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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 Mon January 31, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar00 000131 514.00 515.00 505.00 508.00 -15.50 38,843 80,921 -640
May00 000131 524.00 524.00 514.50 518.00 -14.00 8,537 37,787 +1,306
Jul00 000131 531.00 532.00 523.00 526.50 -15.00 8,698 30,738 -218
Aug00 000131 533.50 533.50 525.00 527.00 -14.50 578 4,894 +394
Sep00 000131 534.00 535.50 526.50 528.50 -14.00 672 3,058 +619
Nov00 000131 539.50 541.50 532.00 534.50 -15.00 3,636 17,548 +921
Jan01 000131 545.00 546.50 539.50 541.50 -14.75 106 255 +57
Total Volume and Open Interest 61,104 175,413 +2,458
Soybean Meal(CBOT)
Mar00 000131 163.50 163.50 159.30 161.00 -4.40 13,219 57,521 -689
May00 000131 166.00 166.00 162.40 164.40 -4.20 6,549 32,903 +1,273
Jul00 000131 167.50 168.20 165.00 166.00 -4.50 4,145 19,944 +811
Aug00 000131 168.50 168.50 165.50 166.40 -4.20 286 5,898 +125
Sep00 000131 168.00 168.80 166.00 166.30 -4.20 53 4,445 +17
Oct00 000131 169.00 169.00 166.00 166.80 -3.90 117 2,976 +50
Dec00 000131 172.50 172.50 168.30 170.10 -3.40 519 8,612 +86
Jan01 000131 174.00 174.00 170.00 171.00 -3.80 288 294 +254
Total Volume and Open Interest 25,176 132,593 +1,927
Soybean Oil(CBOT)
Mar00 000131 16.75 16.80 16.47 16.58 -0.46 23,035 48,715 -4,542
May00 000131 17.07 17.10 16.77 16.85 -0.49 8,861 29,790 +1,121
Jul00 000131 17.37 17.44 17.11 17.14 -0.53 3,655 21,001 +593
Aug00 000131 17.50 17.52 17.26 17.28 -0.52 456 5,439 +6
Sep00 000131 17.55 17.60 17.40 17.41 -0.54 183 3,518 +41
Oct00 000131 17.85 17.85 17.55 17.55 -0.55 558 3,856 +278
Dec00 000131 18.15 18.15 17.83 17.83 -0.52 702 11,580 -157
Jan01 000131 18.18 18.18 18.18 18.18 -0.47 200 3,217 +200
Total Volume and Open Interest 37,650 129,541 -2,460
Canola(WCE)
Mar00 000131 264.0 264.0 262.1 262.7 -3.8 6,622 29,477 -125
May00 000131 270.0 270.0 267.5 268.2 -3.6 3,326 15,862 +1,509
Jul00 000131 276.0 276.0 272.4 272.4 -4.6 313 11,516 +72
Aug00 000131 277.0 277.0 277.0 277.0 -3.0 0 1,670 +0
Sep00 000131 280.0 280.0 279.0 279.0 -3.0 0 809 +0
Total Volume and Open Interest 10,626 61,559 +1,491
Corn(CBOT)
Mar00 000131 221.00 221.00 218.50 220.00 -3.50 30,221 205,210 -2,145
May00 000131 228.00 228.75 226.25 227.75 -3.75 5,466 90,098 +849
Jul00 000131 235.75 235.75 233.00 234.50 -4.00 6,728 89,075 +912
Sep00 000131 241.50 241.75 239.00 240.25 -4.25 1,747 26,926 -199
Nov00 000131 245.25 246.75 245.25 245.75 -4.00 11 784 +1
Dec00 000131 249.50 249.75 247.50 248.50 -4.00 5,896 59,374 +935
Total Volume and Open Interest 50,644 481,628 +592
Wheat(CBOT)
Mar00 000131 257.00 258.00 254.00 256.25 -3.50 15,926 80,116 -575
May00 000131 268.00 268.50 265.50 268.00 -2.75 1,675 14,362 -404
Jul00 000131 279.00 279.00 275.50 277.50 -3.75 2,923 25,808 -295
Sep00 000131 288.00 288.50 287.00 288.25 -3.75 132 3,609 +81
Dec00 000131 303.50 303.50 301.00 303.00 -3.50 404 7,027 +45
Total Volume and Open Interest 21,070 131,042 -1,139
Wheat(KCBT)
Mar00 000131 284.00 284.50 282.50 283.50 -4.25 5,386 36,509 -1,595
May00 000131 295.00 295.00 293.00 294.00 -3.75 996 10,366 -65
Jul00 000131 305.75 305.75 303.50 304.50 -4.25 829 13,895 -6
Sep00 000131 312.50 314.00 312.50 313.00 -4.25 48 843 +21
Dec00 000131 325.00 325.50 323.50 324.00 -4.50 244 2,290 +130
Total Volume and Open Interest 7,503 63,905 -1,515
Wheat(MGE)
Mar00 000131 319.50 320.00 317.50 318.75 -3.50 1,662 11,720 -40
May00 000131 329.00 329.25 327.50 328.50 -2.50 786 5,087 +67
Jul00 000131 338.00 338.00 336.00 336.00 -3.25 367 3,655 -106
Sep00 000131 345.50 345.50 344.00 344.50 -3.25 72 1,453 -18
Dec00 000131 355.00 355.00 353.00 353.00 -4.00 2 584 -21
Total Volume and Open Interest 2,889 22,573 -118
Oats(CBOT)
Mar00 000131 112.00 112.50 111.50 112.00 -1.50 334 6,864 +4
May00 000131 118.25 118.50 117.50 118.00 -1.25 107 4,122 +4
Jul00 000131 116.25 116.75 115.50 115.75 -1.25 83 2,908 -13
Sep00 000131 120.00 120.00 120.00 120.00 -1.25 49 842 +14
Total Volume and Open Interest 626 17,009 -1
Rough Rice(CBOT)
Mar00 000131 5.95 5.95 5.67 5.79 -0.15 647 3,609 -97
May00 000131 6.15 6.15 5.93 6.02 -0.15 375 2,380 +27
Jul00 000131 6.37 6.37 6.15 6.23 -0.14 71 1,128 +10
Sep00 000131 6.75 6.75 6.69 6.72 -0.17 17 159 +3
Total Volume and Open Interest 1,196 7,479 -27
Live Cattle(CME)
Feb00 000131 69.900 70.175 69.525 70.150 +0.425 3,683 31,725 -1,189
Apr00 000131 71.500 72.150 71.200 72.050 +0.475 6,634 54,421 +159
Jun00 000131 69.425 69.975 69.200 69.900 +0.475 1,791 24,445 +508
Aug00 000131 70.400 70.700 70.175 70.650 +0.225 1,155 13,031 +213
Oct00 000131 72.450 72.750 72.300 72.650 +0.150 259 4,538 +59
Dec00 000131 73.500 73.800 73.500 73.800 +0.150 117 3,257 +19
Total Volume and Open Interest 13,675 133,869 -226
Feeder Cattle(CME)
Mar00 000131 85.050 85.400 84.150 85.350 +0.575 1,804 10,688 -210
Apr00 000131 85.050 85.650 84.400 85.575 +0.725 877 5,031 +231
May00 000131 85.000 85.700 84.500 85.675 +0.700 437 5,303 -16
Aug00 000131 86.350 86.850 85.600 86.850 +0.675 239 4,191 +13
Sep00 000131 86.350 86.850 86.000 86.850 +0.400 47 1,322 +5
Oct00 000131 87.000 87.000 86.100 87.000 +0.550 39 1,116 +7
Nov00 000131 87.550 88.225 87.400 88.175 +0.375 54 708 -1
Total Volume and Open Interest 3,528 29,993 -195
Lean Hogs(CME)
Feb00 000131 56.800 57.050 56.525 56.750 -0.250 3,458 12,864 -665
Apr00 000131 60.000 60.400 59.450 60.250 +0.475 3,568 24,019 +964
Jun00 000131 67.150 67.600 66.850 67.550 +0.350 1,565 10,880 +313
Jul00 000131 65.750 66.300 65.450 66.300 +0.575 354 3,431 +169
Aug00 000131 63.500 63.950 63.300 63.800 +0.250 253 2,524 +116
Oct00 000131 59.075 59.375 59.000 59.375 +0.300 147 1,276 +32
Dec00 000131 57.325 57.700 57.100 57.650 +0.325 91 451 +54
Feb01 000131 58.500 58.500 58.500 58.500 +0.100 1 39 +0
Total Volume and Open Interest 9,437 55,490 +983
Pork Bellies(CME)
Feb00 000131 87.500 89.200 87.150 88.950 +1.650 858 2,951 -285
Mar00 000131 86.400 88.350 86.250 88.175 +1.825 514 1,747 +27
May00 000131 86.600 88.300 86.550 87.200 +0.700 260 1,080 +86
Jul00 000131 84.000 85.300 84.000 84.900 +0.300 44 315 +12
Aug00 000131 81.500 81.700 81.400 81.550 +0.450 3 72 +3
Total Volume and Open Interest 1,679 6,165 -157
Cocoa(NYBOT)
Mar00 000131 810 812 794 795 -16 7,540 36,217 +371
May00 000131 837 842 825 828 -14 3,577 24,298 +1,347
Jul00 000131 860 868 853 854 -16 1,266 10,495 +794
Sep00 000131 892 895 877 879 -17 916 14,481 +63
Dec00 000131 929 929 915 915 -15 188 8,214 -6
Mar01 000131 963 963 952 952 -14 57 6,624 +30
May01 000131 978 978 978 978 -14 200 3,412 +200
Total Volume and Open Interest 13,894 109,031 +2,949
Coffee "C"(NYBOT)
Mar00 000131 114.00 114.00 110.50 111.10 -3.60 3,334 23,855 -445
May00 000131 116.50 116.50 113.00 113.90 -3.50 1,065 14,040 +256
Jul00 000131 118.50 118.75 116.10 116.40 -3.30 169 3,747 +5
Sep00 000131 120.30 120.30 118.25 118.25 -3.15 111 3,466 +100
Dec00 000131 120.00 120.00 119.50 119.50 -3.20 27 2,518 +7
Mar01 000131 121.00 121.00 120.50 120.50 -3.20 5 498 -5
Total Volume and Open Interest 4,711 48,155 -82
Orange Juice(NYBOT)
Mar00 000131 80.50 80.60 79.45 79.50 -1.40 1,515 16,154 -142
May00 000131 80.50 80.80 79.45 79.50 -1.35 568 5,818 +171
Jul00 000131 80.50 80.50 79.40 79.45 -1.35 148 2,251 +39
Sep00 000131 80.00 80.25 79.45 79.45 -1.45 141 1,017 +69
Nov00 000131 80.25 80.25 79.45 79.45 -1.30 20 379 +14
Total Volume and Open Interest 2,416 25,965 +165
Sugar #11(NYBOT)
Mar00 000131 5.47 5.59 5.32 5.42 -0.05 10,747 85,021 -582
May00 000131 5.60 5.71 5.49 5.52 -0.07 5,758 59,215 +1,892
Jul00 000131 5.85 5.95 5.80 5.85 +0.01 1,566 32,289 -301
Oct00 000131 6.23 6.28 6.14 6.20 -0.03 936 14,611 +430
Mar01 000131 6.38 6.44 6.32 6.36 -0.02 271 9,994 +153
Total Volume and Open Interest 19,279 202,537 +1,597
London Cocoa(LCE)
Mar00 000131 560 561 550 552 -17 3,759 48,221 -337
May00 000131 591 592 583 584 -16 1,774 36,931 -48
Jul00 000131 605 606 597 598 -16 1,431 17,996 -69
Sep00 000131 620 621 613 615 -16 768 25,565 +184
Dec00 000131 643 645 637 637 -16 587 20,302 -252
Mar01 000131 667 667 659 659 -16 1,277 11,180 +286
May01 000131 682 682 675 675 -17 260 6,863 +250
Total Volume and Open Interest 9,892 173,537 +50
London Coffee(LCE)
Jan00 000131 1610.00 1725.00 1074.00 1074.00 -651.00 1,425 4,320 -1,034
Mar00 000131 1110.00 1115.00 1061.00 1074.00 -31.00 2,942 32,030 -509
May00 000131 1130.00 1132.00 1085.00 1095.00 -32.00 916 12,904 +337
Jul00 000131 1135.00 1150.00 1109.00 1118.00 -31.00 268 7,414 +147
Sep00 000131 1148.00 1148.00 1127.00 1138.00 -31.00 21 2,288 -6
Nov00 000131 1180.00 1180.00 1155.00 1158.00 -31.00 0 1,442 +0
Total Volume and Open Interest 5,572 60,648 -1,065
London Sugar(LCE)
Mar00 000131 168.00 168.70 166.20 167.40 unch 1,166 17,330 -9
May00 000131 170.50 171.20 169.00 170.40 -0.80 559 15,880 -134
Aug00 000131 174.80 176.00 174.00 174.60 -1.20 267 8,353 +153
Oct00 000131 178.70 179.30 178.70 179.30 -1.60 300 4,488 +143
Dec00 000131 179.80 179.80 179.80 179.80 -2.90 3 88 +0
Total Volume and Open Interest 2,295 46,209 +153
Cotton(NYBOT)
Mar00 000131 56.90 57.90 56.45 57.86 +0.41 4,054 37,709 +142
May00 000131 58.50 59.40 57.90 59.28 +0.34 1,828 17,018 +139
Jul00 000131 59.25 60.15 58.90 60.02 +0.12 559 10,799 +78
Oct00 000131 59.60 60.80 59.60 60.80 +0.20 1 645 -1
Dec00 000131 60.30 60.80 60.10 60.80 -0.19 739 6,676 +235
Mar01 000131 61.25 61.80 61.25 61.80 -0.15 0 414 +0
Total Volume and Open Interest 7,181 73,461 +593
Lumber(CME)
Mar00 000131 347.0 349.0 345.5 346.6 +1.0 1,033 1,774 -50
May00 000131 338.3 340.7 338.3 338.9 +1.1 246 617 -42
Jul00 000131 337.8 339.9 336.6 337.8 +1.3 57 258 -7
Sep00 000131 336.9 337.0 335.2 335.2 -0.4 7 66 +1
Total Volume and Open Interest 1,344 2,717 -98
Crude Oil(NYM)
Mar00 000131 26.80 27.90 26.71 27.64 +0.42 67,368 130,615 -4,519
Apr00 000131 25.90 26.95 25.90 26.72 +0.42 26,688 61,574 +3,929
May00 000131 25.30 26.15 25.20 25.97 +0.42 6,688 39,346 -1,438
Jun00 000131 24.70 25.55 24.65 25.32 +0.41 4,721 45,583 -1,952
Jul00 000131 24.15 24.95 24.15 24.71 +0.40 1,258 32,599 -1,163
Aug00 000131 24.00 24.40 24.00 24.17 +0.39 1,363 21,953 +36
Sep00 000131 23.85 23.98 23.71 23.71 +0.39 465 14,508 -494
Oct00 000131 22.80 23.50 22.80 23.27 +0.37 279 14,157 +79
Nov00 000131 22.85 23.05 22.75 22.87 +0.36 135 11,510 +88
Dec00 000131 22.10 22.69 22.05 22.49 +0.35 2,024 36,872 -363
Total Volume and Open Interest 115,381 497,026 -5,912
Heating Oil(NYM)
Feb00 000131 90.50 100.00 89.00 95.20 +2.69 17,227 10,745 -2,943
Mar00 000131 72.50 75.60 72.00 74.34 +1.07 16,739 38,947 +2,215
Apr00 000131 67.40 70.10 67.25 69.04 +0.97 4,340 16,459 +861
May00 000131 64.20 66.60 64.20 65.89 +1.02 41,766 135,358 +1,057
Jun00 000131 61.75 64.70 61.75 63.74 +1.17 41,766 135,358 +1,057
Jul00 000131 60.30 63.10 60.30 62.34 +1.22 334 12,707 +41
Aug00 000131 61.69 61.69 61.69 61.69 +1.27 45 4,997 +16
Sep00 000131 61.99 61.99 61.99 61.99 +1.27 228 4,586 -27
Oct00 000131 62.24 62.24 62.24 62.24 +1.27 28 2,226 +4
Nov00 000131 62.49 62.49 62.49 62.49 +1.27 128 1,566 +110
Total Volume and Open Interest 41,766 135,358 +1,057
Unleaded Gas(NYM)
Feb00 000131 73.50 76.20 72.90 75.53 +1.22 16,609 7,996 -4,767
Mar00 000131 74.10 76.35 73.30 75.71 +1.03 13,854 34,562 +1,583
Apr00 000131 77.20 79.30 76.50 78.83 +1.15 3,842 19,755 -77
May00 000131 75.70 78.00 75.60 77.61 +1.16 1,632 9,785 -17
Jun00 000131 74.25 76.50 74.15 75.94 +1.24 1,417 4,288 +561
Jul00 000131 71.10 73.89 71.10 73.89 +1.29 162 4,389 +125
Aug00 000131 71.79 71.79 71.79 71.79 +1.34 550 2,674 +330
Sep00 000131 69.54 69.54 69.54 69.54 +1.39 499 4,557 +109
Total Volume and Open Interest 38,565 88,266 -2,153
Natural Gas(NYM)
Mar00 000131 2.575 2.675 2.565 2.662 +0.130 53,887 48,029 -1,026
Apr00 000131 2.545 2.610 2.530 2.593 +0.092 13,390 25,339 +919
May00 000131 2.540 2.575 2.525 2.566 +0.068 5,705 18,495 +620
Jun00 000131 2.530 2.580 2.525 2.561 +0.059 3,314 16,602 -37
Jul00 000131 2.545 2.570 2.540 2.568 +0.052 2,514 13,621 -50
Aug00 000131 2.550 2.580 2.550 2.575 +0.044 1,549 13,217 +171
Sep00 000131 2.560 2.580 2.550 2.580 +0.039 1,389 13,766 +310
Oct00 000131 2.575 2.600 2.575 2.595 +0.035 1,483 12,983 +2,354
Total Volume and Open Interest 87,876 249,218 +1,485
Brent Crude Oil(IPE)
Mar00 000131 25.40 26.19 25.21 25.97 +0.29 22,226 66,958 -866
Apr00 000131 24.40 25.25 24.34 25.06 +0.38 10,518 60,034 +913
May00 000131 23.64 24.49 23.63 24.33 +0.43 4,331 21,100 -601
Jun00 000131 23.10 23.90 23.10 23.76 +0.44 2,434 22,378 +440
Jul00 000131 22.85 23.37 22.65 23.26 +0.43 1,151 16,331 +307
Aug00 000131 22.45 22.79 22.20 22.79 +0.40 561 4,912 +45
Sep00 000131 22.05 22.44 22.00 22.44 +0.37 15 4,887 +0
Oct00 000131 21.70 22.11 21.60 22.11 +0.36 359 7,489 +85
Total Volume and Open Interest 43,273 253,594 +545
Gas Oil(IPE)
Feb00 000131 215.25 219.50 212.25 219.50 +1.25 7,914 32,061 -3,750
Mar00 000131 211.75 215.25 209.50 215.25 +1.00 7,963 28,065 -423
Apr00 000131 205.50 209.75 204.75 209.75 +2.50 2,630 12,292 -3
May00 000131 199.25 204.00 198.50 204.00 +3.25 1,853 6,532 +345
Jun00 000131 193.50 199.00 193.50 199.00 +3.75 1,317 11,349 +61
Jul00 000131 190.75 196.00 190.75 196.00 +4.00 224 7,716 -119
Aug00 000131 190.50 194.50 190.50 194.50 +4.50 0 4,175 +0
Sep00 000131 193.50 193.50 193.50 193.50 +4.75 0 2,474 +0
Total Volume and Open Interest 22,201 119,391 -3,739
US Dollar Index(NYBOT)
Mar00 000131 104.19 105.14 103.92 104.97 +0.63 3,346 7,524 +365
Jun00 000131 103.65 104.64 103.65 104.60 +0.61 7 2,087 +5
Sep00 000131 104.23 104.23 104.23 104.23 +0.59 0 1 +1
Total Volume and Open Interest 3,353 9,611 +370
Australian Dollar(IMM)
Mar00 000131 63.40 63.85 63.35 63.52 +0.36 22,199 33,583 -3,289
Jun00 000131 63.80 63.80 63.57 63.57 +0.36 17 37 +14
Sep00 000131 63.62 63.62 63.62 63.62 +0.36 0 1 +0
Total Volume and Open Interest 22,216 33,628 -3,275
British Pound(IMM)
Mar00 000131 161.92 162.30 161.18 161.56 -0.52 23,511 40,161 -540
Jun00 000131 161.70 162.10 161.20 161.54 -0.46 6 19 +2
Sep00 000131 161.70 161.70 161.20 161.52 -0.40 0 1 +0
Total Volume and Open Interest 23,517 40,181 -538
Canadian Dollar(IMM)
Mar00 000131 69.10 69.17 68.92 69.14 -0.17 17,499 63,567 -2,436
Jun00 000131 69.20 69.33 69.15 69.30 -0.17 201 5,845 +44
Sep00 000131 69.35 69.48 69.25 69.43 -0.17 93 1,465 +89
Dec00 000131 69.55 69.55 69.44 69.54 -0.17 17 894 +11
Total Volume and Open Interest 17,910 72,100 -2,292
Japanese Yen(IMM)
Mar00 000131 94.23 94.42 93.60 93.68 -0.37 43,515 110,026 +12,503
Jun00 000131 95.78 95.93 95.20 95.25 -0.37 335 3,348 +22
Sep00 000131 96.81 96.81 96.81 96.81 -0.37 0 366 +0
Total Volume and Open Interest 43,930 113,893 +12,584
Swiss Franc(IMM)
Mar00 000131 61.16 61.33 60.40 60.56 -0.41 21,864 70,646 +4,516
Jun00 000131 61.90 62.02 61.10 61.23 -0.41 10 272 -9
Sep00 000131 61.65 62.55 61.65 61.85 -0.41 0 33 +0
Total Volume and Open Interest 21,864 70,951 +4,507
EuroFX(IMM)
Mar00 000131 98.30 98.50 96.98 97.25 -0.78 21,489 76,287 -654
Jun00 000131 98.94 99.15 97.75 97.94 -0.78 106 432 +64
Sep00 000131 99.35 99.77 98.50 98.58 -0.78 0 103 +0
Total Volume and Open Interest 21,595 76,839 -590
Mexican Peso(IMM)
Mar00 000131 10220.0 10270.0 10180.0 10258.0 -17.0 2,608 11,972 -1,501
Jun00 000131 9860.0 9908.0 9830.0 9908.0 -17.0 72 3,063 +57
Total Volume and Open Interest 2,880 15,557 -1,274
30-Year T-Bonds(CBOT)
Mar00 000131 92~29 93~02 92~05 92~07 -0~23 703,271 613,274 +6,623
Jun00 000131 92~13 92~22 91~30 92~00 -0~23 29,450 68,239 +580
Sep00 000131 92~09 92~16 91~28 91~28 -0~24 70 599 -20
Total Volume and Open Interest 732,802 682,147 +7,176
Municipal Bonds(CBOT)
Mar00 000131 90~27 91~06 90~20 90~22 -0~19 4,589 22,344 +153
Jun00 000131 89~31 90~01 89~24 89~24 -0~20 25 575 +25
Total Volume and Open Interest 4,614 22,919 +178
10-Year T-Notes(CBOT)
Mar00 000131 94~280 95~050 94~145 94~250 -0~035 318,431 605,749 -3,222
Jun00 000131 94~070 94~220 94~050 94~125 -0~035 13,878 67,672 +3,478
Total Volume and Open Interest 332,309 673,421 +256
5-Year T-Notes(CBOT)
Mar00 000131 96~225 97~045 96~225 96~275 -0~045 180,113 414,872 +12,060
Jun00 000131 96~195 96~195 96~145 96~150 -0~045 7,454 31,641 +3,745
Total Volume and Open Interest 187,567 446,513 +15,805
2 Year T-Notes(CBOT)
Mar00 000131 98~077 98~096 98~076 98~080 -0~013 4,381 36,888 +356
Jun00 000131 98~060 98~060 98~060 98~060 -0~013 0 301 +0
Total Volume and Open Interest 4,381 37,189 +356
3-Mth T-Bills(IMM)
Mar00 000131 94.37 94.38 94.32 94.32 -0.05 76 2,533 +44
Total Volume and Open Interest 76 2,533 +44
Eurodollars(IMM)
Mar00 000131 93.715 93.720 93.680 93.685 -0.035 102,477 533,960 +8,167
Jun00 000131 93.345 93.355 93.300 93.305 -0.055 179,625 450,288 +4,399
Sep00 000131 93.040 93.055 93.010 93.020 -0.040 214,687 396,865 +16,292
Dec00 000131 92.810 92.830 92.775 92.780 -0.060 113,367 298,243 +10,867
Mar01 000131 92.730 92.730 92.670 92.680 -0.080 64,144 251,473 +2,602
Jun01 000131 92.645 92.645 92.565 92.570 -0.105 51,494 175,286 -2,125
Sep01 000131 92.590 92.590 92.510 92.515 -0.115 26,864 137,914 +2,035
Dec01 000131 92.500 92.510 92.430 92.440 -0.110 23,325 107,832 +539
Mar02 000131 92.560 92.565 92.495 92.495 -0.105 7,664 104,504 +3,125
Jun02 000131 92.545 92.550 92.480 92.485 -0.100 8,737 75,312 +3,311
Sep02 000131 92.535 92.545 92.480 92.480 -0.095 6,502 66,950 +1,914
Dec02 000131 92.470 92.475 92.415 92.425 -0.085 6,020 67,263 +1,042
Total Volume and Open Interest 846,718 3,079,474 +50,508
3-Mth Euro-Yen(IMM)
Mar00 000131 99.86 99.86 99.86 99.86 unch 654 22,035 -207
Jun00 000131 99.79 99.80 99.79 99.79 -0.02 573 17,481 -602
Sep00 000131 99.65 99.65 99.65 99.65 -0.03 991 12,260 -190
Dec00 000131 99.49 99.49 99.48 99.48 -0.05 896 8,302 +60
Mar01 000131 99.36 99.36 99.35 99.35 -0.05 723 13,414 -183
Jun01 000131 99.25 99.25 99.23 99.23 -0.06 498 3,971 +127
Sep01 000131 99.08 99.08 99.08 99.08 -0.06 335 5,703 +195
Dec01 000131 98.91 98.91 98.91 98.91 -0.06 355 443 +335
Mar02 000131 98.80 98.80 98.80 98.80 unch 0 179 +0
Jun02 000131 98.68 98.68 98.68 98.68 unch 0 49 +0
Total Volume and Open Interest 5,025 83,837 -465
3-Mth Euro-Yen(SIMEX)
Mar00 000131 99.86 99.87 99.86 99.86 unch 3,183 121,784 -1,738
Jun00 000131 99.82 99.82 99.79 99.79 -0.02 4,015 107,023 -2,678
Sep00 000131 99.69 99.69 99.65 99.66 -0.03 5,951 76,042 -5,198
Dec00 000131 99.54 99.54 99.49 99.49 -0.04 4,406 48,576 +1,894
Mar01 000131 99.40 99.40 99.36 99.36 -0.06 3,605 54,662 +1,892
Jun01 000131 99.28 99.28 99.24 99.24 -0.06 2,145 42,586 +1,169
Sep01 000131 99.14 99.14 99.09 99.09 -0.06 4,010 38,864 +2,845
Dec01 000131 98.96 98.96 98.92 98.92 -0.06 410 2,956 -251
Total Volume and Open Interest 27,725 497,278 -1,965
German Euro-Bund(EUREX)
Mar00 000131 102.60 103.14 102.43 103.03 +0.15 948,433 681,340 +31,180
Jun00 000131 101.92 102.35 101.73 102.28 +0.18 4,393 38,396 -64
Sep00 000131 101.53 101.53 101.53 101.53 +0.15 0 8,536 +560
Total Volume and Open Interest 952,826 728,272 +31,676
German Euro-Bobl(EUREX)
Mar00 000131 102.68 102.95 102.64 102.90 +0.10 365,546 423,127 +29,606
Jun00 000131 101.96 102.13 101.96 102.13 +0.11 964 14,264 -75
Sep00 000131 101.70 101.70 101.70 101.70 +0.10 0 255 +0
Total Volume and Open Interest 366,510 437,646 +29,531
Long Gilt(LIFFE)
Mar00 000131 108~30 109~22 108~22 109~16 +0~12 20,406 74,819 -465
Jun00 000131 110~01 110~01 110~01 110~01 +0~28      
Total Volume and Open Interest 20,852 74,819 -465
3-Mth Short Sterling(LIFFE)
Mar00 000131 93.67 93.67 93.62 93.64 -0.02 12,990 177,113 -1,618
Jun00 000131 93.26 93.28 93.23 93.26 -0.01 26,816 156,953 -1,698
Sep00 000131 92.99 93.02 92.95 93.00 -0.01 31,474 115,652 -745
Total Volume and Open Interest 102,006 751,544 -100
3-Mth Euribor(LIFFE)
Mar00 000131 96.295 96.310 96.285 96.300 -0.010 70,965 380,700 -1,787
Jun00 000131 95.910 95.940 95.895 95.920 -0.025 72,697 280,114 +3,139
Sep00 000131 95.620 95.650 95.600 95.620 -0.035 77,390 224,606 +10,265
Total Volume and Open Interest 320,945 1,366,800 +25,409
3-Mth Aus T-Bills(SFE)
Mar00 000131 94.07 94.08 94.04 94.08 unch 9,542 332,229 +30,708
Jun00 000131 93.55 93.59 93.53 93.57 -0.01 9,188 87,835 +13,002
Sep00 000131 93.19 93.19 93.13 93.18 -0.02 1,583 41,972 +3,026
Dec00 000131 92.88 92.88 92.82 92.86 -0.04 964 22,594 -52
Mar01 000131 92.65 92.66 92.62 92.66 -0.05 421 13,369 +329
Jun01 000131 92.46 92.51 92.46 92.51 -0.05 89 10,704 +161
Sep01 000131 92.41 92.41 92.32 92.36 -0.06 117 6,676 +57
Dec01 000131 92.26 92.26 92.20 92.25 -0.07 172 4,326 +326
Mar02 000131 92.11 92.15 92.11 92.15 -0.07 20 3,346 -22
Jun02 000131 92.03 92.05 92.03 92.05 -0.05 80 1,682 +94
Total Volume and Open Interest 22,236 528,416 +47,651
10-Year Aus T-Bonds(SFE)
Mar00 000131 92.82 92.85 92.76 92.76 -0.07 6,885 0 -181,706
Jun00 000131 92.78 92.78 92.78 92.78 +0.01      
Total Volume and Open Interest 3,495 199,014 +17,308
3-Year Aus T-Bonds(SFE)
Mar00 000131 93.14 93.17 93.09 93.13 -0.03 6,348 359,374 +41,253
Jun00 000131 92.82 92.82 92.82 92.82 -0.03      
Total Volume and Open Interest 6,348 359,374 +41,253
Gold(CMX)
Feb00 000131 284.0 284.5 282.6 283.2 +0.2 14,493 7,036 -5,695
Apr00 000131 286.7 287.4 285.6 286.2 +0.2 39,718 52,670 +4,982
Jun00 000131 289.0 289.5 288.0 288.7 +0.3 1,373 25,551 +493
Aug00 000131 291.2 291.2 291.2 291.2 +0.3 717 10,946 -321
Oct00 000131 293.7 293.7 293.7 293.7 +0.4 0 3,594 +0
Dec00 000131 296.9 297.0 296.1 296.2 +0.4 773 15,913 +42
Total Volume and Open Interest 57,077 139,251 -539
Silver(CMX)
Mar00 000131 533.0 536.0 527.5 531.7 -1.0 20,618 59,418 +1,716
May00 000131 534.5 537.0 529.0 533.4 -0.2 1,295 9,062 +738
Jul00 000131 535.5 539.0 532.0 536.5 +1.1 394 3,754 +89
Sep00 000131 537.6 537.6 537.6 537.6 +1.1 26 1,337 -3
Dec00 000131 535.0 541.0 535.0 538.2 +1.1 99 5,056 +49
Total Volume and Open Interest 22,477 82,113 +2,628
Platinum(NYM)
Apr00 000131 455.0 457.5 454.5 455.0 +1.2 1,858 10,871 +136
Jul00 000131 444.0 444.2 440.0 443.0 +1.2 57 874 +6
Oct00 000131 435.0 435.0 435.0 435.0 -0.8 9 23 +23
Jan01 000131 435.0 435.0 435.0 435.0 -0.8 0 5 +5
Total Volume and Open Interest 1,924 11,773 +149
Palladium(NYME)
Mar00 000131 485.80 488.50 483.50 484.70 -1.20 442 3,102 +14
Jun00 000131 480.95 480.95 480.95 480.95 -1.20 149 391 +36
Total Volume and Open Interest 591 3,493 +50
Copper(CMX)
Mar00 000131 83.35 85.00 83.25 84.95 +1.45 10,681 46,079 -892
May00 000131 84.40 85.95 84.40 85.95 +1.45 1,172 9,516 +290
Jul00 000131 85.30 86.90 85.10 86.85 +1.55 32 4,491 -57
Sep00 000131 86.20 87.45 86.20 87.45 +1.45 41 4,120 +43
Dec00 000131 87.10 88.05 87.10 88.05 +1.45 85 4,100 +47
Total Volume and Open Interest 13,776 78,752 -730
DJIA Index(CBOT)
Mar00 000131 10820 11030 10755 11020 +241 17,367 12,577 +310
Jun00 000131 10939 11160 10900 11155 +245 169 829 +87
Sep00 000131 11295 11295 11295 11295 +246 1 411 +1
Dec00 000131 11452 11452 11452 11452 +248 7 228 +0
Total Volume and Open Interest 17,544 14,045 +398
S & P 500(CME)
Mar00 000131 1366.00 1402.40 1357.00 1401.00 +34.50 106,924 357,344 +2,422
Jun00 000131 1383.00 1419.50 1376.00 1419.40 +35.10 198 8,613 -54
Sep00 000131 1396.00 1439.00 1394.60 1439.00 +35.40 25 2,596 +8
Dec00 000131 1456.00 1460.00 1415.10 1460.00 +35.90 34 2,641 +29
Total Volume and Open Interest 107,183 371,476 +2,410
S & P 500 E-Mini(Globex)
Mar00 000131 1365.25 1403.00 1357.00 1401.00 +34.50 70,009 21,203 +1,880
Jun00 000131 1388.00 1419.50 1378.50 1419.50 +35.25 27 30 +10
Total Volume and Open Interest 70,036 21,233 +1,890
NASDAQ 100(CME)
Mar00 000131 3490.00 3620.00 3376.00 3612.50 +137.50 19,187 35,140 +1,318
Jun00 000131 3590.00 3662.50 3590.00 3662.50 +137.50 0 60 +0
Sep00 000131 3525.00 3714.50 3525.00 3714.50 +137.50 0 4 +0
Total Volume and Open Interest 19,187 35,204 +1,318
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000131 3462.0 3620.0 3371.0 3612.5 +137.5 16,259 9,034 +484
Jun00 000131 3437.5 3662.5 3437.5 3662.5 +137.5 0 6 +0
Total Volume and Open Interest 16,259 9,040 +484
NYSE Composite(NYBOT)
Mar00 000131 615.00 626.00 610.75 625.75 +11.10 737 1,766 +20
Jun00 000131 621.50 633.35 621.50 633.35 +11.10 76 1,757 +54
Sep00 000131 640.95 640.95 640.95 640.95 +11.10      
Total Volume and Open Interest 0 3,800 +0
S & P Midcap 400(CME)
Mar00 000131 433.50 434.95 425.00 434.00 +1.00 627 13,330 +362
Jun00 000131 438.00 438.00 438.00 438.00 +1.00      
Sep00 000131 440.10 440.10 440.10 440.10 +1.00      
Total Volume and Open Interest 627 13,330 +362
Russell 2000(CME)
Mar00 000131 506.50 506.80 490.00 495.75 -9.25 108 12,949 +93
Jun00 000131 500.00 500.00 500.00 500.00 -9.25      
Sep00 000131 504.00 504.00 504.00 504.00 -9.25      
Total Volume and Open Interest 108 12,949 +93
Value Line(KCBT)
Mar00 000131 993.00 998.00 980.00 997.50 +2.85 88 278 +12
Total Volume and Open Interest 88 278 +12
Nikkei 225(CME)
Mar00 000131 19365 19520 19315 19510 +420 3,012 16,951 -227
Jun00 000131 19275 19480 19275 19480 +430 0 91 +0
Total Volume and Open Interest 3,012 17,042 -227
Nikkei 225(SIMEX)
Mar00 000131 19165 19520 19140 19480 +110 12,414 103,880 +123
Jun00 000131 19420 19420 19420 19420 +110 0 2,788 +0
Sep00 000131 19420 19420 19420 19420 +110 0 8,678 +0
Total Volume and Open Interest 25,058 132,593 +1,927
CAC 40(MATIF)
Jan00 000131 5635.0 5704.0 5624.0 5674.5 +27.5 131,523 25,585 -22,425
Feb00 000131 5680.0 5717.0 5639.0 5699.0 +59.0 72,593 98,325 +17,966
Mar00 000131 5693.0 5730.0 5656.5 5668.0 -50.0 6,818 63,776 +1,122
Total Volume and Open Interest 210,934 224,070 -3,337
DAX Index(EUREX)
Mar00 000131 7029.0 7032.5 6834.0 6858.0 -237.0 62,352 154,294 +5,235
Jun00 000131 7079.0 7079.0 6899.5 6909.5 -239.5 1,297 21,160 +2,359
Sep00 000131 6982.0 6982.0 6982.0 6982.0 -239.5 20 1,337 -16
Total Volume and Open Interest 63,669 176,791 +7,578
FT-SE 100(LIFFE)
Mar00 000131 6300.00 6350.00 6249.00 6281.00 -56.00 30,869 206,899 +1,167
Jun00 000131 6391.50 6394.00 6341.00 6348.00 -104.50 42 2,587 -29
Sep00 000131 6417.00 6417.00 6417.00 6417.00 -104.50 0 601 +0
Total Volume and Open Interest 32,979 210,087 +1,138
SPI 200(SFE)
Mar00 000131 3048.0 3093.0 3046.0 3086.0 -17.0 12,400 157,681 +759
Jun00 000131 3092.0 3104.0 3092.0 3104.0 -17.0 697 8,067 +516
Sep00 000131 3122.0 3122.0 3122.0 3122.0 -12.0 48 4,185 -24
Total Volume and Open Interest 13,430 172,117 +1,536
GSCI(CME)
Feb00 000131 203.00 207.15 202.40 206.35 +1.85 96 40,589 -10
Mar00 000131 203.70 204.70 200.80 203.70 +1.70 0 67 +0
Apr00 000131 200.00 201.80 198.50 201.00 +1.50 1 5 +1
Total Volume and Open Interest 97 40,663 -9
Bridge CRB Index(NYBOT)
Feb00 000131 208.75 209.45 208.20 209.00 -0.30 295 622 -142
Apr00 000131 209.00 209.50 208.50 209.10 -0.50 195 1,079 -33
Jun00 000131 210.00 211.25 210.00 210.80 -0.60 1 1,099 -1
Total Volume and Open Interest 491 3,345 -176
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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