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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 March 06, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar00 000306 503.00 509.00 501.50 508.25 +4.25 5,281 5,485 -1,540
May00 000306 511.50 518.50 510.00 517.25 +4.25 31,137 78,886 +412
Jul00 000306 520.00 527.25 519.00 526.25 +4.25 5,420 43,033 +359
Aug00 000306 523.00 527.50 521.00 527.50 +4.50 111 5,948 +41
Sep00 000306 524.50 528.00 523.50 527.00 +3.25 143 4,201 +50
Nov00 000306 528.00 533.50 526.75 532.25 +3.50 5,324 23,769 +1,293
Jan01 000306 534.50 539.00 534.00 539.00 +4.00 1,274 1,297 +592
Total Volume and Open Interest 49,255 163,594 +1,643
Soybean Meal(CBOT)
Mar00 000306 164.00 167.20 163.50 167.10 +2.20 3,680 6,627 -1,821
May00 000306 164.50 168.00 164.00 167.70 +2.10 11,976 49,441 -235
Jul00 000306 166.40 169.20 165.30 168.60 +1.70 3,842 32,126 +293
Aug00 000306 166.50 169.20 166.30 168.50 +1.30 681 6,893 -7
Sep00 000306 166.00 169.10 166.00 168.60 +1.30 548 4,775 -45
Oct00 000306 166.70 168.20 166.70 168.20 +1.40 208 3,835 +140
Dec00 000306 168.50 170.50 167.80 170.40 +1.90 999 9,447 -252
Jan01 000306 171.40 171.40 171.40 171.40 +1.60 11 410 +1
Total Volume and Open Interest 21,945 114,068 -1,882
Soybean Oil(CBOT)
Mar00 000306 16.00 16.25 15.95 16.15 +0.10 2,588 3,722 +800
May00 000306 16.38 16.61 16.28 16.51 +0.13 25,042 57,907 -2,953
Jul00 000306 16.71 16.95 16.61 16.80 +0.09 6,017 30,284 -337
Aug00 000306 16.87 17.03 16.80 16.95 +0.09 338 7,043 +66
Sep00 000306 17.03 17.20 16.98 17.10 +0.09 206 6,070 +120
Oct00 000306 17.10 17.30 17.10 17.28 +0.12 148 5,592 -88
Dec00 000306 17.50 17.70 17.42 17.61 +0.14 853 16,093 +265
Jan01 000306 17.94 17.94 17.90 17.92 +0.12 7 5,725 +0
Total Volume and Open Interest 35,200 137,683 -2,126
Canola(WCE)
Mar00 000306 254.0 255.4 254.0 255.4 +4.6 222 230 -102
May00 000306 254.8 258.5 254.8 256.6 +1.8 3,691 34,460 +13
Jul00 000306 260.0 264.0 260.0 262.0 +1.9 1,491 16,394 +25
Aug00 000306 265.8 265.8 264.9 264.9 +1.9 480 1,425 +181
Sep00 000306 267.5 267.5 267.5 267.5 +2.0 0 516 +0
Total Volume and Open Interest 6,726 59,767 +195
Corn(CBOT)
Mar00 000306 218.50 221.75 217.50 221.75 +3.25 16,573 12,003 -3,056
May00 000306 225.25 229.00 224.50 228.75 +3.25 34,407 196,309 +391
Jul00 000306 233.25 237.50 232.75 237.25 +3.25 9,598 115,134 +715
Sep00 000306 240.25 244.50 240.25 244.25 +3.25 529 35,920 +189
Nov00 000306 248.50 250.00 248.50 250.00 +2.50 7 818 +0
Dec00 000306 249.75 253.25 249.50 253.00 +2.50 4,298 77,190 +1,530
Total Volume and Open Interest 66,243 450,649 -173
Wheat(CBOT)
Mar00 000306 246.50 250.00 245.75 249.75 +2.25 5,196 4,245 -1,014
May00 000306 257.50 262.00 256.50 260.50 +2.25 11,354 67,638 -199
Jul00 000306 268.75 272.75 267.50 271.50 +2.25 3,602 35,480 +752
Sep00 000306 278.50 282.50 277.50 281.75 +1.75 516 6,926 +407
Dec00 000306 292.50 297.00 292.00 296.00 +2.25 212 11,410 +62
Total Volume and Open Interest 20,880 125,952 +8
Wheat(KCBT)
Mar00 000306 275.00 278.25 275.00 277.50 +1.75 557 670 -484
May00 000306 286.00 289.25 285.00 288.25 +1.50 3,204 29,720 -209
Jul00 000306 296.50 300.00 296.00 298.50 +0.50 1,638 24,991 +150
Sep00 000306 305.75 308.75 305.00 307.00 +1.00 487 2,889 +297
Dec00 000306 317.00 321.00 317.00 320.00 +1.00 115 5,038 -54
Total Volume and Open Interest 6,011 63,649 -300
Wheat(MGE)
Mar00 000306 310.00 312.50 310.00 312.50 +2.75 65 62 -324
May00 000306 321.00 323.50 320.50 322.75 +1.75 1,127 11,842 +45
Jul00 000306 330.00 332.50 329.50 332.00 +1.50 445 6,488 -61
Sep00 000306 339.00 341.25 338.00 341.00 +1.75 18 2,444 +8
Dec00 000306 349.75 351.75 349.00 351.75 +1.75 110 1,126 +26
Total Volume and Open Interest 1,765 22,094 -174
Oats(CBOT)
Mar00 000306 113.00 113.25 112.75 113.25 +0.75 121 101 -34
May00 000306 118.00 119.50 118.00 118.75 +0.25 966 6,704 -31
Jul00 000306 116.25 117.50 116.25 117.00 +0.50 259 6,809 +55
Sep00 000306 119.25 120.25 119.25 120.00 +0.50 34 1,314 -21
Total Volume and Open Interest 1,538 17,828 +65
Rough Rice(CBOT)
Mar00 000306 5.38 5.40 5.38 5.40 +0.02 52 309 -212
May00 000306 5.65 5.68 5.63 5.66 +0.03 209 3,965 +43
Jul00 000306 5.89 5.90 5.88 5.88 +0.02 115 1,319 +19
Sep00 000306 6.78 6.78 6.76 6.76 unch 0 256 +0
Total Volume and Open Interest 526 6,450 -76
Live Cattle(CME)
Apr00 000306 72.950 73.075 72.525 72.850 -0.125 7,883 51,380 +202
Jun00 000306 69.650 69.850 69.500 69.675 unch 3,768 30,516 +94
Aug00 000306 70.050 70.250 69.925 70.100 -0.050 1,563 17,038 +218
Oct00 000306 72.675 72.825 72.575 72.775 +0.100 440 9,389 +198
Dec00 000306 73.900 73.900 73.725 73.900 +0.125 178 4,315 +88
Feb01 000306 74.450 74.700 74.450 74.600 +0.100 85 2,721 +5
Total Volume and Open Interest 14,073 115,744 +826
Feeder Cattle(CME)
Mar00 000306 84.400 84.500 84.100 84.250 -0.125 479 5,913 -128
Apr00 000306 85.050 85.050 84.600 84.825 -0.125 603 5,435 +35
May00 000306 85.550 85.550 85.050 85.225 -0.200 242 6,971 -23
Aug00 000306 87.150 87.250 86.850 87.000 -0.150 355 5,409 +133
Sep00 000306 87.050 87.150 86.950 87.025 -0.025 65 1,454 +16
Oct00 000306 87.150 87.300 87.050 87.150 unch 20 1,251 +11
Nov00 000306 88.150 88.200 88.000 88.100 -0.025 49 1,008 +12
Total Volume and Open Interest 1,836 27,702 +68
Lean Hogs(CME)
Apr00 000306 59.750 60.250 59.400 60.150 +0.800 4,699 21,438 -3
Jun00 000306 68.500 69.775 68.500 69.600 +0.800 5,030 16,102 +1,576
Jul00 000306 66.700 67.350 66.500 67.225 +0.900 653 4,987 +356
Aug00 000306 64.200 64.750 64.100 64.650 +0.550 744 5,231 +286
Oct00 000306 57.950 58.275 57.950 58.175 +0.350 203 2,299 -2
Dec00 000306 56.100 56.250 55.700 55.800 +0.300 15 1,058 +7
Feb01 000306 56.500 57.200 56.500 56.975 +0.525 2 212 +1
Apr01 000306 56.000 56.400 56.000 56.400 +0.750 5 45 +1
Total Volume and Open Interest 11,352 51,379 +2,223
Pork Bellies(CME)
Mar00 000306 95.200 96.100 94.500 95.675 +0.475 748 1,330 -283
May00 000306 93.800 94.950 93.200 94.000 +0.225 910 3,998 +243
Jul00 000306 91.600 92.150 90.550 90.625 -0.725 106 664 +21
Aug00 000306 88.950 88.950 87.525 87.600 +0.325 13 205 +7
Total Volume and Open Interest 1,777 6,197 -12
Cocoa(NYBOT)
Mar00 000306 805 805 775 802 -3 11 37 -33
May00 000306 838 845 820 842 -3 9,975 40,995 -2,035
Jul00 000306 855 866 841 864 -2 1,785 19,310 +230
Sep00 000306 882 890 870 890 -1 439 16,171 -261
Dec00 000306 918 926 910 926 -1 1,382 9,238 +515
Mar01 000306 944 961 944 961 -1 20 7,938 +0
May01 000306 989 989 989 989 -1 0 4,313 +0
Total Volume and Open Interest 13,612 107,208 -1,842
Coffee "C"(NYBOT)
Mar00 000306 103.50 106.50 103.50 106.30 +1.95 187 1,574 -135
May00 000306 105.00 107.50 105.00 106.80 +1.40 5,912 30,361 +51
Jul00 000306 107.60 109.50 107.50 109.30 +1.50 1,190 7,463 +199
Sep00 000306 110.50 112.10 110.50 112.10 +1.60 254 5,623 +55
Dec00 000306 113.00 115.10 113.00 115.10 +1.85 23 3,119 +0
Mar01 000306 118.00 118.00 118.00 118.00 +2.00 0 929 +0
Total Volume and Open Interest 7,566 49,112 +170
Orange Juice(NYBOT)
Mar00 000306 85.50 85.50 84.10 84.10 -1.05 21 149 -15
May00 000306 83.90 84.40 82.15 82.60 -1.05 362 11,914 +13
Jul00 000306 83.70 83.70 81.80 82.35 -0.95 39 3,132 +1
Sep00 000306 83.75 83.75 81.90 82.35 -0.95 22 1,944 +13
Nov00 000306 83.75 83.75 81.80 82.15 -1.10 2 768 +0
Total Volume and Open Interest 446 18,863 +12
Sugar #11(NYBOT)
May00 000306 5.10 5.16 5.03 5.04 -0.01 5,879 108,354 -224
Jul00 000306 5.31 5.34 5.21 5.22 -0.06 2,805 45,182 -366
Oct00 000306 5.73 5.73 5.64 5.65 -0.05 1,015 23,259 +272
Mar01 000306 6.15 6.17 6.08 6.09 -0.07 303 13,135 +6
May01 000306 6.21 6.21 6.21 6.21 -0.07 8 1,896 -151
Total Volume and Open Interest 10,269 194,487 -297
London Cocoa(LCE)
Mar00 000306 578 582 578 582 -4 61 723 -60
May00 000306 630 635 621 632 +1 10,949 38,900 -1,599
Jul00 000306 615 620 609 617 +1 3,784 35,387 -680
Sep00 000306 635 635 625 634 +2 1,180 27,899 +256
Dec00 000306 657 660 650 659 +3 1,869 23,215 -608
Mar01 000306 678 683 673 682 +4 0 14,828 +0
May01 000306 697 697 697 697 +4 175 9,042 +77
Total Volume and Open Interest 18,039 157,522 -2,614
London Coffee(LCE)
Mar00 000306 970.00 978.00 970.00 970.00 -14.00 330 1,417 -359
May00 000306 1012.00 1012.00 990.00 991.00 -11.00 1,912 34,981 -260
Jul00 000306 1010.00 1010.00 995.00 995.00 -9.00 996 13,481 +468
Sep00 000306 1025.00 1025.00 1008.00 1008.00 -12.00 241 4,017 +36
Nov00 000306 1031.00 1031.00 1025.00 1025.00 -14.00 28 2,415 -10
Jan01 000306 1050.00 1050.00 1044.00 1044.00 -14.00 53 770 +35
Total Volume and Open Interest 3,563 57,320 -87
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000306 168.60 170.50 168.10 168.20 -0.40 517 21,061 -194
Aug00 000306 171.40 174.00 171.30 172.20 -0.40 415 13,358 +138
Oct00 000306 176.00 177.80 176.00 176.40 -0.60 96 4,640 +57
Dec00 000306 178.40 178.40 178.40 178.40 -1.60 2 93 +2
Total Volume and Open Interest 1,035 39,243 +8
Cotton(NYBOT)
Mar00 000306 59.75 59.75 59.00 59.40 +0.35 17 90 -15
May00 000306 61.40 62.00 61.26 61.32 +0.26 3,747 38,969 +42
Jul00 000306 62.70 63.20 62.55 62.59 +0.16 1,500 16,158 +204
Oct00 000306 62.60 62.80 62.60 62.80 +0.57 32 742 -3
Dec00 000306 62.60 62.80 62.35 62.46 +0.33 840 10,778 +210
Mar01 000306 62.90 63.50 62.90 63.21 +0.33 0 410 +0
Total Volume and Open Interest 6,153 67,614 +455
Lumber(CME)
Mar00 000306 339.5 339.5 333.9 335.0 -2.8 320 975 -57
May00 000306 344.7 344.7 338.4 340.8 -2.7 286 1,290 +29
Jul00 000306 343.0 343.5 340.5 342.5 -0.6 51 411 +3
Sep00 000306 337.1 337.7 335.8 337.7 -0.1 17 111 +2
Total Volume and Open Interest 676 2,814 -23
Crude Oil(NYM)
Apr00 000306 31.90 32.20 31.42 32.18 +0.67 63,191 115,281 -3,745
May00 000306 30.40 30.62 29.95 30.56 +0.54 34,236 73,416 +1,066
Jun00 000306 29.00 29.20 28.70 29.16 +0.48 10,132 60,370 -435
Jul00 000306 27.96 28.12 27.74 28.12 +0.44 4,629 39,661 -47
Aug00 000306 27.01 27.31 26.95 27.31 +0.41 2,212 23,951 +105
Sep00 000306 26.40 26.60 26.24 26.60 +0.39 641 19,452 +87
Oct00 000306 25.75 25.99 25.75 25.99 +0.37 610 17,675 +301
Nov00 000306 25.28 25.49 25.14 25.49 +0.36 416 12,983 +118
Dec00 000306 24.80 25.02 24.70 25.02 +0.35 4,515 40,943 +2,371
Jan01 000306 24.37 24.57 24.37 24.57 +0.35 2,505 16,001 -792
Total Volume and Open Interest 124,713 510,373 -1,172
Heating Oil(NYM)
Apr00 000306 79.30 80.00 78.15 79.45 +0.56 12,353 34,354 -833
May00 000306 74.10 75.10 73.80 74.94 +1.35 23,963 116,640 -405
Jun00 000306 71.00 71.94 71.00 71.94 +1.55 23,963 116,640 -405
Jul00 000306 69.60 70.34 69.15 70.34 +1.55 2,160 12,248 +323
Aug00 000306 68.20 69.44 68.20 69.44 +1.55 354 6,175 -154
Sep00 000306 68.60 69.29 68.55 69.29 +1.50 455 5,610 +9
Oct00 000306 68.70 69.29 68.70 69.29 +1.50 281 2,718 +142
Nov00 000306 68.20 69.29 68.20 69.29 +1.50 33 2,137 +0
Dec00 000306 69.00 69.34 68.25 69.34 +1.50 357 13,835 -202
Jan01 000306 68.50 69.04 68.00 69.04 +1.45 73 3,391 -8
Total Volume and Open Interest 23,963 116,640 -405
Unleaded Gas(NYM)
Apr00 000306 98.10 98.60 96.40 98.25 +0.64 21,591 35,008 -1,484
May00 000306 92.00 92.90 90.90 92.71 +1.23 10,262 20,549 +573
Jun00 000306 87.20 88.30 87.00 88.11 +1.28 3,874 16,774 +796
Jul00 000306 83.75 84.40 83.35 84.31 +1.43 1,659 7,924 +133
Aug00 000306 80.25 80.95 80.00 80.81 +1.48 811 6,124 +482
Sep00 000306 77.10 77.81 77.00 77.81 +1.58 688 9,635 +202
Oct00 000306 73.50 73.90 73.50 73.81 +1.53 104 1,965 +27
Nov00 000306 71.05 71.76 71.05 71.76 +1.43 1 786 +1
Total Volume and Open Interest 39,012 99,580 +730
Natural Gas(NYM)
Apr00 000306 2.795 2.860 2.780 2.850 +0.025 25,930 55,709 +2,369
May00 000306 2.830 2.890 2.810 2.882 +0.035 10,726 25,346 +1,451
Jun00 000306 2.860 2.900 2.835 2.892 +0.035 3,713 20,331 -40
Jul00 000306 2.870 2.910 2.850 2.902 +0.035 1,187 16,326 -279
Aug00 000306 2.870 2.920 2.865 2.912 +0.035 57 13,792 +45
Sep00 000306 2.885 2.920 2.870 2.917 +0.037 1,745 17,875 +74
Oct00 000306 2.925 2.950 2.890 2.937 +0.037 1 15,382 -78
Nov00 000306 3.035 3.060 3.005 3.051 +0.041 1 11,912 -309
Total Volume and Open Interest 48,197 280,136 +5,993
Brent Crude Oil(IPE)
Apr00 000306 28.95 29.63 28.95 29.63 +0.64 21,037 65,203 -393
May00 000306 27.48 28.18 27.48 28.18 +0.56 15,351 66,583 +2,937
Jun00 000306 26.35 26.96 26.35 26.96 +0.51 8,404 29,026 +745
Jul00 000306 25.47 26.04 25.47 26.04 +0.41 4,186 18,082 -4
Aug00 000306 24.90 25.36 24.90 25.36 +0.46 3,031 9,186 -152
Sep00 000306 24.48 24.89 24.48 24.89 +0.79 4,711 11,647 +1,640
Oct00 000306 24.07 24.48 24.07 24.48 +0.48 3,188 10,837 -797
Nov00 000306 23.71 24.09 23.71 24.09 +0.48 338 6,945 +220
Total Volume and Open Interest 67,386 285,783 +10,263
Gas Oil(IPE)
Mar00 000306 235.50 244.75 235.50 241.25 +3.25 9,247 27,117 +753
Apr00 000306 227.50 234.25 227.00 230.25 +1.25 9,941 28,745 +2,030
May00 000306 220.50 226.25 220.50 222.50 +0.75 2,128 8,996 +133
Jun00 000306 214.50 218.50 214.50 216.00 +1.50 1,503 12,165 +329
Jul00 000306 210.00 213.25 210.00 211.75 +1.75 293 8,094 -86
Aug00 000306 210.00 210.00 210.00 210.00 +2.25 308 4,638 +204
Sep00 000306 0.00 0.00 0.00 0.00 -205.75 0 2,593 +0
Oct00 000306 0.00 0.00 0.00 0.00 -204.50 0 1,483 +0
Total Volume and Open Interest 23,675 112,227 +3,518
US Dollar Index(NYBOT)
Mar00 000306 106.26 106.32 105.50 106.20 +0.21      
Jun00 000306 105.84 105.97 105.17 105.87 +0.23      
Sep00 000306 105.49 105.54 105.49 105.54 +0.25      
Total Volume and Open Interest 920 7,703 -194
Australian Dollar(IMM)
Mar00 000306 60.44 60.44 60.14 60.21 -0.68 3,896 27,555 -3,824
Jun00 000306 60.46 60.46 60.15 60.27 -0.69 3,525 6,137 +3,485
Sep00 000306 60.33 60.33 60.33 60.33 -0.70 0 2 +0
Total Volume and Open Interest 7,421 33,753 -339
British Pound(IMM)
Mar00 000306 157.74 157.74 157.12 157.44 -0.54 7,655 45,901 -1,829
Jun00 000306 157.70 157.74 157.12 157.44 -0.54 4,543 8,934 +4,407
Sep00 000306 157.50 157.50 157.30 157.50 -0.54 0 19 +0
Total Volume and Open Interest 12,248 55,037 +2,628
Canadian Dollar(IMM)
Mar00 000306 68.93 69.00 68.63 68.85 +0.03 9,829 43,869 -1,920
Jun00 000306 69.14 69.17 68.79 69.01 +0.03 3,485 15,612 +1,868
Sep00 000306 69.25 69.32 69.00 69.18 +0.03 187 2,253 +153
Dec00 000306 69.45 69.45 69.15 69.34 +0.03 1 1,608 +1
Total Volume and Open Interest 13,513 63,925 +112
Japanese Yen(IMM)
Mar00 000306 93.28 93.31 92.87 93.10 +0.25 23,175 95,376 -5,079
Jun00 000306 94.80 94.85 94.39 94.61 +0.25 14,796 18,893 +11,463
Sep00 000306 95.99 96.10 95.99 96.09 +0.25 6 627 +8
Total Volume and Open Interest 37,977 115,193 +6,392
Swiss Franc(IMM)
Mar00 000306 60.04 60.04 59.58 59.67 -0.21 8,658 65,244 -2,155
Jun00 000306 60.59 60.64 60.18 60.26 -0.20 4,495 6,172 +3,679
Sep00 000306 60.95 61.02 60.79 60.79 -0.19 2 77 +3
Total Volume and Open Interest 13,155 71,494 +1,527
EuroFX(IMM)
Mar00 000306 96.39 96.44 95.79 95.96 -0.25 15,110 57,336 -5,599
Jun00 000306 97.03 97.07 96.40 96.59 -0.26 9,790 10,567 +7,356
Sep00 000306 97.38 97.60 97.11 97.19 -0.27 23 160 +10
Total Volume and Open Interest 24,923 68,094 +1,767
Mexican Peso(IMM)
Mar00 000306 10705.0 10715.0 10695.0 10703.0 +3.0 4,488 14,746 -2,963
Jun00 000306 10405.0 10425.0 10390.0 10410.0 +5.0 4,565 8,057 +2,555
Total Volume and Open Interest 9,279 25,571 -84
30-Year T-Bonds(CBOT)
Mar00 000306 95~13 95~13 95~03 95~07 -0~12 19,105 110,117 -9,274
Jun00 000306 95~04 95~10 94~23 94~27 -0~12 248,562 428,408 +11,977
Sep00 000306 94~26 94~26 94~17 94~19 -0~12 30 793 +6
Total Volume and Open Interest 267,699 539,925 +2,709
Municipal Bonds(CBOT)
Mar00 000306 93~15 93~19 93~08 93~09 -0~12 1,829 14,297 -1,647
Jun00 000306 92~25 92~27 92~17 92~18 -0~11 1,784 7,540 +876
Total Volume and Open Interest 3,613 21,837 -771
10-Year T-Notes(CBOT)
Mar00 000306 95~290 96~010 95~220 95~250 -0~075 20,817 85,155 -14,180
Jun00 000306 95~195 95~220 95~040 95~140 -0~075 133,535 505,244 +16,562
Total Volume and Open Interest 154,354 590,399 +2,382
5-Year T-Notes(CBOT)
Mar00 000306 97~135 97~160 97~115 97~145 -0~050 27,283 92,923 -8,415
Jun00 000306 97~010 97~015 96~285 96~315 -0~055 90,487 340,621 +11,462
Total Volume and Open Interest 117,770 433,544 +3,047
2 Year T-Notes(CBOT)
Mar00 000306 98~118 98~120 98~112 98~115 -0~009 833 12,210 -252
Jun00 000306 98~095 98~097 98~082 98~087 -0~013 4,487 30,465 +1,827
Total Volume and Open Interest 5,320 42,675 +1,575
3-Mth T-Bills(IMM)
Jun00 000306 94.10 94.12 94.10 94.12 -0.02 8 79 +4
Total Volume and Open Interest 8 2,267 +0
Eurodollars(IMM)
Mar00 000306 93.832 93.840 93.827 93.838 unch 76,874 491,874 -2,885
Jun00 000306 93.430 93.440 93.410 93.430 -0.020 111,964 495,771 +9,188
Sep00 000306 93.175 93.180 93.120 93.145 -0.050 181,107 431,379 +13,456
Dec00 000306 92.965 92.965 92.900 92.915 -0.065 134,444 335,607 -4,849
Mar01 000306 92.870 92.875 92.810 92.830 -0.065 82,514 293,087 -421
Jun01 000306 92.775 92.775 92.710 92.730 -0.065 51,368 195,736 +714
Sep01 000306 92.735 92.735 92.665 92.685 -0.065 30,470 156,041 -983
Dec01 000306 92.670 92.670 92.610 92.620 -0.060 21,561 122,732 -399
Mar02 000306 92.715 92.715 92.645 92.665 -0.060 11,127 107,856 -551
Jun02 000306 92.705 92.705 92.640 92.655 -0.060 7,819 84,111 -1,323
Sep02 000306 92.700 92.700 92.640 92.650 -0.060 6,885 75,800 -385
Dec02 000306 92.640 92.640 92.580 92.590 -0.060 5,826 68,466 -1,164
Total Volume and Open Interest 746,457 3,282,898 +12,487
3-Mth Euro-Yen(IMM)
Mar00 000306 99.89 99.89 99.88 99.89 unch 514 18,734 -342
Jun00 000306 99.82 99.82 99.82 99.82 unch 476 21,265 -53
Sep00 000306 99.72 99.73 99.72 99.72 +0.01 260 12,318 +300
Dec00 000306 99.58 99.58 99.57 99.57 +0.03 752 7,839 +395
Mar01 000306 99.46 99.46 99.46 99.46 +0.03 79 14,299 -43
Jun01 000306 99.33 99.33 99.32 99.32 +0.02 50 4,238 -107
Sep01 000306 99.16 99.17 99.16 99.16 +0.02 0 7,918 -34
Dec01 000306 99.00 99.00 99.00 99.00 +0.02 0 1,328 -5
Mar02 000306 98.85 98.85 98.85 98.85 unch 0 979 +0
Jun02 000306 98.64 98.64 98.64 98.64 unch 0 79 +0
Total Volume and Open Interest 2,131 89,057 +111
3-Mth Euro-Yen(SIMEX)
Mar00 000306 99.88 99.89 99.88 99.89 +0.01 2,383 111,780 -2,296
Jun00 000306 99.81 99.82 99.81 99.82 unch 6,109 91,909 -3,306
Sep00 000306 99.71 99.73 99.71 99.73 +0.02 5,634 79,329 -6,056
Dec00 000306 99.55 99.58 99.54 99.58 +0.03 7,157 57,237 -1,068
Mar01 000306 99.43 99.46 99.43 99.46 +0.03 1,635 58,410 -808
Jun01 000306 99.30 99.33 99.30 99.33 +0.02 4,775 58,115 +1,609
Sep01 000306 99.14 99.18 99.14 99.18 +0.04 5,617 45,571 -115
Dec01 000306 98.99 99.00 98.99 99.00 +0.03 309 9,088 +321
Total Volume and Open Interest 33,619 516,953 -11,549
German Euro-Bund(EUREX)
Mar00 000306 103.85 104.23 103.81 104.11 +0.13 655,168 480,924 -24,359
Jun00 000306 103.07 103.41 102.97 103.28 +0.13 176,741 212,912 +52,660
Sep00 000306 102.68 102.68 102.68 102.68 +0.27 1,039 1,689 +0
Total Volume and Open Interest 832,948 695,525 +28,301
German Euro-Bobl(EUREX)
Mar00 000306 103.31 103.49 103.30 103.43 +0.03 270,697 286,237 -27,691
Jun00 000306 102.68 102.77 102.60 102.74 +0.03 89,440 168,230 +32,966
Sep00 000306 102.32 102.32 102.32 102.32 +0.03 0 580 +45
Total Volume and Open Interest 360,137 455,047 +5,320
Long Gilt(LIFFE)
Mar00 000306 112~25 113~11 112~24 113~08 +0~18 2,143 15,189 -1,136
Jun00 000306 112~12 112~32 112~10 112~27 +0~18 17,928 51,968 +2,350
Total Volume and Open Interest 20,071 67,157 +1,214
3-Mth Short Sterling(LIFFE)
Mar00 000306 93.72 93.75 93.72 93.74 unch 14,121 167,433 -986
Jun00 000306 93.46 93.50 93.45 93.47 +0.01 26,796 187,539 -692
Sep00 000306 93.29 93.35 93.29 93.33 +0.03 21,412 154,260 +2,194
Total Volume and Open Interest 85,720 851,003 +1,272
3-Mth Euribor(LIFFE)
Mar00 000306 96.320 96.330 96.305 96.315 -0.010 54,893 321,895 -14,160
Jun00 000306 95.870 95.900 95.855 95.885 -0.005 76,609 284,419 +16,675
Sep00 000306 95.585 95.605 95.565 95.580 -0.025 57,768 247,945 +6,769
Total Volume and Open Interest 294,524 1,383,709 -251,687
3-Mth Aus T-Bills(SFE)
Mar00 000306 94.19 94.19 94.16 94.17 -0.03 7,984 0 -318,778
Jun00 000306 93.84 93.84 93.76 93.78 -0.05 2,803 0 -200,628
Sep00 000306 93.52 93.53 93.44 93.45 -0.06 1,000 0 -63,384
Dec00 000306 93.27 93.27 93.21 93.22 -0.07 56 0 -31,149
Mar01 000306 93.12 93.12 93.07 93.08 -0.07 259 0 -15,722
Jun01 000306 92.98 92.98 92.95 92.95 -0.09 118 0 -12,417
Sep01 000306 92.87 92.87 92.82 92.84 -0.09 157 0 -7,744
Dec01 000306 92.75 92.75 92.73 92.74 -0.09 150 0 -5,326
Mar02 000306 92.64 92.65 92.64 92.64 -0.10 60 0 -3,900
Jun02 000306 92.56 92.56 92.55 92.55 -0.09 28 0 -1,962
Total Volume and Open Interest 12,645 587,829 -78,044
10-Year Aus T-Bonds(SFE)
Mar00 000306 93.39 93.39 93.22 93.28 -0.10 6,123 338,700 +6,931
Jun00 000306 93.27 93.27 93.18 93.22 -0.11 1,919 6,990 +3,615
Total Volume and Open Interest 8,042 345,690 +10,546
3-Year Aus T-Bonds(SFE)
Mar00 000306 93.63 93.63 93.50 93.52 -0.07 5,561 0 -665,881
Jun00 000306 93.33 93.33 93.26 93.26 -0.10 2,846 0 -2,572
Total Volume and Open Interest 6,509 666,304 -2,149
Gold(CMX)
Apr00 000306 290.4 291.2 289.2 289.4 -0.9 14,362 68,065 -1,538
Jun00 000306 293.0 293.3 291.4 291.8 -0.9 649 24,785 -391
Aug00 000306 295.3 295.3 294.4 294.4 -0.9 171 12,538 +77
Oct00 000306 297.0 297.0 297.0 297.0 -0.9 0 3,805 +3,805
Dec00 000306 300.9 301.5 299.5 299.6 -0.9 47 20,037 +19
Feb01 000306 301.8 301.8 301.8 301.8 -0.9 71 6,142 +47
Total Volume and Open Interest 15,323 160,344 -1,763
Silver(CMX)
Mar00 000306 509.0 509.0 505.0 505.3 -4.6 307 1,873 -532
May00 000306 513.5 514.0 510.0 510.5 -4.8 11,099 52,263 -217
Jul00 000306 517.0 518.0 514.0 514.2 -4.7 425 7,698 +43
Sep00 000306 517.5 517.6 517.5 517.6 -4.7 20 2,144 +6
Dec00 000306 525.0 525.0 520.2 520.2 -4.7 104 5,925 -53
Total Volume and Open Interest 11,956 73,847 -753
Platinum(NYM)
Apr00 000306 461.0 465.0 460.0 464.1 +0.6 704 7,559 -256
Jul00 000306 456.0 457.1 452.0 457.1 -0.4 22 1,100 -17
Oct00 000306 448.1 448.1 448.1 448.1 -0.4 0 70 +0
Jan01 000306 438.0 441.1 438.0 441.1 -0.4 0 9 +9
Total Volume and Open Interest 726 8,739 -273
Palladium(NYME)
Mar00 000306 654.00 660.00 649.00 660.00 +5.00 28 49 -38
Jun00 000306 645.00 651.00 641.00 650.00 unch 178 2,279 -55
Sep00 000306 640.50 640.50 640.50 640.50 unch 0 41 +0
Total Volume and Open Interest 206 2,369 -93
Copper(CMX)
Mar00 000306 78.90 79.60 78.80 79.35 +0.20 452 2,075 -571
May00 000306 79.90 80.80 79.70 80.45 +0.15 6,346 37,536 +358
Jul00 000306 80.80 81.45 80.75 81.35 +0.25 201 6,765 +94
Sep00 000306 81.50 82.30 81.50 82.05 +0.25 25 4,679 +7
Dec00 000306 82.40 83.10 82.40 82.90 +0.30 14 3,896 +20
Total Volume and Open Interest 7,378 66,599 -293
DJIA Index(CBOT)
Mar00 000306 10390 10400 10115 10165 -230 18,230 17,962 +190
Jun00 000306 10510 10713 10245 10289 -230 324 920 +77
Sep00 000306 10500 10500 10375 10415 -232 1 424 +1
Dec00 000306 10765 10775 10520 10555 -230 1 1,061 +0
Total Volume and Open Interest 18,556 20,367 +268
S & P 500(CME)
Mar00 000306 1408.00 1410.70 1386.20 1395.00 -15.70 96,129 309,021 -4,978
Jun00 000306 1427.00 1429.00 1405.50 1413.70 -15.60 2,484 73,716 +7,940
Sep00 000306 1426.10 1434.90 1426.00 1433.30 -15.60 95 3,185 +190
Dec00 000306 1453.90 1453.90 1452.70 1453.90 -15.80 54 2,854 +19
Total Volume and Open Interest 98,766 389,064 +3,172
S & P 500 E-Mini(Globex)
Mar00 000306 1411.00 1412.75 1386.25 1395.00 -15.75 65,432 29,923 -136
Jun00 000306 1424.75 1428.75 1405.25 1413.75 -15.50 183 189 +42
Total Volume and Open Interest 65,615 30,112 -94
NASDAQ 100(CME)
Mar00 000306 4458.00 4538.00 4435.00 4497.50 +43.00 18,982 35,324 -669
Jun00 000306 4505.00 4590.00 4505.00 4561.50 +45.00 455 1,804 +624
Sep00 000306 4623.50 4623.50 4623.50 4623.50 +45.00 0 9 +0
Total Volume and Open Interest 19,437 37,137 -45
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000306 4447.0 4541.0 4431.0 4497.5 +43.0 21,378 10,599 -199
Jun00 000306 4515.0 4600.0 4501.5 4561.5 +45.0 94 121 +16
Total Volume and Open Interest 21,472 10,720 -183
NYSE Composite(NYBOT)
Mar00 000306 610.25 611.25 601.25 605.20 -6.70 640 1,725 -20
Jun00 000306 618.00 618.05 609.00 612.60 -6.80 108 1,811 +32
Sep00 000306 620.00 620.00 620.00 620.00 -6.90 0 250 +0
Total Volume and Open Interest 0 3,719 +0
S & P Midcap 400(CME)
Mar00 000306 479.00 485.25 477.25 481.90 +2.85 160 12,596 -277
Jun00 000306 488.00 488.50 485.00 488.30 +2.90 114 888 +252
Sep00 000306 491.20 491.20 491.20 491.20 +2.85      
Total Volume and Open Interest 274 13,484 -25
Russell 2000(CME)
Mar00 000306 598.45 605.50 597.50 602.00 +3.75 216 13,120 -76
Jun00 000306 609.00 613.00 609.00 610.15 +3.90 169 191 +153
Sep00 000306 617.10 618.10 617.10 617.10 +3.75      
Total Volume and Open Interest 385 13,311 +77
Value Line(KCBT)
Mar00 000306 997.00 1000.00 987.00 990.00 -10.10 65 302 +24
Total Volume and Open Interest 65 305 +24
Nikkei 225(CME)
Mar00 000306 19820 19890 19755 19770 -385 2,077 17,390 +58
Jun00 000306 19850 19880 19750 19750 -395 880 1,962 +683
Total Volume and Open Interest 2,957 19,353 +741
Nikkei 225(SIMEX)
Mar00 000306 20080 20165 19785 19815 -125 17,641 86,800 -9,457
Jun00 000306 20050 20110 19740 19740 -170 8,444 35,963 +6,654
Sep00 000306 19720 19720 19720 19720 -170 100 8,778 +100
Total Volume and Open Interest 21,870 114,068 -1,882
CAC 40(MATIF)
Mar00 000306 6589.0 6607.0 6525.0 6528.5 -27.5 37,840 168,255 +2,749
Apr00 000306 6576.0 6603.5 6564.0 6566.5 -30.5 281 396 +62
May00 000306 6561.0 6561.0 6561.0 6561.0 +31.5      
Total Volume and Open Interest 38,537 219,716 +2,875
DAX Index(EUREX)
Mar00 000306 7975.0 8012.0 7935.0 7979.0 +8.5 57,605 207,821 +4,446
Jun00 000306 8042.0 8063.5 7999.5 8039.0 +8.5 17,628 91,801 +4,716
Sep00 000306 8132.0 8132.0 8120.0 8121.5 +9.0 8 1,349 +0
Total Volume and Open Interest 75,241 300,971 +9,162
FT-SE 100(LIFFE)
Mar00 000306 6500.00 6600.00 6445.00 6580.00 +99.00 39,118 186,594 -8,057
Jun00 000306 6556.50 6665.00 6514.50 6647.50 +99.50 14,874 50,254 +6,181
Sep00 000306 6647.50 6647.50 6647.50 6647.50 +31.50 10 1,190 +0
Total Volume and Open Interest 54,002 238,038 -1,876
SPI 200(SFE)
Mar00 000306 3227.0 3246.0 3217.0 3221.0 +11.0 10,136 0 -217,999
Jun00 000306 3246.0 3263.0 3235.0 3238.0 +11.0 2,479 0 -8,432
Sep00 000306 3258.0 3258.0 3258.0 3258.0 +11.0 216 0 -4,167
Total Volume and Open Interest 13,053 241,617 +8,933
GSCI(CME)
Mar00 000306 223.25 224.80 221.50 224.75 +3.05 797 33,658 -563
Apr00 000306 217.00 219.25 216.60 219.25 +3.05 693 4,014 +593
May00 000306 214.90 214.90 214.90 214.90 +2.20 0 5 +0
Total Volume and Open Interest 1,490 37,692 +30
Bridge CRB Index(NYBOT)
Apr00 000306 211.40 212.40 211.35 212.10 +0.90 177 1,712 -15
Jun00 000306 212.75 213.65 212.70 213.65 +0.90 6 1,118 +2
Aug00 000306 213.65 214.70 213.65 214.70 +0.90 10 550 +0
Total Volume and Open Interest 193 3,381 -13
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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