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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 16, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000316 523.00 534.50 522.50 525.50 +0.50 30,272 76,416 -881
Jul00 000316 533.00 545.00 533.00 536.50 +0.75 10,844 48,802 +408
Aug00 000316 536.00 546.50 535.50 537.50 +0.25 1,903 6,891 -20
Sep00 000316 538.50 549.00 537.50 538.50 -0.50 1,035 4,618 -1
Nov00 000316 544.00 556.00 544.00 546.00 -0.25 6,975 29,305 +557
Jan01 000316 551.50 563.00 551.50 553.50 -0.50 335 2,343 +93
Mar01 000316 560.00 569.00 559.50 561.00 +0.25 133 959 -14
Total Volume and Open Interest 51,532 169,911 -260
Soybean Meal(CBOT)
May00 000316 169.50 174.40 169.20 170.00 unch 12,552 56,077 -740
Jul00 000316 171.00 175.80 170.50 171.40 unch 3,657 36,636 -129
Aug00 000316 170.80 176.00 170.80 171.70 +0.20 386 7,966 +188
Sep00 000316 171.00 175.20 170.80 171.70 +0.30 314 5,097 +231
Oct00 000316 172.80 175.00 171.30 171.90 +0.30 468 5,137 +373
Dec00 000316 173.40 178.50 173.40 173.90 unch 2,173 11,178 +363
Jan01 000316 174.20 177.50 174.00 174.00 -0.10 5 771 +0
Mar01 000316 178.50 178.50 175.00 175.00 -0.60 40 567 +20
Total Volume and Open Interest 19,595 123,454 +291
Soybean Oil(CBOT)
May00 000316 16.80 17.22 16.64 16.94 +0.09 11,147 52,458 +946
Jul00 000316 17.15 17.57 17.01 17.30 +0.09 5,596 36,015 +821
Aug00 000316 17.30 17.70 17.20 17.45 +0.10 1,078 8,210 +459
Sep00 000316 17.45 17.85 17.35 17.61 +0.10 326 6,995 +127
Oct00 000316 17.60 17.95 17.60 17.74 +0.07 39 6,356 +22
Dec00 000316 17.95 18.35 17.87 18.12 +0.09 1,026 16,924 -285
Jan01 000316 18.68 18.68 18.46 18.46 +0.11 106 7,892 -17
Mar01 000316 18.67 18.67 18.67 18.67 +0.07 53 1,949 +2
Total Volume and Open Interest 19,374 140,941 +1,597
Canola(WCE)
Mar00 000316 260.0 260.0 260.0 260.0 +4.3      
May00 000316 260.2 267.1 259.6 263.9 +2.7 4,256 36,406 +1,084
Jul00 000316 265.6 272.5 265.1 269.1 +2.5 1,954 20,457 +923
Aug00 000316 269.0 275.3 269.0 272.0 +2.5 251 2,152 -77
Sep00 000316 273.2 277.6 273.2 274.5 +2.5 6 533 -4
Total Volume and Open Interest 7,588 68,892 +2,438
Corn(CBOT)
May00 000316 235.25 239.75 234.25 235.25 -0.75 45,447 198,618 -45
Jul00 000316 243.25 248.00 242.75 243.75 -0.75 20,335 135,739 +2,192
Sep00 000316 250.75 254.50 249.75 250.25 -1.00 4,544 41,339 +93
Nov00 000316 255.00 259.00 255.00 255.00 -1.75 23 865 +1
Dec00 000316 258.50 262.50 257.75 258.50 -1.25 15,588 94,577 +2,990
Jan01 000316 262.50 262.50 262.50 262.50 -0.50 4 16 +2
Total Volume and Open Interest 88,252 488,734 +5,099
Wheat(CBOT)
May00 000316 266.50 270.00 266.00 266.25 -2.50 11,503 61,990 -1,616
Jul00 000316 279.00 281.50 277.00 277.25 -2.75 5,458 38,094 +696
Sep00 000316 288.50 291.50 288.00 288.25 -2.50 269 7,391 +27
Dec00 000316 304.00 306.00 302.00 302.50 -3.25 331 12,397 +41
Mar01 000316 313.00 316.00 312.50 313.50 -2.50 31 374 +3
Total Volume and Open Interest 17,596 120,675 -930
Wheat(KCBT)
Mar00 000316 287.00 288.00 287.00 287.00 -2.00 12 36 -72
May00 000316 295.75 298.00 294.00 295.50 -1.75 4,250 28,470 -270
Jul00 000316 306.50 309.00 304.75 306.00 -1.75 2,298 25,178 +482
Sep00 000316 315.50 317.50 314.00 314.00 -2.50 104 2,863 +0
Dec00 000316 328.50 331.00 327.00 328.50 -1.50 652 6,435 +403
Total Volume and Open Interest 7,327 63,434 +544
Wheat(MGE)
Mar00 000316 312.00 312.00 312.00 312.00 unch      
May00 000316 325.25 328.50 324.75 325.25 -1.00 2,238 12,010 -177
Jul00 000316 335.50 338.75 335.25 335.50 -1.50 825 7,324 +321
Sep00 000316 345.50 348.00 344.50 344.75 -1.75 82 2,583 -37
Dec00 000316 356.50 358.50 355.50 356.00 -1.50 45 1,358 +16
Total Volume and Open Interest 3,190 23,412 +123
Oats(CBOT)
May00 000316 119.50 122.00 119.50 120.50 +0.75 690 5,913 -1
Jul00 000316 118.25 120.50 118.00 119.00 +0.50 611 7,295 +44
Sep00 000316 121.00 123.25 121.00 121.75 +0.50 20 1,412 +16
Dec00 000316 127.00 129.00 127.00 128.50 +0.75 146 2,845 +68
Total Volume and Open Interest 1,469 17,887 +118
Rough Rice(CBOT)
Mar00 000316 5.61 5.73 5.61 5.68 +0.08 2 84 +2
May00 000316 5.83 6.01 5.79 5.86 +0.05 241 4,163 +33
Jul00 000316 6.07 6.26 6.05 6.11 +0.06 70 1,499 +48
Sep00 000316 6.73 6.87 6.73 6.81 +0.09 24 338 +9
Total Volume and Open Interest 383 6,797 +103
Live Cattle(CME)
Apr00 000316 72.800 72.875 72.100 72.125 -0.650 5,930 44,852 -840
Jun00 000316 69.475 69.550 68.850 68.875 -0.600 4,176 39,787 +1,456
Aug00 000316 69.500 69.500 69.000 69.025 -0.425 1,256 21,009 +218
Oct00 000316 72.200 72.200 71.850 71.875 -0.300 749 11,365 +271
Dec00 000316 73.350 73.375 73.200 73.275 -0.025 113 4,507 -24
Feb01 000316 74.500 74.525 74.350 74.350 -0.125 49 2,883 +3
Total Volume and Open Interest 12,333 126,406 +1,144
Feeder Cattle(CME)
Mar00 000316 83.600 83.600 83.075 83.150 -0.400 639 4,009 -463
Apr00 000316 83.675 83.800 83.150 83.350 -0.275 589 5,443 +73
May00 000316 83.800 83.825 83.075 83.225 -0.450 739 7,538 +53
Aug00 000316 85.875 85.875 85.300 85.375 -0.500 169 5,591 +64
Sep00 000316 86.250 86.250 85.750 85.875 -0.325 41 1,499 -7
Oct00 000316 86.525 86.525 86.100 86.175 -0.250 81 1,405 +48
Nov00 000316 87.500 87.550 87.050 87.450 -0.050      
Total Volume and Open Interest 2,318 26,906 -237
Lean Hogs(CME)
Apr00 000316 62.500 62.600 61.575 61.800 -0.475 3,931 18,963 -413
Jun00 000316 71.000 71.100 70.300 70.350 -0.550 4,259 22,898 +774
Jul00 000316 68.400 68.450 67.850 68.275 -0.250 538 6,076 +216
Aug00 000316 65.150 65.400 64.950 65.200 -0.025 338 5,563 +116
Oct00 000316 57.850 58.500 57.800 58.450 -0.100 137 2,837 +65
Dec00 000316 56.000 56.450 55.850 56.150 -0.100 102 1,540 +41
Feb01 000316 56.400 56.600 56.000 56.400 -0.300 1 249 +1
Apr01 000316 55.700 55.700 55.250 55.575 -0.725 0 55 +0
Total Volume and Open Interest 9,306 58,191 +800
Pork Bellies(CME)
Mar00 000316 94.900 95.200 94.100 94.950 +1.250 95 529 -112
May00 000316 92.800 93.600 92.250 93.325 +1.275 1,884 4,462 +87
Jul00 000316 90.450 91.100 90.050 90.725 +0.975 182 918 +57
Aug00 000316 86.250 87.950 86.250 86.325 +0.175 34 292 +9
Total Volume and Open Interest 2,195 6,201 +41
Cocoa(NYBOT)
Mar00 000316 910 910 862 878 +32 14 6 -8
May00 000316 908 947 902 935 +37 7,425 33,904 -563
Jul00 000316 934 973 930 963 +39 1,692 20,328 +321
Sep00 000316 960 999 956 987 +38 560 16,997 +149
Dec00 000316 998 1037 994 1022 +36 387 9,286 -52
Mar01 000316 1030 1058 1030 1058 +36 16 7,975 +16
May01 000316 1060 1092 1060 1085 +42 2 4,413 +1
Total Volume and Open Interest 10,100 102,335 -132
Coffee "C"(NYBOT)
Mar00 000316 103.50 106.75 103.50 106.35 +3.35 178 791 -158
May00 000316 103.75 107.15 103.75 106.65 +3.50 5,145 30,863 -436
Jul00 000316 106.70 109.40 106.60 109.35 +3.50 1,328 8,805 +108
Sep00 000316 109.50 112.05 109.50 112.05 +4.25 597 6,118 +112
Dec00 000316 112.75 115.30 112.75 115.30 +4.30 267 3,105 +104
Mar01 000316 118.55 118.55 118.55 118.55 +3.15 86 1,114 +1,114
Total Volume and Open Interest 7,606 50,874 -237
Orange Juice(NYBOT)
May00 000316 85.40 86.00 84.80 85.90 +0.35 3,356 12,107 -215
Jul00 000316 84.80 85.10 84.20 85.00 -0.05 396 3,298 +22
Sep00 000316 84.00 84.75 84.00 84.75 +0.50 139 1,934 -7
Nov00 000316 84.50 84.50 84.50 84.50 +0.05 63 888 -17
Jan01 000316 84.25 84.25 84.25 84.25 -0.25 23 627 -8
Total Volume and Open Interest 3,983 19,622 -224
Sugar #11(NYBOT)
May00 000316 5.32 5.35 5.25 5.34 +0.07 8,679 96,790 -33
Jul00 000316 5.36 5.40 5.32 5.39 +0.06 3,381 49,265 +161
Oct00 000316 5.73 5.78 5.70 5.77 +0.03 2,129 27,966 +719
Mar01 000316 6.05 6.08 6.02 6.05 -0.02 1,185 15,616 +619
May01 000316 6.17 6.17 6.16 6.16 +0.02 12 1,976 +12
Total Volume and Open Interest 15,537 196,484 +1,629
London Cocoa(LCE)
Mar00 000316 616 616 616 616 +7 1 55 +0
May00 000316 663 674 658 666 +7 2,253 34,136 -278
Jul00 000316 662 677 658 670 +14 3,174 36,039 +802
Sep00 000316 680 695 678 689 +13 1,014 27,655 -451
Dec00 000316 708 721 705 716 +13 553 23,171 +168
Mar01 000316 731 741 729 738 +13 75 15,369 +37
May01 000316 753 753 753 753 +13 22 9,010 +0
Total Volume and Open Interest 7,112 152,983 +298
London Coffee(LCE)
Mar00 000316 978.00 985.00 975.00 985.00 +11.00 162 272 -101
May00 000316 1009.00 1015.00 1000.00 1009.00 +8.00 2,320 35,188 +0
Jul00 000316 1015.00 1016.00 1007.00 1013.00 +9.00 1,331 15,956 +661
Sep00 000316 1020.00 1024.00 1013.00 1021.00 +11.00 397 5,476 +111
Nov00 000316 1031.00 1033.00 1028.00 1031.00 +10.00 165 2,975 +75
Jan01 000316 1040.00 1048.00 1040.00 1046.00 +8.00 25 851 +11
Total Volume and Open Interest 4,400 61,111 +757
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000316 173.00 173.90 172.40 173.00 +0.50 1,374 21,240 +24
Aug00 000316 175.80 176.60 175.20 175.80 +0.30 198 13,707 -36
Oct00 000316 178.80 179.90 178.80 179.30 +0.30 309 5,359 +213
Dec00 000316 182.30 182.30 182.30 182.30 +0.80 36 116 -1
Total Volume and Open Interest 1,920 41,129 +201
Cotton(NYBOT)
May00 000316 62.80 63.20 62.45 62.54 -0.68 5,493 41,144 -469
Jul00 000316 64.10 64.40 63.80 63.93 -0.61 1,944 18,178 -47
Oct00 000316 64.30 64.30 63.95 63.95 -0.55 28 829 +13
Dec00 000316 63.95 64.45 63.80 63.91 -0.36 2,162 12,651 +522
Mar01 000316 65.00 65.00 64.85 64.85 -0.33 17 767 +12
May01 000316 65.35 65.35 65.35 65.35 -0.28 7 284 +7
Total Volume and Open Interest 9,671 74,096 +39
Lumber(CME)
May00 000316 337.7 337.7 332.5 335.9 -2.8 633 1,709 +33
Jul00 000316 340.5 341.7 336.3 340.6 -2.3 96 508 +30
Sep00 000316 336.7 337.0 335.2 337.0 -0.7 5 117 +2
Nov00 000316 328.1 329.6 327.8 329.5 -1.0 4 34 +2
Total Volume and Open Interest 1,107 2,454 -139
Crude Oil(NYM)
Apr00 000316 30.35 31.20 30.15 31.09 +0.37 65,989 84,079 -11,222
May00 000316 28.70 29.40 28.65 29.28 +0.25 57,613 120,481 +5,661
Jun00 000316 27.55 28.10 27.50 28.00 +0.22 21,257 66,291 +2,551
Jul00 000316 26.68 27.20 26.60 27.10 +0.22 5,783 43,591 +752
Aug00 000316 26.05 26.45 26.05 26.45 +0.22 2,513 24,979 +933
Sep00 000316 25.55 25.88 25.52 25.88 +0.22 2,277 18,443 -513
Oct00 000316 25.07 25.36 25.07 25.36 +0.22 857 17,748 +69
Nov00 000316 24.84 24.95 24.84 24.92 +0.21 593 13,983 -66
Dec00 000316 24.38 24.65 24.32 24.51 +0.21 4,135 37,639 -981
Jan01 000316 23.92 24.13 23.92 24.13 +0.21 1,569 16,302 -142
Total Volume and Open Interest 166,688 537,108 -3,391
Heating Oil(NYM)
Apr00 000316 70.50 72.80 70.35 72.03 +0.32 13,615 24,180 -1,238
May00 000316 68.00 69.90 67.60 69.53 +0.63 25,348 111,620 -1,233
Jun00 000316 66.20 68.00 66.00 67.63 +0.53 25,348 111,620 -1,233
Jul00 000316 64.90 67.00 64.80 66.48 +0.48 1,445 13,325 +23
Aug00 000316 65.90 66.23 65.90 66.23 +0.43 527 6,742 +340
Sep00 000316 65.65 66.60 65.60 66.53 +0.58 544 5,905 +273
Oct00 000316 66.15 67.20 66.15 66.83 +0.68 34 2,771 +2
Nov00 000316 67.13 67.13 67.13 67.13 +0.73 28 2,639 -2
Dec00 000316 66.10 67.60 66.10 67.43 +0.83 830 15,663 -11
Jan01 000316 67.30 67.43 67.30 67.43 +0.83 75 3,686 +6
Total Volume and Open Interest 25,348 111,620 -1,233
Unleaded Gas(NYM)
Apr00 000316 91.80 94.50 91.60 93.98 +0.70 15,274 32,622 +851
May00 000316 86.30 88.90 86.20 88.00 +0.66 11,133 26,808 +695
Jun00 000316 82.60 84.60 82.50 84.00 +0.51 3,325 17,692 -135
Jul00 000316 79.50 81.40 79.50 80.85 +0.51 1,365 9,196 +38
Aug00 000316 77.90 78.10 77.90 78.10 +0.66 1,389 7,312 +435
Sep00 000316 74.25 76.00 74.25 75.55 +0.71 353 8,782 +33
Oct00 000316 72.15 72.15 71.85 71.85 +0.71 129 2,200 +35
Nov00 000316 69.85 69.85 69.85 69.85 +0.71      
Total Volume and Open Interest 32,970 106,596 +1,952
Natural Gas(NYM)
Apr00 000316 2.860 2.900 2.825 2.851 -0.015 36,163 51,632 -1,604
May00 000316 2.885 2.920 2.845 2.876 -0.005 9,660 34,692 +1,114
Jun00 000316 2.895 2.925 2.875 2.889 -0.007 4,968 23,356 +987
Jul00 000316 2.915 2.930 2.890 2.902 -0.008 3,189 18,207 +772
Aug00 000316 2.915 2.945 2.900 2.912 -0.009 1,766 15,384 +347
Sep00 000316 2.920 2.940 2.900 2.910 -0.012 1,684 17,937 -688
Oct00 000316 2.930 2.960 2.925 2.930 -0.012 1,687 17,211 +153
Nov00 000316 3.040 3.070 3.035 3.045 -0.010 1,560 12,473 +168
Total Volume and Open Interest 65,111 296,320 +2,054
Brent Crude Oil(IPE)
May00 000316 26.10 26.83 25.88 26.78 +0.31 40,113 79,370 -3,615
Jun00 000316 25.40 26.10 25.18 26.07 +0.24 18,487 40,603 +3,588
Jul00 000316 24.80 25.55 24.80 25.49 +0.35 5,965 17,534 -718
Aug00 000316 24.33 24.97 24.25 24.97 +0.36 2,237 12,018 +252
Sep00 000316 23.81 24.52 23.79 24.52 +0.38 1,426 12,446 +118
Oct00 000316 23.50 24.15 23.50 24.15 +0.39 957 12,748 +475
Nov00 000316 23.15 23.80 23.15 23.80 +0.39 674 6,240 -779
Dec00 000316 22.79 23.45 22.79 23.45 +0.39 2,683 27,303 -663
Total Volume and Open Interest 99,151 264,532 -17,071
Gas Oil(IPE)
Apr00 000316 209.50 214.75 205.00 214.50 +3.50 12,512 22,966 -2,854
May00 000316 204.75 208.00 200.50 207.50 +1.25 6,119 12,946 -104
Jun00 000316 201.00 204.25 198.50 203.75 -0.25 4,338 11,444 -700
Jul00 000316 199.50 202.25 197.50 202.25 +0.25 2,228 8,378 +657
Aug00 000316 197.50 200.50 197.50 199.50 -2.50 454 5,284 +63
Sep00 000316 198.00 200.00 198.00 200.00 -2.00 43 3,786 +35
Oct00 000316 200.00 200.00 200.00 200.00 -0.50 17 1,870 +17
Nov00 000316 200.25 200.25 200.25 200.25 +200.25 0 1,556 +0
Total Volume and Open Interest 27,891 87,603 -1,788
US Dollar Index(NYBOT)
Jun00 000316 105.23 105.31 104.63 104.80 -0.26 1,583 4,817 -98
Sep00 000316 104.49 104.49 104.49 104.49 -0.26 1,000 1,008 +1,000
Dec00 000316 104.18 104.18 104.18 104.18 -0.26      
Total Volume and Open Interest 2,650 6,722 +848
Australian Dollar(IMM)
Jun00 000316 61.38 61.40 60.90 61.23 -0.14 693 20,521 -11
Sep00 000316 61.29 61.29 61.20 61.29 -0.14 0 4 +0
Dec00 000316 61.20 61.35 61.20 61.35 -0.14 2 50 +1
Total Volume and Open Interest 695 20,585 -12,679
British Pound(IMM)
Jun00 000316 157.12 157.80 156.94 157.62 +0.28 3,623 43,272 -161
Sep00 000316 157.68 157.70 156.90 157.68 +0.28 0 20 +0
Dec00 000316 158.00 158.00 157.00 157.80 +0.28 0 224 +0
Total Volume and Open Interest 3,623 43,516 -28,677
Canadian Dollar(IMM)
Jun00 000316 68.25 68.28 67.93 67.94 -0.33 8,867 42,284 +170
Sep00 000316 68.39 68.42 68.06 68.10 -0.33 100 5,879 +25
Dec00 000316 68.40 68.40 68.26 68.26 -0.33 53 1,652 +14
Mar01 000316 68.55 68.55 68.42 68.42 -0.33 20 389 +10
Total Volume and Open Interest 9,040 50,303 -12,768
Japanese Yen(IMM)
Jun00 000316 96.41 96.47 95.97 96.20 -0.04 10,875 69,541 -584
Sep00 000316 98.00 98.00 97.60 97.74 -0.05 202 826 +68
Dec00 000316 99.36 99.36 99.30 99.36 -0.06 26 354 +4
Total Volume and Open Interest 11,103 70,721 -56,986
Swiss Franc(IMM)
Jun00 000316 60.55 61.07 60.43 60.84 +0.22 8,029 45,013 -1,280
Sep00 000316 61.20 61.60 61.03 61.37 +0.22 0 166 +0
Dec00 000316 61.90 62.10 61.90 61.90 +0.22 2 4 +1
Total Volume and Open Interest 8,031 45,183 -30,641
EuroFX(IMM)
Jun00 000316 97.24 98.00 97.09 97.75 +0.34 11,344 50,539 +99
Sep00 000316 98.10 98.45 97.85 98.34 +0.34 67 466 -24
Dec00 000316 98.93 99.00 98.45 98.93 +0.34 0 32 +0
Total Volume and Open Interest 11,411 51,037 -25,725
Mexican Peso(IMM)
Mar00 000313 10640.0 10670.0 10640.0 10650.0 -78.0 341 7,827 -1,306
Jun00 000316 10460.0 10480.0 10440.0 10468.0 +8.0 6,471 17,409 -37
Total Volume and Open Interest 6,917 20,884 -7,552
30-Year T-Bonds(CBOT)
Mar00 000316 95~26 96~12 95~25 96~03 +0~09 16,537 39,300 -10,732
Jun00 000316 95~16 96~03 95~11 95~25 +0~10 282,247 500,948 +13,371
Sep00 000316 95~05 95~22 95~05 95~16 +0~10 130 752 -19
Total Volume and Open Interest 298,974 541,613 +2,624
Municipal Bonds(CBOT)
Mar00 000316 94~12 94~13 94~07 94~11 +0~01 2,131 6,954 -1,179
Jun00 000316 93~21 93~29 93~17 93~22 unch 4,268 13,521 +1,202
Total Volume and Open Interest 6,399 20,475 +23
10-Year T-Notes(CBOT)
Mar00 000316 96~250 97~030 96~220 96~310 +0~075 6,172 20,572 -7,833
Jun00 000316 96~135 96~250 96~110 96~210 +0~075 180,143 545,371 -8,774
Total Volume and Open Interest 186,316 566,238 -16,607
5-Year T-Notes(CBOT)
Mar00 000316 98~045 98~065 98~020 98~050 +0~035 7,438 27,409 -2,365
Jun00 000316 97~235 97~290 97~210 97~265 +0~040 103,998 401,922 +3,639
Total Volume and Open Interest 111,436 429,331 +1,274
2 Year T-Notes(CBOT)
Mar00 000316 99~016 99~018 99~010 99~018 +0~003 339 4,826 -318
Jun00 000316 98~111 98~119 98~106 98~118 +0~006 2,349 39,959 +128
Total Volume and Open Interest 2,688 44,785 -190
3-Mth T-Bills(IMM)
Jun00 000316 94.04 94.04 94.00 94.04 unch      
Total Volume and Open Interest 4 707 -1,560
Eurodollars(IMM)
Jun00 000316 93.405 93.420 93.390 93.415 unch 48,277 530,312 +8
Sep00 000316 93.135 93.155 93.110 93.145 unch 96,765 455,127 -23
Dec00 000316 92.920 92.950 92.900 92.935 +0.010 62,793 351,116 +7,737
Mar01 000316 92.845 92.880 92.830 92.870 +0.020 67,564 297,335 +5,254
Jun01 000316 92.755 92.785 92.730 92.780 +0.025 31,388 198,831 +2,082
Sep01 000316 92.705 92.745 92.700 92.740 +0.035 25,551 161,721 +4,657
Dec01 000316 92.630 92.680 92.630 92.670 +0.030 16,851 127,532 +1,725
Mar02 000316 92.675 92.715 92.665 92.710 +0.030 24,651 116,710 +8,012
Jun02 000316 92.680 92.715 92.670 92.710 +0.035 5,860 89,383 +1,591
Sep02 000316 92.695 92.715 92.685 92.710 +0.040 8,015 81,267 +1,281
Dec02 000316 92.630 92.655 92.625 92.655 +0.045 7,860 70,732 +1,105
Mar03 000316 92.655 92.695 92.655 92.695 +0.045 5,946 61,531 +68
Total Volume and Open Interest 449,812 2,953,557 +46,044
3-Mth Euro-Yen(IMM)
Mar00 000310 99.88 99.88 99.87 99.88 unch 1,060 15,157 -915
Jun00 000316 99.79 99.79 99.79 99.79 -0.02 3,266 20,411 +523
Sep00 000316 99.65 99.65 99.65 99.65 -0.04 290 14,478 +159
Dec00 000316 99.48 99.49 99.48 99.49 -0.04 474 10,086 +29
Mar01 000316 99.34 99.35 99.34 99.35 -0.04 481 16,621 -302
Jun01 000316 99.21 99.21 99.21 99.21 -0.04 57 4,763 +46
Sep01 000316 99.05 99.06 99.04 99.04 -0.06 29 9,557 -817
Dec01 000316 98.89 98.89 98.89 98.89 -0.05 0 1,154 +0
Mar02 000316 98.74 98.74 98.74 98.74 -0.06 1,000 1,379 +1,000
Jun02 000316 98.64 98.64 98.64 98.64 unch 0 79 +0
Total Volume and Open Interest 5,597 78,588 -12,787
3-Mth Euro-Yen(SIMEX)
Jun00 000316 99.82 99.82 99.79 99.79 -0.02 9,233 86,370 -4,651
Sep00 000316 99.69 99.69 99.65 99.65 -0.04 2,552 78,166 -2,648
Dec00 000316 99.52 99.52 99.48 99.49 -0.04 3,559 58,507 +296
Mar01 000316 99.39 99.39 99.35 99.35 -0.04 4,681 59,692 +55,583
Jun01 000316 99.24 99.25 99.21 99.21 -0.05 5,596 55,928 +394
Sep01 000316 99.09 99.09 99.05 99.05 -0.06 946 47,320 -1,146
Dec01 000316 98.92 98.92 98.88 98.88 -0.05 131 9,968 +356
Mar02 000316 98.76 98.76 98.75 98.75 -0.06 0 4,109 +4,109
Total Volume and Open Interest 26,698 402,361 +52,293
German Euro-Bund(EUREX)
Jun00 000316 104.37 104.99 104.23 104.78 +0.29 763,179 567,524 +28,080
Sep00 000316 103.85 104.36 103.85 104.27 +0.34 3,448 6,053 +44
Dec00 000316 103.78 103.78 103.78 103.78 +103.78 0 510 +510
Total Volume and Open Interest 766,627 574,087 +28,485
German Euro-Bobl(EUREX)
Jun00 000316 103.10 103.48 103.02 103.38 +0.23 265,031 318,101 +8,526
Sep00 000316 103.10 103.10 103.08 103.08 +103.08 0 2,993 +2,993
Dec00 000316 102.58 102.58 102.58 102.58 +0.30      
Total Volume and Open Interest 281,594 312,568 +10,678
Long Gilt(LIFFE)
Mar00 000316 113~29 114~09 113~28 114~09 +1~04 1,759 9,113 -901
Jun00 000316 112~28 114~03 112~26 113~29 +0~28 19,860 65,000 +365
Total Volume and Open Interest 21,619 74,113 -536
3-Mth Short Sterling(LIFFE)
Jun00 000316 93.40 93.45 93.37 93.44 +0.04 51,725 186,244 +423
Sep00 000316 93.23 93.30 93.20 93.28 +0.04 35,685 179,533 -486
Dec00 000316 93.12 93.18 93.09 93.16 +0.03 14,356 93,200 +803
Total Volume and Open Interest 139,479 720,813 -155,837
3-Mth Euribor(LIFFE)
Jun00 000316 95.810 95.885 95.805 95.870 +0.050 66,336 330,121 +2,086
Sep00 000316 95.535 95.625 95.520 95.615 +0.075 47,660 295,023 +2,529
Dec00 000316 95.305 95.385 95.290 95.375 +0.065 22,828 157,380 +4,904
Total Volume and Open Interest 195,523 1,221,873 +13,281
3-Mth Aus T-Bills(SFE)
Mar00 000309 94.15 94.18 94.12 94.15 -0.03 4,788 0 +0
Jun00 000316 93.87 93.90 93.85 93.88 -0.01 6,714 0 +0
Sep00 000316 93.51 93.53 93.49 93.53 unch 2,940 0 +0
Dec00 000316 93.31 93.31 93.29 93.31 -0.01 473 0 +0
Mar01 000316 93.16 93.16 93.14 93.16 -0.01 201 0 +0
Jun01 000316 93.05 93.06 93.04 93.06 +0.01 177 0 +0
Sep01 000316 92.95 92.97 92.95 92.97 +0.01 53 0 +0
Dec01 000316 92.88 92.89 92.86 92.89 unch 136 0 +0
Mar02 000316 92.80 92.83 92.80 92.83 -0.02 40 0 +0
Jun02 000316 92.76 92.76 92.75 92.75 -0.04 40 0 +0
Total Volume and Open Interest 10,774 411,283 -2,178
10-Year Aus T-Bonds(SFE)
Jun00 000316 93.39 93.47 93.37 93.45 +0.03 3,971 0 +0
Total Volume and Open Interest 3,971 116,953 -2,468
3-Year Aus T-Bonds(SFE)
Jun00 000316 93.51 93.53 93.47 93.52 -0.02 8,020 0 +0
Total Volume and Open Interest 8,020 188,424 +14,438
Gold(CMX)
Apr00 000316 289.3 289.4 286.3 287.0 -2.6 10,300 64,128 +1,210
Jun00 000316 292.0 292.0 288.7 289.6 -2.7 2,201 31,261 +765
Aug00 000316 293.6 294.0 291.5 292.2 -2.7 148 12,678 -54
Oct00 000316 294.5 294.8 294.5 294.8 -2.7 0 3,769 +0
Dec00 000316 300.0 300.2 297.5 297.5 -2.6 105 19,894 -33
Feb01 000316 300.0 300.0 299.7 299.7 -2.6 0 6,412 +0
Total Volume and Open Interest 12,827 163,361 +1,817
Silver(CMX)
Mar00 000316 510.0 511.0 507.5 508.7 -4.0 37 172 -31
May00 000316 516.0 516.5 509.0 512.5 -4.0 9,381 53,527 -758
Jul00 000316 519.0 520.5 512.5 516.0 -4.0 750 7,973 +243
Sep00 000316 517.0 519.2 517.0 519.2 -4.0 70 2,121 -44
Dec00 000316 525.0 525.0 520.0 521.5 -4.0 9 5,984 +4
Total Volume and Open Interest 10,247 73,695 -586
Platinum(NYM)
Apr00 000316 482.0 485.0 480.0 481.7 +3.4 507 7,164 -150
Jul00 000316 476.5 478.0 473.5 474.7 +2.9 112 1,542 +60
Oct00 000316 465.7 465.7 465.7 465.7 +2.9      
Jan01 000316 458.7 458.7 458.7 458.7 +2.9      
Total Volume and Open Interest 619 8,785 -90
Palladium(NYME)
Mar00 000316 720.00 720.00 720.00 720.00 +14.00 20 23 +23
Jun00 000316 710.00 719.00 710.00 713.00 +14.00 80 2,273 -6
Sep00 000316 706.00 706.00 706.00 706.00 +14.00      
Total Volume and Open Interest 100 2,339 +4
Copper(CMX)
Mar00 000316 80.35 81.05 79.90 81.05 +0.90 224 744 -69
May00 000316 81.30 82.25 80.60 81.95 +0.85 6,775 39,029 +619
Jul00 000316 81.95 83.00 81.50 82.70 +0.80 461 6,976 +36
Sep00 000316 82.60 83.40 82.60 83.35 +0.75 26 4,832 +12
Dec00 000316 83.60 84.20 83.20 84.00 +0.70 107 3,761 -62
Total Volume and Open Interest 7,957 67,828 +541
DJIA Index(CBOT)
Mar00 000316 10200 10685 10155 10680 +523 4,896 8,206 -2,539
Jun00 000316 10320 10815 10280 10805 +525 27,982 13,751 +1,464
Sep00 000316 10460 10945 10458 10939 +529 2 589 +1
Dec00 000316 11086 11086 11086 11086 +534 2 1,267 +1
Total Volume and Open Interest 32,885 23,819 -1,070
S & P 500(CME)
Mar00 000316 1408.00 1462.00 1406.00 1459.00 +63.80 37,395 88,362 -21,071
Jun00 000316 1427.00 1481.00 1423.00 1478.00 +64.80 137,509 346,118 +18,226
Sep00 000316 1445.00 1500.60 1444.60 1498.50 +65.90 155 5,124 -32
Dec00 000316 1482.00 1520.80 1482.00 1520.50 +67.70 5 2,940 +4
Total Volume and Open Interest 175,494 443,029 -2,679
S & P 500 E-Mini(Globex)
Mar00 000316 1396.00 1469.00 1395.75 1459.00 +63.75 1,377 20,474 -4,660
Jun00 000316 1413.25 1481.50 1412.25 1478.00 +64.75 84,513 16,204 +4,147
Total Volume and Open Interest 85,890 36,678 -513
NASDAQ 100(CME)
Mar00 000316 4200.00 4375.00 4065.00 4359.50 +249.00 3,995 11,949 -2,827
Jun00 000316 4255.00 4434.00 4110.00 4414.50 +252.00 32,585 32,393 +2,362
Sep00 000316 4470.50 4470.50 4470.50 4470.50 +252.00 0 12 +0
Total Volume and Open Interest 36,580 44,354 -465
NASDAQ 100 E-Mini(GLOBEX)
Mar00 000316 4155.0 4400.0 4057.0 4359.5 +249.0 895 8,318 -727
Jun00 000316 4172.0 4432.0 4108.0 4414.5 +252.0 33,240 6,541 +783
Total Volume and Open Interest 34,135 14,859 +56
NYSE Composite(NYBOT)
Mar00 000316 611.25 636.65 611.25 636.65 +30.25 344 1,142 -128
Jun00 000316 617.50 644.00 617.00 643.65 +30.25 1,287 2,540 -7
Sep00 000316 650.65 650.65 650.65 650.65 +30.25 0 250 +250
Total Volume and Open Interest 0 3,719 +0
S & P Midcap 400(CME)
Mar00 000316 461.00 484.65 461.00 484.65 +26.05 1,094 3,921 -1,262
Jun00 000316 469.00 493.50 464.70 490.75 +26.15 2,164 12,087 +1,208
Sep00 000316 493.55 495.70 493.55 493.55 +26.15 2 0 +0
Total Volume and Open Interest 3,260 16,008 -54
Russell 2000(CME)
Mar00 000316 549.00 581.50 548.00 581.50 +22.50 999 3,111 -941
Jun00 000316 571.00 589.50 550.55 589.00 +23.00 3,546 11,329 +924
Sep00 000316 595.50 595.50 595.50 595.50 +23.00      
Total Volume and Open Interest 4,545 14,440 -17
Value Line(KCBT)
Mar00 000316 1008.00 1048.00 1008.00 1048.00 +48.75 40 238 -23
Total Volume and Open Interest 136 331 -1
Nikkei 225(CME)
Jun00 000316 19280 19450 19170 19440 +275 1,163 12,222 +593
Sep00 000316 19440 19440 19440 19440 +275 0 2 +0
Total Volume and Open Interest 1,163 12,224 +588
Nikkei 225(SIMEX)
Jun00 000316 19070 19210 18835 19190 +200 16,570 91,442 -5,515
Sep00 000316 19195 19195 19195 19195 +200 0 8,978 +0
Dec00 000316 19170 19170 19170 19170 +200 0 1,001 +0
Total Volume and Open Interest 19,568 123,454 +306
CAC 40(MATIF)
Mar00 000316 6253.5 6410.0 6241.0 6410.0 +180.0 63,610 158,848 -4,113
Apr00 000316 6259.5 6365.0 6251.5 6365.0 +95.0 2,015 4,479 -352
May00 000316 6262.0 6274.5 6262.0 6274.5 +44.5 0 15 +0
Total Volume and Open Interest 69,203 228,136 -1,794
DAX Index(EUREX)
Mar00 000316 7520.0 7640.5 7467.5 7596.5 +150.5 102,857 289,540 -1,873
Jun00 000316 7572.0 7695.0 7524.0 7650.5 +150.5 51,950 248,107 +19,685
Sep00 000316 7612.0 7769.5 7612.0 7729.0 +152.5 20 1,452 +31
Total Volume and Open Interest 154,827 539,099 +17,843
FT-SE 100(LIFFE)
Mar00 000316 6527.00 6635.00 6485.00 6628.00 +163.00 62,907 67,641 -18,582
Jun00 000316 6540.00 6707.00 6540.00 6698.00 +165.50 40,332 171,656 +26,628
Sep00 000316 6701.00 6766.00 6701.00 6766.00 +163.00 0 1,190 +0
Total Volume and Open Interest 105,051 240,487 +8,046
SPI 200(SFE)
Mar00 000316 3199.0 3210.0 3193.0 3208.0 +28.0 1,795 0 +0
Jun00 000316 3215.0 3220.0 3206.0 3217.0 +25.0 253 0 +0
Sep00 000316 3234.0 3234.0 3234.0 3234.0 +28.0 208 0 +0
Total Volume and Open Interest 2,256 250,996 +7,482
GSCI(CME)
Apr00 000316 211.50 215.10 211.40 214.00 +0.25 622 37,059 +453
May00 000316 211.30 211.50 209.70 211.30 +0.40 0 5 +0
Jun00 000316 207.40 208.00 206.20 207.40 +0.10 0 43 +0
Total Volume and Open Interest 936 38,350 +260
Bridge CRB Index(NYBOT)
Apr00 000316 214.20 215.80 214.20 215.05 +0.75 108 1,565 -47
Jun00 000316 215.40 216.90 215.40 216.25 +0.75 6 1,131 -5
Aug00 000316 216.95 216.95 216.95 216.95 +0.75 0 544 +0
Total Volume and Open Interest 114 3,242 -52
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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