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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 Fri March 17, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000317 532.00 538.50 530.50 537.50 +12.00 42,712 76,901 +485
Jul00 000317 544.00 548.50 542.00 547.75 +11.25 12,485 50,209 +1,407
Aug00 000317 544.00 551.00 544.00 549.75 +12.25 1,035 6,782 -109
Sep00 000317 547.50 552.00 546.50 551.25 +12.75 811 4,682 +64
Nov00 000317 553.00 559.00 553.00 558.50 +12.50 9,774 31,135 +1,830
Jan01 000317 560.50 566.50 560.50 566.00 +12.50 125 2,397 +54
Mar01 000317 568.00 574.00 568.00 574.00 +13.00 177 1,076 +117
Total Volume and Open Interest 67,191 173,768 +3,857
Soybean Meal(CBOT)
May00 000317 173.00 173.50 170.20 171.80 +1.80 15,949 56,456 +379
Jul00 000317 174.50 174.80 171.80 173.80 +2.40 5,991 37,640 +1,004
Aug00 000317 173.70 174.40 171.80 174.00 +2.30 2,022 8,525 +559
Sep00 000317 173.90 174.50 172.00 174.10 +2.40 369 5,162 +65
Oct00 000317 173.80 174.50 172.00 174.10 +2.20 270 5,144 +7
Dec00 000317 175.80 177.30 174.50 176.10 +2.20 2,040 11,731 +553
Jan01 000317 176.50 177.30 175.50 176.00 +2.00 2 771 +0
Mar01 000317 178.50 178.50 176.50 178.00 +3.00 1 568 +1
Total Volume and Open Interest 26,644 126,022 +2,568
Soybean Oil(CBOT)
May00 000317 17.17 17.90 17.12 17.85 +0.91 12,610 51,754 -704
Jul00 000317 17.50 18.23 17.47 18.18 +0.88 7,213 34,797 -1,218
Aug00 000317 17.65 18.35 17.65 18.30 +0.85 456 8,471 +261
Sep00 000317 17.83 18.50 17.80 18.43 +0.82 82 6,935 -60
Oct00 000317 18.04 18.55 18.04 18.55 +0.81 7 6,363 +7
Dec00 000317 18.35 19.00 18.35 19.00 +0.88 1,734 16,875 -49
Jan01 000317 18.85 19.35 18.85 19.35 +0.89 3 7,892 +0
Mar01 000317 19.20 19.53 19.20 19.53 +0.86 0 1,949 +0
Total Volume and Open Interest 22,105 139,178 -1,763
Canola(WCE)
Mar00 000317 260.5 260.5 260.5 260.5 +0.5      
May00 000317 268.0 271.4 267.1 271.1 +7.2 7,166 32,986 -3,420
Jul00 000317 275.0 276.8 273.0 276.6 +7.5 6,248 21,549 +1,092
Aug00 000317 279.9 279.9 279.9 279.9 +7.9 505 2,524 +372
Sep00 000317 282.8 282.8 282.8 282.8 +8.3 201 534 +1
Total Volume and Open Interest 16,676 68,657 -235
Corn(CBOT)
May00 000317 239.50 241.75 238.25 240.75 +5.50 44,724 197,794 -824
Jul00 000317 249.00 249.50 246.50 249.00 +5.25 18,645 138,695 +2,956
Sep00 000317 255.00 256.00 253.25 255.50 +5.25 3,818 40,959 -380
Nov00 000317 259.00 260.00 259.00 259.75 +4.75 85 908 +43
Dec00 000317 263.00 264.25 261.25 263.75 +5.25 14,122 96,851 +2,274
Jan01 000317 266.75 266.75 266.75 266.75 +4.25 0 16 +0
Total Volume and Open Interest 83,600 493,461 +4,727
Wheat(CBOT)
May00 000317 271.00 273.00 266.00 272.25 +6.00 11,960 61,303 -687
Jul00 000317 281.00 284.00 277.25 283.50 +6.25 6,142 38,179 +85
Sep00 000317 292.00 294.50 288.00 294.25 +6.00 541 7,212 -179
Dec00 000317 306.00 309.00 302.50 308.75 +6.25 1,223 12,448 +51
Mar01 000317 313.50 318.50 313.00 318.50 +5.00 47 404 +30
Total Volume and Open Interest 19,919 119,974 -701
Wheat(KCBT)
Mar00 000317 290.25 290.25 288.50 288.50 +1.50 1 24 -12
May00 000317 299.00 300.00 295.50 299.75 +4.25 3,803 28,152 -318
Jul00 000317 309.25 310.50 306.00 310.00 +4.00 2,367 25,394 +216
Sep00 000317 317.00 318.00 316.00 317.50 +3.50 114 2,930 +67
Dec00 000317 331.00 332.00 328.25 332.00 +3.50 155 6,494 +59
Total Volume and Open Interest 6,664 63,647 +213
Wheat(MGE)
Mar00 000317 312.00 312.00 312.00 312.00 unch      
May00 000317 328.00 330.00 325.50 327.75 +2.50 1,702 11,722 -288
Jul00 000317 338.50 340.25 336.00 338.25 +2.75 594 7,205 -119
Sep00 000317 348.00 349.75 345.75 347.25 +2.50 271 2,812 +229
Dec00 000317 358.50 360.50 357.00 358.25 +2.25 39 1,374 +16
Total Volume and Open Interest 2,610 23,252 -160
Oats(CBOT)
May00 000317 121.75 122.25 121.00 122.00 +1.50 1,423 5,754 -159
Jul00 000317 121.00 121.00 119.50 120.50 +1.50 550 7,235 -60
Sep00 000317 123.75 123.75 122.50 123.25 +1.50 43 1,427 +15
Dec00 000317 129.25 129.25 128.50 129.00 +0.50 156 2,868 +23
Total Volume and Open Interest 2,202 17,728 -159
Rough Rice(CBOT)
Mar00 000317 5.72 5.72 5.72 5.72 +0.04 48 81 -3
May00 000317 5.91 6.01 5.90 5.91 +0.05 630 4,210 +47
Jul00 000317 6.18 6.25 6.13 6.16 +0.05 117 1,508 +9
Sep00 000317 6.82 6.88 6.82 6.86 +0.05 97 380 +42
Total Volume and Open Interest 999 6,948 +151
Live Cattle(CME)
Apr00 000317 72.000 72.050 71.750 71.925 -0.200 7,821 44,053 -799
Jun00 000317 68.700 68.900 68.600 68.725 -0.150 3,730 40,486 +699
Aug00 000317 68.950 69.100 68.850 69.025 unch 2,377 20,995 -14
Oct00 000317 71.850 71.950 71.700 71.875 unch 858 11,570 +205
Dec00 000317 73.225 73.350 73.100 73.300 +0.025 156 4,595 +88
Feb01 000317 74.275 74.300 74.200 74.250 -0.100 24 2,882 -1
Total Volume and Open Interest 15,475 126,818 +412
Feeder Cattle(CME)
Mar00 000317 83.200 83.300 82.850 83.100 -0.050 422 3,707 -302
Apr00 000317 83.100 83.350 82.900 83.050 -0.300 371 5,430 -13
May00 000317 83.100 83.325 82.775 82.950 -0.275 859 7,565 +27
Aug00 000317 85.250 85.300 84.825 84.975 -0.400 256 5,566 -25
Sep00 000317 85.400 85.600 85.150 85.500 -0.375 38 1,490 -9
Oct00 000317 85.750 86.000 85.600 85.950 -0.225 31 1,407 +2
Nov00 000317 87.000 87.050 86.600 86.950 -0.500 40 1,074 +1,074
Total Volume and Open Interest 2,017 26,596 -310
Lean Hogs(CME)
Apr00 000317 61.800 62.800 61.600 62.675 +0.875 2,910 18,724 -239
Jun00 000317 70.450 71.250 70.350 70.925 +0.575 3,018 23,131 +233
Jul00 000317 68.150 68.800 68.000 68.700 +0.425 400 6,244 +168
Aug00 000317 65.050 65.750 65.000 65.325 +0.125 386 5,688 +125
Oct00 000317 58.200 58.950 58.200 58.875 +0.425 206 2,874 +37
Dec00 000317 56.300 56.900 56.250 56.475 +0.325 101 1,626 +86
Feb01 000317 56.450 56.900 56.300 56.750 +0.350 64 304 +55
Apr01 000317 55.600 56.300 55.600 56.100 +0.525 4 55 +0
Total Volume and Open Interest 7,089 58,656 +465
Pork Bellies(CME)
Mar00 000317 94.800 95.600 94.600 95.000 +0.050 116 486 -43
May00 000317 93.700 93.850 92.600 93.375 +0.050 1,231 4,569 +107
Jul00 000317 90.725 91.200 90.300 90.750 +0.025 148 992 +74
Aug00 000317 86.900 87.500 86.550 86.550 +0.225 33 292 +0
Total Volume and Open Interest 1,528 6,339 +138
Cocoa(NYBOT)
Mar00 000316 910 910 862 878 +32 14 6 -8
May00 000317 920 929 893 898 -37 16,721 35,208 +1,304
Jul00 000317 945 955 918 923 -40 5,484 21,293 +965
Sep00 000317 968 977 949 949 -38 1,343 17,704 +707
Dec00 000317 1000 1015 983 985 -37 1,614 10,212 +926
Mar01 000317 1038 1038 1021 1021 -37 90 8,002 +27
May01 000317 1065 1072 1048 1048 -37 15 4,424 +11
Total Volume and Open Interest 25,267 106,269 +3,934
Coffee "C"(NYBOT)
Mar00 000317 105.50 106.15 105.50 106.10 -0.25 169 620 -171
May00 000317 106.25 106.55 105.10 106.35 -0.30 8,087 30,289 -574
Jul00 000317 108.75 109.10 107.75 108.85 -0.50 1,111 9,083 +278
Sep00 000317 111.75 111.75 110.50 111.45 -0.60 153 6,168 +50
Dec00 000317 114.50 114.60 113.50 114.45 -0.85 32 3,013 -92
Mar01 000317 117.70 117.70 117.70 117.70 -0.85 0 1,114 +0
Total Volume and Open Interest 9,553 50,366 -508
Orange Juice(NYBOT)
May00 000317 86.35 86.40 85.35 86.20 +0.30 687 12,145 +38
Jul00 000317 85.40 85.50 84.40 85.20 +0.20 106 3,295 -3
Sep00 000317 85.20 85.20 84.20 84.70 -0.05 4 1,938 +4
Nov00 000317 84.80 84.80 84.00 84.00 -0.50 1 888 +0
Jan01 000317 83.75 83.75 83.75 83.75 -0.50 0 627 +0
Total Volume and Open Interest 802 19,657 +35
Sugar #11(NYBOT)
May00 000317 5.34 5.35 5.26 5.27 -0.07 8,060 95,071 -1,719
Jul00 000317 5.38 5.39 5.32 5.33 -0.06 2,623 49,906 +641
Oct00 000317 5.77 5.78 5.72 5.72 -0.05 1,033 28,237 +271
Mar01 000317 6.06 6.06 6.02 6.02 -0.03 1,371 16,034 +418
May01 000317 6.16 6.16 6.14 6.14 -0.02 1 1,977 +1
Total Volume and Open Interest 13,380 196,124 -360
London Cocoa(LCE)
Mar00 000317 607 607 603 603 -13 1,250 46 -9
May00 000317 670 670 651 653 -13 1,762 33,662 -474
Jul00 000317 670 671 655 660 -10 3,025 36,664 +625
Sep00 000317 690 690 675 680 -9 784 27,627 -28
Dec00 000317 712 717 702 707 -9 2,309 24,467 +1,296
Mar01 000317 731 738 725 727 -11 370 15,331 -38
May01 000317 751 751 739 742 -11 0 9,010 +0
Total Volume and Open Interest 9,500 154,355 +1,372
London Coffee(LCE)
Mar00 000317 983.00 987.00 980.00 980.00 -5.00 62 234 -38
May00 000317 1014.00 1015.00 1000.00 1000.00 -9.00 2,533 34,619 -569
Jul00 000317 1018.00 1020.00 1002.00 1003.00 -10.00 783 16,039 +83
Sep00 000317 1030.00 1030.00 1013.00 1013.00 -8.00 413 5,486 +10
Nov00 000317 1036.00 1037.00 1025.00 1025.00 -6.00 157 3,006 +31
Jan01 000317 1053.00 1053.00 1040.00 1040.00 -6.00 185 905 +54
Total Volume and Open Interest 4,175 60,683 -428
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000317 173.00 174.00 171.70 172.80 -0.20 297 21,182 -58
Aug00 000317 175.00 176.40 174.60 175.30 -0.50 437 13,825 +118
Oct00 000317 179.50 180.00 178.90 178.90 -0.40 10 5,359 +0
Dec00 000317 181.70 181.70 181.70 181.70 -0.60 0 116 +0
Total Volume and Open Interest 744 41,189 +60
Cotton(NYBOT)
May00 000317 62.70 63.00 62.36 62.69 +0.15 3,519 40,593 -551
Jul00 000317 64.05 64.30 63.80 64.13 +0.20 1,436 18,354 +176
Oct00 000317 63.80 64.00 63.60 64.00 +0.05 81 833 +4
Dec00 000317 63.90 64.30 63.90 64.08 +0.17 2,058 13,305 +654
Mar01 000317 65.18 65.18 64.95 64.95 +0.10 26 790 +23
May01 000317 65.20 65.40 65.20 65.40 +0.05 0 284 +0
Total Volume and Open Interest 7,120 74,402 +306
Lumber(CME)
May00 000317 335.8 338.3 334.4 334.5 -1.4 555 1,822 +113
Jul00 000317 339.9 340.4 338.0 339.1 -1.5 108 539 +31
Sep00 000317 337.0 338.5 336.0 337.0 unch 5 117 +0
Nov00 000317 330.3 330.5 330.1 330.5 +1.0 2 34 +0
Total Volume and Open Interest 695 2,577 +123
Crude Oil(NYM)
Apr00 000317 31.30 31.30 30.56 30.91 -0.18 72,177 68,557 -15,522
May00 000317 29.35 29.47 28.80 29.08 -0.20 63,078 131,729 +11,248
Jun00 000317 28.10 28.13 27.60 27.83 -0.17 19,217 71,100 +4,809
Jul00 000317 27.17 27.17 26.84 27.00 -0.10 6,234 43,804 +213
Aug00 000317 26.39 26.47 26.24 26.40 -0.05 1,151 24,978 -1
Sep00 000317 25.85 25.98 25.60 25.87 -0.01 1,706 18,635 +192
Oct00 000317 25.25 25.50 25.05 25.37 +0.01 686 17,807 +59
Nov00 000317 24.77 24.94 24.77 24.94 +0.02 1,173 14,172 +189
Dec00 000317 24.50 24.62 24.41 24.54 +0.03 5,774 37,829 +190
Jan01 000317 24.10 24.17 24.02 24.17 +0.04 348 16,412 +110
Total Volume and Open Interest 175,711 539,507 +2,399
Heating Oil(NYM)
Apr00 000317 72.10 72.85 71.50 71.72 -0.31 14,225 22,710 -1,470
May00 000317 69.70 70.10 68.60 68.81 -0.72 30,462 111,276 -344
Jun00 000317 68.00 68.00 66.80 66.86 -0.77 30,462 111,276 -344
Jul00 000317 66.60 66.60 65.71 65.71 -0.77 2,380 13,518 +193
Aug00 000317 66.50 66.50 65.46 65.46 -0.77 767 6,711 -31
Sep00 000317 66.80 66.80 65.81 65.81 -0.72 349 5,975 +70
Oct00 000317 66.55 66.55 66.16 66.16 -0.67 271 2,891 +120
Nov00 000317 67.00 67.00 66.51 66.51 -0.62 513 2,809 +170
Dec00 000317 67.20 67.40 66.81 66.81 -0.62 1,515 15,857 +194
Jan01 000317 67.30 67.30 66.86 66.86 -0.57 185 3,738 +52
Total Volume and Open Interest 30,462 111,276 -344
Unleaded Gas(NYM)
Apr00 000317 93.80 95.20 93.00 93.43 -0.55 20,481 30,419 -2,203
May00 000317 87.75 89.35 87.55 87.76 -0.24 13,738 30,111 +3,303
Jun00 000317 83.90 84.80 83.70 83.76 -0.24 5,058 17,681 -11
Jul00 000317 81.00 81.40 80.30 80.66 -0.19 3,166 9,581 +385
Aug00 000317 78.25 78.45 77.90 77.96 -0.14 3,766 7,567 +255
Sep00 000317 75.80 75.80 75.46 75.46 -0.09 3,295 8,737 -45
Oct00 000317 71.76 71.76 71.76 71.76 -0.09 26 2,211 +11
Nov00 000317 69.76 69.76 69.76 69.76 -0.09      
Total Volume and Open Interest 49,730 108,234 +1,638
Natural Gas(NYM)
Apr00 000317 2.845 2.850 2.780 2.785 -0.066 19,761 50,426 -1,206
May00 000317 2.870 2.875 2.810 2.820 -0.056 11,082 35,805 +1,113
Jun00 000317 2.890 2.890 2.835 2.840 -0.049 3,853 23,679 +323
Jul00 000317 2.900 2.900 2.855 2.855 -0.047 1,606 18,382 +175
Aug00 000317 2.905 2.905 2.865 2.868 -0.044 1,380 15,195 -189
Sep00 000317 2.905 2.905 2.865 2.870 -0.040 1,302 17,737 -200
Oct00 000317 2.920 2.920 2.880 2.892 -0.038 926 17,037 -174
Nov00 000317 3.040 3.045 3.000 3.010 -0.035 512 12,352 -121
Total Volume and Open Interest 48,434 298,117 +1,797
Brent Crude Oil(IPE)
May00 000317 26.90 27.14 26.45 26.56 -0.22 45,092 79,917 +547
Jun00 000317 26.22 26.43 25.90 25.93 -0.14 15,640 41,285 +682
Jul00 000317 25.70 25.77 25.30 25.35 -0.14 5,961 15,638 -1,896
Aug00 000317 25.17 25.22 24.85 24.85 -0.12 2,387 11,730 -288
Sep00 000317 24.70 24.70 24.38 24.43 -0.09 916 11,875 -571
Oct00 000317 24.29 24.34 24.04 24.07 -0.08 523 12,970 +222
Nov00 000317 23.98 23.98 23.72 23.72 -0.08 314 6,254 +14
Dec00 000317 23.61 23.62 23.32 23.37 -0.08 2,955 26,113 -1,190
Total Volume and Open Interest 84,052 255,644 -8,888
Gas Oil(IPE)
Apr00 000317 215.50 218.75 215.00 217.50 +3.00 14,826 22,701 -265
May00 000317 209.25 210.50 208.00 209.25 +1.75 7,692 14,627 +1,681
Jun00 000317 205.75 206.50 204.00 205.00 +1.25 3,407 11,345 -99
Jul00 000317 204.25 204.75 203.00 203.50 +1.25 1,051 8,168 -210
Aug00 000317 201.50 202.50 201.50 201.75 +2.25 323 5,167 -117
Sep00 000317 202.00 203.00 201.75 201.75 +1.75 58 3,748 -38
Oct00 000317 202.00 202.00 201.75 201.75 +1.75 0 1,870 +0
Nov00 000317 202.00 202.00 202.00 202.00 +1.75 0 1,556 +0
Total Volume and Open Interest 28,561 88,380 +777
US Dollar Index(NYBOT)
Jun00 000317 105.02 105.25 104.85 104.87 +0.07 1,793 4,620 -197
Sep00 000317 104.53 104.53 104.53 104.53 +0.04 500 1,506 +498
Dec00 000317 104.19 104.19 104.19 104.19 +0.01      
Total Volume and Open Interest 2,293 6,126 -596
Australian Dollar(IMM)
Jun00 000317 61.03 61.03 60.60 60.68 -0.55 875 20,856 +335
Sep00 000317 60.74 60.74 60.74 60.74 -0.55 0 4 +0
Dec00 000317 60.80 60.80 60.80 60.80 -0.55 1 50 +0
Total Volume and Open Interest 1,047 20,920 +335
British Pound(IMM)
Jun00 000317 157.40 157.46 157.04 157.30 -0.32 6,032 43,706 +434
Sep00 000317 157.36 157.36 157.20 157.36 -0.32 0 20 +0
Dec00 000317 157.48 157.48 157.00 157.48 -0.32 4 225 +1
Total Volume and Open Interest 8,355 43,951 +435
Canadian Dollar(IMM)
Jun00 000317 67.89 68.12 67.82 68.09 +0.15 14,104 47,293 +5,009
Sep00 000317 68.05 68.26 68.00 68.24 +0.14 255 6,018 +139
Dec00 000317 68.15 68.39 68.13 68.39 +0.13 19 1,648 -4
Mar01 000317 68.55 68.58 68.54 68.54 +0.12 1 390 +1
Total Volume and Open Interest 14,494 55,443 +5,140
Japanese Yen(IMM)
Jun00 000317 95.99 96.18 95.10 95.16 -1.04 8,295 68,046 -1,495
Sep00 000317 97.60 97.60 96.69 96.69 -1.05 28 804 -22
Dec00 000317 98.30 98.30 98.30 98.30 -1.06 0 353 -1
Total Volume and Open Interest 8,458 69,283 -1,438
Swiss Franc(IMM)
Jun00 000317 60.53 60.96 60.43 60.94 +0.10 16,331 43,901 -1,112
Sep00 000317 61.05 61.47 60.98 61.47 +0.10 16 162 -4
Dec00 000317 61.59 62.00 61.55 62.00 +0.10 0 4 +0
Total Volume and Open Interest 16,347 44,067 -1,116
EuroFX(IMM)
Jun00 000317 97.33 97.91 97.18 97.87 +0.12 16,238 50,826 +287
Sep00 000317 98.38 98.46 97.90 98.46 +0.12 64 437 -29
Dec00 000317 99.05 99.05 98.45 99.05 +0.12 0 32 +0
Total Volume and Open Interest 16,302 51,295 +258
Mexican Peso(IMM)
Mar00 000313 10640.0 10670.0 10640.0 10650.0 -78.0 341 7,827 -1,306
Jun00 000317 10445.0 10500.0 10435.0 10490.0 +22.0 2,178 16,810 -599
Total Volume and Open Interest 106 20,259 -625
30-Year T-Bonds(CBOT)
Mar00 000317 96~10 96~21 96~06 96~17 +0~14 13,192 39,109 -191
Jun00 000317 95~25 96~12 95~23 96~07 +0~14 241,359 503,785 +2,837
Sep00 000317 95~24 96~02 95~19 95~30 +0~14 389 832 +80
Total Volume and Open Interest 255,020 544,339 +2,726
Municipal Bonds(CBOT)
Mar00 000317 94~20 94~23 94~14 94~21 +0~10 1,090 6,757 -197
Jun00 000317 93~29 94~05 93~25 94~01 +0~11 2,245 14,141 +620
Total Volume and Open Interest 3,335 20,898 +423
10-Year T-Notes(CBOT)
Mar00 000317 97~020 97~150 97~000 97~095 +0~105 6,229 18,429 -2,143
Jun00 000317 96~210 97~060 96~190 96~315 +0~105 153,653 547,942 +2,571
Total Volume and Open Interest 159,882 566,666 +428
5-Year T-Notes(CBOT)
Mar00 000317 98~100 98~100 98~060 98~080 +0~030 3,985 25,276 -2,133
Jun00 000317 97~265 98~020 97~240 97~300 +0~035 84,630 400,790 -1,132
Sep00 000317 97~230 97~255 97~230 97~255        
2 Year T-Notes(CBOT)
Mar00 000317 99~016 99~016 99~008 99~016 -0~002 621 4,238 -588
Jun00 000317 98~113 98~124 98~110 98~118 unch 2,541 40,026 +67
Total Volume and Open Interest 3,162 44,264 -521
3-Mth T-Bills(IMM)
Jun00 000317 94.04 94.07 94.04 94.04 unch      
Total Volume and Open Interest 34 714 +7
Eurodollars(IMM)
Jun00 000317 93.405 93.435 93.395 93.415 unch 53,190 534,311 +3,999
Sep00 000317 93.140 93.175 93.120 93.145 unch 87,345 456,417 +1,290
Dec00 000317 92.925 92.975 92.910 92.940 +0.005 55,425 348,720 -2,396
Mar01 000317 92.860 92.910 92.850 92.885 +0.015 43,411 299,653 +2,318
Jun01 000317 92.775 92.820 92.765 92.800 +0.020 22,506 201,009 +2,178
Sep01 000317 92.735 92.780 92.730 92.760 +0.020 21,576 163,048 +1,327
Dec01 000317 92.670 92.720 92.670 92.700 +0.030 13,899 128,664 +1,132
Mar02 000317 92.710 92.755 92.705 92.745 +0.035 17,357 114,713 -1,997
Jun02 000317 92.715 92.765 92.710 92.755 +0.045 5,490 89,359 -24
Sep02 000317 92.710 92.765 92.710 92.760 +0.050 7,211 80,658 -609
Dec02 000317 92.665 92.720 92.655 92.710 +0.055 4,348 71,015 +283
Mar03 000317 92.695 92.770 92.695 92.755 +0.060 5,222 62,207 +676
Total Volume and Open Interest 366,509 2,964,733 +11,176
3-Mth Euro-Yen(IMM)
Mar00 000310 99.88 99.88 99.87 99.88 unch 1,060 15,157 -915
Jun00 000317 99.79 99.79 99.78 99.78 -0.01 502 15,709 -4,702
Sep00 000317 99.65 99.65 99.65 99.65 unch 1,207 14,806 +328
Dec00 000317 99.49 99.49 99.48 99.49 unch 804 10,552 +466
Mar01 000317 99.34 99.35 99.34 99.35 unch 476 16,671 +50
Jun01 000317 99.21 99.21 99.21 99.21 unch 364 5,342 +579
Sep01 000317 99.04 99.05 99.04 99.04 unch 256 9,750 +193
Dec01 000317 98.88 98.88 98.88 98.88 -0.01 0 1,154 +0
Mar02 000317 98.74 98.74 98.74 98.74 unch 0 1,179 -200
Jun02 000317 98.64 98.64 98.64 98.64 unch 0 79 +0
Total Volume and Open Interest 3,609 75,302 -3,286
3-Mth Euro-Yen(SIMEX)
Jun00 000317 99.79 99.80 99.78 99.78 -0.01 13,631 88,936 +2,566
Sep00 000317 99.65 99.67 99.64 99.65 unch 12,835 78,475 +309
Dec00 000317 99.48 99.51 99.47 99.49 unch 9,569 57,883 -624
Mar01 000317 99.35 99.37 99.34 99.35 unch 5,381 60,577 +885
Jun01 000317 99.21 99.23 99.21 99.21 unch 2,348 57,085 +1,157
Sep01 000317 99.07 99.07 99.05 99.06 +0.01 1,110 47,012 -308
Dec01 000317 98.90 98.90 98.88 98.89 +0.01 511 9,907 -61
Mar02 000317 98.74 98.75 98.74 98.75 unch 50 3,509 -600
Total Volume and Open Interest 45,435 405,685 +3,324
German Euro-Bund(EUREX)
Jun00 000317 104.74 105.27 104.73 105.18 +0.40 824,681 553,708 -13,816
Sep00 000317 104.37 104.67 104.37 104.67 +0.40 800 8,605 +2,552
Dec00 000317 104.18 104.18 104.18 104.18 +0.40 0 470 -40
Total Volume and Open Interest 825,481 562,783 -11,304
German Euro-Bobl(EUREX)
Jun00 000317 103.39 103.57 103.34 103.53 +0.15 410,925 315,413 -2,688
Sep00 000317 103.28 103.28 103.28 103.28 +0.20 363 2,952 -41
Dec00 000317 102.78 102.78 102.78 102.78 +0.20      
Total Volume and Open Interest 411,288 318,365 +5,797
Long Gilt(LIFFE)
Mar00 000317 114~18 114~28 114~18 114~27 +0~18 496 8,228 -885
Jun00 000317 113~30 114~20 113~26 114~15 +0~18 25,300 69,003 +4,003
Total Volume and Open Interest 25,796 77,231 +3,118
3-Mth Short Sterling(LIFFE)
Jun00 000317 93.44 93.46 93.42 93.45 +0.01 35,657 190,933 +4,689
Sep00 000317 93.29 93.32 93.27 93.31 +0.03 24,942 180,079 +546
Dec00 000317 93.16 93.22 93.16 93.20 +0.04 11,442 96,384 +3,184
Total Volume and Open Interest 86,449 732,736 +11,923
3-Mth Euribor(LIFFE)
Jun00 000317 95.880 95.920 95.855 95.910 +0.040 130,611 319,190 -10,931
Sep00 000317 95.630 95.680 95.600 95.665 +0.050 85,027 299,711 +4,688
Dec00 000317 95.390 95.440 95.365 95.430 +0.055 36,721 161,413 +4,033
Total Volume and Open Interest 359,743 1,228,685 +6,812
3-Mth Aus T-Bills(SFE)
Jun00 000317 93.86 93.88 93.85 93.86 -0.02 6,714 238,715 +238,715
Sep00 000317 93.53 93.53 93.48 93.50 -0.03 2,940 81,854 +81,854
Dec00 000317 93.31 93.31 93.28 93.29 -0.02 473 34,738 +34,738
Mar01 000317 93.18 93.18 93.15 93.15 -0.01 201 18,348 +18,348
Jun01 000317 93.08 93.08 93.05 93.05 -0.01 177 12,805 +12,805
Sep01 000317 92.98 92.98 92.98 92.98 +0.01 53 7,941 +7,941
Dec01 000317 92.90 92.93 92.90 92.93 +0.04 136 5,517 +5,517
Mar02 000317 92.83 92.86 92.83 92.86 +0.03 40 4,358 +4,358
Jun02 000317 92.75 92.78 92.75 92.77 +0.02 40 2,051 +2,051
Sep02 000317 92.70 92.74 92.70 92.73 +0.03 0 1,500 +1,500
Total Volume and Open Interest 10,774 411,283 +0
10-Year Aus T-Bonds(SFE)
Jun00 000317 93.46 93.49 93.40 93.43 -0.01 3,971 116,953 +116,953
Sep00 000317 93.28 93.28 93.28 93.28        
3-Year Aus T-Bonds(SFE)
Jun00 000317 93.55 93.56 93.50 93.52 unch 8,020 188,424 +188,424
Sep00 000317 93.35 93.35 93.35 93.35        
Gold(CMX)
Apr00 000317 286.7 286.8 283.6 285.0 -2.0 39,830 66,503 +2,375
Jun00 000317 289.0 289.5 286.0 287.6 -2.0 4,678 31,745 +484
Aug00 000317 290.0 290.2 289.0 290.2 -2.0 33 12,719 +41
Oct00 000317 291.5 293.0 291.5 292.8 -2.0 52 3,821 +52
Dec00 000317 297.0 297.0 295.0 295.5 -2.0 172 19,975 +81
Feb01 000317 298.1 298.1 297.0 297.7 -2.0 20 6,414 +2
Total Volume and Open Interest 44,796 166,393 +3,032
Silver(CMX)
Mar00 000317 508.0 512.0 508.0 509.2 +0.5 16 146 -26
May00 000317 512.5 514.0 511.0 513.0 +0.5 7,311 54,410 +883
Jul00 000317 517.0 518.0 515.0 516.6 +0.6 152 8,053 +80
Sep00 000317 520.5 520.5 519.8 519.8 +0.6 3 2,121 +0
Dec00 000317 524.0 525.0 522.1 522.1 +0.6 14 5,988 +4
Total Volume and Open Interest 7,501 74,635 +940
Platinum(NYM)
Apr00 000317 485.5 488.0 479.5 484.8 +3.1 1,012 7,353 +189
Jul00 000317 479.0 481.0 474.0 476.8 +2.1 393 1,694 +152
Oct00 000317 467.8 467.8 467.8 467.8 +2.1      
Jan01 000317 460.8 460.8 460.8 460.8 +2.1      
Total Volume and Open Interest 1,405 9,126 +341
Palladium(NYME)
Mar00 000317 718.50 718.50 718.50 718.50 -1.50 0 12 -11
Jun00 000317 713.00 717.00 709.00 710.00 -3.00 55 2,283 +10
Sep00 000317 703.00 703.00 703.00 703.00 -3.00 0 43 +43
Total Volume and Open Interest 55 2,338 -1
Copper(CMX)
Mar00 000317 80.40 81.10 80.40 80.55 -0.50 340 834 +90
May00 000317 81.40 82.10 81.30 81.45 -0.50 9,352 38,066 -963
Jul00 000317 82.15 82.80 82.10 82.20 -0.50 713 7,167 +191
Sep00 000317 83.00 83.50 82.90 82.90 -0.45 20 4,839 +7
Dec00 000317 84.15 84.25 83.70 83.70 -0.30 6 3,759 -2
Total Volume and Open Interest 10,569 67,130 -698
DJIA Index(CBOT)
Mar00 000316 10200 10685 10155 10680 +523 4,896 8,206 -2,539
Jun00 000317 10770 10895 10700 10758 -47 35,535 16,582 +2,831
Sep00 000317 10930 11010 10840 10892 -47 53 611 +22
Dec00 000317 11039 11039 11039 11039 -47 0 1,266 -1
Total Volume and Open Interest 39,845 25,973 +2,154
S & P 500(CME)
Jun00 000317 1472.00 1497.50 1470.00 1489.00 +11.00 157,272 355,743 +9,625
Sep00 000317 1501.50 1518.00 1492.00 1509.40 +10.90 170 5,183 +59
Dec00 000317 1534.00 1538.50 1513.50 1531.50 +11.00 285 3,151 +211
Mar01 000317 1555.00 1562.00 1537.00 1555.00 +11.00 185 201 +35
Total Volume and Open Interest 211,322 445,481 +2,452
S & P 500 E-Mini(Globex)
Jun00 000317 1477.25 1497.75 1468.25 1489.00 +11.00 81,423 19,516 +3,312
Total Volume and Open Interest 82,552 39,472 +2,794
NASDAQ 100(CME)
Jun00 000317 4380.00 4518.00 4375.00 4516.50 +102.00 35,008 36,764 +4,371
Sep00 000317 4572.50 4572.50 4572.50 4572.50 +102.00 0 12 +0
Total Volume and Open Interest 39,295 46,312 +1,958
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000317 4415.5 4527.0 4373.0 4516.5 +102.0 31,934 7,104 +563
Total Volume and Open Interest 32,358 15,072 +213
NYSE Composite(NYBOT)
Jun00 000317 639.00 648.50 638.50 641.75 -1.90 1,505 2,672 +132
Sep00 000317 646.00 649.15 646.00 649.15 -1.50      
Dec00 000317 656.55 656.55 656.55 656.55 -1.10      
Total Volume and Open Interest 0 3,719 +0
S & P Midcap 400(CME)
Jun00 000317 487.00 496.50 485.00 496.25 +5.50 1,882 12,577 +490
Sep00 000317 499.05 499.05 499.05 499.05 +5.50 0 1 +1
Dec00 000317 501.15 501.15 501.15 501.15 +5.50      
Total Volume and Open Interest 2,622 15,135 -873
Russell 2000(CME)
Jun00 000317 589.00 589.00 579.00 582.00 -7.00 3,506 11,890 +561
Sep00 000317 588.50 588.50 588.50 588.50 -7.00      
Dec00 000317 596.05 596.05 596.05 596.05 -7.00      
Total Volume and Open Interest 3,987 14,844 +404
Value Line(KCBT)
Mar00 000317 1045.00 1050.00 1041.75 1041.75 -6.25 47 200 -38
Total Volume and Open Interest 149 328 -3
Nikkei 225(CME)
Jun00 000317 19465 19540 19350 19355 -85 1,382 11,757 -465
Sep00 000317 19355 19450 19355 19355 -85 0 2 +0
Total Volume and Open Interest 1,382 11,759 -465
Nikkei 225(SIMEX)
Jun00 000317 19380 19480 19295 19465 +275 13,174 90,151 -1,291
Sep00 000317 19470 19470 19470 19470 +275 0 8,978 +0
Dec00 000317 19445 19445 19445 19445 +275 0 1,001 +0
Total Volume and Open Interest 26,554 126,022 +2,568
CAC 40(MATIF)
Mar00 000317 6440.0 6465.0 6276.0 6281.0 -129.0 48,531 154,988 -3,860
Apr00 000317 6469.0 6469.0 6288.5 6300.0 -65.0 794 4,516 +37
May00 000317 6331.5 6331.5 6331.5 6331.5 +57.0 0 13 -2
Total Volume and Open Interest 53,988 229,087 +951
DAX Index(EUREX)
Mar00 000317 7785.0 7828.0 7735.5 7735.5 +139.0 74,535 274,608 -14,932
Jun00 000317 7835.0 7877.5 7618.0 7779.0 +128.5 40,923 276,292 +28,185
Sep00 000317 7880.0 7883.5 7739.0 7858.5 +129.5 44 1,469 +17
Total Volume and Open Interest 115,502 552,369 +13,270
FT-SE 100(LIFFE)
Mar00 000317 6686.00 6725.00 6625.00 6644.50 +16.50 61,528 44,048 -23,593
Jun00 000317 6770.00 6795.00 6562.50 6625.00 -73.00 44,595 194,599 +22,943
Sep00 000317 6807.50 6807.50 6695.50 6696.00 -70.00 10 1,190 +0
Total Volume and Open Interest 106,133 239,837 -650
SPI 200(SFE)
Mar00 000317 3248.0 3263.0 3218.0 3222.0 +14.0 1,795 226,825 +226,825
Jun00 000317 3259.0 3275.0 3231.0 3234.0 +17.0 253 17,405 +17,405
Sep00 000317 3255.0 3255.0 3255.0 3255.0 +21.0 208 4,212 +4,212
Total Volume and Open Interest 2,256 250,996 +0
GSCI(CME)
Apr00 000317 214.80 215.20 212.95 213.50 -0.50 288 37,186 +127
May00 000317 211.30 211.70 211.00 211.30 unch 0 5 +0
Jun00 000317 208.20 208.60 208.20 208.60 +1.20 0 43 +0
Total Volume and Open Interest 290 37,234 -1,116
Bridge CRB Index(NYBOT)
Apr00 000317 215.25 215.90 214.90 215.00 -0.05 203 1,531 -34
Jun00 000317 216.75 216.95 216.10 216.20 -0.05 13 1,136 +5
Aug00 000317 216.90 216.90 216.90 216.90 -0.05 0 544 +0
Total Volume and Open Interest 216 3,213 -29
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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