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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Thu March 09, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar00 000309 509.00 510.00 506.25 507.00 +1.50 4,952 3,041 -681
May00 000309 518.50 520.00 515.50 516.50 +1.00 31,708 77,976 +633
Jul00 000309 529.00 529.50 525.00 525.50 +0.75 6,624 43,609 +591
Aug00 000309 530.00 532.00 527.00 527.00 +1.00 1,043 6,414 +347
Sep00 000309 532.00 532.50 528.00 528.25 +0.25 241 4,339 -111
Nov00 000309 536.00 538.00 533.50 534.00 +1.00 4,473 25,915 +559
Jan01 000309 542.50 544.00 541.50 541.50 +1.50 90 1,950 -24
Total Volume and Open Interest 49,265 164,475 +1,414
Soybean Meal(CBOT)
Mar00 000309 168.50 168.50 167.30 167.30 +0.30 1,965 4,825 -577
May00 000309 169.00 169.10 168.00 168.20 +0.40 9,463 50,812 +574
Jul00 000309 169.90 170.40 169.20 169.50 +0.50 2,267 32,510 -178
Aug00 000309 170.00 170.40 169.40 169.50 +0.50 512 7,031 +100
Sep00 000309 170.00 170.30 169.70 169.70 +0.80 111 4,964 +1
Oct00 000309 169.00 170.20 169.00 169.00 +0.30 154 3,940 +0
Dec00 000309 171.50 172.10 171.00 171.20 +0.20 2,209 9,367 +358
Jan01 000309 172.70 172.70 172.70 172.70 +0.70 1 419 +0
Total Volume and Open Interest 16,682 114,406 +278
Soybean Oil(CBOT)
Mar00 000309 16.15 16.15 15.95 15.95 -0.08 1,312 1,684 -1,334
May00 000309 16.42 16.49 16.22 16.23 -0.14 10,287 52,483 -1,576
Jul00 000309 16.75 16.84 16.55 16.57 -0.12 4,126 32,230 +1,135
Aug00 000309 16.93 16.93 16.71 16.72 -0.12 974 7,578 +535
Sep00 000309 17.03 17.10 16.85 16.86 -0.12 98 6,476 +36
Oct00 000309 17.25 17.25 17.03 17.03 -0.08 49 5,914 -9
Dec00 000309 17.53 17.64 17.40 17.41 -0.09 1,330 15,979 -153
Jan01 000309 17.94 17.94 17.78 17.78 -0.09 0 5,813 +0
Total Volume and Open Interest 18,338 133,539 -1,354
Canola(WCE)
Mar00 000309 254.8 254.8 254.8 254.8 unch      
May00 000309 258.0 258.9 256.1 256.3 -0.2 4,070 34,813 +497
Jul00 000309 262.8 264.1 261.6 261.8 unch 2,745 17,601 -66
Aug00 000309 265.0 266.0 264.5 264.5 +0.2 251 1,694 +171
Sep00 000309 266.8 266.8 266.8 266.8 +0.3 5 522 +5
Total Volume and Open Interest 7,489 61,752 +584
Corn(CBOT)
Mar00 000309 221.00 222.25 220.25 220.50 +1.25 10,562 5,747 -1,767
May00 000309 227.50 229.25 227.00 227.25 +1.00 34,400 198,207 +834
Jul00 000309 236.00 237.75 235.50 235.75 +1.25 13,505 116,669 +362
Sep00 000309 245.00 245.25 243.25 243.25 +1.75 1,446 37,609 +478
Nov00 000309 250.50 250.50 249.00 249.00 +1.50 9 822 +0
Dec00 000309 252.25 254.00 252.25 252.25 +2.00 4,265 79,166 +410
Total Volume and Open Interest 64,559 452,359 +471
Wheat(CBOT)
Mar00 000309 256.00 256.50 254.00 254.25 +2.25 3,601 2,357 -645
May00 000309 265.00 266.75 263.00 263.25 +1.50 11,434 68,192 +136
Jul00 000309 278.00 278.00 274.50 274.75 +1.75 2,558 35,869 +270
Sep00 000309 286.00 287.50 285.00 285.25 +1.75 230 7,203 +106
Dec00 000309 301.00 302.50 299.50 300.25 +1.75 184 11,796 +88
Total Volume and Open Interest 18,169 125,849 +73
Wheat(KCBT)
Mar00 000309 282.00 285.50 282.00 284.00 +4.50 157 211 -122
May00 000309 292.50 295.50 292.00 293.00 +2.75 2,364 29,900 +137
Jul00 000309 304.00 305.75 302.75 303.00 +2.00 1,209 25,015 -9
Sep00 000309 313.00 314.25 311.75 311.75 +2.50 72 2,832 -9
Dec00 000309 324.00 326.25 324.00 325.00 +3.00 40 5,161 +6
Total Volume and Open Interest 3,857 63,468 +9
Wheat(MGE)
Mar00 000309 315.00 315.00 314.00 314.00 +4.00 6 16 -31
May00 000309 325.00 327.00 322.25 323.00 +1.50 1,778 12,104 +72
Jul00 000309 335.00 335.25 331.50 332.50 +1.75 342 6,613 +63
Sep00 000309 343.75 343.75 340.75 342.50 +3.00 303 2,685 -44
Dec00 000309 354.00 354.25 352.00 352.25 +2.00 40 1,185 -3
Total Volume and Open Interest 2,469 22,735 +57
Oats(CBOT)
Mar00 000309 113.50 113.50 112.50 112.50 unch 36 65 -6
May00 000309 118.50 118.75 117.00 117.50 -0.25 308 6,522 -71
Jul00 000309 116.75 117.00 115.25 115.50 -0.25 180 6,895 +17
Sep00 000309 118.75 118.75 118.50 118.50 unch 48 1,321 +9
Total Volume and Open Interest 638 17,749 -21
Rough Rice(CBOT)
Mar00 000309 5.47 5.47 5.44 5.45 -0.01 15 267 -20
May00 000309 5.70 5.75 5.68 5.69 -0.01 156 4,010 +29
Jul00 000309 5.95 5.97 5.92 5.94 +0.02 39 1,361 +19
Sep00 000309 6.69 6.69 6.69 6.69 -0.03 19 296 +12
Total Volume and Open Interest 256 6,562 +52
Live Cattle(CME)
Apr00 000309 72.450 72.750 72.200 72.550 +0.225 18,606 48,335 -2,240
Jun00 000309 69.350 69.425 68.950 69.325 +0.100 6,450 33,946 +1,725
Aug00 000309 69.900 69.975 69.650 69.825 +0.025 4,005 19,362 +1,956
Oct00 000309 72.675 72.675 72.375 72.575 +0.025 799 10,323 +421
Dec00 000309 73.700 73.775 73.550 73.675 -0.025 292 4,467 +78
Feb01 000309 74.900 75.000 74.775 74.850 +0.050 186 2,782 +46
Total Volume and Open Interest 30,936 120,344 +2,516
Feeder Cattle(CME)
Mar00 000309 84.000 84.250 83.650 84.100 +0.275 545 5,592 -89
Apr00 000309 84.400 84.600 84.000 84.325 +0.050 568 5,288 -31
May00 000309 84.700 85.100 84.300 84.700 -0.050 755 7,099 -19
Aug00 000309 86.475 86.700 86.200 86.575 +0.100 322 5,419 +21
Sep00 000309 86.575 86.850 86.500 86.700 -0.200 12 1,480 +9
Oct00 000309 86.700 87.100 86.550 86.800 -0.025 60 1,328 +33
Nov00 000309 87.700 87.975 87.650 87.950 +0.050 41 1,022 +19
Total Volume and Open Interest 2,335 27,544 -25
Lean Hogs(CME)
Apr00 000309 59.500 60.900 59.300 60.750 +1.300 5,384 20,475 -515
Jun00 000309 68.800 70.000 68.650 69.950 +1.025 5,039 17,119 +609
Jul00 000309 66.600 67.450 66.600 67.425 +0.350 719 5,497 +241
Aug00 000309 64.250 64.900 64.100 64.900 +0.375 442 5,205 +15
Oct00 000309 57.800 58.100 57.700 57.900 -0.150 152 2,522 +71
Dec00 000309 55.600 56.000 55.600 55.675 -0.125 162 1,269 +97
Feb01 000309 56.300 56.500 56.300 56.500 -0.050 1 214 +0
Apr01 000309 55.600 56.000 55.600 55.950 -0.050 2 48 +1
Total Volume and Open Interest 11,905 52,358 +520
Pork Bellies(CME)
Mar00 000309 92.850 95.000 92.550 94.750 +1.000 195 994 -112
May00 000309 91.400 93.450 91.175 92.800 +0.600 1,402 4,226 +162
Jul00 000309 88.900 90.350 88.450 89.925 +0.775 147 785 +32
Aug00 000309 85.850 87.000 85.850 86.425 +0.300 25 262 +18
Total Volume and Open Interest 1,769 6,267 +100
Cocoa(NYBOT)
Mar00 000309 840 868 815 819 -10 9 32 -5
May00 000309 870 884 847 852 -10 6,493 37,633 -857
Jul00 000309 895 910 873 878 -7 1,028 19,602 +118
Sep00 000309 920 931 899 903 -8 248 16,609 +110
Dec00 000309 958 967 936 940 -8 305 9,522 -2
Mar01 000309 995 999 975 975 -8 32 7,943 +11
May01 000309 1025 1025 1003 1003 -8 1 4,314 +1
Total Volume and Open Interest 8,116 104,859 -624
Coffee "C"(NYBOT)
Mar00 000309 108.50 109.00 107.20 107.20 -0.20 67 1,393 -89
May00 000309 109.00 110.25 107.25 107.70 -0.30 5,381 30,338 +432
Jul00 000309 111.30 112.50 110.00 110.30 -0.20 1,619 8,198 +360
Sep00 000309 114.50 114.80 113.00 113.10 -0.20 250 5,720 +0
Dec00 000309 117.50 117.50 116.20 116.20 -0.30 214 2,922 +8
Mar01 000309 120.00 121.00 119.30 119.30 -0.40 162 1,024 +83
Total Volume and Open Interest 7,720 49,663 +819
Orange Juice(NYBOT)
Mar00 000309 87.00 88.00 86.10 88.00 +1.00 22 136 -1
May00 000309 83.30 83.40 82.60 83.25 +0.80 419 11,999 +61
Jul00 000309 82.80 82.90 82.50 82.70 +0.55 112 3,306 +34
Sep00 000309 82.25 83.00 82.25 82.35 +0.35 78 1,890 -15
Nov00 000309 83.00 83.00 82.25 82.35 +0.25 26 900 +18
Total Volume and Open Interest 658 19,427 +98
Sugar #11(NYBOT)
May00 000309 5.19 5.21 5.13 5.16 +0.04 14,884 103,425 -2,756
Jul00 000309 5.27 5.29 5.22 5.23 +0.01 4,303 44,890 +178
Oct00 000309 5.68 5.68 5.64 5.65 +0.02 2,395 24,600 +604
Mar01 000309 6.05 6.09 6.03 6.07 +0.04 864 13,577 +216
May01 000309 6.16 6.19 6.16 6.18 +0.04 138 1,734 +26
Total Volume and Open Interest 22,859 191,278 -1,502
London Cocoa(LCE)
Mar00 000309 600 600 591 591 +5 29 638 -4
May00 000309 647 660 634 640 +1 3,358 36,168 -1,261
Jul00 000309 633 645 630 634 +10 1,655 34,876 -333
Sep00 000309 652 661 646 651 +10 299 28,273 -5
Dec00 000309 672 687 672 675 +10 939 22,813 -242
Mar01 000309 699 700 697 697 +10 0 15,343 +0
May01 000309 712 716 712 712 +10 25 9,068 +25
Total Volume and Open Interest 6,305 154,707 -1,820
London Coffee(LCE)
Mar00 000309 989.00 1000.00 989.00 990.00 +2.00 352 526 -149
May00 000309 1010.00 1026.00 1010.00 1013.00 +1.00 5,290 34,632 +194
Jul00 000309 1013.00 1022.00 1006.00 1010.00 -3.00 2,179 14,057 +226
Sep00 000309 1024.00 1025.00 1011.00 1015.00 -6.00 238 4,635 -17
Nov00 000309 1040.00 1040.00 1027.00 1027.00 -8.00 157 2,566 +106
Jan01 000309 1060.00 1060.00 1044.00 1044.00 -9.00 29 797 +7
Total Volume and Open Interest 8,273 57,488 +370
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000309 170.20 172.00 170.20 171.80 +1.50 2,212 22,034 +399
Aug00 000309 174.00 175.20 173.70 174.80 +1.40 397 13,607 -18
Oct00 000309 178.80 178.80 177.40 178.60 +1.80 213 4,820 +140
Dec00 000309 181.00 181.00 181.00 181.00 +0.30 2 118 +2
Total Volume and Open Interest 2,977 41,039 +674
Cotton(NYBOT)
Mar00 000309 61.70 61.70 61.00 61.01 +0.51 56 29 -25
May00 000309 62.75 63.30 62.40 63.01 +0.22 6,892 40,058 +112
Jul00 000309 63.85 64.39 63.67 64.11 +0.19 2,772 16,484 +317
Oct00 000309 62.85 62.95 62.80 62.95 +0.20 23 769 +2
Dec00 000309 62.80 62.90 62.60 62.70 -0.17 1,598 11,138 +16
Mar01 000309 64.00 64.00 63.65 63.65 -0.17 67 537 +63
Total Volume and Open Interest 11,418 69,489 +492
Lumber(CME)
Mar00 000309 328.8 332.3 325.1 326.2 -2.3 248 648 -97
May00 000309 335.8 342.8 335.7 339.9 +3.2 380 1,404 +29
Jul00 000309 339.0 343.8 338.9 343.6 +3.7 56 438 +1
Sep00 000309 336.6 337.8 335.7 337.5 +1.5 6 108 +0
Total Volume and Open Interest 693 2,626 -66
Crude Oil(NYM)
Apr00 000309 31.70 31.99 30.55 31.69 +0.43 91,229 108,721 -2,435
May00 000309 29.95 30.10 28.90 29.96 +0.49 67,072 92,951 +14,245
Jun00 000309 28.45 28.65 27.50 28.65 +0.56 29,193 63,248 -1,044
Jul00 000309 27.45 27.68 26.70 27.68 +0.61 7,139 42,248 +697
Aug00 000309 26.50 26.91 26.05 26.91 +0.64 2,612 24,599 +314
Sep00 000309 26.00 26.23 25.10 26.23 +0.66 1,505 19,073 +151
Oct00 000309 25.42 25.61 24.93 25.61 +0.67 442 17,672 +167
Nov00 000309 25.10 25.10 25.10 25.10 +0.67 332 13,471 -188
Dec00 000309 24.45 24.63 23.76 24.63 +0.67 4,326 39,049 -857
Jan01 000309 23.55 24.22 23.55 24.22 +0.67 317 16,089 -179
Total Volume and Open Interest 206,210 530,059 +11,436
Heating Oil(NYM)
Apr00 000309 76.25 77.05 73.25 76.46 +1.15 21,964 27,310 -4,126
May00 000309 72.50 73.20 69.90 72.85 +0.89 40,949 113,299 -2,907
Jun00 000309 70.00 70.60 67.80 70.60 -0.79 40,949 113,299 -2,907
Jul00 000309 68.40 69.05 66.30 69.05 -0.44 2,016 13,350 +864
Aug00 000309 68.00 68.45 66.40 68.45 -0.09 1,435 6,611 +26
Sep00 000309 68.00 68.35 66.20 68.35 +0.16 129 5,541 +27
Oct00 000309 68.00 68.40 67.00 68.40 +0.26 59 0 -2,707
Nov00 000309 67.75 68.45 66.50 68.45 +0.36 209 2,382 +197
Dec00 000309 66.00 68.50 66.00 68.50 +0.41 1,822 15,539 +1,154
Jan01 000309 66.20 68.30 66.20 68.30 +0.51 207 3,494 +101
Total Volume and Open Interest 40,949 113,299 -2,907
Unleaded Gas(NYM)
Apr00 000309 96.25 99.00 93.80 98.80 +3.62 22,373 35,222 +266
May00 000309 91.00 94.00 88.85 93.54 +2.94 11,315 23,528 +437
Jun00 000309 87.00 88.89 84.40 88.89 +0.79 5,313 18,426 +1,591
Jul00 000309 82.80 84.79 80.00 84.79 +0.79 2,170 8,880 +717
Aug00 000309 80.70 81.14 76.70 81.14 +0.79 914 6,168 -852
Sep00 000309 76.25 77.89 75.00 77.89 +0.79 689 8,407 -13
Oct00 000309 73.00 73.74 71.50 73.74 +0.89 100 2,087 +1
Nov00 000309 70.90 71.44 70.90 71.44 +0.79 22 869 +11
Total Volume and Open Interest 43,547 104,657 +2,176
Natural Gas(NYM)
Apr00 000309 2.710 2.795 2.670 2.786 +0.076 37,539 52,022 -2,103
May00 000309 2.730 2.825 2.700 2.816 +0.069 12,540 29,629 +1,186
Jun00 000309 2.755 2.833 2.725 2.833 +0.063 2,712 20,801 -71
Jul00 000309 2.780 2.846 2.750 2.846 +0.057 2,880 16,890 +121
Aug00 000309 2.810 2.860 2.770 2.859 +0.050 1 14,572 +443
Sep00 000309 2.810 2.861 2.770 2.861 +0.044 1,754 17,855 -32
Oct00 000309 2.840 2.885 2.785 2.885 +0.041 1,468 16,986 -202
Nov00 000309 2.950 3.001 2.905 3.001 +0.039 873 11,942 +156
Total Volume and Open Interest 64,404 283,338 +211
Brent Crude Oil(IPE)
Apr00 000309 29.35 29.90 28.39 29.29 +0.49 34,798 54,144 -3,520
May00 000309 27.85 28.30 26.90 27.75 +0.28 34,724 76,204 +5,510
Jun00 000309 26.75 27.10 25.83 26.74 +0.08 15,469 31,954 +2,317
Jul00 000309 25.95 26.03 25.10 25.87 +0.16 4,730 16,364 -764
Aug00 000309 25.10 25.20 24.45 25.18 +0.22 1,286 9,456 +367
Sep00 000309 24.08 24.65 23.85 24.65 +0.24 103 11,639 +50
Oct00 000309 24.05 24.22 24.05 24.21 +0.25 2,399 12,919 +1,219
Nov00 000309 23.63 23.80 23.63 23.80 +0.27 116 7,100 +0
Total Volume and Open Interest 97,591 283,920 +6,119
Gas Oil(IPE)
Mar00 000309 241.00 243.50 233.00 234.00 -14.75 11,611 14,797 -1,840
Apr00 000309 231.00 233.00 222.50 223.25 -14.50 16,768 27,729 +1,513
May00 000309 225.00 225.00 216.00 217.00 -13.25 4,377 10,615 +848
Jun00 000309 218.00 218.00 210.00 210.50 -13.25 2,044 11,747 +176
Jul00 000309 214.00 214.00 206.25 206.25 -13.00 511 7,825 -170
Aug00 000309 210.50 210.50 204.00 204.00 -12.75 90 4,921 +40
Sep00 000309 202.50 202.50 202.50 202.50 -12.25 1,050 3,751 +550
Oct00 000309 201.25 201.25 201.25 201.25 -11.75 379 1,773 +290
Total Volume and Open Interest 37,957 103,090 +1,565
US Dollar Index(NYBOT)
Mar00 000309 105.79 105.88 105.25 105.41 -0.53 684 3,214 -367
Jun00 000309 105.44 105.67 104.92 105.08 -0.54 1,459 4,898 +823
Sep00 000309 105.12 105.12 104.75 104.75 -0.55 3 7 +2
Total Volume and Open Interest 2,146 8,119 +458
Australian Dollar(IMM)
Mar00 000309 61.30 61.65 61.25 61.52 +0.56 9,191 17,978 -2,980
Jun00 000309 61.38 61.70 61.30 61.58 +0.56 5,410 17,180 +2,479
Sep00 000309 61.64 61.64 61.64 61.64 +0.56 0 4 +0
Total Volume and Open Interest 14,601 35,223 -501
British Pound(IMM)
Mar00 000309 157.98 158.28 157.80 158.12 +0.02 12,958 35,473 -3,033
Jun00 000309 158.02 158.38 157.78 158.14 +0.04 9,306 27,759 +4,457
Sep00 000309 158.20 158.20 158.00 158.20 +0.04 6 19 +0
Total Volume and Open Interest 22,270 63,473 +1,424
Canadian Dollar(IMM)
Mar00 000309 68.62 68.71 68.56 68.59 -0.05 1,560 25,225 -6,280
Jun00 000309 68.76 68.87 68.71 68.74 -0.06 12,978 27,543 +2,663
Sep00 000309 68.95 69.00 68.90 68.90 -0.06 1,640 4,390 +1,602
Dec00 000309 69.10 69.15 69.06 69.06 -0.06 57 1,635 +23
Total Volume and Open Interest 16,270 59,413 -1,974
Japanese Yen(IMM)
Mar00 000309 93.90 94.20 93.73 93.90 +0.39 21,548 68,994 -13,964
Jun00 000309 95.44 95.77 95.22 95.43 +0.39 30,607 50,696 +6,976
Sep00 000309 96.94 96.94 96.94 96.94 +0.39 9 652 -3
Total Volume and Open Interest 52,187 120,637 -6,997
Swiss Franc(IMM)
Mar00 000309 59.87 60.38 59.87 60.23 +0.38 28,018 41,630 -14,659
Jun00 000309 60.48 60.98 60.44 60.82 +0.38 22,270 31,728 +14,615
Sep00 000309 60.97 61.40 60.97 61.35 +0.38 149 134 +53
Total Volume and Open Interest 50,441 73,495 +8
EuroFX(IMM)
Mar00 000309 96.19 96.95 96.12 96.79 +0.63 10,200 40,874 -5,237
Jun00 000309 96.82 97.62 96.74 97.42 +0.63 18,678 33,835 +5,238
Sep00 000309 97.42 98.12 97.42 98.01 +0.63 146 285 +81
Total Volume and Open Interest 29,025 75,026 +82
Mexican Peso(IMM)
Mar00 000309 10773.0 10783.0 10755.0 10763.0 -17.0 2,322 10,698 -1,409
Jun00 000309 10500.0 10510.0 10468.0 10483.0 -15.0 4,360 15,461 +651
Total Volume and Open Interest 6,859 29,431 -837
30-Year T-Bonds(CBOT)
Mar00 000309 94~31 95~21 94~28 95~01 +0~04 19,286 74,357 -11,564
Jun00 000309 94~18 95~10 94~18 94~21 +0~03 170,375 455,171 +15,809
Sep00 000309 94~19 94~27 94~12 94~12 +0~03 149 830 +35
Total Volume and Open Interest 189,850 530,975 +4,290
Municipal Bonds(CBOT)
Mar00 000309 93~13 93~20 93~09 93~11 +0~05 1,614 12,609 -513
Jun00 000309 92~20 93~00 92~19 92~22 +0~06 1,928 8,731 +606
Total Volume and Open Interest 3,542 21,340 +93
10-Year T-Notes(CBOT)
Mar00 000309 96~020 96~140 96~020 96~050 +0~075 15,155 48,572 -13,018
Jun00 000309 95~200 96~050 95~190 95~270 +0~080 92,054 527,638 +2,408
Total Volume and Open Interest 107,209 576,210 -10,610
5-Year T-Notes(CBOT)
Mar00 000309 97~230 97~300 97~230 97~255 +0~050 13,075 66,200 -6,854
Jun00 000309 97~100 97~160 97~095 97~115 +0~050 67,034 368,785 +7,913
Total Volume and Open Interest 80,109 434,985 +1,059
2 Year T-Notes(CBOT)
Mar00 000309 99~004 99~010 99~004 99~008 +0~007 1,959 8,494 -1,155
Jun00 000309 98~104 98~112 98~102 98~105 +0~006 3,326 36,811 +2,226
Total Volume and Open Interest 5,285 45,305 +1,071
3-Mth T-Bills(IMM)
Jun00 000309 94.17 94.18 94.15 94.15 +0.03 65 145 +30
Total Volume and Open Interest 620 2,125 -155
Eurodollars(IMM)
Mar00 000309 93.842 93.848 93.838 93.842 unch 41,580 484,480 -6,851
Jun00 000309 93.450 93.460 93.440 93.445 +0.005 63,116 505,733 +1,821
Sep00 000309 93.180 93.200 93.170 93.180 +0.010 107,766 423,253 -2,361
Dec00 000309 92.970 92.995 92.950 92.960 +0.015 68,329 337,414 -94
Mar01 000309 92.885 92.915 92.870 92.880 +0.020 39,086 287,800 -579
Jun01 000309 92.780 92.815 92.780 92.780 +0.020 22,123 195,195 -1,232
Sep01 000309 92.725 92.755 92.720 92.735 +0.030 16,161 155,978 -982
Dec01 000309 92.660 92.690 92.660 92.670 +0.030 11,527 122,945 +942
Mar02 000309 92.715 92.735 92.710 92.710 +0.025 6,737 109,400 -500
Jun02 000309 92.705 92.720 92.700 92.705 +0.030 5,886 85,384 +440
Sep02 000309 92.710 92.720 92.695 92.700 +0.030 4,251 75,613 -385
Dec02 000309 92.650 92.650 92.635 92.640 +0.030 4,637 68,604 -74
Total Volume and Open Interest 422,976 3,284,849 -5,198
3-Mth Euro-Yen(IMM)
Mar00 000309 99.88 99.88 99.88 99.88 unch 1,401 16,072 -1,018
Jun00 000309 99.81 99.82 99.81 99.82 +0.01 1,327 20,122 +370
Sep00 000309 99.69 99.69 99.69 99.69 -0.02 1,783 12,815 +41
Dec00 000309 99.53 99.53 99.53 99.53 -0.03 1,872 9,006 +1,271
Mar01 000309 99.40 99.40 99.40 99.40 -0.03 778 15,116 +380
Jun01 000309 99.28 99.28 99.27 99.27 -0.03 223 4,460 +40
Sep01 000309 99.11 99.11 99.11 99.11 -0.03 89 8,289 +76
Dec01 000309 98.95 98.95 98.95 98.95 -0.04 0 1,181 +0
Mar02 000309 98.85 98.85 98.85 98.85 unch 0 979 +0
Jun02 000309 98.64 98.64 98.64 98.64 unch 0 79 +0
Total Volume and Open Interest 7,473 88,179 +1,160
3-Mth Euro-Yen(SIMEX)
Jun00 000309 99.81 99.82 99.81 99.81 -0.01 1,842 90,327 -807
Sep00 000309 99.72 99.72 99.68 99.68 -0.04 1,944 77,399 +867
Dec00 000309 99.55 99.56 99.53 99.53 -0.04 1,470 56,289 -1,878
Mar01 000309 99.44 99.44 99.40 99.40 -0.04 759 58,164 +8
Jun01 000309 99.31 99.31 99.28 99.28 -0.04 451 58,005 +454
Sep01 000309 99.15 99.15 99.12 99.12 -0.04 233 45,183 +138
Dec01 000309 98.96 98.96 98.95 98.95 -0.04 1,276 9,687 +501
Mar02 000309 98.82 98.82 98.82 98.82 -0.04 1,100 3,221 +8
Total Volume and Open Interest 11,988 511,351 -235
German Euro-Bund(EUREX)
Mar00 000308 104.23 104.40 104.02 104.10 +0.01 435,434 276,597 -118,310
Jun00 000309 103.24 104.33 103.24 104.31 +1.02 441,581 487,169 +114,736
Sep00 000309 103.16 103.73 103.16 103.73 +1.01 701 3,981 +1,746
Total Volume and Open Interest 500,581 491,150 -160,115
German Euro-Bobl(EUREX)
Mar00 000308 103.53 103.60 103.49 103.58 +0.11 218,435 188,320 -59,292
Jun00 000309 102.80 103.31 102.80 103.28 +0.43 196,657 289,776 +51,544
Sep00 000309 102.88 102.88 102.88 102.88 +0.43 0 3,435 +1,174
Total Volume and Open Interest 229,969 293,211 -135,602
Long Gilt(LIFFE)
Mar00 000309 113~27 113~27 113~16 113~25 +0~12 2,854 12,373 -94
Jun00 000309 113~07 113~16 113~02 113~12 +0~13 21,392 59,422 +1,600
Total Volume and Open Interest 24,246 71,795 +1,506
3-Mth Short Sterling(LIFFE)
Mar00 000309 93.74 93.77 93.72 93.76 +0.03 22,812 164,332 +1,549
Jun00 000309 93.50 93.52 93.47 93.49 unch 23,409 183,125 -5,723
Sep00 000309 93.38 93.38 93.32 93.34 -0.02 27,558 172,780 +6,266
Total Volume and Open Interest 103,086 863,458 +3,151
3-Mth Euribor(LIFFE)
Mar00 000309 96.310 96.310 96.270 96.275 -0.035 67,277 313,805 +3,663
Jun00 000309 95.860 95.900 95.830 95.890 +0.035 66,353 281,549 +2,965
Sep00 000309 95.555 95.615 95.535 95.605 +0.060 52,596 267,194 +5,835
Total Volume and Open Interest 259,674 1,405,369 +20,727
3-Mth Aus T-Bills(SFE)
Mar00 000309 94.15 94.18 94.12 94.15 -0.03 4,788 0 +0
Jun00 000309 93.80 93.81 93.72 93.77 -0.02 17,103 222,213 +222,213
Sep00 000309 93.44 93.45 93.36 93.40 -0.04 3,478 66,779 +66,779
Dec00 000309 93.21 93.22 93.13 93.16 -0.05 30 32,433 +32,433
Mar01 000309 93.03 93.04 92.96 92.98 -0.06 1,640 18,832 +18,832
Jun01 000309 92.87 92.91 92.81 92.83 -0.06 30 13,179 +13,179
Sep01 000309 92.69 92.71 92.69 92.71 -0.07 733 9,020 +9,020
Dec01 000309 92.57 92.60 92.57 92.59 -0.09 400 5,674 +5,674
Mar02 000309 92.50 92.52 92.50 92.52 -0.08 130 4,433 +4,433
Jun02 000309 92.43 92.46 92.43 92.46 -0.07 49 2,005 +2,005
Total Volume and Open Interest 28,640 379,449 -196,843
10-Year Aus T-Bonds(SFE)
Mar00 000309 93.29 93.35 93.21 93.28 unch 12,756 0 +0
Jun00 000309 93.25 93.26 93.17 93.18 -0.05 2,108 0 +0
Total Volume and Open Interest 14,864 353,463 +929
3-Year Aus T-Bonds(SFE)
Mar00 000309 93.53 93.55 93.43 93.48 -0.06 10,398 0 -698,319
Jun00 000309 93.29 93.30 93.19 93.22 -0.06 7,194 0 -17,867
Total Volume and Open Interest 17,592 737,141 +20,955
Gold(CMX)
Apr00 000309 290.5 293.0 290.0 292.7 +2.3 23,098 68,242 -1,161
Jun00 000309 293.0 296.0 292.7 295.4 +2.4 2,163 24,111 -114
Aug00 000309 296.2 298.0 296.2 298.0 +2.4 133 12,626 +32
Oct00 000309 300.9 300.9 300.6 300.6 +2.4 0 3,805 +0
Dec00 000309 303.3 303.5 301.5 303.2 +2.4 152 20,036 +15
Feb01 000309 304.8 305.4 304.8 305.4 +2.4 104 6,336 +5
Total Volume and Open Interest 25,762 160,212 -1,150
Silver(CMX)
Mar00 000309 505.5 511.5 505.5 509.7 +2.0 244 1,182 -408
May00 000309 509.5 515.5 507.5 514.0 +1.5 3,822 53,180 +80
Jul00 000309 513.0 518.5 511.5 517.4 +1.5 69 7,730 +10
Sep00 000309 518.0 523.0 518.0 520.6 +1.5 34 2,159 +21
Dec00 000309 521.5 525.0 521.0 522.9 +1.5 20 5,989 +19
Total Volume and Open Interest 4,196 74,156 -273
Platinum(NYM)
Apr00 000309 466.2 472.5 462.0 468.5 +0.3 426 7,246 -195
Jul00 000309 460.0 464.5 457.0 462.5 +0.8 58 1,244 +9
Oct00 000309 453.5 453.5 453.5 453.5 +0.8      
Jan01 000309 446.5 446.5 446.5 446.5 +0.8      
Total Volume and Open Interest 484 8,569 -186
Palladium(NYME)
Mar00 000309 720.00 720.00 694.50 694.50 -10.20 0 21 -1
Jun00 000309 702.85 702.85 675.25 687.00 -17.70 98 2,281 +19
Sep00 000309 680.00 680.00 680.00 680.00 -16.70 6 44 +2
Total Volume and Open Interest 104 2,346 +20
Copper(CMX)
Mar00 000309 78.05 78.85 78.00 78.85 +1.00 413 1,277 -100
May00 000309 79.20 79.95 78.70 79.90 +0.95 8,197 38,097 +282
Jul00 000309 80.00 80.85 79.85 80.80 +0.95 272 6,853 -2
Sep00 000309 80.80 81.60 80.70 81.60 +0.95 149 4,789 +66
Dec00 000309 81.90 82.45 81.70 82.45 +0.95 15 3,905 +7
Total Volume and Open Interest 9,177 67,068 +316
DJIA Index(CBOT)
Mar00 000309 9860 10050 9735 10039 +184 31,966 27,310 +8,557
Jun00 000309 9940 10160 9850 10157 +185 3,110 3,192 +1,687
Sep00 000309 10282 10282 10282 10282 +186 3 516 -2
Dec00 000309 10250 10419 10200 10419 +190 3 1,164 +1
Total Volume and Open Interest 35,082 32,182 +10,243
S & P 500(CME)
Mar00 000309 1367.00 1405.00 1359.00 1404.20 +38.00 156,942 218,041 -48,048
Jun00 000309 1385.00 1423.00 1376.50 1422.50 +38.40 16,950 190,671 +42,805
Sep00 000309 1426.20 1443.00 1398.40 1441.70 +38.30 0 3,862 +74
Dec00 000309 1452.40 1462.70 1418.40 1462.70 +39.30 0 2,878 +0
Total Volume and Open Interest 173,893 415,741 -5,167
S & P 500 E-Mini(Globex)
Mar00 000309 1367.00 1405.00 1357.50 1404.25 +38.00 73,911 30,916 -340
Jun00 000309 1384.25 1423.50 1376.75 1422.50 +38.50 981 1,194 +171
Total Volume and Open Interest 74,892 32,110 -169
NASDAQ 100(CME)
Mar00 000309 4450.00 4615.00 4375.50 4608.00 +150.50 28,772 35,206 -17
Jun00 000309 4520.00 4680.00 4440.00 4671.00 +149.50 5,032 8,172 +4,898
Sep00 000309 4736.00 4736.00 4736.00 4736.00 +150.50 1 9 +0
Total Volume and Open Interest 33,805 43,387 +4,881
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000309 4457.0 4615.0 4376.5 4608.0 +150.5 26,906 11,513 -18
Jun00 000309 4511.5 4680.0 4439.5 4671.0 +149.5 628 432 +95
Total Volume and Open Interest 27,534 11,945 +77
NYSE Composite(NYBOT)
Mar00 000309 591.75 605.25 588.50 604.90 +13.80 1,171 1,452 -116
Jun00 000309 598.75 612.25 596.00 612.00 +13.80 320 2,155 +42
Sep00 000309 619.10 619.10 619.10 619.10 +13.80      
Total Volume and Open Interest 0 3,719 +0
S & P Midcap 400(CME)
Mar00 000309 475.00 487.00 473.50 484.85 +9.20 1,080 8,944 -1,500
Jun00 000309 482.50 491.50 480.00 491.50 +9.15 618 5,795 +2,280
Sep00 000309 494.30 494.30 494.30 494.30 +9.15      
Total Volume and Open Interest 1,698 14,739 +780
Russell 2000(CME)
Mar00 000309 595.50 611.00 590.00 610.95 +15.00 594 10,852 -1,420
Jun00 000309 605.80 619.50 599.50 619.15 +14.95 492 3,273 +1,350
Sep00 000309 626.05 626.05 626.05 626.05 +14.95      
Total Volume and Open Interest 1,086 14,125 -70
Value Line(KCBT)
Mar00 000309 982.00 998.00 977.00 998.00 +17.00 52 290 -2
Total Volume and Open Interest 53 294 -1
Nikkei 225(CME)
Mar00 000309 19550 19850 19550 19830 -25 4,133 12,559 -2,491
Jun00 000309 19650 19810 19575 19810 -25 3,957 8,905 +2,919
Total Volume and Open Interest 8,090 21,466 +428
Nikkei 225(SIMEX)
Jun00 000309 19760 19855 19585 19680 -35 29,523 81,538 +22,646
Sep00 000309 19660 19660 19660 19660 -35 0 8,978 +0
Dec00 000309 19640 19640 19640 19640 -35 0 1,001 +0
Total Volume and Open Interest 16,673 114,406 +278
CAC 40(MATIF)
Mar00 000309 6417.0 6520.0 6330.0 6520.0 +104.0 49,199 166,831 -3,923
Apr00 000309 6437.0 6474.0 6384.5 6471.0 +55.5 844 1,752 +478
May00 000309 6440.0 6440.0 6440.0 6440.0 +84.5 0 3 +3
Total Volume and Open Interest 59,169 227,129 +4,098
DAX Index(EUREX)
Mar00 000309 8057.0 8075.0 7881.5 7967.0 -13.0 70,079 258,729 +19,306
Jun00 000309 8118.0 8133.5 7946.0 8027.0 -13.0 29,374 159,294 +24,387
Sep00 000309 8108.0 8108.0 8108.0 8108.0 -14.5 21 1,385 +29
Total Volume and Open Interest 99,474 419,408 +43,722
FT-SE 100(LIFFE)
Mar00 000309 6428.00 6562.00 6427.00 6551.00 +127.00 46,925 152,535 -15,060
Jun00 000309 6483.00 6619.50 6483.00 6619.50 +128.50 11,372 69,157 +6,475
Sep00 000309 6689.00 6689.00 6689.00 6689.00 +127.00 7 1,190 +0
Total Volume and Open Interest 58,304 222,882 -8,585
SPI 200(SFE)
Mar00 000309 3231.0 3240.0 3198.0 3210.0 -17.0 9,331 0 +0
Jun00 000309 3251.0 3258.0 3215.0 3226.0 -19.0 1,148 0 +0
Sep00 000309 3247.0 3247.0 3247.0 3247.0 -17.0 22 0 +0
Total Volume and Open Interest 10,501 245,008 +3,195
GSCI(CME)
Mar00 000309 222.00 223.05 217.60 223.05 +2.65 5,233 24,154 -3,971
Apr00 000309 216.50 217.20 211.90 217.20 +2.30 5,257 13,770 +4,186
May00 000309 212.40 212.40 210.00 212.40 +1.40 0 5 +0
Total Volume and Open Interest 10,495 37,949 +220
Bridge CRB Index(NYBOT)
Apr00 000309 212.90 213.00 211.50 211.75 -0.50 182 1,611 -111
Jun00 000309 213.70 213.70 213.00 213.00 -0.75 10 1,123 +1
Aug00 000309 213.60 213.75 213.60 213.75 -1.00 0 550 +0
Total Volume and Open Interest 192 3,285 -110
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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