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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 Tue March 07, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar00 000307 507.50 510.25 501.75 502.25 -6.00 4,318 4,982 -503
May00 000307 518.00 520.00 511.00 511.50 -5.75 27,529 80,748 +1,862
Jul00 000307 526.50 529.00 519.50 520.00 -6.25 6,464 43,571 +538
Aug00 000307 528.00 530.50 522.00 522.50 -5.00 585 5,965 +17
Sep00 000307 528.00 531.50 522.00 522.25 -4.75 503 4,340 +139
Nov00 000307 533.00 536.50 528.00 528.50 -3.75 5,852 24,092 +323
Jan01 000307 539.50 542.50 535.00 535.50 -3.50 1,230 1,892 +595
Total Volume and Open Interest 46,647 166,649 +3,055
Soybean Meal(CBOT)
Mar00 000307 167.20 167.50 164.50 165.00 -2.10 1,407 6,040 -587
May00 000307 167.80 168.80 165.50 165.70 -2.00 10,663 50,265 +824
Jul00 000307 168.60 170.00 166.80 166.90 -1.70 2,811 32,034 -92
Aug00 000307 168.80 170.00 166.80 166.80 -1.70 539 6,898 +5
Sep00 000307 168.70 170.00 167.00 167.00 -1.60 442 4,893 +118
Oct00 000307 169.00 169.80 166.40 166.40 -1.80 29 3,861 +26
Dec00 000307 170.20 171.30 168.20 168.20 -2.20 1,760 8,963 -484
Jan01 000307 171.30 172.00 169.50 169.50 -1.90 22 417 +7
Total Volume and Open Interest 17,773 113,909 -159
Soybean Oil(CBOT)
Mar00 000307 16.30 16.30 15.93 16.04 -0.11 753 3,530 -192
May00 000307 16.65 16.70 16.23 16.29 -0.22 9,131 56,488 -1,419
Jul00 000307 16.98 16.99 16.57 16.64 -0.16 3,445 30,678 +394
Aug00 000307 17.15 17.15 16.72 16.77 -0.18 232 7,058 +15
Sep00 000307 17.30 17.30 16.88 16.95 -0.15 396 6,333 +263
Oct00 000307 17.45 17.45 17.05 17.08 -0.20 376 5,870 +278
Dec00 000307 17.70 17.72 17.38 17.43 -0.18 761 16,154 +61
Jan01 000307 17.89 17.89 17.80 17.80 -0.12 20 5,725 +0
Total Volume and Open Interest 15,263 137,126 -557
Canola(WCE)
Mar00 000307 256.7 256.7 255.9 255.9 +0.5 32 194 -36
May00 000307 257.5 258.2 255.7 256.1 -0.5 1,753 34,098 -362
Jul00 000307 262.5 263.5 261.1 261.7 -0.3 767 16,695 +301
Aug00 000307 265.5 265.5 264.2 264.2 -0.7 5 1,430 +5
Sep00 000307 267.5 267.5 267.5 267.5 unch 10 22 -494
Total Volume and Open Interest 2,673 59,573 -194
Corn(CBOT)
Mar00 000307 222.00 222.00 217.50 218.00 -3.75 12,462 9,385 -2,618
May00 000307 228.75 229.00 225.00 225.25 -3.50 45,866 196,524 +215
Jul00 000307 237.50 237.50 233.25 233.50 -3.75 15,270 114,899 -235
Sep00 000307 244.25 244.75 240.50 240.75 -3.50 1,439 36,351 +431
Nov00 000307 249.75 249.75 246.00 246.00 -4.00 5 820 +2
Dec00 000307 252.50 253.50 249.00 249.25 -3.75 7,500 78,104 +914
Total Volume and Open Interest 83,696 449,783 -866
Wheat(CBOT)
Mar00 000307 250.00 252.00 249.00 250.00 +0.25 4,772 3,561 -684
May00 000307 259.75 263.50 259.50 259.75 -0.75 13,116 68,006 +368
Jul00 000307 271.00 274.50 270.50 271.50 unch 2,485 35,622 +142
Sep00 000307 281.25 284.00 281.00 281.75 unch 293 6,982 +56
Dec00 000307 295.00 299.00 295.00 296.00 unch 448 11,344 -66
Total Volume and Open Interest 21,170 125,798 -154
Wheat(KCBT)
Mar00 000307 278.50 280.25 277.50 277.75 +0.25 102 552 -118
May00 000307 288.50 290.50 287.00 287.75 -0.50 2,107 29,965 +245
Jul00 000307 299.25 301.00 297.75 298.50 unch 1,906 24,987 -4
Sep00 000307 308.00 308.00 306.50 306.50 -0.50 80 2,835 -54
Dec00 000307 320.00 322.00 319.50 319.75 -0.25 398 5,158 +120
Total Volume and Open Interest 4,593 63,838 +189
Wheat(MGE)
Mar00 000307 313.00 313.00 312.50 312.50 unch 73 43 -19
May00 000307 324.00 324.00 321.00 321.25 -1.50 1,722 11,802 -40
Jul00 000307 332.00 333.25 330.50 330.75 -1.25 537 6,567 +79
Sep00 000307 340.25 342.00 339.50 340.00 -1.00 342 2,616 +172
Dec00 000307 352.00 352.25 350.25 350.50 -1.25 20 1,135 +9
Total Volume and Open Interest 2,694 22,295 +201
Oats(CBOT)
Mar00 000307 112.75 113.25 111.50 111.50 -1.75 9 80 -21
May00 000307 118.75 119.00 116.75 117.00 -1.75 296 6,667 -37
Jul00 000307 117.00 117.25 115.00 115.25 -1.75 139 6,808 -1
Sep00 000307 120.50 120.50 118.00 118.00 -2.00 78 1,321 +7
Total Volume and Open Interest 568 17,786 -42
Rough Rice(CBOT)
Mar00 000307 5.40 5.50 5.40 5.45 +0.05 12 293 -16
May00 000307 5.68 5.82 5.68 5.70 +0.04 56 3,957 -8
Jul00 000307 5.90 6.03 5.90 5.93 +0.05 23 1,324 +5
Sep00 000307 6.80 6.80 6.74 6.74 -0.02 20 269 +13
Total Volume and Open Interest 127 6,449 -1
Live Cattle(CME)
Apr00 000307 72.800 72.850 72.275 72.450 -0.400 7,414 51,751 +371
Jun00 000307 69.700 69.775 69.225 69.500 -0.175 4,056 32,013 +1,497
Aug00 000307 70.150 70.150 69.775 70.000 -0.100 985 17,267 +229
Oct00 000307 72.850 72.850 72.500 72.700 -0.075 808 9,773 +384
Dec00 000307 73.900 73.900 73.625 73.800 -0.100 35 4,337 +22
Feb01 000307 74.600 74.625 74.500 74.600 unch 12 2,728 +7
Total Volume and Open Interest 13,462 118,319 +2,575
Feeder Cattle(CME)
Mar00 000307 84.250 84.300 83.900 83.950 -0.300 381 5,835 -78
Apr00 000307 84.825 84.900 84.450 84.550 -0.275 328 5,440 +5
May00 000307 85.350 85.375 84.750 84.975 -0.250 323 7,023 +52
Aug00 000307 87.000 87.000 86.350 86.775 -0.225 192 5,430 +21
Sep00 000307 87.000 87.000 86.525 86.900 -0.125      
Oct00 000307 87.200 87.200 86.950 87.000 -0.150 14 1,258 +7
Nov00 000307 88.000 88.050 87.900 87.975 -0.125      
Total Volume and Open Interest 1,320 27,748 +46
Lean Hogs(CME)
Apr00 000307 60.400 60.425 59.450 59.600 -0.550 4,739 21,777 +339
Jun00 000307 69.600 69.650 69.050 69.350 -0.250 4,795 16,778 +676
Jul00 000307 67.350 67.500 66.625 66.800 -0.425 565 5,217 +230
Aug00 000307 64.750 64.900 64.225 64.525 -0.125 252 5,249 +18
Oct00 000307 58.100 58.175 57.750 58.175 unch 122 2,355 +56
Dec00 000307 56.000 56.200 55.825 56.000 +0.200 76 1,086 +28
Feb01 000307 56.950 56.950 56.700 56.800 -0.175 1 213 +1
Apr01 000307 56.200 56.450 56.200 56.250 -0.150 3 46 +1
Total Volume and Open Interest 10,555 52,729 +1,350
Pork Bellies(CME)
Mar00 000307 94.800 95.250 93.550 94.175 -1.500 468 1,271 -59
May00 000307 93.350 93.700 91.800 92.450 -1.550 1,016 4,079 +81
Jul00 000307 90.550 90.750 89.100 89.575 -1.050 135 708 +44
Aug00 000307 87.700 87.700 86.350 86.575 -1.025 22 221 +16
Total Volume and Open Interest 1,641 6,279 +82
Cocoa(NYBOT)
Mar00 000307 815 829 810 819 +17 10 36 -1
May00 000307 839 861 836 859 +17 4,059 39,848 -1,147
Jul00 000307 860 883 858 881 +17 646 19,240 -70
Sep00 000307 890 910 885 907 +17 865 16,132 -39
Dec00 000307 922 944 920 944 +18 491 9,541 +303
Mar01 000307 975 979 975 979 +18 25 7,938 +0
May01 000307 1000 1007 1000 1007 +18 0 4,313 +0
Total Volume and Open Interest 6,098 106,252 -956
Coffee "C"(NYBOT)
Mar00 000307 108.00 108.60 108.00 108.40 +2.10 106 1,520 -54
May00 000307 108.50 109.40 107.55 108.75 +1.95 5,168 30,273 -88
Jul00 000307 110.50 111.75 109.90 111.25 +1.95 1,557 7,825 +362
Sep00 000307 113.00 114.05 112.75 114.05 +1.95 1,154 5,711 +88
Dec00 000307 116.00 117.15 116.00 117.15 +2.05 476 2,907 -212
Mar01 000307 118.50 120.15 118.50 120.15 +2.15 60 925 -4
Total Volume and Open Interest 8,521 49,204 +92
Orange Juice(NYBOT)
Mar00 000307 86.00 86.00 84.60 84.70 +0.60 8 146 -3
May00 000307 82.75 83.10 81.70 81.80 -0.80 1,582 11,995 +81
Jul00 000307 82.40 82.50 81.50 81.65 -0.70 269 3,227 +95
Sep00 000307 82.00 82.10 81.50 81.65 -0.70 108 2,002 +58
Nov00 000307 82.00 82.05 81.65 81.65 -0.50 47 806 +38
Total Volume and Open Interest 2,046 19,155 +292
Sugar #11(NYBOT)
May00 000307 5.05 5.14 5.03 5.07 +0.03 11,290 107,003 -1,351
Jul00 000307 5.24 5.25 5.15 5.17 -0.05 3,796 45,741 +559
Oct00 000307 5.67 5.69 5.61 5.62 -0.03 1,512 23,895 +636
Mar01 000307 6.10 6.10 6.05 6.05 -0.04 601 13,274 +139
May01 000307 6.23 6.23 6.17 6.17 -0.04 100 1,756 -140
Total Volume and Open Interest 17,309 194,330 -157
London Cocoa(LCE)
Mar00 000307 586 594 584 594 +12 49 673 -50
May00 000307 634 646 631 645 +13 3,690 38,218 -682
Jul00 000307 620 629 617 629 +12 1,431 35,164 -223
Sep00 000307 635 647 633 646 +12 1,464 28,308 +409
Dec00 000307 660 670 658 670 +11 819 23,073 -142
Mar01 000307 684 692 683 692 +10 609 15,401 +573
May01 000307 697 707 696 707 +10 0 9,042 +0
Total Volume and Open Interest 8,062 157,407 -115
London Coffee(LCE)
Mar00 000307 995.00 1000.00 980.00 989.00 +19.00 139 1,002 -415
May00 000307 998.00 1025.00 997.00 1014.00 +23.00 3,281 34,499 -482
Jul00 000307 1002.00 1027.00 1002.00 1016.00 +21.00 815 13,730 +249
Sep00 000307 1015.00 1037.00 1014.00 1025.00 +17.00 359 4,162 +145
Nov00 000307 1035.00 1052.00 1032.00 1042.00 +17.00 141 2,458 +43
Jan01 000307 1063.00 1063.00 1061.00 1061.00 +17.00 24 790 +20
Total Volume and Open Interest 4,770 56,891 -429
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000307 168.10 169.50 168.00 168.60 +0.40 1,289 21,344 +283
Aug00 000307 172.00 173.10 172.00 172.40 +0.20 515 13,594 +236
Oct00 000307 176.30 177.30 176.30 176.90 +0.50 39 4,652 +12
Dec00 000307 178.40 180.40 178.40 180.30 +1.90 0 93 +0
Total Volume and Open Interest 1,958 39,880 +637
Cotton(NYBOT)
Mar00 000307 59.40 59.65 58.75 59.65 +0.25 29 66 -24
May00 000307 61.60 61.99 60.65 61.64 +0.32 5,084 39,689 +720
Jul00 000307 62.65 63.15 62.00 62.84 +0.25 1,943 16,176 +18
Oct00 000307 62.25 62.50 62.25 62.45 -0.35 31 770 +28
Dec00 000307 62.60 62.80 62.05 62.50 +0.04 1,276 11,127 +349
Mar01 000307 63.45 63.45 63.00 63.38 +0.17 89 469 +59
Total Volume and Open Interest 8,452 68,764 +1,150
Lumber(CME)
Mar00 000307 334.0 336.0 331.3 331.3 -3.7 258 876 -99
May00 000307 340.1 342.3 337.6 337.8 -3.0 541 1,392 +102
Jul00 000307 341.5 344.5 339.4 340.1 -2.4 10 414 +3
Sep00 000307 336.3 336.8 334.5 336.8 -0.9 8 108 -3
Total Volume and Open Interest 817 2,817 +3
Crude Oil(NYM)
Apr00 000307 32.57 34.20 32.40 34.13 +1.95 57,809 112,497 -2,784
May00 000307 30.94 32.48 30.85 32.39 +1.83 33,177 73,973 +557
Jun00 000307 29.50 30.66 29.43 30.66 +1.50 11,034 62,617 +2,247
Jul00 000307 28.40 29.46 28.35 29.46 +1.34 4,065 40,659 +998
Aug00 000307 27.64 28.60 27.57 28.56 +1.25 1,405 23,741 -210
Sep00 000307 26.80 27.76 26.80 27.76 +1.16 843 19,017 -435
Oct00 000307 26.20 27.09 26.19 27.09 +1.10 823 17,429 -246
Nov00 000307 25.72 26.55 25.67 26.55 +1.06 1,125 13,179 +196
Dec00 000307 25.10 26.04 25.10 26.04 +1.02 2,189 41,029 +86
Jan01 000307 24.72 25.57 24.72 25.57 +1.00 26 16,002 +1
Total Volume and Open Interest 115,990 512,028 +1,655
Heating Oil(NYM)
Apr00 000307 80.50 82.60 80.50 82.38 +2.93 11,812 32,786 -1,568
May00 000307 76.00 78.80 75.80 78.59 +3.65 21,809 115,376 -1,264
Jun00 000307 72.70 75.40 72.70 75.39 +3.45 21,809 115,376 -1,264
Jul00 000307 71.10 73.49 71.00 73.49 +3.15 1,329 12,454 +206
Aug00 000307 70.00 72.54 70.00 72.54 +3.10 757 6,372 +197
Sep00 000307 70.15 72.19 70.15 72.19 +2.90 272 5,543 -67
Oct00 000307 69.50 72.14 69.50 72.14 +2.85 26 2,694 -24
Nov00 000307 70.25 72.09 70.20 72.09 +2.80 1 2,138 +1
Dec00 000307 69.40 72.09 69.40 72.09 +2.75 316 13,862 +27
Jan01 000307 69.50 71.79 69.50 71.79 +2.75 2 3,392 +1
Total Volume and Open Interest 21,809 115,376 -1,264
Unleaded Gas(NYM)
Apr00 000307 99.50 102.50 99.10 101.91 +3.66 15,406 33,668 -1,340
May00 000307 93.90 97.30 93.70 97.01 +4.30 9,002 20,774 +225
Jun00 000307 89.20 92.10 89.15 92.10 +3.99 4,127 16,482 -292
Jul00 000307 85.30 88.00 85.30 88.00 +3.69 1,835 7,960 +36
Aug00 000307 82.00 84.80 82.00 84.35 +3.54 880 6,535 +411
Sep00 000307 79.00 81.50 79.00 81.10 +3.29 872 9,036 -599
Oct00 000307 75.00 76.85 74.90 76.85 +3.04 215 1,979 +14
Nov00 000307 73.00 74.65 72.50 74.65 +2.89 280 838 +52
Total Volume and Open Interest 33,033 98,313 -1,267
Natural Gas(NYM)
Apr00 000307 2.870 2.880 2.775 2.799 -0.051 26,701 56,111 +402
May00 000307 2.890 2.910 2.815 2.837 -0.045 10,492 27,300 +1,954
Jun00 000307 2.890 2.920 2.835 2.852 -0.040 3,274 20,453 +122
Jul00 000307 2.910 2.930 2.860 2.867 -0.035 2,378 16,571 +245
Aug00 000307 2.925 2.930 2.880 2.880 -0.032 1,331 13,713 -79
Sep00 000307 2.930 2.935 2.880 2.885 -0.032 1,290 18,242 +367
Oct00 000307 2.945 2.955 2.900 2.910 -0.027 3,078 16,265 +883
Nov00 000307 3.070 3.070 3.010 3.025 -0.026 1,512 11,973 +61
Total Volume and Open Interest 53,605 284,476 +4,340
Brent Crude Oil(IPE)
Apr00 000307 30.10 31.95 30.10 31.90 +2.27 21,034 62,867 -2,336
May00 000307 28.71 30.30 28.57 30.26 +2.08 16,175 64,470 -2,113
Jun00 000307 27.36 28.80 27.28 28.80 +1.84 7,502 27,653 -1,373
Jul00 000307 26.48 27.67 26.32 27.67 +1.63 1,427 17,311 -771
Aug00 000307 25.67 26.86 25.62 26.86 +1.50 308 9,154 -32
Sep00 000307 25.20 26.31 25.13 26.31 +1.42 114 11,460 -187
Oct00 000307 24.78 25.83 24.78 25.83 +1.35 1,248 11,264 +427
Nov00 000307 24.30 25.40 24.30 25.40 +1.31 373 7,096 +151
Total Volume and Open Interest 49,903 272,717 -13,066
Gas Oil(IPE)
Mar00 000307 244.00 253.50 244.00 253.00 +11.75 12,311 20,306 -6,811
Apr00 000307 236.00 244.25 236.00 244.00 +13.75 8,678 27,413 -1,332
May00 000307 227.00 237.00 227.00 236.75 +14.25 2,187 8,802 -194
Jun00 000307 222.00 227.75 221.50 227.75 +11.75 918 11,731 -434
Jul00 000307 216.75 222.75 216.50 222.75 +11.00 346 7,968 -126
Aug00 000307 214.00 220.00 214.00 220.00 +10.00 200 4,631 -7
Sep00 000307 212.25 217.75 212.25 217.75 +217.75 0 2,593 +0
Oct00 000307 216.25 216.25 216.25 216.25 +216.25 0 1,483 +0
Total Volume and Open Interest 25,784 103,351 -8,876
US Dollar Index(NYBOT)
Mar00 000307 106.20 106.41 105.82 106.10 -0.10 1,168 4,522 +4,522
Jun00 000307 105.97 106.08 105.50 105.77 -0.10 1,053 3,215 +3,215
Sep00 000307 105.40 105.55 105.40 105.50 -0.04 6 6 +6
Total Volume and Open Interest 2,227 7,743 +40
Australian Dollar(IMM)
Mar00 000307 60.34 60.52 60.24 60.36 +0.15 9,476 22,378 -5,177
Jun00 000307 60.42 60.58 60.30 60.42 +0.15 8,375 12,480 +6,343
Sep00 000307 60.48 60.50 60.48 60.48 +0.15 2 4 +2
Total Volume and Open Interest 17,857 34,923 +1,170
British Pound(IMM)
Mar00 000307 157.30 158.24 157.18 157.78 +0.34 32,695 41,133 -4,768
Jun00 000307 157.28 158.26 157.14 157.78 +0.34 14,071 16,834 +7,900
Sep00 000307 157.84 158.00 157.40 157.84 +0.34 0 19 +0
Total Volume and Open Interest 46,766 58,169 +3,132
Canadian Dollar(IMM)
Mar00 000307 68.82 68.91 68.73 68.78 -0.07 17,632 36,583 -7,286
Jun00 000307 68.98 69.08 68.88 68.94 -0.07 8,499 20,818 +5,206
Sep00 000307 69.12 69.20 69.10 69.10 -0.08 312 2,257 +4
Dec00 000307 69.26 69.26 69.26 69.26 -0.08 21 1,612 +4
Total Volume and Open Interest 26,486 61,872 -2,053
Japanese Yen(IMM)
Mar00 000307 93.24 94.60 93.08 94.34 +1.24 16,913 88,865 -6,511
Jun00 000307 94.74 96.20 94.57 95.88 +1.27 22,244 32,930 +14,037
Sep00 000307 96.53 97.50 96.45 97.40 +1.31 17 631 +4
Total Volume and Open Interest 39,174 122,723 +7,530
Swiss Franc(IMM)
Mar00 000307 59.68 59.90 59.31 59.59 -0.08 13,973 57,959 -7,285
Jun00 000307 60.23 60.51 59.89 60.19 -0.07 12,934 14,362 +8,190
Sep00 000307 60.70 60.85 60.50 60.72 -0.07 14 80 +3
Total Volume and Open Interest 26,924 72,405 +911
EuroFX(IMM)
Mar00 000307 95.91 96.27 95.35 95.76 -0.20 18,014 51,032 -6,304
Jun00 000307 96.51 96.90 95.95 96.39 -0.20 24,019 21,282 +10,715
Sep00 000307 96.99 97.23 96.80 96.99 -0.20 57 197 +37
Total Volume and Open Interest 42,091 72,543 +4,449
Mexican Peso(IMM)
Mar00 000307 10705.0 10800.0 10690.0 10778.0 +75.0 8,775 12,939 -1,807
Jun00 000307 10413.0 10500.0 10395.0 10493.0 +83.0 7,440 10,946 +2,889
Total Volume and Open Interest 16,949 27,033 +1,462
30-Year T-Bonds(CBOT)
Mar00 000307 95~05 95~18 94~27 95~04 -0~03 16,210 94,270 -15,847
Jun00 000307 94~27 95~07 94~14 94~25 -0~02 122,148 438,867 +10,459
Sep00 000307 94~16 94~19 94~10 94~16 -0~03 50 817 +24
Total Volume and Open Interest 138,413 534,561 -5,364
Municipal Bonds(CBOT)
Mar00 000307 93~10 93~10 92~24 93~05 -0~04 573 13,859 -438
Jun00 000307 92~15 92~21 92~00 92~15 -0~03 377 7,580 +40
Total Volume and Open Interest 950 21,439 -398
10-Year T-Notes(CBOT)
Mar00 000307 95~270 96~020 95~160 95~300 +0~050 18,402 73,445 -11,710
Jun00 000307 95~145 95~240 95~045 95~190 +0~050 85,956 510,927 +5,683
Total Volume and Open Interest 104,358 584,372 -6,027
5-Year T-Notes(CBOT)
Mar00 000307 97~115 97~215 97~060 97~200 +0~055 13,865 83,219 -9,704
Jun00 000307 96~285 97~090 96~235 97~055 +0~060 51,193 353,648 +13,027
Total Volume and Open Interest 65,058 436,867 +3,323
2 Year T-Notes(CBOT)
Mar00 000307 98~108 99~004 98~103 99~003 +0~016 2,329 10,865 -1,345
Jun00 000307 98~080 98~104 98~072 98~101 +0~014 3,607 31,731 +1,266
Total Volume and Open Interest 5,936 42,596 -79
3-Mth T-Bills(IMM)
Jun00 000307 94.12 94.14 94.11 94.12 unch 16 80 +1
Total Volume and Open Interest 43 2,265 -2
Eurodollars(IMM)
Mar00 000307 93.835 93.850 93.832 93.845 +0.007 38,545 493,508 +1,634
Jun00 000307 93.420 93.460 93.405 93.440 +0.010 66,824 498,976 +3,205
Sep00 000307 93.135 93.195 93.110 93.175 +0.030 105,660 429,185 -2,194
Dec00 000307 92.910 92.985 92.870 92.960 +0.045 56,695 338,175 +2,568
Mar01 000307 92.820 92.885 92.780 92.870 +0.040 38,894 289,765 -3,322
Jun01 000307 92.720 92.780 92.680 92.775 +0.045 24,745 193,734 -2,002
Sep01 000307 92.665 92.730 92.635 92.720 +0.035 17,295 155,452 -589
Dec01 000307 92.610 92.650 92.570 92.650 +0.030 14,426 121,122 -1,610
Mar02 000307 92.645 92.695 92.625 92.695 +0.030 3,576 107,895 +39
Jun02 000307 92.635 92.685 92.620 92.685 +0.030 2,424 83,932 -179
Sep02 000307 92.620 92.675 92.615 92.675 +0.025 2,330 75,602 -198
Dec02 000307 92.560 92.620 92.555 92.615 +0.025 2,848 68,078 -388
Total Volume and Open Interest 393,389 3,278,279 -4,619
3-Mth Euro-Yen(IMM)
Mar00 000307 99.89 99.89 99.88 99.89 unch 1,864 18,320 -414
Jun00 000307 99.82 99.82 99.81 99.82 unch 1,886 21,444 +179
Sep00 000307 99.71 99.72 99.71 99.71 -0.01 721 12,386 +68
Dec00 000307 99.56 99.57 99.56 99.56 -0.01 998 8,062 +223
Mar01 000307 99.45 99.45 99.43 99.44 -0.02 99 14,267 -32
Jun01 000307 99.31 99.31 99.31 99.31 -0.01 32 4,370 +132
Sep01 000307 99.15 99.16 99.15 99.15 -0.01 0 8,041 +123
Dec01 000307 99.00 99.00 98.99 99.00 unch 0 1,228 -100
Mar02 000307 98.85 98.85 98.85 98.85 unch 0 979 +0
Jun02 000307 98.64 98.64 98.64 98.64 unch 0 79 +0
Total Volume and Open Interest 5,600 89,236 +179
3-Mth Euro-Yen(SIMEX)
Jun00 000307 99.82 99.82 99.82 99.82 unch 4,052 91,909 +0
Sep00 000307 99.73 99.73 99.71 99.72 -0.01 3,331 79,329 +0
Dec00 000307 99.58 99.58 99.56 99.57 -0.01 4,980 57,237 +0
Mar01 000307 99.46 99.46 99.44 99.44 -0.02 3,559 58,410 +0
Jun01 000307 99.32 99.32 99.31 99.32 -0.01 1,570 58,115 +0
Sep01 000307 99.17 99.17 99.15 99.15 -0.03 989 45,571 +0
Dec01 000307 98.99 98.99 98.99 98.99 -0.01 263 9,088 +0
Mar02 000307 98.84 98.86 98.84 98.86 -0.02 0 3,213 +0
Total Volume and Open Interest 20,089 516,953 +0
German Euro-Bund(EUREX)
Mar00 000307 104.15 104.48 104.07 104.09 -0.02 453,697 394,907 -86,017
Jun00 000307 103.35 103.70 103.26 103.31 +0.03 195,917 288,356 +75,444
Sep00 000307 102.88 102.90 102.71 102.71 +0.03 0 1,985 +296
Total Volume and Open Interest 649,614 685,248 -10,277
German Euro-Bobl(EUREX)
Mar00 000307 103.42 103.64 103.37 103.47 +0.04 190,065 247,612 -38,625
Jun00 000307 102.70 102.94 102.69 102.76 +0.02 101,005 195,074 +26,844
Sep00 000307 102.36 102.36 102.36 102.36 +0.04 0 1,386 +806
Total Volume and Open Interest 291,070 444,072 -10,975
Long Gilt(LIFFE)
Mar00 000307 113~18 113~24 113~15 113~15 +0~07 2,430 13,383 -1,806
Jun00 000307 113~03 113~14 113~01 113~02 +0~07 15,417 53,038 +1,070
Total Volume and Open Interest 18,623 66,421 -736
3-Mth Short Sterling(LIFFE)
Mar00 000307 93.74 93.74 93.73 93.73 -0.01 10,339 164,764 -2,669
Jun00 000307 93.48 93.48 93.45 93.47 unch 27,380 190,283 +2,744
Sep00 000307 93.34 93.35 93.32 93.34 +0.01 34,476 163,574 +9,314
Total Volume and Open Interest 95,543 861,583 +10,580
3-Mth Euribor(LIFFE)
Mar00 000307 96.330 96.335 96.315 96.320 +0.005 29,501 319,063 -2,832
Jun00 000307 95.905 95.905 95.860 95.865 -0.020 46,576 282,231 -2,188
Sep00 000307 95.610 95.610 95.560 95.570 -0.010 41,898 258,774 +10,829
Total Volume and Open Interest 211,860 1,394,852 +11,143
3-Mth Aus T-Bills(SFE)
Mar00 000307 94.14 94.15 94.13 94.13 -0.04 9,019 0 +0
Jun00 000307 93.73 93.74 93.70 93.72 -0.06 1,777 0 +0
Sep00 000307 93.39 93.41 93.38 93.39 -0.06 765 0 +0
Dec00 000307 93.16 93.17 93.14 93.17 -0.05 2,127 0 +0
Mar01 000307 93.03 93.03 92.98 93.01 -0.07 1,915 0 +0
Jun01 000307 92.86 92.86 92.85 92.85 -0.10 880 0 +0
Sep01 000307 92.76 92.76 92.73 92.74 -0.10 958 0 +0
Dec01 000307 92.64 92.65 92.64 92.65 -0.09 771 0 +0
Mar02 000307 92.55 92.56 92.54 92.56 -0.08 95 0 +0
Jun02 000307 92.44 92.46 92.44 92.46 -0.09 40 0 +0
Total Volume and Open Interest 18,467 574,547 -13,282
10-Year Aus T-Bonds(SFE)
Mar00 000307 93.25 93.32 93.19 93.25 -0.03 2,834 0 -338,700
Jun00 000307 93.17 93.26 93.16 93.19 -0.03 385 0 -6,990
Total Volume and Open Interest 3,219 348,682 +2,992
3-Year Aus T-Bonds(SFE)
Mar00 000307 93.47 93.48 93.42 93.47 -0.05 9,828 0 +0
Jun00 000307 93.19 93.21 93.17 93.21 -0.05 888 0 +0
Total Volume and Open Interest 10,716 691,216 +24,912
Gold(CMX)
Apr00 000307 289.7 295.4 289.6 293.7 +4.3 11,764 67,415 -650
Jun00 000307 292.4 298.0 291.8 296.2 +4.4 974 24,450 -335
Aug00 000307 297.0 300.0 297.0 298.8 +4.4 127 12,585 +47
Oct00 000307 301.4 301.4 301.4 301.4 +4.4 0 3,805 +0
Dec00 000307 304.0 304.0 304.0 304.0 +4.4 18 20,038 +1
Feb01 000307 306.2 306.2 306.2 306.2 +4.4 0 6,142 +0
Total Volume and Open Interest 12,903 159,404 -940
Silver(CMX)
Mar00 000307 509.0 509.5 506.9 506.9 +1.6 140 1,473 -400
May00 000307 511.0 516.5 510.5 512.0 +1.5 4,749 52,443 +180
Jul00 000307 516.0 520.5 514.5 515.4 +1.2 250 7,731 +33
Sep00 000307 519.0 522.5 518.5 518.5 +0.9 89 2,141 -3
Dec00 000307 524.0 527.0 520.8 520.8 +0.6 4 5,950 +25
Total Volume and Open Interest 5,286 73,645 -202
Platinum(NYM)
Apr00 000307 461.0 471.0 457.0 469.0 +4.9 191 7,470 -89
Jul00 000307 458.0 465.0 458.0 463.0 +5.9 48 1,118 +18
Oct00 000307 454.0 454.0 454.0 454.0 +5.9      
Jan01 000307 447.0 447.0 447.0 447.0 +5.9 1 0 -9
Total Volume and Open Interest 240 8,668 -71
Palladium(NYME)
Mar00 000307 645.00 665.50 645.00 665.50 +5.50 6 34 -15
Jun00 000307 633.00 670.00 632.90 665.50 +15.50 28 2,252 -27
Sep00 000307 650.00 656.00 650.00 656.00 +15.50 0 41 +0
Total Volume and Open Interest 34 2,327 -42
Copper(CMX)
Mar00 000307 79.75 79.85 78.25 78.40 -0.95 657 1,756 -319
May00 000307 80.75 81.00 79.15 79.45 -1.00 6,490 37,758 +222
Jul00 000307 81.60 81.60 80.30 80.35 -1.00 140 6,839 +74
Sep00 000307 81.50 81.50 81.00 81.15 -0.90 10 4,683 +4
Dec00 000307 82.00 82.00 82.00 82.00 -0.90 28 3,899 +3
Total Volume and Open Interest 7,462 66,592 -7
DJIA Index(CBOT)
Mar00 000307 10190 10215 9750 9755 -410 13,315 18,013 +51
Jun00 000307 10315 10340 9870 9874 -415 627 1,016 +96
Sep00 000307 10185 10185 9998 9998 -417 300 524 +100
Dec00 000307 10357 10370 10131 10131 -424 101 1,162 +101
Total Volume and Open Interest 14,343 20,715 +348
S & P 500(CME)
Mar00 000307 1399.00 1400.00 1351.00 1351.80 -43.20 110,556 285,858 -23,163
Jun00 000307 1417.50 1418.00 1370.00 1370.20 -43.50 79,550 104,855 +31,139
Sep00 000307 1412.00 1436.30 1389.70 1389.70 -43.60 265 3,269 +84
Dec00 000307 1421.80 1456.90 1409.70 1409.70 -44.20 0 2,854 +0
Total Volume and Open Interest 190,377 397,124 +8,060
S & P 500 E-Mini(Globex)
Mar00 000307 1394.50 1404.50 1351.00 1351.75 -43.25 59,860 29,549 -374
Jun00 000307 1412.50 1423.00 1370.25 1370.25 -43.50 366 379 +190
Total Volume and Open Interest 60,226 29,928 -184
NASDAQ 100(CME)
Mar00 000307 4555.00 4570.00 4360.00 4392.50 -105.00 16,134 35,057 -267
Jun00 000307 4640.00 4640.00 4450.00 4455.50 -106.00 1,383 2,325 +521
Sep00 000307 4517.50 4517.50 4516.50 4517.50 -106.00 0 9 +0
Total Volume and Open Interest 17,517 37,391 +254
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000307 4483.5 4570.5 4361.0 4392.5 -105.0 21,491 11,543 +944
Jun00 000307 4560.0 4630.5 4391.5 4455.5 -106.0 253 275 +154
Total Volume and Open Interest 21,744 11,818 +1,098
NYSE Composite(NYBOT)
Mar00 000307 606.50 606.50 586.00 586.30 -18.90 576 1,694 -31
Jun00 000307 607.30 607.30 593.70 593.70 -18.90 347 2,085 +274
Sep00 000307 601.10 601.10 601.10 601.10 -18.90      
Total Volume and Open Interest 0 3,719 +0
S & P Midcap 400(CME)
Mar00 000307 484.00 484.90 474.00 476.50 -5.40 1,877 11,467 -1,129
Jun00 000307 491.50 491.50 482.00 483.00 -5.30 2,133 2,188 +1,300
Sep00 000307 485.80 485.80 484.20 485.80 -5.40      
Total Volume and Open Interest 4,010 13,655 +171
Russell 2000(CME)
Mar00 000307 606.00 607.75 591.75 591.90 -10.10 3,439 13,070 -50
Jun00 000307 615.00 615.00 600.10 600.10 -10.05 1,450 808 +617
Sep00 000307 607.00 607.00 607.00 607.00 -10.10      
Total Volume and Open Interest 4,889 13,878 +567
Value Line(KCBT)
Mar00 000307 994.00 994.00 973.00 974.00 -16.00 31 278 -24
Total Volume and Open Interest 31 281 -24
Nikkei 225(CME)
Mar00 000307 19950 20000 19715 19720 -50 3,469 16,195 -1,195
Jun00 000307 19975 20000 19700 19700 -50 3,415 4,263 +2,301
Total Volume and Open Interest 6,884 20,459 +1,106
Nikkei 225(SIMEX)
Mar00 000307 19720 19970 19715 19950 +135 22,469 84,194 -2,606
Jun00 000307 19700 19915 19660 19890 +150 5,660 40,341 +4,378
Sep00 000307 19870 19870 19870 19870 +150 250 8,978 +200
Total Volume and Open Interest 17,755 113,909 -159
CAC 40(MATIF)
Mar00 000307 6520.0 6600.0 6370.0 6399.0 -129.5 30,018 172,617 +4,362
Apr00 000307 6527.5 6603.5 6461.0 6473.0 -93.5 229 523 +127
May00 000307 6450.5 6450.5 6450.5 6450.5 -110.5      
Total Volume and Open Interest 30,247 223,976 +4,260
DAX Index(EUREX)
Mar00 000307 8039.0 8136.0 7925.5 8063.0 +84.0 53,245 219,668 +11,847
Jun00 000307 8095.0 8191.5 7991.0 8124.0 +85.0 26,851 108,689 +16,888
Sep00 000307 8086.0 8262.0 8079.0 8207.0 +85.5 10 1,349 +0
Total Volume and Open Interest 80,106 329,706 +28,735
FT-SE 100(LIFFE)
Mar00 000307 6502.00 6573.00 6447.00 6462.00 -118.00 35,481 180,897 -5,697
Jun00 000307 6608.00 6628.50 6518.00 6531.00 -116.50 5,494 51,563 +1,309
Sep00 000307 6654.00 6654.00 6600.50 6600.50 -47.00 10 1,190 +0
Total Volume and Open Interest 43,815 233,650 -4,388
SPI 200(SFE)
Mar00 000307 3211.0 3247.0 3206.0 3245.0 +24.0 14,134 0 +0
Jun00 000307 3227.0 3264.0 3224.0 3262.0 +24.0 3,482 0 +0
Sep00 000307 3282.0 3282.0 3282.0 3282.0 +24.0      
Total Volume and Open Interest 17,616 244,852 +3,235
GSCI(CME)
Mar00 000307 226.40 231.60 226.05 231.30 +6.55 1,336 32,789 -869
Apr00 000307 221.00 225.40 221.00 225.40 +6.15 1,232 5,016 +1,002
May00 000307 220.50 220.50 220.50 220.50 +5.60 0 5 +0
Total Volume and Open Interest 2,568 37,825 +133
Bridge CRB Index(NYBOT)
Apr00 000307 213.05 214.30 213.05 213.10 +1.00 151 1,729 +17
Jun00 000307 215.00 215.50 214.60 214.60 +0.95 6 1,120 +2
Aug00 000307 216.70 216.70 215.60 215.60 +0.90 6 549 -1
Total Volume and Open Interest 163 3,399 +18
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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