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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 Mon March 27, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000327 534.00 535.00 527.50 531.50 +0.75 34,918 75,792 -2,299
Jul00 000327 545.00 545.75 538.50 542.00 +0.75 11,974 55,363 +1,559
Aug00 000327 548.00 549.00 542.00 545.00 +0.25 687 8,044 +266
Sep00 000327 550.00 551.50 544.50 546.50 unch 296 4,640 +20
Nov00 000327 556.50 558.25 551.50 556.00 +1.50 5,213 34,747 +677
Jan01 000327 562.50 564.50 560.00 562.50 +0.50 98 2,523 +5
Mar01 000327 570.25 571.50 566.00 569.50 +1.50 265 1,180 +133
Total Volume and Open Interest 54,484 183,575 +767
Soybean Meal(CBOT)
May00 000327 171.30 171.50 168.80 169.20 -0.90 11,857 51,536 -1,463
Jul00 000327 172.70 172.70 170.40 170.90 -0.80 3,973 36,839 +174
Aug00 000327 172.70 172.70 170.80 171.30 +0.10 370 9,563 +21
Sep00 000327 173.30 173.30 171.20 171.90 +0.40 457 5,701 -55
Oct00 000327 172.80 172.80 171.30 172.10 +0.90 240 5,173 +5
Dec00 000327 175.30 175.80 174.10 174.60 +0.30 1,453 12,359 +403
Jan01 000327 176.00 176.20 175.00 175.00 +1.00 0 894 +0
Mar01 000327 177.50 177.50 176.50 176.80 +1.30 25 615 +14
Total Volume and Open Interest 18,375 122,705 -901
Soybean Oil(CBOT)
May00 000327 17.55 17.70 17.45 17.60 +0.20 7,382 54,189 +572
Jul00 000327 17.95 18.01 17.79 17.90 +0.19 3,777 40,421 +665
Aug00 000327 18.17 18.17 17.96 18.05 +0.20 1,002 9,892 +306
Sep00 000327 18.34 18.35 18.12 18.17 +0.20 105 7,297 +52
Oct00 000327 18.40 18.50 18.30 18.36 +0.17 207 6,409 -26
Dec00 000327 18.85 18.85 18.60 18.65 +0.14 1,034 17,047 +58
Jan01 000327 18.99 19.00 18.95 19.00 +0.19 8 8,191 +0
Mar01 000327 19.33 19.40 19.30 19.40 +0.35 66 2,029 -10
Total Volume and Open Interest 13,582 149,842 +1,618
Canola(WCE)
May00 000327 264.0 264.5 262.0 262.9 +0.7 1,336 27,118 +125
Jul00 000327 270.2 270.2 268.2 269.1 +0.5 1,216 21,011 -7
Aug00 000327 272.0 272.0 272.0 272.0 +0.5 0 2,858 +0
Sep00 000327 274.5 274.5 274.5 274.5 +0.8 0 660 +0
Nov00 000327 281.8 281.8 279.5 280.7 +0.7 975 15,967 +257
Total Volume and Open Interest 3,627 68,094 +380
Corn(CBOT)
May00 000327 234.00 234.75 229.75 232.50 +0.50 29,755 187,333 -1,928
Jul00 000327 241.00 243.00 238.25 240.75 +0.50 15,120 147,494 +1,639
Sep00 000327 249.75 250.50 246.25 248.75 +1.00 1,580 43,149 +245
Nov00 000327 254.50 254.50 252.50 253.50 +0.25 56 936 -8
Dec00 000327 258.00 259.25 255.75 257.50 +0.25 9,484 106,888 +578
Jan01 000327 261.00 261.50 261.00 261.50 +0.50 0 20 +0
Total Volume and Open Interest 56,588 505,541 +703
Wheat(CBOT)
May00 000327 254.50 255.75 252.75 254.50 +1.75 20,106 58,189 -561
Jul00 000327 266.50 267.75 264.75 265.75 +1.00 15,013 45,387 +3,524
Sep00 000327 278.00 278.50 275.50 277.00 +1.25 649 7,717 +104
Dec00 000327 292.50 293.50 290.50 292.50 +2.00 2,695 12,016 -550
Mar01 000327 305.50 306.50 304.50 305.50 +1.50 282 1,305 +259
Total Volume and Open Interest 38,765 125,092 +2,783
Wheat(KCBT)
May00 000327 279.50 280.25 276.00 279.50 +1.50 5,525 26,978 -573
Jul00 000327 290.50 291.00 287.00 289.50 +1.75 7,070 28,948 +1,691
Sep00 000327 298.00 300.50 297.00 298.00 +1.50 424 3,069 +24
Dec00 000327 313.00 314.50 311.00 313.00 +1.00 1,907 7,323 +65
Mar01 000327 323.50 323.50 321.50 321.50 +2.00 0 432 +0
Total Volume and Open Interest 14,926 66,981 +1,207
Wheat(MGE)
May00 000327 321.50 323.00 320.50 322.00 +1.50 1,746 11,837 +202
Jul00 000327 331.00 333.25 331.00 333.00 +2.00 1,357 7,430 +79
Sep00 000327 341.50 343.25 341.00 343.00 +2.00 533 3,182 +43
Dec00 000327 353.75 355.50 353.50 355.25 +2.00 70 1,350 +10
Mar01 000327 363.50 363.50 363.50 363.50 +1.50 0 143 +0
Total Volume and Open Interest 3,706 23,945 +334
Oats(CBOT)
May00 000327 121.25 122.00 120.75 121.75 +1.25 204 5,255 +0
Jul00 000327 119.50 120.00 118.75 119.75 +1.00 180 7,236 +29
Sep00 000327 122.75 122.75 121.50 122.50 +1.00 10 1,486 +2
Dec00 000327 129.00 129.00 128.50 128.50 +0.50 31 3,138 -23
Total Volume and Open Interest 425 17,580 +8
Rough Rice(CBOT)
May00 000327 5.74 5.99 5.72 5.92 +0.20 233 3,963 -4
Jul00 000327 6.08 6.22 6.04 6.22 +0.19 174 1,584 -13
Sep00 000327 6.80 6.90 6.80 6.90 +0.18 19 398 -5
Nov00 000327 6.93 7.04 6.91 7.04 +0.16 23 604 -2
Total Volume and Open Interest 454 6,703 -24
Live Cattle(CME)
Apr00 000327 73.100 73.250 72.850 73.050 +0.025 3,508 39,125 -780
Jun00 000327 69.500 69.775 69.500 69.725 +0.325 3,487 42,289 +532
Aug00 000327 69.700 69.900 69.650 69.800 +0.275 812 22,741 +79
Oct00 000327 72.600 72.750 72.550 72.700 +0.250 433 12,588 +143
Dec00 000327 74.200 74.400 74.100 74.300 +0.250 166 4,997 +51
Feb01 000327 75.000 75.150 74.975 75.050 +0.200 32 2,935 +7
Total Volume and Open Interest 8,751 127,872 +275
Feeder Cattle(CME)
Mar00 000327 83.900 84.000 83.775 83.900 +0.350 194 2,936 -60
Apr00 000327 84.550 84.650 84.200 84.400 +0.075 674 5,023 -89
May00 000327 84.600 84.850 84.350 84.575 +0.200 801 7,695 +38
Aug00 000327 86.350 86.525 86.300 86.500 +0.200 259 5,564 -26
Sep00 000327 86.500 86.600 86.400 86.600 +0.150 27 1,500 +10
Oct00 000327 86.750 86.850 86.700 86.750 +0.150 6 1,416 -1
Nov00 000327 87.700 87.800 87.600 87.800 +0.125 20 1,066 +1,066
Total Volume and Open Interest 1,981 25,558 -120
Lean Hogs(CME)
Apr00 000327 62.700 63.750 62.200 62.675 -0.050 1,742 16,125 -565
Jun00 000327 70.525 72.250 70.400 71.925 +1.400 3,336 24,506 +42
Jul00 000327 68.050 69.575 68.000 69.500 +1.925 780 6,498 +52
Aug00 000327 65.500 66.175 65.500 66.175 +2.000 384 6,057 +128
Oct00 000327 59.300 59.750 59.300 59.750 +2.000 223 3,492 +80
Dec00 000327 56.825 56.825 56.500 56.825 +2.000 315 2,327 +181
Feb01 000327 57.500 57.500 56.900 57.150 +1.650 76 489 +50
Apr01 000327 56.500 56.850 55.800 55.800 +0.950 29 138 +21
Total Volume and Open Interest 6,888 59,643 -10
Pork Bellies(CME)
Mar00 000327 94.700 94.700 94.700 94.700 +3.000 81 66 -61
May00 000327 89.600 91.850 89.600 91.850 +3.000 685 4,736 -49
Jul00 000327 88.150 89.900 88.150 89.900 +3.000 159 1,312 +23
Aug00 000327 86.250 87.150 86.250 87.150 +3.000 52 498 +35
Total Volume and Open Interest 977 6,612 -52
Cocoa(NYBOT)
May00 000327 840 840 792 797 -43 7,655 32,523 -277
Jul00 000327 867 870 821 828 -43 2,312 22,628 +458
Sep00 000327 892 892 850 855 -42 650 18,202 +337
Dec00 000327 932 935 889 893 -42 167 10,982 +55
Mar01 000327 967 967 928 928 -42 44 8,018 -10
May01 000327 965 965 955 955 -42 200 5,478 +140
Jul01 000327 983 983 983 983 -42 0 4,980 +0
Total Volume and Open Interest 11,028 107,905 +703
Coffee "C"(NYBOT)
May00 000327 102.75 103.25 101.35 103.15 unch 4,240 29,008 -382
Jul00 000327 105.25 105.90 104.20 105.80 unch 1,507 10,492 +580
Sep00 000327 108.00 108.55 106.90 108.55 unch 150 6,799 +40
Dec00 000327 111.50 111.90 110.20 111.90 -0.10 116 3,534 -4
Mar01 000327 114.00 115.20 113.50 115.20 unch 37 1,152 -2
May01 000327 117.00 117.00 117.00 117.00 unch 0 112 +0
Total Volume and Open Interest 6,050 51,108 +232
Orange Juice(NYBOT)
May00 000327 82.55 83.20 82.45 82.50 -0.05 1,671 11,860 -395
Jul00 000327 82.60 82.80 82.05 82.15 unch 428 3,566 +207
Sep00 000327 82.60 82.60 82.05 82.10 +0.05 56 2,100 +23
Nov00 000327 81.75 82.50 81.75 81.80 -0.05 32 921 +13
Jan01 000327 82.45 82.45 82.25 82.25 -0.25 6 654 +6
Total Volume and Open Interest 2,206 19,886 -133
Sugar #11(NYBOT)
May00 000327 5.38 5.50 5.37 5.47 +0.09 12,199 85,851 -129
Jul00 000327 5.40 5.50 5.39 5.45 +0.07 8,673 57,044 +1,726
Oct00 000327 5.74 5.80 5.73 5.78 +0.05 3,279 29,234 -46
Mar01 000327 6.10 6.13 6.09 6.12 +0.03 752 18,696 +150
May01 000327 6.25 6.27 6.25 6.25 +0.03 160 2,526 +110
Total Volume and Open Interest 25,279 199,445 +2,000
London Cocoa(LCE)
Mar00 000327 540 540 540 540 -10 0 13 +0
May00 000327 600 601 578 580 -20 2,474 29,973 -1,015
Jul00 000327 606 610 588 589 -19 2,522 35,601 -718
Sep00 000327 629 629 611 611 -17 356 26,973 -105
Dec00 000327 656 656 637 637 -19 259 23,947 -133
Mar01 000327 670 674 657 657 -19 49 15,679 +10
May01 000327 672 672 672 672 -18 0 9,071 +0
Total Volume and Open Interest 5,660 148,977 -1,961
London Coffee(LCE)
Mar00 000327 945.00 950.00 945.00 947.00 +1.00 23 45 +19
May00 000327 966.00 972.00 960.00 960.00 -6.00 2,324 33,007 -862
Jul00 000327 970.00 970.00 958.00 960.00 -4.00 2,023 18,864 +693
Sep00 000327 971.00 971.00 966.00 966.00 -4.00 235 6,247 +51
Nov00 000327 980.00 985.00 978.00 978.00 -3.00 105 3,177 +12
Jan01 000327 1000.00 1000.00 996.00 996.00 unch 50 965 +22
Total Volume and Open Interest 4,760 62,735 -65
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000327 172.60 174.60 172.00 174.60 +2.00 1,170 19,378 -94
Aug00 000327 174.50 177.50 174.50 177.20 +1.90 915 14,770 +138
Oct00 000327 180.80 181.60 180.50 181.30 +1.30 120 5,604 +8
Dec00 000327 181.20 183.30 181.20 183.30 +2.10 80 168 +26
Total Volume and Open Interest 2,335 40,637 +88
Cotton(NYBOT)
May00 000327 59.05 59.40 58.50 59.21 +0.40 8,009 33,785 -1,658
Jul00 000327 60.60 60.90 60.05 60.85 +0.49 5,158 17,892 -355
Oct00 000327 60.40 60.70 60.15 60.40 +0.20 42 885 -1
Dec00 000327 61.50 61.70 61.10 61.30 -0.03 2,129 13,662 -101
Mar01 000327 62.30 62.30 62.30 62.30 unch 17 941 +16
May01 000327 62.80 62.80 62.80 62.80 unch 0 339 +0
Total Volume and Open Interest 15,355 67,876 -2,099
Lumber(CME)
May00 000327 323.5 325.8 322.1 325.0 +1.0 968 1,751 +80
Jul00 000327 328.5 331.3 328.0 329.9 +2.5 163 666 -56
Sep00 000327 327.8 328.8 327.8 328.8 +1.8 27 177 +6
Nov00 000327 323.2 323.6 322.0 322.0 +0.9 13 50 +7
Total Volume and Open Interest 1,174 2,688 +37
Crude Oil(NYM)
May00 000327 27.65 28.01 27.47 27.79 -0.23 59,199 125,913 +14
Jun00 000327 27.10 27.25 26.85 27.00 -0.28 26,411 80,720 -416
Jul00 000327 26.58 26.60 26.35 26.45 -0.26 10,674 48,512 -858
Aug00 000327 25.95 26.08 25.90 25.97 -0.24 3,042 26,219 +463
Sep00 000327 25.70 25.70 25.53 25.53 -0.23 2,160 17,957 -261
Oct00 000327 25.05 25.25 25.05 25.12 -0.23 2,052 17,450 -453
Nov00 000327 24.75 24.80 24.70 24.73 -0.23 928 14,201 -459
Dec00 000327 24.45 24.60 24.32 24.36 -0.24 7,207 39,970 +1,131
Jan01 000327 24.18 24.18 24.00 24.00 -0.26 315 15,760 +37
Feb01 000327 23.65 23.65 23.65 23.65 -0.28 126 6,044 +40
Total Volume and Open Interest 114,684 485,665 -552
Heating Oil(NYM)
Apr00 000327 73.90 75.00 73.00 73.73 -1.14 12,184 17,405 -2,665
May00 000327 68.00 68.70 67.10 67.93 -0.54 21,268 102,281 -1,835
Jun00 000327 65.30 66.10 65.30 65.63 -0.59 21,268 102,281 -1,835
Jul00 000327 64.40 65.00 64.25 64.58 -0.59 729 9,915 -98
Aug00 000327 64.50 64.50 64.30 64.38 -0.59 102 6,380 -15
Sep00 000327 64.95 64.95 64.93 64.93 -0.54 88 5,586 -52
Oct00 000327 65.40 65.60 65.33 65.33 -0.54 14 2,780 +0
Nov00 000327 66.40 66.40 65.78 65.78 -0.49 17 2,823 -8
Dec00 000327 66.30 66.40 66.00 66.18 -0.44 324 15,383 -32
Jan01 000327 66.35 66.50 66.18 66.18 -0.44 59 3,797 +17
Total Volume and Open Interest 21,268 102,281 -1,835
Unleaded Gas(NYM)
Apr00 000327 94.30 96.20 93.20 94.69 -0.20 16,784 23,792 -417
May00 000327 87.00 89.30 86.00 88.40 +0.62 14,428 35,053 +923
Jun00 000327 82.50 84.20 82.30 83.90 +0.52 5,514 18,128 -1,016
Jul00 000327 79.80 80.60 79.40 80.50 +0.42 2,758 11,017 +4
Aug00 000327 77.65 77.85 77.65 77.85 +0.37 1,603 9,505 +211
Sep00 000327 74.70 75.50 74.70 75.45 +0.37 1,173 10,332 +86
Oct00 000327 71.58 71.95 71.58 71.95 +0.37 34 1,838 -20
Nov00 000327 69.75 69.80 69.75 69.80 +0.27 14 0 -892
Total Volume and Open Interest 42,328 111,743 -240
Natural Gas(NYM)
Apr00 000327 2.830 2.935 2.810 2.914 +0.078 28,636 33,045 -7,183
May00 000327 2.860 2.960 2.840 2.938 +0.076 18,220 49,647 +1,933
Jun00 000327 2.880 2.965 2.870 2.953 +0.073 6,939 25,849 +2,793
Jul00 000327 2.880 2.965 2.880 2.965 +0.070 3,205 21,536 +69
Aug00 000327 2.880 2.968 2.880 2.968 +0.066 2,099 16,576 -86
Sep00 000327 2.895 2.963 2.895 2.963 +0.062 2,135 18,324 +154
Oct00 000327 2.915 2.973 2.915 2.973 +0.058 1,809 18,112 -269
Nov00 000327 3.020 3.073 3.020 3.073 +0.051 1,972 12,456 +192
Total Volume and Open Interest 69,460 305,181 -2,383
Brent Crude Oil(IPE)
May00 000327 25.65 25.90 25.38 25.68 -0.23 26,389 64,779 -1,166
Jun00 000327 25.20 25.59 25.17 25.46 -0.15 17,843 53,812 +2,305
Jul00 000327 24.85 25.27 24.84 25.13 -0.08 6,763 25,201 +1,652
Aug00 000327 24.47 24.86 24.47 24.74 -0.08 2,347 14,062 +1,121
Sep00 000327 24.09 24.48 24.09 24.36 -0.07 281 12,727 +75
Oct00 000327 23.80 24.01 23.80 24.01 -0.07 770 13,910 +160
Nov00 000327 23.48 23.66 23.48 23.66 -0.06 43 6,345 -22
Dec00 000327 23.15 23.31 23.13 23.31 -0.05 3,823 24,695 -1,079
Total Volume and Open Interest 60,582 254,230 +4,449
Gas Oil(IPE)
Apr00 000327 211.50 212.00 208.75 211.00 -2.75 10,026 23,496 -1,077
May00 000327 204.00 204.00 201.25 202.25 -3.50 4,440 18,310 +239
Jun00 000327 199.50 199.75 197.50 199.00 -3.50 3,366 13,804 -318
Jul00 000327 198.25 198.25 196.50 197.50 -3.75 629 7,186 +87
Aug00 000327 196.00 197.00 196.00 197.00 -3.75 108 5,404 -103
Sep00 000327 197.25 197.25 197.25 197.25 -3.50 100 3,655 -100
Oct00 000327 198.00 198.00 197.75 197.75 -3.00 0 1,820 +0
Nov00 000327 198.00 198.00 198.00 198.00 -2.75 0 1,596 +0
Total Volume and Open Interest 19,098 96,809 -985
US Dollar Index(NYBOT)
Jun00 000327 104.25 105.34 104.18 105.17 +0.75 979 6,002 +102
Sep00 000327 104.22 104.85 104.22 104.85 +0.75 2 2,007 +0
Dec00 000327 104.53 104.53 104.53 104.53 +0.75      
Total Volume and Open Interest 981 8,009 +102
Australian Dollar(IMM)
Jun00 000327 61.44 61.48 61.08 61.17 +0.29 831 22,422 +182
Sep00 000327 61.22 61.22 61.22 61.22 +0.29 0 6 +0
Dec00 000327 61.27 61.60 61.27 61.27 +0.29 0 50 +0
Total Volume and Open Interest 831 22,563 +182
British Pound(IMM)
Jun00 000327 159.34 159.46 158.46 158.76 -0.58 4,786 37,125 -2,851
Sep00 000327 158.70 159.50 158.50 158.86 -0.52 5 24 +0
Dec00 000327 159.06 159.06 159.06 159.06 -0.40 0 225 -1
Total Volume and Open Interest 4,786 37,374 -2,852
Canadian Dollar(IMM)
Jun00 000327 68.53 68.77 68.51 68.60 +0.14 5,344 55,748 -148
Sep00 000327 68.70 68.92 68.70 68.76 +0.14 2 6,066 +25
Dec00 000327 68.91 69.05 68.88 68.92 +0.14 1 1,563 -4
Mar01 000327 69.08 69.20 69.08 69.08 +0.14 8 405 +0
Total Volume and Open Interest 5,355 63,876 -127
Japanese Yen(IMM)
Jun00 000327 95.04 95.11 94.65 95.02 +0.22 9,836 66,613 -117
Sep00 000327 96.54 96.54 96.21 96.53 +0.21 0 729 -17
Dec00 000327 98.10 98.10 98.10 98.10 +0.20 0 320 +0
Total Volume and Open Interest 3,352 67,742 -134
Swiss Franc(IMM)
Jun00 000327 61.58 61.71 61.10 61.27 -0.67 12,225 41,464 -3,068
Sep00 000327 62.10 62.10 61.70 61.78 -0.67 0 182 +3
Dec00 000327 62.29 62.29 62.29 62.29 -0.67 2 5 -2
Total Volume and Open Interest 12,227 41,651 -3,067
EuroFX(IMM)
Jun00 000327 97.74 97.85 96.88 97.10 -0.97 15,949 51,154 +584
Sep00 000327 97.70 97.70 97.53 97.70 -0.96 28 423 -1
Dec00 000327 98.25 98.30 98.20 98.30 -0.95 1 32 -1
Total Volume and Open Interest 15,977 51,609 +582
Mexican Peso(IMM)
Mar00 000313 10640.0 10670.0 10640.0 10650.0 -78.0 341 7,827 -1,306
Jun00 000327 10635.0 10698.0 10625.0 10668.0 +25.0 1,056 18,696 +255
Total Volume and Open Interest 1,066 22,460 +278
30-Year T-Bonds(CBOT)
Jun00 000327 96~00 96~07 95~19 96~03 +0~02 212,003 508,370 -13,073
Sep00 000327 95~20 95~31 95~12 95~12 -0~14 228 2,005 +54
Dec00 000327 95~21 95~21 95~21 95~21 +0~02 1 435 +0
Total Volume and Open Interest 212,232 528,299 -13,090
Municipal Bonds(CBOT)
Jun00 000327 94~05 94~13 93~31 94~12 +0~03 2,449 18,713 +434
Sep00 000327 93~18 93~18 93~18 93~18 +0~03 0 1 +0
Total Volume and Open Interest 2,449 18,714 +434
10-Year T-Notes(CBOT)
Jun00 000327 96~220 96~260 96~105 96~255 +0~030 116,681 565,801 -5,603
Sep00 000327 96~175 96~175 96~175 96~175 +0~030 1 1,023 +7
Total Volume and Open Interest 116,802 568,065 -5,596
5-Year T-Notes(CBOT)
Jun00 000327 97~170 97~225 97~130 97~220 -0~005 61,693 401,813 -6,533
Sep00 000327 97~180 97~180 97~180 97~180 unch 0 770 -11
Total Volume and Open Interest 61,757 412,628 -7,194
2 Year T-Notes(CBOT)
Jun00 000327 98~078 98~089 98~078 98~088 -0~002 2,564 40,924 +229
Total Volume and Open Interest 2,566 44,638 +229
3-Mth T-Bills(IMM)
Jun00 000327 93.96 93.99 93.96 93.97 +0.01      
Total Volume and Open Interest 0 708 -5
Eurodollars(IMM)
Jun00 000327 93.300 93.310 93.290 93.300 -0.015 116,559 553,205 +9,646
Sep00 000327 92.995 92.995 92.950 92.975 -0.030 217,174 482,808 +4,104
Dec00 000327 92.765 92.765 92.705 92.730 -0.055 149,108 373,872 +18,104
Mar01 000327 92.675 92.680 92.630 92.650 -0.055 86,927 306,867 +2,612
Jun01 000327 92.610 92.610 92.560 92.580 -0.050 47,173 202,086 +1,458
Sep01 000327 92.590 92.590 92.550 92.565 -0.045 37,263 173,306 +3,940
Dec01 000327 92.550 92.560 92.520 92.540 -0.040 18,793 127,720 +1,028
Mar02 000327 92.625 92.635 92.600 92.625 -0.030 19,110 115,441 -658
Jun02 000327 92.655 92.655 92.630 92.645 -0.020 6,480 88,861 +89
Sep02 000327 92.675 92.680 92.655 92.675 -0.010 8,566 86,578 +2,076
Dec02 000327 92.635 92.655 92.620 92.650 unch 6,533 72,658 -927
Mar03 000327 92.685 92.720 92.680 92.715 +0.010 7,504 63,642 +1,802
Total Volume and Open Interest 767,907 3,073,487 +39,739
3-Mth Euro-Yen(IMM)
Mar00 000310 99.88 99.88 99.87 99.88 unch 1,060 15,157 -915
Jun00 000327 99.76 99.77 99.76 99.76 unch 837 14,998 +82
Sep00 000327 99.61 99.61 99.60 99.61 unch 832 15,571 +555
Dec00 000327 99.41 99.42 99.41 99.42 -0.02 243 9,094 -706
Mar01 000327 99.27 99.29 99.26 99.29 -0.02 1,308 18,492 -312
Jun01 000327 99.13 99.14 99.13 99.14 -0.01 158 4,880 +406
Sep01 000327 98.96 98.96 98.96 98.96 -0.03 646 10,211 +474
Dec01 000327 98.78 98.81 98.78 98.80 -0.03 0 1,181 +0
Mar02 000327 98.70 98.70 98.70 98.70 unch 0 1,032 +0
Jun02 000327 98.64 98.64 98.64 98.64 unch 0 79 +0
Total Volume and Open Interest 4,024 75,598 +499
3-Mth Euro-Yen(SIMEX)
Jun00 000327 99.76 99.78 99.76 99.76 unch 7,450 79,852 -2,880
Sep00 000327 99.61 99.63 99.60 99.61 -0.01 16,170 78,886 -558
Dec00 000327 99.43 99.45 99.41 99.42 -0.02 11,474 58,021 -952
Mar01 000327 99.29 99.31 99.27 99.28 -0.02 5,354 62,579 +539
Jun01 000327 99.15 99.16 99.11 99.13 -0.03 5,122 54,426 +960
Sep01 000327 99.00 99.00 98.96 98.96 -0.04 1,604 47,753 +99
Dec01 000327 98.82 98.82 98.79 98.79 -0.04 76 11,264 -23
Mar02 000327 98.70 98.70 98.68 98.68 -0.01 1,981 4,499 +266
Total Volume and Open Interest 49,231 399,581 -2,549
German Euro-Bund(EUREX)
Jun00 000327 105.01 105.02 104.52 104.61 -0.54 519,034 606,188 +14,688
Sep00 000327 104.40 104.40 104.14 104.14 -0.51 2,305 11,697 +689
Dec00 000327 103.61 103.61 103.61 103.61 -0.54 0 593 -50
Total Volume and Open Interest 521,339 618,478 +15,327
German Euro-Bobl(EUREX)
Jun00 000327 103.46 103.46 103.23 103.26 -0.24 200,091 329,412 -6,356
Sep00 000327 103.01 103.01 103.01 103.01 -0.19 0 2,307 -120
Dec00 000327 102.76 102.76 102.76 102.76 -0.07      
Total Volume and Open Interest 200,091 331,719 -6,476
Long Gilt(LIFFE)
Mar00 000327 113~06 113~06 112~22 112~24 -1~01 495 6,286 -396
Jun00 000327 113~05 113~07 112~06 112~13 -1~01 10,040 67,097 -1,320
Total Volume and Open Interest 10,535 73,383 -1,716
3-Mth Short Sterling(LIFFE)
Jun00 000327 93.47 93.47 93.41 93.42 -0.07 17,083 199,442 +397
Sep00 000327 93.28 93.29 93.19 93.20 -0.11 17,754 178,286 -3,024
Dec00 000327 93.15 93.15 93.02 93.02 -0.15 11,115 100,135 +1,642
Total Volume and Open Interest 58,125 752,097 -312
3-Mth Euribor(LIFFE)
Jun00 000327 95.865 95.880 95.850 95.860 -0.020 68,928 348,779 +9,510
Sep00 000327 95.610 95.620 95.590 95.600 -0.025 56,001 283,212 -2,751
Dec00 000327 95.355 95.370 95.325 95.340 -0.035 26,792 161,238 -1,487
Total Volume and Open Interest 200,851 1,258,019 +7,535
3-Mth Aus T-Bills(SFE)
Jun00 000327 93.56 93.62 93.55 93.58 -0.05 17,849 0 -259,047
Sep00 000327 93.18 93.23 93.17 93.20 -0.09 9,065 0 -87,388
Dec00 000327 93.00 93.01 92.96 92.98 -0.12 2,674 0 -35,043
Mar01 000327 92.86 92.90 92.85 92.87 -0.13 1,049 0 -18,512
Jun01 000327 92.79 92.81 92.78 92.80 -0.12 223 0 -12,835
Sep01 000327 92.75 92.75 92.71 92.74 -0.12 50 0 -8,078
Dec01 000327 92.72 92.72 92.68 92.71 -0.12 30 0 -6,020
Mar02 000327 92.66 92.69 92.65 92.69 -0.12 100 0 -4,528
Jun02 000327 92.62 92.67 92.62 92.66 -0.12 93 0 -2,053
Sep02 000327 92.64 92.64 92.64 92.64 -0.12      
Total Volume and Open Interest 31,183 467,538 +29,022
10-Year Aus T-Bonds(SFE)
Jun00 000327 93.45 93.47 93.39 93.42 -0.03 1,783 151,902 -1,252
Sep00 000327 93.39 93.39 93.26 93.26 -0.12      
Total Volume and Open Interest 1,783 151,902 -1,252
3-Year Aus T-Bonds(SFE)
Jun00 000327 93.32 93.36 93.30 93.35 -0.10 3,529 0 -247,076
Sep00 000327 93.18 93.18 93.18 93.18 -0.10      
Total Volume and Open Interest 3,529 256,549 +9,473
Gold(CMX)
Apr00 000327 284.0 284.8 280.2 280.5 -4.6 12,053 46,738 -3,598
Jun00 000327 287.1 287.7 282.8 283.2 -4.7 4,515 38,521 +954
Aug00 000327 289.0 289.0 285.8 285.8 -4.7 157 13,948 +24
Oct00 000327 290.0 290.0 288.4 288.4 -4.7 0 3,742 +0
Dec00 000327 295.3 295.6 290.8 291.2 -4.7 380 19,802 -121
Feb01 000327 293.5 293.5 293.5 293.5 -4.6 0 6,716 +0
Total Volume and Open Interest 17,118 155,187 -2,735
Silver(CMX)
Mar00 000327 511.5 511.5 509.3 509.3 -2.6 80 151 +54
May00 000327 512.5 514.5 510.5 512.0 -2.8 5,909 54,356 +484
Jul00 000327 517.0 518.5 514.5 516.0 -2.7 984 9,791 +625
Sep00 000327 519.3 519.3 519.3 519.3 -2.7 9 2,267 +3
Dec00 000327 526.0 526.0 522.2 522.2 -2.7 10 6,166 +1
Total Volume and Open Interest 6,993 76,752 +1,167
Platinum(NYM)
Apr00 000327 475.5 478.0 475.0 475.5 -3.2 559 6,522 -153
Jul00 000327 466.0 471.0 466.0 468.5 -1.4 0 3,087 +133
Oct00 000327 459.5 459.5 459.5 459.5 -1.4 22 80 +0
Jan01 000327 452.5 452.5 452.5 452.5 -1.4      
Total Volume and Open Interest 803 9,700 -20
Palladium(NYME)
Mar00 000327 650.50 650.50 650.50 650.50 unch 3 2 +2
Jun00 000327 610.00 620.00 605.00 614.75 -3.25 0 2,306 -35
Sep00 000327 607.75 607.75 607.75 607.75 -3.25      
Total Volume and Open Interest 193 2,351 -35
Copper(CMX)
Mar00 000327 79.50 79.50 79.10 79.50 -0.95 178 304 -200
May00 000327 80.00 80.30 79.50 80.25 -0.85 6,085 38,795 -366
Jul00 000327 80.70 81.05 80.30 81.05 -0.75 264 7,706 +8
Sep00 000327 81.50 81.75 81.40 81.75 -0.70 112 4,490 -70
Dec00 000327 82.60 82.60 82.40 82.60 -0.70 21 4,496 -1
Total Volume and Open Interest 7,762 69,815 -340
DJIA Index(CBOT)
Mar00 000316 10200 10685 10155 10680 +523 4,896 8,206 -2,539
Jun00 000327 11265 11309 11100 11109 -191 14,051 14,802 +577
Sep00 000327 11395 11455 11250 11254 -191 12 735 -3
Dec00 000327 11409 11409 11409 11409 -191 4 1,319 -1
Total Volume and Open Interest 14,067 16,862 +573
S & P 500(CME)
Jun00 000327 1550.50 1554.30 1536.50 1538.50 -16.90 104,054 360,699 +2,392
Sep00 000327 1571.50 1574.50 1559.00 1560.30 -16.90 0 5,160 -21
Dec00 000327 1597.50 1598.00 1583.20 1583.60 -17.60 139 3,320 +52
Mar01 000327 1608.40 1608.40 1607.20 1608.40 -16.80 6 225 -5
Total Volume and Open Interest 104,199 369,765 +2,418
S & P 500 E-Mini(Globex)
Jun00 000327 1552.25 1554.50 1536.00 1538.50 -17.00 67,498 20,996 +648
Sep00 000327 1560.25 1560.25 1560.25 1560.25 -17.00      
Total Volume and Open Interest 67,498 20,996 +648
NASDAQ 100(CME)
Jun00 000327 4788.00 4850.00 4755.00 4762.00 -42.00 31,369 30,604 -1,561
Sep00 000327 4835.00 4835.00 4816.00 4832.00 -28.00 0 12 -4
Dec00 000327 4874.00 4874.00 4872.00 4874.00 -42.00      
Total Volume and Open Interest 31,369 30,616 -1,565
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000327 4787.0 4850.0 4751.0 4762.0 -42.0 25,878 7,547 +481
Sep00 000327 4818.0 4818.0 4818.0 4818.0 -42.0      
Total Volume and Open Interest 25,878 7,547 +481
NYSE Composite(NYBOT)
Jun00 000327 659.50 661.00 654.00 654.15 -7.65 526 2,674 +13
Sep00 000327 661.95 661.95 661.95 661.95 -7.65      
Dec00 000327 669.75 669.75 669.75 669.75 -7.65      
Total Volume and Open Interest 0 1,995 +0
S & P Midcap 400(CME)
Jun00 000327 505.00 509.50 502.25 504.90 -0.10 453 12,772 +378
Sep00 000327 510.40 510.40 509.50 510.40 -0.10 0 1 +0
Dec00 000327 516.40 516.40 515.50 516.40 -0.10      
Total Volume and Open Interest 453 12,773 +378
Russell 2000(CME)
Jun00 000327 579.00 585.00 578.25 579.00 +0.50 0 11,807 -88
Sep00 000327 585.50 586.00 585.50 585.50 +0.50      
Dec00 000327 593.05 593.55 593.05 593.05 +0.50      
Total Volume and Open Interest 0 11,807 -88
Value Line(KCBT)
Jun00 000327 1064.00 1072.00 1061.50 1062.00 -5.50 38 108 -21
Total Volume and Open Interest 38 109 -21
Nikkei 225(CME)
Jun00 000327 20120 20185 20095 20120 +175 1,228 12,295 +308
Sep00 000327 20120 20145 20120 20120 +175 0 2 +0
Total Volume and Open Interest 1,228 12,297 +308
Nikkei 225(SIMEX)
Jun00 000327 19920 20190 19850 20135 +295 15,697 91,772 +1,770
Sep00 000327 20145 20145 20145 20145 +295 0 8,978 +0
Dec00 000327 20130 20130 20130 20130 +305 0 1,001 +0
Total Volume and Open Interest 18,302 122,705 -901
CAC 40(MATIF)
Mar00 000327 6398.0 6463.5 6365.0 6431.0 +56.0 62,630 127,595 -15,992
Apr00 000327 6420.0 6470.5 6378.0 6438.5 +51.0 7,709 14,979 +5,268
May00 000327 6441.5 6457.5 6441.5 6457.5 +80.0 3 11 -3
Total Volume and Open Interest 86,148 226,269 -9,388
DAX Index(EUREX)
Jun00 000327 7960.0 7980.0 7877.5 7947.0 -5.0 34,136 336,320 +1,559
Sep00 000327 8030.0 8047.5 7957.5 8026.0 -3.5 46 1,619 +15
Dec00 000327 8119.0 8129.5 8082.0 8114.0 unch 29 85 +41
Total Volume and Open Interest 34,211 338,024 +1,615
FT-SE 100(LIFFE)
Jun00 000327 6799.50 6847.50 6705.00 6708.00 -104.00 28,115 205,509 +6,070
Sep00 000327 6857.50 6857.50 6783.00 6783.00 -107.00 0 1,190 +0
Dec00 000327 6951.00 6951.00 6874.00 6874.00 -104.00      
Total Volume and Open Interest 28,115 206,699 +6,070
SPI 200(SFE)
Mar00 000327 3260.0 3266.0 3241.0 3254.0 -11.0 1,779 0 -238,873
Jun00 000327 3278.0 3281.0 3261.0 3273.0 -4.0 1,260 0 -39,995
Sep00 000327 3294.0 3294.0 3294.0 3294.0 unch 250 0 -4,331
Total Volume and Open Interest 3,613 317,451 +31,645
GSCI(CME)
Apr00 000327 207.60 209.70 207.25 209.10 +0.90 577 36,599 -458
May00 000327 207.40 207.65 206.50 207.40 -0.20 0 5 +0
Jun00 000327 205.10 205.10 204.20 205.10 +0.10 2 42 +2
Total Volume and Open Interest 579 36,646 -456
Bridge CRB Index(NYBOT)
Apr00 000327 210.90 211.50 210.70 211.35 -0.20 140 1,505 -26
Jun00 000327 212.70 213.00 212.70 212.85 -0.20 24 1,153 +12
Aug00 000327 213.85 213.85 213.85 213.85 -0.20 0 544 +0
Total Volume and Open Interest 174 3,214 -4
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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