940 +2,952
London Cocoa(LCE)
Mar00 000128 562 569 560 569 +4 1,434 48,558 -753
May00 000128 593 600 590 600 +4 502 36,979 +82
Jul00 000128 607 614 605 614 +4 489 18,065 +140
Sep00 000128 625 632 624 631 +4 514 25,381 -47
Dec00 000128 648 653 644 653 +4 72 20,554 -13
Mar01 000128 668 675 666 675 +4 125 10,894 -29
May01 000128 687 692 686 692 +4 16 6,613 -4
Total Volume and Open Interest 3,152 173,487 -624
London Coffee(LCE)
Jan00 000128 1568.00 1751.00 1568.00 1725.00 +167.00 520 5,354 -1,216
Mar00 000128 1110.00 1110.00 1100.00 1105.00 +4.00 2,323 32,539 +442
May00 000128 1132.00 1133.00 1121.00 1127.00 +4.00 971 12,567 +205
Jul00 000128 1155.00 1155.00 1144.00 1149.00 +3.00 476 7,267 +24
Sep00 000128 1174.00 1174.00 1169.00 1169.00 +3.00 407 2,294 +299
Nov00 000128 1189.00 1189.00 1189.00 1189.00 +3.00 10 1,442 +1
Total Volume and Open Interest 4,862 61,713 -90
London Sugar(LCE)
Mar00 000128 166.50 168.00 165.30 167.40 +0.70 756 17,339 -166
May00 000128 169.60 171.30 169.50 171.20 +0.70 268 16,014 -9
Aug00 000128 175.00 176.00 175.00 175.80 +0.20 171 8,200 +101
Oct00 000128 180.30 181.50 180.30 180.90 +0.40 0 4,345 -43
Dec00 000128 183.40 183.40 182.70 182.70 +0.90 3 88 +3
Total Volume and Open Interest 1,198 46,056 -114
Cotton(NYBOT)
Mar00 000128 57.50 57.80 56.90 57.45 -0.08 5,566 37,567 -142
May00 000128 58.90 59.10 58.30 58.94 +0.12 1,847 16,879 +152
Jul00 000128 59.90 60.05 59.40 59.90 +0.10 941 10,721 +66
Oct00 000128 60.60 60.60 60.60 60.60 +0.10 53 646 +26
Dec00 000128 60.90 61.05 60.60 60.99 +0.01 663 6,441 +55
Mar01 000128 61.95 61.95 61.95 61.95 unch 5 414 -5
Total Volume and Open Interest 9,075 72,868 +152
Lumber(CME)
Mar00 000128 349.0 349.8 341.3 345.6 +3.6 344 1,824 -54
May00 000128 341.0 342.8 336.5 337.8 -2.6 351 659 +17
Jul00 000128 337.1 337.7 334.5 336.5 -2.8 172 265 +46
Sep00 000128 335.2 336.5 334.2 335.6 -1.9 16 65 -2
Total Volume and Open Interest 885 2,815 +6
Crude Oil(NYM)
Mar00 000128 27.42 27.55 26.95 27.22 -0.10 89,124 135,134 -335
Apr00 000128 26.40 26.60 26.10 26.30 -0.05 36,961 57,645 +763
May00 000128 25.60 25.80 25.40 25.55 -0.03 16,153 40,784 +805
Jun00 000128 24.90 25.00 24.75 24.91 +0.01 6,280 47,535 +207
Jul00 000128 24.33 24.39 24.15 24.31 +0.05 2,181 33,762 -29
Aug00 000128 23.78 23.82 23.70 23.78 +0.10 2,476 21,917 +703
Sep00 000128 23.27 23.32 23.27 23.32 +0.12 2,396 15,002 -872
Oct00 000128 22.76 22.90 22.76 22.90 +0.14 256 14,078 -196
Nov00 000128 22.45 22.51 22.35 22.51 +0.18 35 11,422 -40
Dec00 000128 22.05 22.16 21.95 22.14 +0.19 3,197 37,235 -228
Total Volume and Open Interest 163,048 502,938 +958
Heating Oil(NYM)
Feb00 000128 91.50 93.00 90.00 92.51 +1.34 14,303 13,688 -4,298
Mar00 000128 73.50 74.40 73.10 73.27 +0.06 17,059 36,732 +1,059
Apr00 000128 68.40 69.10 68.00 68.07 -0.34 6,283 15,598 +896
May00 000128 65.50 65.90 64.50 64.87 -0.44 47,430 134,301 -219
Jun00 000128 63.05 63.80 62.50 62.57 -0.44 47,430 134,301 -219
Jul00 000128 62.30 62.30 61.00 61.12 -0.39 683 12,666 +363
Aug00 000128 60.42 60.42 60.42 60.42 -0.34 135 4,981 +10
Sep00 000128 61.00 61.00 60.72 60.72 -0.29 507 4,613 +171
Oct00 000128 60.97 60.97 60.97 60.97 -0.29 68 2,222 -63
Nov00 000128 61.22 61.22 61.22 61.22 -0.29 17 1,456 -65
Total Volume and Open Interest 47,430 134,301 -219
Unleaded Gas(NYM)
Feb00 000128 74.40 74.80 73.50 74.31 +0.16 13,300 12,763 -3,213
Mar00 000128 75.25 75.35 73.90 74.68 +0.07 12,427 32,979 +1,758
Apr00 000128 78.20 78.25 77.30 77.68 +0.02 3,863 19,832 +157
May00 000128 76.90 76.90 76.15 76.45 -0.01 1,526 9,802 +794
Jun00 000128 74.45 74.70 74.40 74.70 -0.03 658 3,727 +42
Jul00 000128 72.60 72.65 72.60 72.60 +0.02 108 4,264 +55
Aug00 000128 70.45 70.45 70.45 70.45 +0.07 155 2,344 +44
Sep00 000128 68.40 68.40 68.05 68.15 +0.17 108 4,448 +96
Total Volume and Open Interest 32,150 90,419 -271
Natural Gas(NYM)
Mar00 000128 2.560 2.660 2.500 2.532 -0.017 35,781 49,055 +2,904
Apr00 000128 2.500 2.590 2.470 2.501 +0.001 9,817 24,420 +1,045
May00 000128 2.500 2.570 2.480 2.498 +0.003 4,124 17,875 +763
Jun00 000128 2.505 2.560 2.475 2.502 +0.002 3,067 16,639 +1,585
Jul00 000128 2.520 2.570 2.500 2.516 +0.001 2,096 13,671 +353
Aug00 000128 2.540 2.575 2.510 2.531 +0.001 934 13,046 +213
Sep00 000128 2.542 2.575 2.535 2.541 +0.001 1,434 13,456 +333
Oct00 000128 2.560 2.600 2.555 2.560 +0.002 3,078 10,629 +648
Total Volume and Open Interest 127,848 247,733 -14,185
Brent Crude Oil(IPE)
Mar00 000128 25.45 25.92 25.40 25.68 +0.06 34,844 67,824 -416
Apr00 000128 24.64 24.87 24.46 24.68 -0.03 15,212 59,121 +1,929
May00 000128 23.95 24.10 23.73 23.90 -0.01 6,047 21,701 +847
Jun00 000128 23.20 23.50 23.20 23.32 -0.01 2,913 21,938 -622
Jul00 000128 22.80 22.91 22.70 22.83 +0.03 843 16,024 +151
Aug00 000128 22.39 22.50 22.22 22.39 +0.06 364 4,867 +158
Sep00 000128 22.02 22.07 22.02 22.07 +0.11 507 4,887 +500
Oct00 000128 21.72 21.85 21.60 21.75 +0.13 517 7,404 +500
Total Volume and Open Interest 64,029 253,049 +2,872
Gas Oil(IPE)
Feb00 000128 218.50 222.00 217.75 218.25 -3.75 12,558 35,811 -1,565
Mar00 000128 214.50 217.00 213.25 214.25 -3.25 10,692 28,488 +4,507
Apr00 000128 208.25 210.00 207.00 207.25 -3.00 4,425 12,295 +437
May00 000128 201.50 203.50 200.75 200.75 -2.50 1,106 6,187 +402
Jun00 000128 196.50 197.00 195.25 195.25 -2.50 830 11,288 +262
Jul00 000128 193.00 193.00 192.00 192.00 -2.50 342 7,835 +195
Aug00 000128 190.00 190.00 190.00 190.00 -2.50 39 4,175 +18
Sep00 000128 188.75 188.75 188.75 188.75 -2.25 100 2,474 +100
Total Volume and Open Interest 30,092 123,130 +4,356
US Dollar Index(NYBOT)
Mar00 000128 103.05 104.54 103.05 104.34 +1.31 1,231 7,159 +185
Jun00 000128 102.97 103.99 102.97 103.99 +1.32 7 2,082 +3
Sep00 000128 103.64 103.64 103.64 103.64 +1.33      
Total Volume and Open Interest 1,238 9,241 +188
Australian Dollar(IMM)
Mar00 000128 64.88 64.97 62.25 63.16 -2.31 1,660 36,872 -111
Jun00 000128 64.90 64.90 62.60 63.21 -2.31 3 23 +2
Sep00 000128 63.26 63.26 63.26 63.26 -2.31 0 1 +0
Total Volume and Open Interest 1,663 36,903 -109
British Pound(IMM)
Mar00 000128 162.54 162.74 161.52 162.08 -1.76 5,089 40,701 -1,348
Jun00 000128 162.30 162.40 161.60 162.00 -1.76 0 17 +0
Sep00 000128 161.92 161.92 161.80 161.92 -1.76 0 1 +0
Total Volume and Open Interest 5,089 40,719 -1,348
Canadian Dollar(IMM)
Mar00 000128 69.50 69.55 68.95 69.31 -0.57 6,147 66,003 -1,067
Jun00 000128 69.63 69.70 69.17 69.47 -0.57 309 5,801 +14
Sep00 000128 69.80 69.80 69.40 69.60 -0.57 88 1,376 +11
Dec00 000128 69.80 69.99 69.70 69.71 -0.57 62 883 +14
Total Volume and Open Interest 6,706 74,392 -943
Japanese Yen(IMM)
Mar00 000128 95.55 95.83 93.85 94.05 -1.90 32,464 97,523 -2,146
Jun00 000128 97.15 97.30 95.55 95.62 -1.91 669 3,326 +81
Sep00 000128 97.18 97.18 97.18 97.18 -1.92 0 366 +0
Total Volume and Open Interest 33,133 101,309 -2,065
Swiss Franc(IMM)
Mar00 000128 61.31 61.52 60.67 60.97 -0.60 29,730 66,130 +6,547
Jun00 000128 61.78 61.78 61.40 61.64 -0.60 229 281 -4
Sep00 000128 62.17 62.26 62.10 62.26 -0.60 5 33 +0
Total Volume and Open Interest 29,964 66,444 +6,543
EuroFX(IMM)
Mar00 000128 98.70 99.01 97.68 98.03 -1.05 26,472 76,941 +10,527
Jun00 000128 99.42 99.65 98.38 98.72 -1.05 138 368 -21
Sep00 000128 99.36 99.36 99.36 99.36 -1.05 7 103 +2
Total Volume and Open Interest 26,626 77,429 +10,511
Mexican Peso(IMM)
Mar00 000128 10310.0 10320.0 10240.0 10275.0 -40.0 4,409 13,473 -170
Jun00 000128 9930.0 9945.0 9890.0 9925.0 -43.0 629 3,006 +80
Total Volume and Open Interest 5,135 16,831 -132
30-Year T-Bonds(CBOT)
Mar00 000128 91~31 93~17 90~30 92~30 +1~00 501,465 606,651 -11,867
Jun00 000128 91~21 93~09 90~23 92~23 +1~00 20,358 67,659 +1,592
Sep00 000128 91~00 92~22 90~17 92~20 +1~05 32 619 -6
Total Volume and Open Interest 521,856 674,971 -10,281
Municipal Bonds(CBOT)
Mar00 000128 91~09 91~26 90~17 91~09 -0~05 4,978 22,191 +286
Jun00 000128 90~24 90~24 90~12 90~12 -0~05 30 550 +5
Total Volume and Open Interest 5,008 22,741 +291
10-Year T-Notes(CBOT)
Mar00 000128 94~195 95~140 93~220 94~285 +0~100 211,136 608,971 +20,275
Jun00 000128 93~310 95~000 93~150 94~160 +0~090 7,908 64,194 +4,991
Total Volume and Open Interest 219,044 673,165 +25,266
5-Year T-Notes(CBOT)
Mar00 000128 96~290 97~100 96~160 97~000 -0~015 156,437 402,812 +12,933
Jun00 000128 96~175 96~200 96~170 96~195 -0~010 5,151 27,896 +2,660
Total Volume and Open Interest 161,588 430,708 +15,593
2 Year T-Notes(CBOT)
Mar00 000128 98~099 98~112 98~070 98~093 -0~015 4,472 36,532 +103
Jun00 000128 98~073 98~073 98~073 98~073 -0~015 1 301 +1
Total Volume and Open Interest 4,473 36,833 +104
3-Mth T-Bills(IMM)
Mar00 000128 94.38 94.39 94.37 94.37 -0.06 146 2,489 +46
Total Volume and Open Interest 91 2,489 +46
Eurodollars(IMM)
Mar00 000128 93.785 93.790 93.715 93.720 -0.075 48,725 525,793 +850
Jun00 000128 93.440 93.440 93.325 93.360 -0.085 71,846 445,889 -5,269
Sep00 000128 93.165 93.165 93.005 93.060 -0.110 102,963 380,573 -3,264
Dec00 000128 92.945 92.950 92.770 92.840 -0.120 50,076 287,376 +579
Mar01 000128 92.850 92.860 92.680 92.760 -0.115 33,564 248,871 -5,259
Jun01 000128 92.760 92.765 92.590 92.675 -0.110 22,223 177,411 -1,758
Sep01 000128 92.710 92.710 92.535 92.630 -0.105 16,632 135,879 +1,850
Dec01 000128 92.620 92.620 92.450 92.550 -0.090 10,804 107,293 +719
Mar02 000128 92.650 92.650 92.500 92.600 -0.085 4,326 101,379 +782
Jun02 000128 92.565 92.610 92.480 92.585 -0.080 5,137 72,001 -331
Sep02 000128 92.620 92.620 92.465 92.575 -0.075 4,099 65,036 +240
Dec02 000128 92.545 92.545 92.395 92.510 -0.070 3,696 66,221 +1,279
Total Volume and Open Interest 407,464 3,028,966 -14,525
3-Mth Euro-Yen(IMM)
Mar00 000128 99.87 99.87 99.86 99.86 -0.01 981 22,242 +1,047
Jun00 000128 99.81 99.81 99.79 99.81 -0.01 1,082 18,083 +164
Sep00 000128 99.69 99.69 99.68 99.68 -0.03 848 12,450 +378
Dec00 000128 99.53 99.54 99.52 99.53 -0.03 228 8,242 -43
Mar01 000128 99.42 99.42 99.40 99.40 -0.04 456 13,597 +126
Jun01 000128 99.31 99.31 99.29 99.29 -0.03 0 3,844 -300
Sep01 000128 99.14 99.14 99.14 99.14 -0.04 441 5,508 -99
Dec01 000128 98.98 98.98 98.97 98.97 -0.02 0 108 +8
Mar02 000128 98.80 98.80 98.80 98.80 unch 0 179 +0
Jun02 000128 98.68 98.68 98.68 98.68 unch 0 49 +0
Total Volume and Open Interest 4,036 84,302 +1,281
3-Mth Euro-Yen(SIMEX)
Mar00 000128 99.88 99.88 99.86 99.86 -0.02 4,602 123,522 -219
Jun00 000128 99.83 99.83 99.81 99.81 -0.01 3,729 109,701 -464
Sep00 000128 99.71 99.72 99.69 99.69 -0.02 4,008 81,240 +37
Dec00 000128 99.57 99.57 99.53 99.53 -0.03 4,041 46,682 +1,267
Mar01 000128 99.45 99.45 99.42 99.42 -0.02 3,463 52,770 +531
Jun01 000128 99.33 99.33 99.29 99.30 -0.02 1,509 41,417 +408
Sep01 000128 99.18 99.18 99.15 99.15 -0.03 1,745 36,019 +673
Dec01 000128 98.99 98.99 98.98 98.98 -0.02 0 3,207 +180
Total Volume and Open Interest 23,307 499,243 +2,413
German Euro-Bund(EUREX)
Mar00 000128 102.46 102.94 101.97 102.88 +0.46 813,439 650,160 -5,604
Jun00 000128 101.66 102.10 101.25 102.10 +0.50 983 38,460 +753
Sep00 000128 101.38 101.38 101.38 101.38 +0.46 0 7,976 +458
Total Volume and Open Interest 814,422 696,596 -4,393
German Euro-Bobl(EUREX)
Mar00 000128 102.70 102.83 102.39 102.80 +0.13 365,841 393,521 -1,238
Jun00 000128 101.73 102.02 101.73 102.02 +0.12 1,408 14,339 +524
Sep00 000128 101.60 101.60 101.60 101.60 +0.18 0 255 +0
Total Volume and Open Interest 367,249 408,115 -714
Long Gilt(LIFFE)
Mar00 000128 108~22 109~05 108~11 109~04 +0~07 22,520 75,284 -142
Jun00 000128 109~04 109~04 109~04 109~04 -0~07      
Total Volume and Open Interest 23,300 75,284 -142
3-Mth Short Sterling(LIFFE)
Mar00 000128 93.65 93.67 93.63 93.66 +0.02 26,211 178,731 -6,304
Jun00 000128 93.26 93.31 93.23 93.27 +0.01 27,596 158,651 +1,198
Sep00 000128 93.01 93.06 92.96 93.01 -0.01 29,208 116,397 -1,614
Total Volume and Open Interest 104,137 751,644 -6,390
3-Mth Euribor(LIFFE)
Mar00 000128 96.285 96.315 96.275 96.310 +0.015 111,556 382,487 +5,486
Jun00 000128 95.900 95.950 95.880 95.945 +0.030 93,372 276,975 +16,065
Sep00 000128 95.610 95.655 95.595 95.655 +0.025 84,013 214,341 +11,333
Total Volume and Open Interest 394,616 1,341,391 +41,468
3-Mth Aus T-Bills(SFE)
Mar00 000128 93.95 94.12 93.93 94.08 +0.14 12,753 301,521 +301,521
Jun00 000128 93.49 93.64 93.48 93.58 +0.09 1,061 74,833 +74,833
Sep00 000128 93.12 93.26 93.12 93.20 +0.07 599 38,946 +38,946
Dec00 000128 92.84 92.96 92.83 92.90 +0.06 25 22,646 +22,646
Mar01 000128 92.63 92.76 92.63 92.71 +0.07 925 13,040 +13,040
Jun01 000128 92.49 92.60 92.49 92.56 +0.06 60 10,543 +10,543
Sep01 000128 92.35 92.45 92.35 92.42 +0.05 160 6,619 +6,619
Dec01 000128 92.25 92.34 92.25 92.32 +0.05 145 4,000 +4,000
Mar02 000128 92.16 92.23 92.16 92.22 +0.06 0 3,368 +3,368
Jun02 000128 92.09 92.13 92.09 92.10 +0.01 0 1,588 +1,588
Total Volume and Open Interest 15,728 480,765 +0
10-Year Aus T-Bonds(SFE)
Mar00 000128 92.79 92.86 92.68 92.83 +0.03 4,548 181,706 +181,706
Jun00 000128 92.77 92.77 92.77 92.77 +0.00      
Total Volume and Open Interest 4,548 181,706 +0
3-Year Aus T-Bonds(SFE)
Mar00 000128 93.09 93.20 93.06 93.16 +0.06 7,772 318,121 +318,121
Jun00 000128 92.85 92.85 92.85 92.85 +0.06      
Total Volume and Open Interest 7,772 318,121 +0
Gold(CMX)
Feb00 000128 286.7 287.8 280.5 283.0 -4.1 19,633 12,731 -7,232
Apr00 000128 289.2 290.7 283.0 286.0 -3.9 19,276 47,688 +5,926
Jun00 000128 292.0 292.9 284.7 288.4 -3.8 1,042 25,058 +234
Aug00 000128 294.5 294.5 290.9 290.9 -3.8 391 11,267 +23
Oct00 000128 293.3 293.3 293.3 293.3 -3.8 1 3,594 +1
Dec00 000128 300.0 300.0 295.8 295.8 -3.8 299 15,871 -76
Total Volume and Open Interest 69,541 139,790 -1,200
Silver(CMX)
Mar00 000128 545.0 546.5 532.0 532.7 -8.8 28,433 57,702 +1,508
May00 000128 547.0 547.0 532.0 533.6 -8.8 1,961 8,324 +777
Jul00 000128 549.0 549.0 533.5 535.4 -8.6 155 3,665 -27
Sep00 000128 536.5 536.5 536.5 536.5 -8.6 20 1,340 -13
Dec00 000128 546.0 549.0 534.0 537.1 -8.6 364 5,007 -29
Total Volume and Open Interest 31,198 79,485 +2,279
Platinum(NYM)
Apr00 000128 456.0 458.5 445.0 453.8 +8.2 1,772 10,735 +59
Jul00 000128 451.0 451.0 432.0 441.8 +6.2 29 868 -3
Oct00 000128 433.0 435.8 433.0 435.8 +4.2      
Jan01 000128 435.8 435.8 435.8 435.8 +4.2      
Total Volume and Open Interest 1,801 11,624 +51
Palladium(NYME)
Mar00 000128 492.00 492.00 483.00 485.90 +2.90 213 3,088 -38
Jun00 000128 483.00 483.00 482.00 482.15 +3.15 45 355 +29
Total Volume and Open Interest 258 3,443 -9
Copper(CMX)
Mar00 000128 84.80 85.20 83.35 83.50 -0.95 10,026 46,971 -1,285
May00 000128 85.55 86.10 84.35 84.50 -0.90 759 9,226 +342
Jul00 000128 86.80 86.90 85.30 85.30 -0.80 57 4,548 -39
Sep00 000128 87.10 87.60 86.00 86.00 -0.75 25 4,077 +8
Dec00 000128 88.00 88.00 86.60 86.60 -0.80 15 4,053 +5
Total Volume and Open Interest 12,242 79,482 -1,404
DJIA Index(CBOT)
Mar00 000128 11165 11190 10770 10779 -338 14,883 12,267 +290
Jun00 000128 11300 11315 10905 10910 -343 8 742 +1
Sep00 000128 11090 11090 11049 11049 -344 0 410 +0
Dec00 000128 11400 11445 11204 11204 -349 2 228 +0
Total Volume and Open Interest 14,893 13,647 +291
S & P 500(CME)
Mar00 000128 1397.50 1407.00 1362.00 1366.50 -43.30 95,097 354,922 +2,682
Jun00 000128 1416.50 1424.00 1382.00 1384.30 -44.00 115 8,667 +29
Sep00 000128 1426.00 1431.00 1403.60 1403.60 -43.70 0 2,588 +0
Dec00 000128 1463.00 1463.00 1424.10 1424.10 -43.70 6 2,612 +1
Total Volume and Open Interest 95,232 369,066 +2,712
S & P 500 E-Mini(Globex)
Mar00 000128 1411.00 1420.00 1361.25 1366.50 -43.25 71,787 19,323 +1,105
Jun00 000128 1415.75 1415.75 1370.50 1384.25 -44.00 6 20 +3
Total Volume and Open Interest 71,793 19,343 +1,108
NASDAQ 100(CME)
Mar00 000128 3600.00 3645.00 3405.00 3475.00 -161.00 20,539 33,822 +2,546
Jun00 000128 3525.00 3525.00 3523.00 3525.00 -163.00 3 60 +0
Sep00 000128 3577.00 3577.00 3575.00 3577.00 -163.00 0 4 +0
Total Volume and Open Interest 20,542 33,886 +2,546
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000128 3640.5 3685.0 3409.0 3475.0 -161.0 15,985 8,550 -438
Jun00 000128 3525.0 3525.0 3525.0 3525.0 -163.0 0 6 +0
Total Volume and Open Interest 15,985 8,556 -438
NYSE Composite(NYBOT)
Mar00 000128 627.00 629.50 613.50 614.65 -16.65 600 1,746 -8
Jun00 000128 627.00 627.00 622.25 622.25 -16.80 6 1,703 +0
Sep00 000128 629.85 629.85 629.85 629.85 -16.95      
Total Volume and Open Interest 0 3,800 +0
S & P Midcap 400(CME)
Mar00 000128 442.00 444.25 431.50 433.00 -11.45 755 12,968 +20
Jun00 000128 437.00 437.00 437.00 437.00 -11.45      
Sep00 000128 439.10 439.10 439.10 439.10 -11.45      
Total Volume and Open Interest 755 12,968 +20
Russell 2000(CME)
Mar00 000128 518.00 520.50 503.00 505.00 -16.50 936 12,856 -159
Jun00 000128 509.25 509.25 509.25 509.25 -16.50      
Sep00 000128 513.25 513.25 513.25 513.25 -16.50      
Total Volume and Open Interest 936 12,856 -159
Value Line(KCBT)
Mar00 000128 1003.00 1008.50 986.50 994.65 -17.90 129 266 +10
Total Volume and Open Interest 129 266 +10
Nikkei 225(CME)
Mar00 000128 19280 19320 19060 19090 -40 1,550 17,178 -68
Jun00 000128 19050 19215 19020 19050 -40 3 91 +0
Total Volume and Open Interest 1,553 17,269 -68
Nikkei 225(SIMEX)
Mar00 000128 19190 19450 19180 19370 +190 16,147 103,757 +101
Jun00 000128 19310 19310 19310 19310 +195 0 2,788 +0
Sep00 000128 19310 19310 19310 19310 +195 0 8,678 +0
Total Volume and Open Interest 28,427 130,666 +5,107
CAC 40(MATIF)
Jan00 000128 5685.0 5819.0 5622.0 5647.0 -39.0 90,080 48,010 -17,809
Feb00 000128 5699.0 5829.0 5640.0 5640.0 -45.0 40,738 80,359 +8,985
Mar00 000128 5741.5 5839.5 5718.0 5718.0 -10.0 5,460 62,654 +985
Total Volume and Open Interest 136,278 227,407 -7,839
DAX Index(EUREX)
Mar00 000128 7140.0 7244.5 7065.0 7095.0 -66.0 64,044 149,059 +277
Jun00 000128 7220.0 7296.5 7126.0 7149.0 -66.5 2,574 18,801 +1,784
Sep00 000128 7273.5 7276.0 7221.5 7221.5 -65.5 31 1,353 +0
Total Volume and Open Interest 66,649 169,213 +2,061
FT-SE 100(LIFFE)
Mar00 000128 6440.00 6486.00 6337.00 6337.00 -103.00 20,440 205,732 -625
Jun00 000128 6514.00 6544.00 6440.00 6452.50 -57.50 12 2,616 -8
Sep00 000128 6521.50 6521.50 6521.50 6521.50 -61.00 50 601 +50
Total Volume and Open Interest 21,453 208,949 -583
SPI 200(SFE)
Mar00 000128 3085.0 3112.0 3083.0 3103.0 +11.0 9,151 156,922 +156,922
Jun00 000128 3121.0 3121.0 3121.0 3121.0 +11.0 68 7,551 +7,551
Sep00 000128 3134.0 3134.0 3134.0 3134.0 +6.0 162 4,209 +4,209
Total Volume and Open Interest 9,477 170,581 +0
GSCI(CME)
Feb00 000128 205.10 206.50 203.50 204.50 -0.75 95 40,599 +41
Mar00 000128 202.00 203.50 202.00 202.00 -0.80 0 67 +0
Apr00 000128 199.50 201.30 199.50 199.50 -1.00 4 4 +4
Total Volume and Open Interest 99 40,672 +45
Bridge CRB Index(NYBOT)
Feb00 000128 210.90 211.40 209.00 209.30 -1.50 192 764 +28
Apr00 000128 211.40 211.60 209.00 209.60 -1.60 20 1,112 +2
Jun00 000128 210.75 211.40 210.75 211.40 -1.60 343 1,100 +341
Total Volume and Open Interest 896 3,521 +711
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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