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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 14, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Mar00 000314 514.00 520.00 513.25 520.00 +6.75 1,364 788 -804
May00 000314 523.00 531.00 523.00 530.00 +7.00 46,265 77,316 -572
Jul00 000314 533.00 540.50 532.00 539.75 +8.25 10,576 45,189 +1,797
Aug00 000314 535.00 543.00 535.00 541.50 +7.75 452 6,689 +78
Sep00 000314 535.50 544.00 535.00 542.50 +8.00 176 4,629 +54
Nov00 000314 541.00 550.00 540.50 548.75 +9.00 4,306 27,746 +483
Jan01 000314 548.00 557.00 548.00 556.00 +9.00 217 2,249 +205
Total Volume and Open Interest 63,479 165,979 +1,331
Soybean Meal(CBOT)
Mar00 000314 171.80 173.20 171.40 171.90 +0.30 2,556 858 -1,225
May00 000314 171.40 173.50 171.00 172.50 +1.20 23,502 54,210 +2,732
Jul00 000314 172.50 174.30 172.20 173.90 +1.50 5,922 35,137 +1,456
Aug00 000314 172.50 174.40 172.30 174.00 +1.60 1,032 7,215 +133
Sep00 000314 172.50 174.50 172.50 173.90 +1.50 468 4,780 -96
Oct00 000314 173.50 173.80 172.50 173.70 +1.50 750 4,470 +345
Dec00 000314 174.00 176.50 174.00 175.50 +1.30 1,922 10,323 +41
Jan01 000314 175.20 176.80 175.20 176.20 +2.00 531 778 +199
Total Volume and Open Interest 36,687 118,312 +3,585
Soybean Oil(CBOT)
Mar00 000314 16.35 16.64 16.35 16.57 +0.36 271 288 -243
May00 000314 16.57 17.09 16.53 17.02 +0.55 9,850 50,412 -349
Jul00 000314 16.92 17.43 16.87 17.39 +0.56 3,836 34,698 +751
Aug00 000314 17.05 17.55 17.05 17.55 +0.58 464 7,395 -9
Sep00 000314 17.28 17.75 17.28 17.69 +0.55 140 6,814 +6
Oct00 000314 17.49 17.82 17.49 17.82 +0.51 231 6,322 +113
Dec00 000314 17.78 18.24 17.75 18.22 +0.57 1,697 17,264 +258
Jan01 000314 18.35 18.55 18.25 18.55 +0.53 519 7,850 +257
Total Volume and Open Interest 17,464 137,130 +1,112
Canola(WCE)
Mar00 000314 255.7 255.7 255.7 255.7 +1.9      
May00 000314 257.8 264.5 257.8 264.4 +6.9 2,437 33,847 +151
Jul00 000314 263.0 269.9 263.0 269.6 +6.6 2,199 18,832 +699
Aug00 000314 270.9 272.4 270.8 271.9 +5.9 265 1,964 +75
Sep00 000314 274.0 274.0 274.0 274.0 +6.0 15 537 +15
Total Volume and Open Interest 5,253 63,744 +1,186
Corn(CBOT)
Mar00 000314 224.75 229.00 224.75 228.75 +5.25 3,838 1,642 -1,874
May00 000314 231.50 238.25 231.50 238.00 +7.25 55,543 189,909 -6,540
Jul00 000314 239.50 247.50 239.50 246.25 +7.00 23,246 122,188 +4,797
Sep00 000314 247.50 253.50 247.50 253.25 +6.75 2,908 39,412 +580
Nov00 000314 253.75 258.50 253.75 258.50 +6.00 26 852 +16
Dec00 000314 256.75 262.00 256.50 261.75 +6.00 12,214 83,876 +2,667
Total Volume and Open Interest 99,132 453,376 +168
Wheat(CBOT)
Mar00 000314 256.00 259.50 256.00 259.50 +5.75 265 437 -142
May00 000314 265.00 271.75 265.00 271.00 +7.50 7,456 66,591 -761
Jul00 000314 276.00 283.25 275.50 282.25 +7.50 2,787 37,404 +416
Sep00 000314 286.00 293.00 286.00 292.75 +7.75 132 7,263 -25
Dec00 000314 302.25 308.00 301.00 307.75 +8.00 264 12,193 +20
Total Volume and Open Interest 10,960 124,534 -442
Wheat(KCBT)
Mar00 000314 284.00 290.25 284.00 290.25 +7.75 42 118 -38
May00 000314 292.50 300.00 292.50 299.00 +7.50 1,854 29,223 -113
Jul00 000314 303.00 310.25 303.00 309.50 +7.50 1,126 24,703 -206
Sep00 000314 314.50 318.00 314.00 318.00 +6.00 49 2,854 +31
Dec00 000314 325.00 332.00 325.00 332.00 +7.50 311 5,957 +190
Total Volume and Open Interest 3,413 63,285 -106
Wheat(MGE)
Mar00 000314 312.00 312.00 312.00 312.00 unch      
May00 000314 323.50 330.50 323.25 329.25 +6.50 901 12,026 -137
Jul00 000314 333.50 340.75 333.50 339.75 +7.00 277 6,612 -11
Sep00 000314 343.00 350.00 343.00 348.00 +6.25 50 2,557 -24
Dec00 000314 354.50 361.00 354.50 360.75 +8.25 22 1,285 +22
Total Volume and Open Interest 1,250 22,617 -151
Oats(CBOT)
Mar00 000314 115.50 115.50 113.75 113.75 -0.75 13 31 +0
May00 000314 119.00 120.25 118.75 120.00 +1.75 807 6,072 -150
Jul00 000314 117.25 119.00 117.25 118.75 +2.25 486 7,167 +85
Sep00 000314 121.00 121.50 120.50 121.50 +1.50 55 1,346 +21
Total Volume and Open Interest 1,800 17,812 +217
Rough Rice(CBOT)
Mar00 000314 5.58 5.58 5.58 5.58 +0.04 8 82 -212
May00 000314 5.74 5.80 5.68 5.79 +0.05 453 4,186 -31
Jul00 000314 5.99 6.04 5.95 6.04 +0.04 51 1,428 +31
Sep00 000314 6.62 6.69 6.62 6.69 +0.08 7 328 +3
Total Volume and Open Interest 568 6,704 -196
Live Cattle(CME)
Apr00 000314 72.600 72.700 72.300 72.475 +0.025 6,534 45,857 -1,220
Jun00 000314 69.400 69.500 69.075 69.250 -0.075 3,920 38,070 +1,482
Aug00 000314 69.700 69.700 69.275 69.325 -0.225 1,305 20,590 +305
Oct00 000314 72.375 72.450 72.100 72.150 -0.125 758 10,788 +197
Dec00 000314 73.500 73.600 73.275 73.300 -0.150 128 4,492 -31
Feb01 000314 74.850 74.850 74.500 74.525 -0.225 45 2,867 +23
Total Volume and Open Interest 12,932 124,238 +996
Feeder Cattle(CME)
Mar00 000314 83.900 83.950 83.400 83.425 -0.425 455 4,950 -320
Apr00 000314 83.975 84.150 83.375 83.425 -0.500 644 5,382 +113
May00 000314 84.200 84.375 83.400 83.500 -0.750 629 7,487 +152
Aug00 000314 86.050 86.225 85.600 85.700 -0.525 231 5,475 +46
Sep00 000314 86.550 86.550 86.000 86.125 -0.375 17 1,506 +11
Oct00 000314 86.650 86.800 86.250 86.425 -0.325 22 1,341 +12
Nov00 000314 87.675 87.725 87.150 87.500 -0.300      
Total Volume and Open Interest 2,042 27,560 -18
Lean Hogs(CME)
Apr00 000314 61.800 62.300 61.700 62.250 +0.350 5,752 19,655 -905
Jun00 000314 71.000 71.375 70.550 71.150 -0.025 4,802 20,994 +1,163
Jul00 000314 68.225 68.750 67.900 68.675 +0.125 575 5,690 -85
Aug00 000314 65.200 65.600 64.800 65.400 +0.025 802 5,286 -58
Oct00 000314 58.350 58.550 57.700 58.500 +0.025 317 2,719 +60
Dec00 000314 56.475 56.500 55.700 56.400 +0.250 207 1,431 +53
Feb01 000314 56.150 56.800 55.000 56.700 -0.050 5 220 +0
Apr01 000314 55.700 56.300 55.700 56.300 -0.050 0 54 +0
Total Volume and Open Interest 12,462 56,059 +229
Pork Bellies(CME)
Mar00 000314 94.600 95.000 93.850 94.500 -0.300 94 691 -34
May00 000314 93.350 93.675 92.250 92.300 -1.050 895 4,431 +43
Jul00 000314 90.350 90.650 89.500 89.800 -0.275 69 820 +4
Aug00 000314 87.300 87.550 86.500 86.725 +0.025 8 283 +2
Total Volume and Open Interest 1,066 6,225 +15
Cocoa(NYBOT)
Mar00 000314 873 880 842 880 +20 10 25 +25
May00 000314 885 886 866 883 +14 3,423 36,024 +36,024
Jul00 000314 904 910 892 909 +17 1,001 19,713 +19,713
Sep00 000314 928 935 921 935 +17 106 16,803 +16,803
Dec00 000314 964 971 955 971 +18 79 9,353 +9,353
Mar01 000314 996 1006 995 1006 +16 0 7,951 +7,951
May01 000314 1033 1033 1033 1033 +15 350 4,390 +4,390
Total Volume and Open Interest 4,969 103,681 +103,681
Coffee "C"(NYBOT)
Mar00 000314 106.50 106.50 102.25 102.55 -3.45 91 1,118 +1,118
May00 000314 107.00 107.50 102.30 102.75 -3.65 3,169 30,979 +30,979
Jul00 000314 109.75 109.75 105.10 105.75 -3.25 655 8,416 +8,416
Sep00 000314 112.50 112.50 108.00 108.50 -3.50 301 5,877 +5,877
Dec00 000314 115.70 115.75 111.75 111.75 -3.45 99 2,957 +2,957
Mar01 000314 118.25 118.25 114.85 114.85 -3.45 72 1,089 +1,089
Total Volume and Open Interest 4,387 50,509 +43,756
Orange Juice(NYBOT)
May00 000314 83.15 84.10 82.60 84.00 +1.10 463 12,315 +119
Jul00 000314 82.60 83.50 82.25 83.40 +0.85 92 3,277 -157
Sep00 000314 82.50 83.40 82.50 83.40 +0.85 42 1,896 -1
Nov00 000314 82.70 83.20 82.60 83.20 +0.60 41 894 -22
Jan01 000314 82.90 83.20 82.75 83.20 +0.60 4 628 +1
Total Volume and Open Interest 670 19,757 -163
Sugar #11(NYBOT)
May00 000314 5.39 5.39 5.17 5.28 -0.14 21,174 96,982 -6,851
Jul00 000314 5.40 5.41 5.28 5.31 -0.11 6,266 48,195 +2,545
Oct00 000314 5.83 5.83 5.67 5.68 -0.15 2,577 26,224 +1,222
Mar01 000314 6.19 6.20 6.00 6.03 -0.14 593 13,794 -10
May01 000314 6.27 6.27 6.14 6.14 -0.14 7 1,865 +1
Total Volume and Open Interest 30,744 191,339 -3,056
London Cocoa(LCE)
Mar00 000314 595 598 595 597 +15 8 54 +0
May00 000314 639 654 639 647 +17 920 34,233 -237
Jul00 000314 635 649 634 642 +15 1,312 34,792 +220
Sep00 000314 653 667 653 661 +16 136 28,236 -9
Dec00 000314 680 697 679 687 +17 177 23,001 +14
Mar01 000314 709 709 709 709 +17 23 15,332 +16
May01 000314 724 724 724 724 +17 120 9,010 -15
Total Volume and Open Interest 2,696 152,186 -11
London Coffee(LCE)
Mar00 000314 969.00 970.00 965.00 965.00 +8.00 50 370 -46
May00 000314 990.00 1001.00 986.00 991.00 +6.00 1,256 34,301 -119
Jul00 000314 992.00 1001.00 987.00 989.00 +7.00 1,156 15,059 +271
Sep00 000314 992.00 1006.00 990.00 995.00 +6.00 112 4,961 +40
Nov00 000314 1010.00 1016.00 1005.00 1006.00 +4.00 3 2,797 +4
Jan01 000314 1029.00 1029.00 1023.00 1023.00 +4.00 17 833 +4
Total Volume and Open Interest 2,607 58,704 +167
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000314 174.90 176.00 172.80 173.50 -1.00 2,943 21,315 -1,032
Aug00 000314 178.20 178.90 175.40 176.20 -1.20 715 13,662 -84
Oct00 000314 181.50 181.50 179.40 179.80 -1.10 187 5,092 +147
Dec00 000314 182.50 182.50 182.50 182.50 -1.70 4 117 -1
Total Volume and Open Interest 3,873 40,892 -970
Cotton(NYBOT)
May00 000314 63.00 63.80 62.75 63.36 +0.15 7,016 41,073 +47
Jul00 000314 64.30 64.95 64.10 64.50 +0.10 3,484 17,843 +613
Oct00 000314 63.15 64.20 63.15 64.05 +0.87 23 791 +0
Dec00 000314 62.80 64.00 62.75 63.73 +0.91 1,596 11,602 +229
Mar01 000314 64.10 64.80 64.10 64.63 +0.73 155 694 +80
May01 000314 65.00 65.10 65.00 65.10 +0.70 11 261 +0
Total Volume and Open Interest 12,298 72,506 +969
Lumber(CME)
Mar00 000314 328.1 330.7 327.2 329.8 +2.5 156 358 -83
May00 000314 342.5 344.2 340.6 342.3 +0.7 219 1,656 +37
Jul00 000314 345.2 345.4 343.8 344.9 -0.4 28 477 +4
Sep00 000314 338.1 339.3 338.0 338.8 unch 0 113 +0
Total Volume and Open Interest 403 2,633 -42
Crude Oil(NYM)
Apr00 000314 31.84 31.95 31.20 31.69 -0.33 47,679 99,363 -4,722
May00 000314 29.91 30.00 29.50 29.72 -0.28 38,510 109,666 +6,133
Jun00 000314 28.35 28.40 28.10 28.32 -0.13 10,652 62,246 -1,009
Jul00 000314 27.30 27.40 27.10 27.32 -0.07 4,743 42,055 +64
Aug00 000314 26.57 26.60 26.35 26.60 -0.01 526 24,098 +85
Sep00 000314 25.83 25.98 25.74 25.98 +0.05 2,470 18,673 +284
Oct00 000314 25.25 25.41 25.20 25.41 +0.11 220 17,708 +43
Nov00 000314 24.80 24.96 24.75 24.96 +0.14 977 13,884 +333
Dec00 000314 24.30 24.53 24.24 24.53 +0.17 2,958 39,729 +1,275
Jan01 000314 23.94 24.13 23.80 24.13 +0.18 204 16,764 +76
Total Volume and Open Interest 109,391 538,476 +2,653
Heating Oil(NYM)
Apr00 000314 75.00 75.50 73.40 73.68 -1.77 10,194 25,590 -419
May00 000314 71.35 71.85 70.10 70.47 -1.40 18,163 112,319 -17
Jun00 000314 69.10 69.25 67.95 68.32 -1.10 18,163 112,319 -17
Jul00 000314 67.85 67.85 66.80 67.07 -0.80 415 13,535 -96
Aug00 000314 67.25 67.25 66.30 66.72 -0.55 161 6,238 +8
Sep00 000314 67.25 67.50 66.50 66.77 -0.45 105 5,632 +23
Oct00 000314 66.70 67.35 66.50 66.92 -0.35 57 2,772 +1
Nov00 000314 66.50 67.10 66.50 67.07 -0.30 66 2,451 +10
Dec00 000314 67.50 67.50 66.60 67.22 -0.20 497 15,312 +96
Jan01 000314 67.00 67.20 67.00 67.12 -0.10 14 3,549 +8
Total Volume and Open Interest 18,163 112,319 -17
Unleaded Gas(NYM)
Apr00 000314 98.80 99.00 95.85 96.79 -2.32 13,442 31,480 -255
May00 000314 92.10 92.20 89.80 90.25 -1.91 9,753 25,909 +294
Jun00 000314 87.25 87.25 85.30 85.65 -1.26 3,760 18,678 -695
Jul00 000314 82.80 83.00 81.90 81.95 -0.76 846 8,960 +65
Aug00 000314 79.25 79.25 78.45 78.45 -0.66 265 6,492 -7
Sep00 000314 76.00 76.20 75.40 75.40 -0.46 302 8,622 +108
Oct00 000314 71.80 71.90 71.20 71.40 -0.31      
Nov00 000314 67.80 69.20 67.80 69.20 -0.21 30 0 -892
Total Volume and Open Interest 28,409 104,236 -481
Natural Gas(NYM)
Apr00 000314 2.850 2.860 2.790 2.809 -0.051 23,675 53,685 +3,182
May00 000314 2.865 2.880 2.815 2.834 -0.048 10,318 34,027 +1,558
Jun00 000314 2.885 2.890 2.840 2.852 -0.040 4,200 21,998 +845
Jul00 000314 2.900 2.905 2.850 2.870 -0.032 2,416 17,756 +240
Aug00 000314 2.905 2.905 2.870 2.887 -0.025 2,211 15,085 +265
Sep00 000314 2.905 2.910 2.870 2.890 -0.022 2,880 18,504 +575
Oct00 000314 2.920 2.930 2.895 2.913 -0.019 2,216 17,273 +317
Nov00 000314 3.035 3.045 3.010 3.030 -0.016 424 12,228 -17
Total Volume and Open Interest 52,989 294,856 +6,753
Brent Crude Oil(IPE)
Apr00 000314 29.00 29.13 28.20 28.34 -0.61 20,732 40,760 -3,943
May00 000314 27.60 27.71 27.09 27.30 -0.14 20,175 77,373 +6,964
Jun00 000314 26.48 26.60 26.15 26.40 +0.10 10,459 32,799 +1,869
Jul00 000314 25.58 25.70 25.34 25.60 +0.10 1,814 16,507 +821
Aug00 000314 25.04 25.04 24.75 25.00 +0.20 696 10,351 +378
Sep00 000314 24.46 24.51 24.30 24.51 +0.25 278 11,995 +275
Oct00 000314 23.99 24.09 23.92 24.09 +0.23 41 12,799 +0
Nov00 000314 23.62 23.70 23.44 23.70 +0.50 73 7,109 -18
Total Volume and Open Interest 55,006 274,410 +6,425
Gas Oil(IPE)
Apr00 000314 223.50 225.00 217.75 218.25 -4.50 10,553 28,287 +840
May00 000314 218.00 219.00 212.00 213.00 -4.25 3,573 13,147 +1,642
Jun00 000314 212.75 213.75 207.75 208.50 -3.25 876 11,841 -173
Jul00 000314 207.75 208.00 204.25 204.25 -4.50 250 7,793 +141
Aug00 000314 204.75 204.75 202.25 202.25 -4.25 0 5,021 +0
Sep00 000314 201.25 201.25 201.25 201.25 -3.50 0 3,751 +0
Oct00 000314 204.50 204.50 200.25 200.25 -3.00 0 1,773 +0
Nov00 000314 199.75 199.75 199.75 199.75 -2.50 135 1,556 +0
Total Volume and Open Interest 15,565 91,359 +2,157
US Dollar Index(NYBOT)
Jun00 000314 105.26 105.50 104.88 104.95 -0.27 4,787 5,197 -762
Sep00 000314 104.90 105.00 104.62 104.62 -0.28 3 8 +2
Dec00 000314 104.29 104.29 104.29 104.29 -0.29      
Total Volume and Open Interest 6,344 6,406 -1,527
Australian Dollar(IMM)
Jun00 000314 61.55 61.78 61.30 61.65 -0.01 6 20,616 +45
Sep00 000314 61.70 61.70 61.65 61.70 -0.01 0 4 +0
Dec00 000314 61.50 61.76 61.50 61.76 -0.01 0 49 -3
Total Volume and Open Interest 954 33,353 -456
British Pound(IMM)
Jun00 000314 157.12 157.80 157.00 157.72 -0.14 4,467 41,141 -316
Sep00 000314 157.00 157.78 157.00 157.78 -0.14 0 20 +0
Dec00 000314 157.90 157.90 157.20 157.90 -0.14 3 224 +2
Total Volume and Open Interest 487 69,915 -1,172
Canadian Dollar(IMM)
Jun00 000314 68.59 68.60 68.37 68.41 -0.16 35 39,597 +3,475
Sep00 000314 68.71 68.72 68.50 68.57 -0.15 68 5,854 +31
Dec00 000314 68.80 68.82 68.73 68.73 -0.15 79 1,641 -9
Mar01 000314 68.89 69.05 68.89 68.89 -0.15 0 528 +0
Total Volume and Open Interest 3,674 61,138 +1,205
Japanese Yen(IMM)
Jun00 000314 96.93 97.15 96.67 96.73 +0.47 5,657 69,705 +1,892
Sep00 000314 98.70 98.70 98.28 98.28 +0.47 3 758 +1
Dec00 000314 99.91 99.91 99.91 99.91 +0.47 2 346 +1
Total Volume and Open Interest 6,482 127,285 -2,695
Swiss Franc(IMM)
Jun00 000314 60.26 60.63 60.12 60.57 +0.13 93 46,368 +1,799
Sep00 000314 61.10 61.13 60.65 61.10 +0.13 66 168 +33
Dec00 000314 61.63 61.63 61.63 61.63 +0.13 0 3 +0
Total Volume and Open Interest 809 75,950 +652
EuroFX(IMM)
Jun00 000314 96.79 97.44 96.55 97.33 +0.25 17,860 52,149 +3,443
Sep00 000314 97.80 97.96 97.36 97.92 +0.25 156 480 +45
Dec00 000314 98.51 98.52 98.51 98.51 +0.25 0 32 +0
Total Volume and Open Interest 20,657 78,566 +2,194
Mexican Peso(IMM)
Mar00 000313 10640.0 10670.0 10640.0 10650.0 -78.0 341 7,827 -1,306
Jun00 000314 10450.0 10480.0 10440.0 10448.0 -15.0 6,066 17,884 +400
Total Volume and Open Interest 6,182 28,877 +278
30-Year T-Bonds(CBOT)
Mar00 000314 94~22 95~14 94~08 95~13 +0~22 11,773 58,583 -3,843
Jun00 000314 94~13 95~04 93~27 95~01 +0~22 262,286 477,859 +5,109
Sep00 000314 93~29 94~25 93~24 94~25 +0~22 213 869 +19
Total Volume and Open Interest 274,272 537,880 +1,244
Municipal Bonds(CBOT)
Mar00 000314 93~18 94~06 93~18 94~06 +0~17 430 10,321 -161
Jun00 000314 92~29 93~19 92~25 93~18 +0~17 1,144 10,363 +299
Total Volume and Open Interest 1,574 20,684 +138
10-Year T-Notes(CBOT)
Mar00 000314 95~300 96~185 95~250 96~180 +0~150 9,822 34,685 -2,283
Jun00 000314 95~260 96~085 95~140 96~080 +0~155 137,868 548,035 +3,565
Total Volume and Open Interest 147,692 583,015 +1,284
5-Year T-Notes(CBOT)
Mar00 000314 97~180 98~005 97~180 98~005 +0~090 10,119 33,222 -7,180
Jun00 000314 97~085 97~210 97~055 97~205 +0~090 73,282 388,911 +2,932
Total Volume and Open Interest 83,401 422,133 -4,248
2 Year T-Notes(CBOT)
Mar00 000314 98~122 99~017 98~120 99~017 +0~014 1,080 6,414 -842
Jun00 000314 98~092 98~112 98~088 98~112 +0~013 1,944 39,237 +763
Total Volume and Open Interest 3,024 45,651 -79
3-Mth T-Bills(IMM)
Jun00 000314 94.03 94.07 94.03 94.07 0.00 225 757 +36
Total Volume and Open Interest 395 2,316 -179
Eurodollars(IMM)
Jun00 000314 93.415 93.435 93.390 93.425 unch 68,230 522,978 +10,989
Sep00 000314 93.125 93.165 93.100 93.150 unch 92,193 441,037 +8,796
Dec00 000314 92.915 92.945 92.880 92.935 +0.005 67,666 336,684 -3,322
Mar01 000314 92.825 92.865 92.790 92.860 +0.015 40,374 282,364 +10,596
Jun01 000314 92.720 92.765 92.690 92.760 +0.015 21,376 197,419 +2,284
Sep01 000314 92.670 92.710 92.640 92.705 +0.010 12,687 157,131 +534
Dec01 000314 92.600 92.650 92.570 92.640 +0.020 12,562 126,756 +478
Mar02 000314 92.645 92.685 92.620 92.680 +0.010 11,073 107,421 +1,590
Jun02 000314 92.640 92.680 92.620 92.675 +0.010 5,959 87,092 +501
Sep02 000314 92.630 92.670 92.610 92.665 +0.010 5,592 79,084 +1,359
Dec02 000314 92.570 92.610 92.555 92.605 +0.010 4,768 69,827 +313
Mar03 000314 92.605 92.645 92.590 92.640 +0.010 4,438 62,813 -834
Total Volume and Open Interest 381,182 3,239,090 -36,607
3-Mth Euro-Yen(IMM)
Mar00 000310 99.88 99.88 99.87 99.88 unch 1,060 15,157 -915
Jun00 000314 99.82 99.82 99.82 99.82 unch 1,059 20,871 -1,085
Sep00 000314 99.71 99.71 99.70 99.71 unch 793 14,341 +576
Dec00 000314 99.54 99.54 99.53 99.54 -0.02 917 10,297 -416
Mar01 000314 99.40 99.40 99.40 99.40 -0.03 759 16,862 +894
Jun01 000314 99.28 99.28 99.27 99.27 -0.02 81 4,836 -7
Sep01 000314 99.11 99.12 99.11 99.11 -0.03 520 10,274 +904
Dec01 000314 98.96 98.96 98.94 98.96 -0.01 63 1,154 -101
Mar02 000314 98.82 98.82 98.82 98.82 unch 0 979 +0
Jun02 000314 98.64 98.64 98.64 98.64 unch 0 79 +0
Total Volume and Open Interest 4,196 93,183 +148
3-Mth Euro-Yen(SIMEX)
Jun00 000314 99.82 99.82 99.82 99.82 unch 8,235 90,828 +1,267
Sep00 000314 99.71 99.71 99.69 99.70 -0.01 8,432 80,125 +955
Dec00 000314 99.55 99.55 99.53 99.54 unch 3,420 58,061 -2,058
Mar01 000314 99.40 99.41 99.39 99.40 -0.02 5,230 61,544 +2,268
Jun01 000314 99.29 99.29 99.27 99.28 -0.01 1,540 55,147 +1,249
Sep01 000314 99.14 99.14 99.11 99.12 -0.02 2,194 48,463 +1,954
Dec01 000314 98.97 98.97 98.94 98.95 -0.01 79 9,671 +576
Mar02 000314 98.82 98.82 98.82 98.82 -0.01 0 4,109 +200
Total Volume and Open Interest 29,395 518,958 +6,107
German Euro-Bund(EUREX)
Jun00 000314 104.15 104.34 103.98 104.20 -0.01 572,789 551,107 +16,959
Sep00 000314 103.66 103.79 103.55 103.68 -0.01 2,347 4,447 -115
Dec00 000314 103.20 103.20 103.20 103.20 -0.01      
Total Volume and Open Interest 575,136 555,554 +16,844
German Euro-Bobl(EUREX)
Jun00 000314 103.14 103.20 102.93 103.08 -0.07 234,652 298,397 -9,097
Sep00 000314 102.78 102.78 102.78 102.78 +0.03 0 3,493 -242
Dec00 000314 102.28 102.28 102.28 102.28 -0.05      
Total Volume and Open Interest 234,652 301,890 -9,339
Long Gilt(LIFFE)
Mar00 000314 113~06 113~16 113~06 113~11 +0~00 1,211 10,287 -527
Jun00 000314 112~30 113~04 112~21 112~31 +0~02 15,209 67,070 +1,037
Total Volume and Open Interest 16,444 77,357 -65,523
3-Mth Short Sterling(LIFFE)
Mar00 000314 93.78 93.80 93.77 93.79 unch 15,020 162,872 -2,664
Jun00 000314 93.46 93.46 93.42 93.44 -0.03 25,251 187,356 -4,440
Sep00 000314 93.29 93.30 93.24 93.26 -0.05 15,294 179,800 +2,491
Total Volume and Open Interest 72,374 879,372 -6,385
3-Mth Euribor(LIFFE)
Jun00 000314 95.815 95.835 95.795 95.800 -0.030 108,294 314,836 +9,626
Sep00 000314 95.525 95.550 95.515 95.520 -0.025 38,945 281,848 +2,104
Dec00 000314 95.300 95.325 95.295 95.300 -0.020 20,089 149,365 -964
Total Volume and Open Interest 268,542 1,158,041 -251,383
3-Mth Aus T-Bills(SFE)
Mar00 000309 94.15 94.18 94.12 94.15 -0.03 4,788 0 +0
Jun00 000314 93.82 93.84 93.80 93.84 +0.04 12,995 0 -225,226
Sep00 000314 93.40 93.43 93.39 93.43 +0.03 8,699 0 -71,222
Dec00 000314 93.17 93.19 93.15 93.19 +0.04 1,827 0 -33,773
Mar01 000314 93.00 93.05 93.00 93.04 +0.06 989 0 -20,380
Jun01 000314 92.88 92.93 92.88 92.92 +0.07 525 0 -13,306
Sep01 000314 92.77 92.83 92.77 92.82 +0.08 355 0 -7,857
Dec01 000314 92.68 92.74 92.68 92.74 +0.09 361 0 -5,332
Mar02 000314 92.63 92.68 92.62 92.68 +0.11 457 0 -4,391
Jun02 000314 92.55 92.62 92.55 92.62 +0.12 81 0 -2,010
Total Volume and Open Interest 26,393 401,055 +12,661
10-Year Aus T-Bonds(SFE)
Mar00 000314 93.26 93.34 93.24 93.33 +0.08 9,028 0 +0
Jun00 000314 93.25 93.32 93.21 93.31 +0.07 7,722 0 +0
Total Volume and Open Interest 16,750 436,141 +30,700
3-Year Aus T-Bonds(SFE)
Mar00 000314 93.55 93.60 93.54 93.60 +0.09 16,826 0 -704,580
Jun00 000314 93.34 93.37 93.30 93.37 +0.10 14,356 0 -69,388
Total Volume and Open Interest 31,182 779,836 +5,868
Gold(CMX)
Apr00 000314 292.0 292.2 289.2 289.7 -1.8 15,867 63,055 -2,366
Jun00 000314 294.4 295.0 292.0 292.4 -1.9 5,091 30,229 +2,459
Aug00 000314 297.4 297.4 294.7 295.0 -1.9 91 12,746 +6
Oct00 000314 297.6 297.6 297.6 297.6 -1.9 16 3,796 -10
Dec00 000314 302.5 302.7 299.8 300.2 -1.9 81 19,953 +52
Feb01 000314 302.4 302.4 302.4 302.4 -1.9 10 6,412 +0
Total Volume and Open Interest 21,202 161,210 +138
Silver(CMX)
Mar00 000314 510.5 512.0 509.2 509.2 +2.8 13 183 -22
May00 000314 512.0 515.5 511.5 513.2 +2.5 4,756 54,020 +928
Jul00 000314 516.0 519.0 516.0 516.7 +2.5 160 7,725 +34
Sep00 000314 519.9 519.9 519.9 519.9 +2.5 0 2,163 +0
Dec00 000314 521.0 522.5 521.0 522.2 +2.5 15 5,980 -3
Total Volume and Open Interest 4,946 73,988 +937
Platinum(NYM)
Apr00 000314 477.0 484.5 475.5 478.1 +1.1 601 7,317 +133
Jul00 000314 470.0 478.0 470.0 471.6 +0.8 74 1,344 +3
Oct00 000314 462.6 462.6 462.6 462.6 +0.8      
Jan01 000314 455.6 455.6 455.6 455.6 +0.8      
Total Volume and Open Interest 676 8,740 +136
Palladium(NYME)
Mar00 000314 697.50 697.50 697.50 697.50 +5.00 0 13 -7
Jun00 000314 690.00 690.00 685.00 690.00 +5.00 27 2,271 +2
Sep00 000314 683.00 683.00 683.00 683.00 +5.00      
Total Volume and Open Interest 27 2,328 -5
Copper(CMX)
Mar00 000314 78.90 79.75 78.90 79.35 +1.35 229 764 -222
May00 000314 79.75 81.00 79.70 80.30 +1.30 5,362 38,579 +718
Jul00 000314 80.80 81.90 80.80 81.15 +1.25 258 6,911 -7
Sep00 000314 82.05 82.40 81.90 81.90 +1.25 29 4,826 +3
Dec00 000314 83.20 83.20 82.65 82.65 +1.20 9 3,814 +1
Total Volume and Open Interest 6,048 67,252 +499
DJIA Index(CBOT)
Mar00 000314 9970 10050 9790 9824 -123 3,951 12,922 -634
Jun00 000314 10090 10175 9900 9943 -122 21,611 10,924 +1,585
Sep00 000314 10240 10260 10035 10067 -122 92 584 +65
Dec00 000314 10400 10405 10175 10204 -121 0 1,267 +0
Total Volume and Open Interest 25,657 25,700 +1,019
S & P 500(CME)
Mar00 000314 1392.00 1395.00 1359.00 1362.20 -21.20 95,639 127,217 -17,151
Jun00 000314 1409.50 1414.00 1377.00 1380.00 -21.50 142,751 299,891 +35,156
Sep00 000314 1426.00 1431.60 1398.60 1399.20 -21.40 159 4,787 -20
Dec00 000314 1447.00 1452.00 1419.00 1419.20 -21.80 36 2,916 +0
Total Volume and Open Interest 238,617 435,096 +17,982
S & P 500 E-Mini(Globex)
Mar00 000314 1380.25 1395.75 1359.50 1362.25 -21.25 2,025 26,719 -830
Jun00 000314 1401.25 1414.25 1376.75 1380.00 -21.50 69,428 11,559 +1,998
Total Volume and Open Interest 71,453 38,278 +1,168
NASDAQ 100(CME)
Mar00 000314 4525.00 4545.00 4235.00 4244.00 -219.50 16,926 20,320 -3,003
Jun00 000314 4580.00 4605.00 4283.00 4300.00 -222.50 25,975 24,871 +5,143
Sep00 000314 4356.00 4356.00 4351.00 4356.00 -225.00 1 12 +0
Total Volume and Open Interest 42,902 45,203 +2,140
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000314 4459.5 4546.0 4226.0 4244.0 -220.0 1,507 9,661 -213
Jun00 000314 4510.5 4604.0 4282.0 4300.0 -222.5 24,358 5,175 +1,323
Total Volume and Open Interest 25,865 14,836 +1,110
NYSE Composite(NYBOT)
Mar00 000314 596.50 597.50 588.60 588.60 -6.10 204 1,292 -14
Jun00 000314 605.00 605.00 595.00 595.50 -6.10 1,230 2,483 -144
Sep00 000314 602.40 602.40 602.40 602.40 -6.10      
Total Volume and Open Interest 0 3,719 +0
S & P Midcap 400(CME)
Mar00 000314 472.00 478.00 455.00 457.65 -11.60 3,279 5,748 -1,295
Jun00 000314 480.00 486.00 462.00 464.00 -11.80 4,257 10,085 +1,543
Sep00 000314 466.80 466.80 466.80 466.80 -11.80      
Total Volume and Open Interest 7,536 15,833 +248
Russell 2000(CME)
Mar00 000314 591.00 600.00 565.00 569.40 -17.70 4,610 5,507 -1,859
Jun00 000314 601.00 608.00 575.00 577.25 -17.90 6,680 9,549 +2,018
Sep00 000314 584.15 584.15 584.15 584.15 -17.90      
Total Volume and Open Interest 11,290 15,056 +159
Value Line(KCBT)
Mar00 000314 990.00 990.00 973.00 973.00 -11.50 78 286 -3
Total Volume and Open Interest 166 339 +31
Nikkei 225(CME)
Jun00 000314 19000 19145 18910 18915 -115 2,011 11,308 +637
Sep00 000314 18915 19035 18915 18915 -115 0 2 +0
Total Volume and Open Interest 2,012 22,347 +416
Nikkei 225(SIMEX)
Jun00 000314 18970 19275 18890 18965 -165 27,077 95,111 +2,629
Sep00 000314 18970 18970 18970 18970 -165 0 8,978 +0
Dec00 000314 18945 18945 18945 18945 -165 0 1,001 +0
Total Volume and Open Interest 36,691 118,853 +4,126
CAC 40(MATIF)
Mar00 000314 6335.0 6389.0 6250.0 6251.0 -77.0 51,859 160,953 -1,452
Apr00 000314 6392.0 6392.0 6303.0 6334.5 -31.0 1,995 3,791 +940
May00 000314 6357.5 6357.5 6357.5 6357.5 +14.5 0 15 +2
Total Volume and Open Interest 54,862 226,596 -543
DAX Index(EUREX)
Mar00 000314 7730.0 7755.0 7646.0 7660.0 -33.0 78,699 290,810 +176
Jun00 000314 7795.0 7815.0 7708.0 7719.0 -33.0 25,462 209,728 +4,014
Sep00 000314 7860.0 7878.0 7798.0 7798.0 -33.0 15 1,414 +8
Total Volume and Open Interest 104,176 501,952 +4,198
FT-SE 100(LIFFE)
Mar00 000314 6499.00 6541.50 6432.00 6438.00 -64.00 69,827 110,034 -22,171
Jun00 000314 6603.00 6613.50 6507.50 6510.00 -64.00 35,449 120,172 +22,089
Sep00 000314 6670.50 6670.50 6578.00 6578.00 -63.00 16 1,190 +0
Total Volume and Open Interest 105,666 231,396 -82
SPI 200(SFE)
Mar00 000314 3193.0 3198.0 3172.0 3191.0 -9.0 406 0 -233,940
Jun00 000314 3198.0 3210.0 3190.0 3204.0 -10.0 19 0 -14,519
Sep00 000314 3223.0 3223.0 3223.0 3223.0 -6.0 32 0 -4,015
Total Volume and Open Interest 457 239,887 -15,027
GSCI(CME)
Mar00 000314 223.10 223.10 220.70 221.20 -2.40 8,940 3,266 -8,218
Apr00 000314 217.40 217.55 215.00 215.50 -1.85 9,163 34,632 +8,091
May00 000314 212.70 213.00 212.00 212.70 -0.20 0 5 +0
Total Volume and Open Interest 18,124 37,946 -106
Bridge CRB Index(NYBOT)
Apr00 000314 214.30 214.90 214.10 214.55 +0.65 173 1,596 +12
Jun00 000314 215.75 216.00 215.45 215.75 +0.60 19 1,131 +4
Aug00 000314 216.45 216.45 216.45 216.45 +0.55 0 544 +0
Total Volume and Open Interest 192 3,272 +16
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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