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MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed March 15, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000315 527.00 530.00 524.00 525.00 -5.00 46,786 77,297 -19
Jul00 000315 537.00 540.50 535.00 535.75 -4.00 15,848 48,394 +3,205
Aug00 000315 539.00 542.50 536.50 537.25 -4.25 1,059 6,911 +222
Sep00 000315 541.50 543.50 539.00 539.00 -3.50 241 4,619 -10
Nov00 000315 547.00 550.50 545.50 546.25 -2.50 9,723 28,748 +1,002
Jan01 000315 554.50 557.50 554.00 554.00 -2.00 210 2,250 +1
Mar01 000315 562.50 564.00 560.50 560.75 -2.25 150 973 +104
Total Volume and Open Interest 74,909 170,171 +4,192
Soybean Meal(CBOT)
May00 000315 171.70 172.50 169.60 170.00 -2.50 25,970 56,817 +2,607
Jul00 000315 173.20 173.90 170.80 171.40 -2.50 7,611 36,765 +1,628
Aug00 000315 173.00 173.90 171.50 171.50 -2.50 1,258 7,778 +563
Sep00 000315 173.50 174.00 171.40 171.40 -2.50 877 4,866 +86
Oct00 000315 173.20 173.50 171.60 171.60 -2.10 498 4,764 +294
Dec00 000315 174.70 175.90 173.80 173.90 -1.60 1,843 10,815 +492
Jan01 000315 176.00 176.20 174.10 174.10 -2.10 109 771 -7
Mar01 000315 177.00 177.20 175.50 175.60 -1.70 34 547 +6
Total Volume and Open Interest 39,454 123,163 +4,851
Soybean Oil(CBOT)
May00 000315 17.07 17.13 16.81 16.85 -0.17 23,196 51,512 +1,100
Jul00 000315 17.47 17.48 17.16 17.21 -0.18 9,709 35,194 +496
Aug00 000315 17.62 17.62 17.34 17.35 -0.20 946 7,751 +356
Sep00 000315 17.80 17.80 17.51 17.51 -0.18 325 6,868 +54
Oct00 000315 17.90 17.92 17.67 17.67 -0.15 15 6,334 +12
Dec00 000315 18.25 18.30 18.00 18.03 -0.19 1,985 17,209 -55
Jan01 000315 18.45 18.45 18.34 18.35 -0.20 127 7,909 +59
Mar01 000315 18.60 18.82 18.60 18.60 -0.20 51 1,947 +1
Total Volume and Open Interest 36,999 139,344 +2,214
Canola(WCE)
Mar00 000315 255.7 255.7 255.7 255.7 unch      
May00 000315 264.0 266.3 261.0 261.2 -3.2 6,008 35,322 +1,475
Jul00 000315 269.6 271.2 266.6 266.6 -3.0 2,461 19,534 +702
Aug00 000315 27.0 269.5 269.5 269.5 -2.4 373 2,229 +265
Sep00 000315 272.0 272.0 272.0 272.0 -2.0 0 537 +0
Total Volume and Open Interest 9,544 66,454 +2,710
Corn(CBOT)
May00 000315 237.00 238.75 235.75 236.00 -2.00 84,518 198,663 +8,754
Jul00 000315 245.00 247.00 244.25 244.50 -1.75 34,393 133,547 +11,359
Sep00 000315 252.00 253.50 251.00 251.25 -2.00 4,412 41,246 +1,834
Nov00 000315 257.75 257.75 256.75 256.75 -1.75 22 864 +12
Dec00 000315 260.75 262.00 259.50 259.75 -2.00 25,701 91,587 +7,711
Jan01 000315 264.00 264.00 263.00 263.00 -1.50 0 14 +0
Total Volume and Open Interest 153,416 483,635 +30,259
Wheat(CBOT)
May00 000315 270.00 271.00 267.25 268.75 -2.25 22,095 63,606 -2,985
Jul00 000315 281.50 282.00 278.75 280.00 -2.25 8,971 37,398 -6
Sep00 000315 291.50 292.50 289.00 290.75 -2.00 338 7,364 +101
Dec00 000315 306.00 307.00 303.75 305.75 -2.00 701 12,356 +163
Mar01 000315 316.50 317.00 314.00 316.00 -2.00 80 371 +65
Total Volume and Open Interest 32,547 121,605 -2,929
Wheat(KCBT)
Mar00 000315 289.00 289.00 289.00 289.00 -1.25 86 108 -10
May00 000315 297.50 298.75 295.00 297.25 -1.75 6,671 28,740 -483
Jul00 000315 308.00 309.25 306.00 307.75 -1.75 4,458 24,696 -7
Sep00 000315 317.00 317.25 315.25 316.50 -1.50 88 2,863 +9
Dec00 000315 329.50 330.75 328.00 330.00 -2.00 392 6,032 +75
Total Volume and Open Interest 11,716 62,890 -395
Wheat(MGE)
Mar00 000315 312.00 312.00 312.00 312.00 unch      
May00 000315 329.00 329.50 326.00 326.25 -3.00 3,483 12,187 +161
Jul00 000315 339.50 339.50 336.50 337.00 -2.75 1,249 7,003 +391
Sep00 000315 348.00 348.75 346.00 346.50 -1.50 194 2,620 +63
Dec00 000315 360.00 360.00 357.00 357.50 -3.25 130 1,342 +57
Total Volume and Open Interest 5,058 23,289 +672
Oats(CBOT)
May00 000315 119.50 120.25 119.25 119.75 -0.25 1,471 5,914 -158
Jul00 000315 118.50 119.00 118.25 118.50 -0.25 552 7,251 +84
Sep00 000315 121.50 121.75 121.25 121.25 -0.25 88 1,396 +50
Dec00 000315 127.25 127.75 126.50 127.75 +0.25 36 2,777 +2
Total Volume and Open Interest 2,176 17,769 -43
Rough Rice(CBOT)
Mar00 000315 5.60 5.60 5.60 5.60 +0.02 0 82 +0
May00 000315 5.74 5.85 5.74 5.81 +0.02 246 4,130 -56
Jul00 000315 6.04 6.12 6.00 6.05 +0.01 100 1,451 +23
Sep00 000315 6.78 6.78 6.69 6.72 +0.03 3 329 +1
Total Volume and Open Interest 407 6,694 -10
Live Cattle(CME)
Apr00 000315 72.400 72.850 72.375 72.775 +0.300 5,513 45,692 -165
Jun00 000315 69.350 69.575 69.325 69.475 +0.225 2,742 38,331 +261
Aug00 000315 69.300 69.550 69.300 69.450 +0.125 1,015 20,791 +201
Oct00 000315 72.200 72.350 72.100 72.175 +0.025 610 11,094 +306
Dec00 000315 73.275 73.475 73.275 73.300 unch 128 4,531 +39
Feb01 000315 74.500 74.625 74.450 74.475 -0.050 82 2,880 +13
Total Volume and Open Interest 10,698 125,262 +1,024
Feeder Cattle(CME)
Mar00 000315 83.425 83.700 83.425 83.550 +0.125 1,093 4,472 -478
Apr00 000315 83.375 84.000 83.350 83.625 +0.200 524 5,370 -12
May00 000315 83.500 84.000 83.500 83.675 +0.175 1,566 7,485 -2
Aug00 000315 85.600 86.000 85.600 85.875 +0.175 398 5,527 +52
Sep00 000315 86.000 86.300 85.900 86.200 +0.075 21 1,506 +0
Oct00 000315 86.600 86.700 86.300 86.425 unch 74 1,357 +16
Nov00 000315 87.500 87.550 87.250 87.500 unch 70 1,067 +1,067
Total Volume and Open Interest 3,769 27,143 -417
Lean Hogs(CME)
Apr00 000315 62.100 62.600 61.850 62.275 +0.025 3,042 19,376 -279
Jun00 000315 71.000 71.250 70.400 70.900 -0.250 4,338 22,124 +1,130
Jul00 000315 68.350 68.700 68.100 68.525 -0.150 832 5,860 +170
Aug00 000315 65.050 65.650 65.050 65.225 -0.175 380 5,447 +161
Oct00 000315 58.250 58.550 58.200 58.550 +0.050 179 2,772 +53
Dec00 000315 56.200 56.400 56.150 56.250 -0.150 139 1,499 +68
Feb01 000315 56.700 56.750 56.350 56.700 unch 57 248 +28
Apr01 000315 56.300 56.325 56.300 56.300 unch 6 55 +1
Total Volume and Open Interest 8,973 57,391 +1,332
Pork Bellies(CME)
Mar00 000315 94.000 94.050 92.200 93.700 -0.800 92 641 -50
May00 000315 92.000 92.750 90.300 92.050 -0.250 911 4,375 -56
Jul00 000315 89.400 90.075 88.300 89.750 -0.050 123 861 +41
Aug00 000315 86.350 86.850 86.150 86.150 -0.575 36 283 +0
Total Volume and Open Interest 1,162 6,160 -65
Cocoa(NYBOT)
Mar00 000315 825 893 825 846 -34 32 14 -11
May00 000315 882 900 874 898 +15 6,202 34,467 -1,557
Jul00 000315 910 925 900 924 +15 2,171 20,007 +294
Sep00 000315 935 949 928 949 +14 299 16,848 +45
Dec00 000315 970 986 965 986 +15 55 9,338 -15
Mar01 000315 1018 1022 1018 1022 +16 113 7,959 +8
May01 000315 1043 1043 1043 1043 +10 422 4,412 +22
Total Volume and Open Interest 9,294 102,467 -1,214
Coffee "C"(NYBOT)
Mar00 000315 103.00 103.00 101.50 103.00 +0.45 198 949 -169
May00 000315 103.25 103.50 101.25 103.15 +0.40 7,803 31,299 +320
Jul00 000315 106.00 106.00 104.00 105.85 +0.10 1,347 8,697 +281
Sep00 000315 109.00 109.00 106.90 107.80 -0.70 324 6,006 +129
Dec00 000315 112.25 112.25 110.00 111.00 -0.75 97 3,001 +44
Mar01 000315 115.40 115.40 115.40 115.40 +0.55      
Total Volume and Open Interest 9,775 51,111 +602
Orange Juice(NYBOT)
May00 000315 84.70 86.45 84.70 85.55 +1.55 1,223 12,322 +7
Jul00 000315 84.00 85.70 84.00 85.05 +1.65 135 3,276 -1
Sep00 000315 84.00 85.10 84.00 84.25 +0.85 126 1,941 +45
Nov00 000315 84.00 84.70 84.00 84.45 +1.25 14 905 +11
Jan01 000315 84.00 85.25 84.00 84.50 +1.30 17 635 +7
Total Volume and Open Interest 1,535 19,846 +89
Sugar #11(NYBOT)
May00 000315 5.29 5.29 5.18 5.27 -0.01 12,128 96,823 -159
Jul00 000315 5.30 5.41 5.27 5.33 +0.02 3,693 49,104 +909
Oct00 000315 5.70 5.75 5.67 5.74 +0.06 3,111 27,247 +1,023
Mar01 000315 6.04 6.07 6.02 6.07 +0.04 2,514 14,997 +1,203
May01 000315 6.15 6.16 6.14 6.14 unch 114 1,964 +99
Total Volume and Open Interest 22,155 194,855 +3,516
London Cocoa(LCE)
Mar00 000315 602 609 602 609 +12 27 55 +1
May00 000315 650 661 646 659 +12 2,029 34,414 +181
Jul00 000315 647 656 643 656 +14 2,376 35,237 +445
Sep00 000315 670 676 664 676 +15 394 28,106 -130
Dec00 000315 697 703 690 703 +16 1,419 23,003 +2
Mar01 000315 718 725 718 725 +16 0 15,332 +0
May01 000315 726 740 726 740 +16 0 9,010 +0
Total Volume and Open Interest 6,245 152,685 +499
London Coffee(LCE)
Mar00 000315 955.00 974.00 950.00 974.00 +9.00 33 373 +3
May00 000315 985.00 1001.00 975.00 1001.00 +10.00 2,356 35,188 +887
Jul00 000315 985.00 1005.00 978.00 1004.00 +15.00 1,932 15,295 +236
Sep00 000315 985.00 1010.00 985.00 1010.00 +15.00 616 5,365 +404
Nov00 000315 995.00 1021.00 995.00 1021.00 +15.00 267 2,900 +103
Jan01 000315 1014.00 1038.00 1012.00 1038.00 +15.00 10 840 +7
Total Volume and Open Interest 5,357 60,354 +1,650
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000315 173.40 173.40 171.60 172.50 -1.00 2,623 21,216 -99
Aug00 000315 175.90 175.90 174.40 175.50 -0.70 365 13,743 +81
Oct00 000315 179.40 179.40 178.40 179.00 -0.80 58 5,146 +54
Dec00 000315 182.90 182.90 181.50 181.50 -1.00 0 117 +0
Total Volume and Open Interest 3,046 40,928 +36
Cotton(NYBOT)
May00 000315 63.85 63.95 62.80 63.22 -0.14 4,238 41,613 +540
Jul00 000315 64.95 65.10 64.05 64.54 +0.04 1,928 18,225 +382
Oct00 000315 64.40 64.60 64.40 64.50 +0.45 56 816 +25
Dec00 000315 64.00 64.45 64.00 64.27 +0.54 1,981 12,129 +527
Mar01 000315 65.00 65.18 65.00 65.18 +0.55 74 755 +61
May01 000315 65.62 65.63 65.62 65.63 +0.53 41 277 +16
Total Volume and Open Interest 8,328 74,057 +1,551
Lumber(CME)
Mar00 000315 330.0 330.3 322.3 326.1 -3.7 227 292 -66
May00 000315 343.9 344.4 336.8 338.7 -3.6 247 1,676 +20
Jul00 000315 345.1 346.8 338.5 342.9 -2.0 26 478 +1
Sep00 000315 338.7 339.9 336.8 337.7 -1.1 7 115 +2
Total Volume and Open Interest 510 2,593 -40
Crude Oil(NYM)
Apr00 000315 31.10 31.40 30.60 30.72 -0.97 67,268 95,301 -4,062
May00 000315 29.25 29.55 28.90 29.03 -0.69 51,523 114,820 +5,154
Jun00 000315 27.95 28.08 27.70 27.78 -0.54 16,135 63,740 +1,494
Jul00 000315 26.90 27.10 26.75 26.88 -0.44 7,539 42,839 +784
Aug00 000315 26.27 26.40 26.06 26.23 -0.37 2,823 24,046 -52
Sep00 000315 25.50 25.75 25.50 25.66 -0.32 707 18,956 +283
Oct00 000315 25.15 25.25 25.10 25.14 -0.27 607 17,679 -29
Nov00 000315 24.71 24.71 24.71 24.71 -0.25 395 14,049 +165
Dec00 000315 24.23 24.40 24.23 24.30 -0.23 4,132 38,620 -1,109
Jan01 000315 23.85 24.06 23.85 23.92 -0.21 2,091 16,444 -320
Total Volume and Open Interest 155,036 540,499 +2,023
Heating Oil(NYM)
Apr00 000315 72.95 73.00 71.10 71.71 -1.97 14,815 25,418 -172
May00 000315 69.80 70.05 68.10 68.90 -1.57 28,934 112,853 +534
Jun00 000315 67.70 68.00 66.60 67.10 -1.22 28,934 112,853 +534
Jul00 000315 65.40 66.40 65.40 66.00 -1.07 2,011 13,302 -233
Aug00 000315 65.00 66.10 65.00 65.80 -0.92 956 6,402 +164
Sep00 000315 65.25 66.30 65.25 65.95 -0.82 427 5,632 +0
Oct00 000315 66.50 66.50 66.15 66.15 -0.77 108 2,769 -3
Nov00 000315 66.90 66.90 66.40 66.40 -0.67 292 2,641 +190
Dec00 000315 66.70 67.15 66.10 66.60 -0.62 1,215 15,674 +362
Jan01 000315 66.90 66.90 66.60 66.60 -0.52 407 3,680 +131
Total Volume and Open Interest 28,934 112,853 +534
Unleaded Gas(NYM)
Apr00 000315 95.80 96.30 93.05 93.28 -3.51 15,790 31,771 +291
May00 000315 89.70 89.80 87.10 87.34 -2.91 11,835 26,113 +204
Jun00 000315 85.00 85.00 83.49 83.49 -2.16 5,334 17,827 -851
Jul00 000315 81.50 81.60 80.34 80.34 -1.61 2,790 9,158 +198
Aug00 000315 77.50 78.20 77.00 77.44 -1.01 797 6,877 +385
Sep00 000315 74.00 74.84 73.85 74.84 -0.56 264 8,749 +127
Oct00 000315 71.14 71.14 71.14 71.14 -0.26 86 2,165 +2,165
Nov00 000315 69.14 69.14 69.14 69.14 -0.06 1 0 +0
Total Volume and Open Interest 36,922 104,644 +408
Natural Gas(NYM)
Apr00 000315 2.785 2.885 2.750 2.866 +0.057 24,505 53,236 -449
May00 000315 2.810 2.910 2.775 2.881 +0.047 5,745 33,578 -449
Jun00 000315 2.820 2.915 2.800 2.896 +0.044 2,901 22,369 +371
Jul00 000315 2.840 2.925 2.825 2.910 +0.040 1,565 17,435 -321
Aug00 000315 2.850 2.935 2.840 2.921 +0.034 907 15,037 -48
Sep00 000315 2.860 2.930 2.845 2.922 +0.032 998 18,625 +121
Oct00 000315 2.880 2.945 2.870 2.942 +0.029 1,834 17,058 -215
Nov00 000315 3.000 3.060 2.990 3.055 +0.025 1,356 12,305 +77
Total Volume and Open Interest 44,434 294,266 -590
Brent Crude Oil(IPE)
Apr00 000315 28.35 28.47 27.35 27.53 -0.81 27,370 33,824 -6,936
May00 000315 27.30 27.35 26.45 26.47 -0.83 38,998 82,985 +5,612
Jun00 000315 26.40 26.92 25.80 25.83 -0.57 15,936 37,015 +4,216
Jul00 000315 25.63 25.69 25.10 25.14 -0.46 5,596 18,252 +1,745
Aug00 000315 25.03 25.03 24.61 24.61 -0.39 1,992 11,766 +1,415
Sep00 000315 24.55 24.55 24.14 24.14 -0.37 1,446 12,328 +333
Oct00 000315 24.10 24.10 23.75 23.76 -0.33 921 12,273 -526
Nov00 000315 23.70 23.70 23.40 23.41 -0.29 354 7,019 -90
Total Volume and Open Interest 97,214 281,603 +7,193
Gas Oil(IPE)
Apr00 000315 219.25 220.50 210.25 211.00 -7.25 11,816 25,820 -2,467
May00 000315 214.00 214.75 206.25 206.25 -6.75 5,225 13,050 -97
Jun00 000315 210.00 210.25 203.50 204.00 -4.50 1,078 12,144 +303
Jul00 000315 206.25 206.75 202.00 202.00 -2.25 228 7,721 -72
Aug00 000315 203.00 203.00 201.50 202.00 -0.25 204 5,221 +200
Sep00 000315 202.00 202.00 202.00 202.00 +0.75 0 3,751 +0
Oct00 000315 200.50 200.50 200.50 200.50 +0.25 105 1,853 +80
Nov00 000315 0.00 0.00 0.00 0.00 -199.75 0 1,556 +0
Total Volume and Open Interest 19,686 89,391 -1,968
US Dollar Index(NYBOT)
Jun00 000315 104.91 105.28 104.77 105.06 +0.11 703 4,915 -282
Sep00 000315 104.75 104.75 104.75 104.75 +0.13 0 8 +0
Dec00 000315 104.44 104.44 104.44 104.44 +0.15      
Total Volume and Open Interest 1,092 5,874 -532
Australian Dollar(IMM)
Jun00 000315 61.35 61.64 61.21 61.37 -0.28 1,723 20,532 -84
Sep00 000315 61.43 61.43 61.43 61.43 -0.27 0 4 +0
Dec00 000315 61.50 61.50 61.49 61.49 -0.27 2 49 +0
Total Volume and Open Interest 1,725 33,264 -89
British Pound(IMM)
Jun00 000315 157.22 157.52 157.02 157.34 -0.38 8,893 43,433 +2,292
Sep00 000315 157.40 157.40 157.00 157.40 -0.38 2 20 +0
Dec00 000315 157.50 157.56 157.40 157.52 -0.38 0 224 +0
Total Volume and Open Interest 8,895 72,193 +2,278
Canadian Dollar(IMM)
Jun00 000315 68.40 68.41 68.15 68.27 -0.14 9,332 42,114 +2,517
Sep00 000315 68.55 68.57 68.35 68.43 -0.14 32 5,854 +0
Dec00 000315 68.57 68.68 68.52 68.59 -0.14 282 1,638 -3
Mar01 000315 68.75 68.75 68.75 68.75 -0.14 150 379 -149
Total Volume and Open Interest 10,336 63,071 +1,933
Japanese Yen(IMM)
Jun00 000315 96.32 96.48 96.17 96.24 -0.49 10,802 70,125 +420
Sep00 000315 97.88 97.95 97.79 97.79 -0.49 3 758 +0
Dec00 000315 99.42 99.42 99.42 99.42 -0.49 3 350 +4
Total Volume and Open Interest 10,808 127,707 +422
Swiss Franc(IMM)
Jun00 000315 60.49 60.88 60.47 60.62 +0.05 8,098 46,293 -75
Sep00 000315 61.15 61.35 61.05 61.15 +0.05 0 166 -2
Dec00 000315 61.80 61.80 61.68 61.68 +0.05 0 3 +0
Total Volume and Open Interest 8,098 75,824 -126
EuroFX(IMM)
Jun00 000315 97.15 97.73 97.15 97.41 +0.08 13,719 50,440 -1,709
Sep00 000315 98.00 98.26 97.77 98.00 +0.08 10 490 +10
Dec00 000315 98.59 98.88 98.40 98.59 +0.08 0 32 +0
Total Volume and Open Interest 13,731 76,762 -1,804
Mexican Peso(IMM)
Mar00 000313 10640.0 10670.0 10640.0 10650.0 -78.0 341 7,827 -1,306
Jun00 000315 10420.0 10470.0 10415.0 10460.0 +12.0 2,571 17,446 -438
Total Volume and Open Interest 2,676 28,436 -441
30-Year T-Bonds(CBOT)
Mar00 000315 95~16 96~05 95~04 95~26 +0~13 23,910 50,032 -8,551
Jun00 000315 95~01 95~25 94~24 95~15 +0~14 281,123 487,577 +9,718
Sep00 000315 94~20 95~15 94~20 95~06 +0~13 134 771 -98
Total Volume and Open Interest 305,167 538,989 +1,109
Municipal Bonds(CBOT)
Mar00 000315 94~04 94~21 94~01 94~10 +0~04 2,932 8,133 -2,188
Jun00 000315 93~15 93~30 93~12 93~22 +0~04 3,486 12,319 +1,956
Total Volume and Open Interest 6,418 20,452 -232
10-Year T-Notes(CBOT)
Mar00 000315 96~230 97~010 96~125 96~235 +0~055 9,908 28,405 -6,280
Jun00 000315 96~080 96~235 96~025 96~135 +0~055 180,618 554,145 +6,110
Total Volume and Open Interest 190,526 582,845 -170
5-Year T-Notes(CBOT)
Mar00 000315 97~305 98~095 97~270 98~015 +0~010 4,427 29,774 -3,448
Jun00 000315 97~195 97~300 97~160 97~225 +0~020 81,854 398,283 +9,372
Total Volume and Open Interest 86,281 428,057 +5,924
2 Year T-Notes(CBOT)
Mar00 000315 99~014 99~026 99~012 99~015 -0~002 2,394 5,144 -1,270
Jun00 000315 98~108 98~124 98~102 98~112 unch 2,436 39,831 +594
Total Volume and Open Interest 4,830 44,975 -676
3-Mth T-Bills(IMM)
Jun00 000315 94.04 94.05 94.04 94.04 -0.03      
Total Volume and Open Interest 90 2,267 -49
Eurodollars(IMM)
Jun00 000315 93.420 93.430 93.410 93.415 -0.010 73,558 530,304 +7,326
Sep00 000315 93.145 93.175 93.130 93.145 -0.005 117,045 455,150 +14,113
Dec00 000315 92.930 92.965 92.915 92.925 -0.010 75,151 343,379 +6,695
Mar01 000315 92.855 92.905 92.835 92.850 -0.010 52,389 292,081 +9,717
Jun01 000315 92.755 92.815 92.735 92.755 -0.005 25,168 196,749 -670
Sep01 000315 92.700 92.760 92.690 92.705 unch 16,037 157,064 -67
Dec01 000315 92.640 92.700 92.620 92.640 unch 12,218 125,807 -949
Mar02 000315 92.675 92.740 92.660 92.680 unch 10,036 108,698 +1,277
Jun02 000315 92.665 92.725 92.660 92.675 unch 3,561 87,792 +700
Sep02 000315 92.665 92.730 92.650 92.670 +0.005 4,083 79,986 +902
Dec02 000315 92.610 92.670 92.595 92.610 +0.005 4,540 69,627 -200
Mar03 000315 92.645 92.700 92.630 92.650 +0.010 4,617 61,463 -1,350
Total Volume and Open Interest 432,660 2,907,513 -331,577
3-Mth Euro-Yen(IMM)
Mar00 000310 99.88 99.88 99.87 99.88 unch 1,060 15,157 -915
Jun00 000315 99.82 99.82 99.81 99.81 -0.01 1,465 19,888 -983
Sep00 000315 99.69 99.69 99.69 99.69 -0.02 580 14,319 -22
Dec00 000315 99.53 99.53 99.52 99.53 -0.01 689 10,057 -240
Mar01 000315 99.39 99.39 99.39 99.39 -0.01 363 16,923 +61
Jun01 000315 99.25 99.25 99.25 99.25 -0.02 355 4,717 -119
Sep01 000315 99.10 99.10 99.10 99.10 -0.01 530 10,374 +100
Dec01 000315 98.94 98.94 98.94 98.94 -0.02 0 1,154 +0
Mar02 000315 98.80 98.80 98.80 98.80 -0.02 0 379 -600
Jun02 000315 98.64 98.64 98.64 98.64 unch 0 79 +0
Total Volume and Open Interest 3,982 91,375 -1,808
3-Mth Euro-Yen(SIMEX)
Jun00 000315 99.82 99.82 99.81 99.81 -0.01 8,482 91,021 +193
Sep00 000315 99.71 99.71 99.68 99.69 -0.01 3,480 80,814 +689
Dec00 000315 99.54 99.54 99.53 99.53 -0.01 5,155 58,211 +150
Mar01 000315 99.41 99.42 99.39 99.39 -0.01 2,928 4,109 -57,435
Jun01 000315 99.28 99.28 99.26 99.26 -0.02 1,598 55,534 +387
Sep01 000315 99.13 99.13 99.11 99.11 -0.01 862 48,466 +3
Dec01 000315 98.94 98.94 98.93 98.93 -0.02 1,234 9,612 -59
Mar02 000315 98.81 98.81 98.81 98.81 -0.01      
Total Volume and Open Interest 23,739 350,068 -168,890
German Euro-Bund(EUREX)
Jun00 000315 104.35 104.59 104.16 104.49 +0.29 634,781 539,444 -11,663
Sep00 000315 103.92 103.93 103.72 103.93 +0.25 1,353 6,009 +1,562
Dec00 000315 0.00 0.00 0.00 0.00 -103.20      
Total Volume and Open Interest 636,134 545,602 -9,952
German Euro-Bobl(EUREX)
Jun00 000315 103.15 103.20 103.02 103.15 +0.07 281,594 309,575 +11,178
Sep00 000315 0.00 0.00 0.00 0.00 -102.78      
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 000315 113~14 113~16 113~05 113~05 -0~05 1,173 10,014 -273
Jun00 000315 113~07 113~07 112~17 113~02 +0~03 16,997 64,635 -2,435
Total Volume and Open Interest 18,366 74,649 -2,708
3-Mth Short Sterling(LIFFE)
Mar00 000315 93.78 93.79 93.77 93.79 unch 25,886 160,167 -2,705
Jun00 000315 93.44 93.44 93.39 93.40 -0.04 25,250 185,821 -1,535
Sep00 000315 93.27 93.27 93.21 93.24 -0.02 20,777 180,019 +219
Total Volume and Open Interest 87,877 876,650 -2,722
3-Mth Euribor(LIFFE)
Jun00 000315 95.800 95.830 95.795 95.820 +0.020 76,175 328,035 +13,199
Sep00 000315 95.515 95.555 95.510 95.540 +0.020 47,601 292,494 +10,646
Dec00 000315 95.300 95.325 95.290 95.310 +0.010 26,155 152,476 +3,111
Total Volume and Open Interest 235,394 1,208,592 +50,551
3-Mth Aus T-Bills(SFE)
Mar00 000309 94.15 94.18 94.12 94.15 -0.03 4,788 0 +0
Jun00 000315 93.86 93.92 93.83 93.89 +0.05 25,969 0 +0
Sep00 000315 93.46 93.57 93.43 93.53 +0.10 15,048 0 +0
Dec00 000315 93.23 93.34 93.20 93.32 +0.13 2,743 0 +0
Mar01 000315 93.09 93.20 93.08 93.17 +0.13 1,650 0 +0
Jun01 000315 92.98 93.06 92.98 93.05 +0.13 680 0 +0
Sep01 000315 92.88 92.97 92.88 92.96 +0.14 78 0 +0
Dec01 000315 92.81 92.89 92.81 92.89 +0.15 23 0 +0
Mar02 000315 92.85 92.85 92.85 92.85 +0.17      
Jun02 000315 92.79 92.79 92.79 92.79 +0.17      
Total Volume and Open Interest 46,191 413,461 +12,406
10-Year Aus T-Bonds(SFE)
Mar00 000315 93.36 93.39 93.32 93.38 +0.04 13,429 0 +0
Jun00 000315 93.33 93.46 93.31 93.42 +0.11 4,277 0 +0
Total Volume and Open Interest 17,706 119,421 -316,720
3-Year Aus T-Bonds(SFE)
Mar00 000315 93.69 93.74 93.65 93.70 +0.10 40,267 0 +0
Jun00 000315 93.46 93.59 93.41 93.54 +0.17 10,156 0 +0
Total Volume and Open Interest 50,423 173,986 -605,850
Gold(CMX)
Apr00 000315 290.0 291.0 289.3 289.6 -0.1 14,104 62,918 -137
Jun00 000315 293.0 294.1 292.0 292.3 -0.1 1,392 30,496 +267
Aug00 000315 295.4 295.5 294.9 294.9 -0.1 30 12,732 -14
Oct00 000315 297.5 297.5 297.5 297.5 -0.1 28 3,769 -27
Dec00 000315 300.1 300.1 300.1 300.1 -0.1 401 19,927 -26
Feb01 000315 302.3 302.3 302.3 302.3 -0.1 7 6,412 +0
Total Volume and Open Interest 16,683 161,544 +334
Silver(CMX)
Mar00 000315 512.0 514.5 511.0 512.7 +3.5 72 203 +20
May00 000315 513.0 520.0 511.5 516.5 +3.3 4,864 54,285 +265
Jul00 000315 517.5 524.0 515.5 520.0 +3.3 147 7,730 +5
Sep00 000315 526.0 528.0 523.0 523.2 +3.3 9 2,165 +2
Dec00 000315 530.0 530.0 525.0 525.5 +3.3 11 5,980 +0
Total Volume and Open Interest 5,104 74,281 +293
Platinum(NYM)
Apr00 000315 476.1 481.5 475.2 478.3 +0.2 607 7,314 -3
Jul00 000315 470.0 475.0 469.5 471.8 +0.2 184 1,482 +138
Oct00 000315 462.8 462.8 462.8 462.8 +0.2      
Jan01 000315 455.8 455.8 455.8 455.8 +0.2      
Total Volume and Open Interest 791 8,875 +135
Palladium(NYME)
Mar00 000315 706.00 706.00 706.00 706.00 +8.50      
Jun00 000315 691.00 708.00 691.00 699.00 +9.00 30 2,279 +8
Sep00 000315 692.00 692.00 692.00 692.00 +9.00 0 43 +43
Total Volume and Open Interest 30 2,335 +7
Copper(CMX)
Mar00 000315 79.65 80.50 79.45 80.15 +0.80 441 813 +49
May00 000315 80.60 81.40 80.25 81.10 +0.80 9,854 38,410 -169
Jul00 000315 81.50 82.50 81.25 81.90 +0.75 259 6,940 +29
Sep00 000315 82.25 82.60 82.00 82.60 +0.70 31 4,820 -6
Dec00 000315 82.85 83.30 82.85 83.30 +0.65 109 3,823 +9
Total Volume and Open Interest 11,085 67,287 +35
DJIA Index(CBOT)
Mar00 000315 9850 10180 9765 10157 +333 4,529 10,745 -2,177
Jun00 000315 9970 10310 9885 10280 +337 24,858 12,287 +1,363
Sep00 000315 10220 10430 10190 10410 +343 9 588 +4
Dec00 000315 10358 10565 10340 10552 +348 3 1,266 -1
Total Volume and Open Interest 29,399 24,889 -811
S & P 500(CME)
Mar00 000315 1367.50 1399.00 1357.50 1395.20 +33.00 67,443 109,433 -17,784
Jun00 000315 1386.00 1417.50 1375.00 1413.20 +33.20 135,556 327,892 +28,001
Sep00 000315 1405.50 1433.70 1394.20 1432.60 +33.40 1,308 5,156 +369
Dec00 000315 1448.00 1456.00 1414.20 1452.80 +33.60 85 2,936 +20
Total Volume and Open Interest 204,398 445,708 +10,612
S & P 500 E-Mini(Globex)
Mar00 000315 1361.75 1398.75 1356.75 1395.25 +33.00 1,207 25,134 -1,585
Jun00 000315 1378.75 1417.50 1374.50 1413.25 +33.25 77,793 12,057 +498
Total Volume and Open Interest 79,000 37,191 -1,087
NASDAQ 100(CME)
Mar00 000315 4290.00 4290.00 4095.00 4110.50 -133.50 9,913 14,776 -5,544
Jun00 000315 4342.00 4343.00 4140.00 4162.50 -137.50 32,572 30,031 +5,160
Sep00 000315 4218.50 4218.50 4218.50 4218.50 -137.50 0 12 +0
Total Volume and Open Interest 42,485 44,819 -384
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000315 4248.0 4298.0 4091.5 4110.5 -133.5 1,515 9,045 -616
Jun00 000315 4304.0 4357.0 4145.5 4162.5 -137.5 28,686 5,758 +583
Total Volume and Open Interest 30,201 14,803 -33
NYSE Composite(NYBOT)
Mar00 000315 588.00 606.40 588.00 606.40 +17.80 88 1,270 -22
Jun00 000315 596.50 614.00 593.75 613.40 +17.90 621 2,547 +64
Sep00 000315 605.00 621.00 605.00 620.40 +18.00      
Total Volume and Open Interest 0 3,719 +0
S & P Midcap 400(CME)
Mar00 000315 454.00 459.00 452.00 458.60 +0.95 2,007 5,183 -565
Jun00 000315 467.00 467.90 458.00 464.60 +0.60 2,833 10,879 +794
Sep00 000315 467.40 467.80 467.40 467.40 +0.60      
Total Volume and Open Interest 4,840 16,062 +229
Russell 2000(CME)
Mar00 000315 571.00 572.00 553.00 559.00 -10.40 2,669 4,052 -1,455
Jun00 000315 579.50 580.90 560.50 566.00 -11.25 5,311 10,405 +856
Sep00 000315 572.50 572.50 569.90 572.50 -11.65      
Total Volume and Open Interest 7,980 14,457 -599
Value Line(KCBT)
Mar00 000315 976.00 999.25 974.00 999.25 +26.25 42 261 -25
Total Volume and Open Interest 98 332 -7
Nikkei 225(CME)
Jun00 000315 19000 19170 18930 19165 +250 1,688 11,629 +321
Sep00 000315 19165 19165 19165 19165 +250 0 2 +0
Total Volume and Open Interest 1,693 11,636 -10,711
Nikkei 225(SIMEX)
Jun00 000315 18850 19060 18720 18990 +25 21,817 96,957 +1,846
Sep00 000315 18995 18995 18995 18995 +25 0 8,978 +0
Dec00 000315 18970 18970 18970 18970 +25 0 1,001 +0
Total Volume and Open Interest 38,198 123,148 +4,295
CAC 40(MATIF)
Mar00 000315 6265.0 6285.0 6162.0 6230.0 -21.0 37,935 162,961 +2,008
Apr00 000315 6270.0 6272.0 6173.0 6270.0 -64.5 1,361 4,831 +1,040
May00 000315 6230.0 6230.0 6230.0 6230.0 -127.5 0 15 +0
Total Volume and Open Interest 40,586 229,930 +3,334
DAX Index(EUREX)
Mar00 000315 7560.0 7593.0 7412.0 7446.0 -214.0 74,868 291,413 +603
Jun00 000315 7613.0 7650.0 7469.5 7500.0 -219.0 39,263 228,422 +18,694
Sep00 000315 7715.0 7715.0 7576.5 7576.5 -221.5 51 1,421 +7
Total Volume and Open Interest 114,182 521,256 +19,304
FT-SE 100(LIFFE)
Mar00 000315 6405.00 6474.00 6382.00 6465.00 +27.00 60,963 86,223 -23,811
Jun00 000315 6472.00 6541.00 6456.00 6532.50 +22.50 36,946 145,028 +24,856
Sep00 000315 6603.00 6603.00 6603.00 6603.00 +25.00 2 1,190 +0
Total Volume and Open Interest 101,347 232,441 +1,045
SPI 200(SFE)
Mar00 000315 3178.0 3180.0 3163.0 3180.0 -11.0 9,463 0 +0
Jun00 000315 3191.0 3192.0 3178.0 3192.0 -12.0 1,912 0 +0
Sep00 000315 3206.0 3206.0 3206.0 3206.0 -17.0 154 0 +0
Total Volume and Open Interest 11,707 243,514 +3,627
GSCI(CME)
Apr00 000315 214.70 215.20 212.70 213.75 -1.75 2,688 36,606 +1,974
May00 000315 210.90 210.90 210.50 210.90 -1.80 0 5 +0
Jun00 000315 207.30 207.30 206.60 207.30 -1.50 0 43 +0
Total Volume and Open Interest 4,657 38,090 +144
Bridge CRB Index(NYBOT)
Apr00 000315 214.20 214.50 213.50 214.30 -0.25 146 1,612 +16
Jun00 000315 215.50 215.50 215.00 215.50 -0.25 14 1,136 +5
Aug00 000315 216.20 216.20 216.20 216.20 -0.25 0 544 +0
Total Volume and Open Interest 161 3,294 +22
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.
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