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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 Wed March 29, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000329 529.00 529.75 523.50 529.00 +2.50 21,418 73,066 -2,219
Jul00 000329 539.00 540.00 534.50 539.50 +2.25 5,739 55,868 -71
Aug00 000329 543.00 543.50 537.50 542.75 +3.50 715 8,029 -75
Sep00 000329 542.25 544.50 539.00 544.50 +3.50 344 4,618 -87
Nov00 000329 551.00 552.50 546.00 552.00 +1.75 3,228 35,358 +215
Jan01 000329 554.50 559.00 554.00 559.00 +1.50 34 2,537 +7
Mar01 000329 564.50 565.00 561.00 564.50 +1.50 37 1,316 -2
Total Volume and Open Interest 31,653 182,351 -2,208
Soybean Meal(CBOT)
May00 000329 168.00 168.10 165.80 167.70 unch 12,616 48,289 -1,118
Jul00 000329 169.20 169.40 166.50 168.80 -0.20 3,307 36,409 +238
Aug00 000329 169.00 169.30 167.10 168.80 +0.10 679 9,471 -93
Sep00 000329 169.50 169.50 167.50 169.20 -0.50 576 6,152 +18
Oct00 000329 169.50 169.70 167.50 168.70 -0.80 321 5,400 +172
Dec00 000329 172.60 172.60 170.30 171.70 -0.50 699 12,234 -96
Jan01 000329 172.30 172.30 170.80 171.30 -0.50 0 895 +0
Mar01 000329 173.80 173.80 173.00 173.20 -0.30 2 619 +2
Total Volume and Open Interest 18,200 119,494 -877
Soybean Oil(CBOT)
May00 000329 17.48 17.99 17.35 17.79 +0.29 7,022 52,203 -312
Jul00 000329 17.77 18.38 17.68 18.13 +0.31 2,862 41,322 +359
Aug00 000329 18.00 18.50 17.86 18.30 +0.28 418 9,987 +70
Sep00 000329 18.14 18.60 18.05 18.45 +0.30 82 7,315 +40
Oct00 000329 18.70 18.70 18.65 18.65 +0.36 160 6,380 -119
Dec00 000329 18.62 19.05 18.50 18.94 +0.39 577 16,665 -341
Jan01 000329 18.85 19.23 18.85 19.23 +0.38 45 8,283 +0
Mar01 000329 19.20 19.45 19.20 19.45 +0.30 97 2,036 -16
Total Volume and Open Interest 11,301 148,582 -306
Canola(WCE)
May00 000329 262.0 265.8 261.8 264.6 +2.4 1,816 25,728 -507
Jul00 000329 268.2 271.4 267.6 270.2 +2.2 1,680 21,394 +284
Aug00 000329 273.3 273.3 273.3 273.3 +2.2 0 2,858 +0
Sep00 000329 275.6 275.6 275.6 275.6 +2.0 0 660 +0
Nov00 000329 279.2 282.3 279.0 281.3 +1.6 1,805 16,991 +1,210
Total Volume and Open Interest 5,307 68,112 +987
Corn(CBOT)
May00 000329 226.00 227.50 224.00 227.00 +2.00 55,740 180,026 -8,581
Jul00 000329 233.75 236.00 232.75 235.50 +1.75 27,578 151,494 -327
Sep00 000329 242.00 243.50 240.75 243.00 +1.75 2,148 44,236 +494
Nov00 000329 247.00 249.00 246.50 249.00 +2.00 71 999 +63
Dec00 000329 251.75 253.25 250.00 252.75 +1.50 11,183 109,346 +1,756
Jan01 000329 255.25 257.00 254.50 257.00 +2.00 1 39 +1
Total Volume and Open Interest 97,360 506,215 -6,440
Wheat(CBOT)
May00 000329 249.50 252.00 248.50 251.25 +1.50 10,171 57,524 +507
Jul00 000329 261.00 263.75 260.50 262.75 +1.50 7,688 46,415 +1,313
Sep00 000329 272.50 274.50 271.75 274.25 +2.25 512 7,971 +136
Dec00 000329 288.00 290.00 286.75 289.25 +1.50 717 12,313 -107
Mar01 000329 302.00 303.50 301.00 302.25 +1.25 52 1,368 +43
Total Volume and Open Interest 19,140 126,069 +1,892
Wheat(KCBT)
May00 000329 274.75 277.25 274.00 276.00 +1.50 3,031 25,762 -952
Jul00 000329 286.00 288.00 285.00 287.00 +1.50 3,428 29,009 +58
Sep00 000329 294.00 296.50 294.00 296.25 +2.25 163 3,118 +16
Dec00 000329 309.50 310.75 308.25 310.75 +2.25 416 7,473 +82
Mar01 000329 320.50 321.50 320.25 321.50 +3.00 112 530 +55
Total Volume and Open Interest 7,150 66,123 -741
Wheat(MGE)
May00 000329 318.00 319.00 316.50 317.50 -0.75 1,607 11,944 +186
Jul00 000329 328.00 328.50 326.50 327.25 -0.25 774 7,077 -47
Sep00 000329 337.75 338.25 336.25 337.00 +0.25 595 3,239 +76
Dec00 000329 348.50 350.50 348.50 349.50 -0.50 218 1,440 +86
Mar01 000329 359.00 360.50 359.00 359.50 -0.50 6 147 -1
Total Volume and Open Interest 3,200 23,850 +300
Oats(CBOT)
May00 000329 117.50 118.75 117.25 118.50 unch 644 5,301 -78
Jul00 000329 116.50 117.00 116.25 116.75 -0.50 539 7,245 -43
Sep00 000329 119.25 119.75 119.00 119.50 -0.25 152 1,524 +41
Dec00 000329 125.25 125.75 125.00 125.75 -0.25 185 3,275 +90
Total Volume and Open Interest 1,520 17,810 +10
Rough Rice(CBOT)
May00 000329 5.69 5.78 5.67 5.76 +0.05 562 3,848 -137
Jul00 000329 5.98 6.06 5.97 6.05 +0.04 162 1,596 +24
Sep00 000329 6.72 6.82 6.72 6.82 +0.10 39 416 +0
Nov00 000329 6.87 6.95 6.87 6.93 +0.08 39 635 -7
Total Volume and Open Interest 771 6,646 -121
Live Cattle(CME)
Apr00 000329 72.850 72.850 71.675 71.675 -1.500 4,023 37,312 -799
Jun00 000329 70.250 70.250 68.700 68.775 -1.175 8,273 44,310 +1,250
Aug00 000329 70.050 70.150 69.425 69.450 -0.700 3,584 23,219 -4
Oct00 000329 72.550 72.625 72.150 72.275 -0.575 826 12,931 +200
Dec00 000329 74.200 74.200 73.800 73.950 -0.400 226 5,148 +84
Feb01 000329 74.900 74.900 74.700 74.750 -0.250 156 3,004 +56
Total Volume and Open Interest 17,220 129,091 +789
Feeder Cattle(CME)
Mar00 000329 84.025 84.050 83.850 83.875 -0.125 486 2,259 -291
Apr00 000329 84.600 84.600 83.600 83.750 -0.825 411 4,713 -148
May00 000329 84.800 84.800 83.750 83.850 -0.925 842 8,178 +124
Aug00 000329 86.700 86.700 85.750 85.950 -0.850 330 5,695 +60
Sep00 000329 86.500 86.600 85.900 86.100 -0.750 30 1,533 +5
Oct00 000329 86.900 86.900 86.250 86.250 -0.750 124 1,491 +75
Nov00 000329 87.900 87.900 87.350 87.500 -0.500      
Total Volume and Open Interest 2,318 25,395 -131
Lean Hogs(CME)
Apr00 000329 63.000 63.500 62.800 63.275 +0.325 3,553 14,685 -966
Jun00 000329 72.200 72.500 71.650 72.400 -0.025 5,612 26,430 +741
Jul00 000329 69.900 70.300 69.450 70.275 +0.050 1,994 6,983 +84
Aug00 000329 67.400 67.950 67.150 67.550 -0.050 1,428 6,406 +219
Oct00 000329 59.650 60.250 59.600 60.225 +0.450 330 3,691 +21
Dec00 000329 56.950 57.600 56.950 57.200 +0.325 220 2,498 +56
Feb01 000329 57.000 57.300 56.900 57.175 +0.225 8 507 -2
Apr01 000329 55.600 55.800 55.600 55.600 unch 4 147 +4
Total Volume and Open Interest 13,149 61,357 +157
Pork Bellies(CME)
May00 000329 97.000 97.350 94.700 95.800 +0.950 566 4,515 -117
Jul00 000329 94.600 94.850 92.250 93.100 +0.200 272 1,262 -26
Aug00 000329 91.900 92.000 89.500 89.800 -0.350 46 472 -12
Total Volume and Open Interest 890 6,249 -180
Cocoa(NYBOT)
May00 000329 820 833 792 796 -19 5,519 29,772 -1,289
Jul00 000329 850 863 822 826 -20 1,873 23,717 +593
Sep00 000329 875 890 852 855 -18 825 19,278 +668
Dec00 000329 915 930 892 894 -17 165 11,053 +43
Mar01 000329 947 947 929 929 -17 25 8,088 -9
May01 000329 980 982 956 956 -17 2 5,479 +0
Jul01 000329 1006 1012 984 984 -17 3 4,982 +2
Total Volume and Open Interest 8,417 107,465 +10
Coffee "C"(NYBOT)
May00 000329 104.75 105.25 103.50 103.90 -0.60 4,242 28,211 -651
Jul00 000329 107.50 107.80 106.30 106.60 -0.55 1,409 11,626 +391
Sep00 000329 110.40 110.40 109.00 109.20 -0.70 132 6,919 +55
Dec00 000329 113.70 113.70 112.25 112.50 -0.60 63 3,595 +55
Mar01 000329 115.75 115.75 115.75 115.75 -0.55 5 1,156 +3
May01 000329 117.50 117.50 117.50 117.50 -0.50 1 113 +1
Total Volume and Open Interest 5,852 51,631 -146
Orange Juice(NYBOT)
May00 000329 83.00 83.00 82.30 82.30 -0.25 434 11,778 -71
Jul00 000329 82.70 82.70 82.00 82.15 +0.05 122 3,609 -1
Sep00 000329 82.40 82.40 82.05 82.10 +0.05 79 2,140 +37
Nov00 000329 81.80 82.20 81.80 81.90 +0.10 64 934 +9
Jan01 000329 81.80 82.05 81.80 82.05 +0.05 28 638 -20
Total Volume and Open Interest 727 19,923 -46
Sugar #11(NYBOT)
May00 000329 5.40 5.44 5.28 5.42 +0.01 16,789 79,582 -3,583
Jul00 000329 5.42 5.44 5.30 5.42 unch 10,377 53,163 -694
Oct00 000329 5.75 5.79 5.66 5.78 +0.02 3,258 30,453 +958
Mar01 000329 6.11 6.13 6.04 6.11 +0.01 1,060 18,941 +125
May01 000329 6.25 6.26 6.20 6.26 +0.01 184 2,627 +41
Total Volume and Open Interest 31,763 190,852 -3,120
London Cocoa(LCE)
Mar00 000329 582 582 567 567 +18 0 12 +0
May00 000329 590 603 588 597 +8 2,555 28,246 -639
Jul00 000329 600 607 596 602 +4 2,970 34,681 -337
Sep00 000329 621 628 617 622 +4 880 26,871 -72
Dec00 000329 647 653 647 649 +4 600 24,661 +314
Mar01 000329 670 674 665 669 +4 427 15,972 +113
May01 000329 684 684 684 684 +4 60 9,101 +30
Total Volume and Open Interest 7,523 147,294 -561
London Coffee(LCE)
Mar00 000329 966.00 966.00 963.00 966.00 -3.00 73 40 +2
May00 000329 988.00 995.00 976.00 985.00 -3.00 3,278 31,606 -824
Jul00 000329 991.00 992.00 975.00 984.00 -1.00 1,958 20,215 +685
Sep00 000329 995.00 995.00 980.00 990.00 unch 344 6,483 +132
Nov00 000329 1000.00 1004.00 999.00 1000.00 -3.00 210 3,298 +99
Jan01 000329 1015.00 1015.00 1010.00 1013.00 -4.00 152 1,017 +45
Total Volume and Open Interest 6,015 63,095 +139
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000329 174.80 176.40 174.20 176.10 +1.40 2,470 18,101 -1,381
Aug00 000329 177.00 178.00 175.80 177.90 +1.10 2,188 14,637 -159
Oct00 000329 179.00 179.20 177.00 179.20 +0.20 734 5,769 +222
Dec00 000329 180.00 181.10 180.00 181.10 -0.30 6 168 +0
Total Volume and Open Interest 5,398 39,392 -1,318
Cotton(NYBOT)
May00 000329 58.50 58.70 57.82 57.95 -1.20 3,666 33,198 -168
Jul00 000329 60.10 60.18 59.45 59.47 -1.21 1,095 17,772 -106
Oct00 000329 60.07 60.10 59.90 59.90 -0.60 21 908 -19
Dec00 000329 61.00 61.05 60.52 60.60 -0.70 280 13,681 +12
Mar01 000329 62.10 62.10 61.60 61.63 -0.67 0 941 +0
May01 000329 62.40 62.50 62.15 62.15 -0.65 0 341 +0
Total Volume and Open Interest 5,062 67,213 -281
Lumber(CME)
May00 000329 318.1 323.6 317.0 321.2 +3.4 772 1,858 +34
Jul00 000329 325.1 329.9 324.4 328.9 +4.2 205 690 +35
Sep00 000329 325.5 328.0 323.2 327.9 +0.5 4 179 -2
Nov00 000329 319.6 319.6 318.0 319.6 +0.1 13 54 +4
Total Volume and Open Interest 997 2,782 +72
Crude Oil(NYM)
May00 000329 26.40 26.65 26.05 26.45 -0.64 64,091 123,588 -833
Jun00 000329 25.70 26.04 25.60 25.87 -0.48 24,404 80,172 -599
Jul00 000329 25.40 25.70 25.30 25.58 -0.30 9,235 49,184 -1,196
Aug00 000329 25.20 25.45 25.05 25.31 -0.17 2,412 27,002 +542
Sep00 000329 24.90 25.15 24.80 25.04 -0.04 2,502 18,016 -4
Oct00 000329 24.65 24.85 24.55 24.77 +0.08 773 17,819 +274
Nov00 000329 24.40 24.50 24.32 24.50 +0.18 571 14,449 +216
Dec00 000329 23.70 24.25 23.70 24.21 +0.25 2,671 40,004 +3
Jan01 000329 23.60 23.90 23.60 23.90 +0.30 388 15,717 -92
Feb01 000329 23.30 23.60 23.30 23.60 +0.33 0 6,038 -1
Total Volume and Open Interest 109,359 486,362 -1,123
Heating Oil(NYM)
Apr00 000329 73.00 73.35 71.80 72.51 -1.65 10,987 12,316 -3,475
May00 000329 66.75 67.25 65.80 66.88 -1.28 29,032 98,867 -1,882
Jun00 000329 64.50 64.90 63.50 64.58 -0.98 29,032 98,867 -1,882
Jul00 000329 62.80 64.10 62.80 63.78 -0.68 867 9,840 +87
Aug00 000329 63.50 64.15 63.50 63.83 -0.43 1,505 7,261 +882
Sep00 000329 63.70 64.70 63.70 64.38 -0.38 108 0 -5,596
Oct00 000329 64.75 65.25 64.20 64.78 -0.38 13 2,892 +11
Nov00 000329 65.20 65.80 65.00 65.18 -0.38 112 2,808 -6
Dec00 000329 65.70 66.35 65.30 65.58 -0.38 1,960 14,600 -503
Jan01 000329 65.70 66.20 65.68 65.68 -0.33 71 3,806 +21
Total Volume and Open Interest 29,032 98,867 -1,882
Unleaded Gas(NYM)
Apr00 000329 93.25 93.80 89.90 91.30 -3.88 14,221 19,553 -2,895
May00 000329 86.50 87.15 84.20 85.25 -3.13 16,430 36,400 +242
Jun00 000329 81.70 82.40 80.50 81.35 -1.98 5,845 17,169 -489
Jul00 000329 78.50 79.00 77.80 78.55 -1.16 852 11,195 +55
Aug00 000329 75.60 76.30 75.50 76.30 -0.71 879 10,542 +825
Sep00 000329 73.20 74.50 73.10 74.20 -0.41 1,011 10,159 -268
Oct00 000329 70.50 71.15 70.50 71.05 -0.06 109 1,887 +49
Nov00 000329 68.50 69.10 68.50 69.10 +0.14 3 895 +895
Total Volume and Open Interest 39,355 109,034 -2,478
Natural Gas(NYM)
Apr00 000329 2.950 2.965 2.860 2.900 -0.063 44,390 22,144 -10,263
May00 000329 2.950 2.965 2.900 2.908 -0.063 27,199 58,254 +3,004
Jun00 000329 2.960 2.970 2.925 2.928 -0.058 8,165 29,204 +2,060
Jul00 000329 2.975 2.985 2.943 2.943 -0.055 2,501 22,112 -26
Aug00 000329 2.970 2.990 2.945 2.953 -0.048 2,438 16,823 +294
Sep00 000329 2.975 2.980 2.945 2.951 -0.044 2,398 18,329 +488
Oct00 000329 2.985 2.990 2.955 2.961 -0.039 3,856 19,042 +803
Nov00 000329 3.080 3.080 3.061 3.061 -0.034 1,775 13,228 +247
Total Volume and Open Interest 102,907 313,377 -664
Brent Crude Oil(IPE)
May00 000329 25.24 25.27 24.25 24.40 -1.11 29,355 64,341 +698
Jun00 000329 25.03 25.19 24.25 24.66 -0.71 13,203 52,365 +240
Jul00 000329 24.95 24.96 24.18 24.56 -0.54 6,071 27,093 +1,033
Aug00 000329 24.65 24.65 24.03 24.42 -0.36 1,238 14,216 +511
Sep00 000329 24.27 24.27 23.77 24.18 -0.28 937 12,591 -36
Oct00 000329 23.82 23.91 23.50 23.91 -0.20 117 13,446 -15
Nov00 000329 23.55 23.63 23.25 23.63 -0.13 18 6,345 +0
Dec00 000329 23.37 23.37 22.93 23.35 -0.06 982 24,300 +298
Total Volume and Open Interest 53,088 254,903 +2,989
Gas Oil(IPE)
Apr00 000329 211.50 211.50 203.00 203.50 -7.75 6,152 23,667 -54
May00 000329 201.50 201.75 195.50 195.75 -6.25 5,235 19,020 +131
Jun00 000329 197.75 197.75 193.00 193.25 -5.25 2,042 13,643 +114
Jul00 000329 195.00 195.75 192.00 193.25 -3.75 708 7,262 +31
Aug00 000329 193.25 193.25 191.75 193.00 -3.50 109 5,491 +59
Sep00 000329 195.00 195.00 193.75 193.75 -3.00 30 3,655 +0
Oct00 000329 195.00 195.25 194.50 194.50 -2.50 5 1,820 +0
Nov00 000329 195.00 195.00 195.00 195.00 -2.25 0 1,596 +0
Total Volume and Open Interest 14,641 98,142 +431
US Dollar Index(NYBOT)
Jun00 000329 105.57 106.25 105.37 105.92 +0.77 1,464 5,673 -281
Sep00 000329 105.40 105.80 105.35 105.60 +0.77 1 2,005 -2
Dec00 000329 105.28 105.28 105.28 105.28 +0.77      
Total Volume and Open Interest 1,464 7,678 -283
Australian Dollar(IMM)
Jun00 000329 60.97 61.39 60.95 61.19 -0.36 2,567 22,260 +418
Sep00 000329 61.24 61.24 61.24 61.24 -0.36 0 6 +0
Dec00 000329 61.29 61.29 61.29 61.29 -0.36 0 50 +0
Total Volume and Open Interest 2,567 22,401 +418
British Pound(IMM)
Jun00 000329 158.88 159.80 158.18 159.62 +0.66 4,615 37,593 +99
Sep00 000329 159.00 159.90 158.20 159.72 +0.66 0 25 +0
Dec00 000329 159.92 160.00 158.40 159.92 +0.66 1 225 +0
Total Volume and Open Interest 4,615 37,843 +99
Canadian Dollar(IMM)
Jun00 000329 68.90 69.02 68.69 68.76 -0.21 19,030 47,152 -4,201
Sep00 000329 69.03 69.15 68.87 68.92 -0.21 429 6,125 +34
Dec00 000329 69.16 69.38 69.05 69.08 -0.21 25 1,553 -6
Mar01 000329 69.24 69.24 69.24 69.24 -0.21 0 405 +0
Total Volume and Open Interest 19,484 55,329 -4,173
Japanese Yen(IMM)
Jun00 000329 96.26 96.33 95.79 96.03 +0.24 16,139 68,251 +1,261
Sep00 000329 97.80 97.80 97.55 97.57 +0.25 10 730 -1
Dec00 000329 99.17 99.17 99.17 99.17 +0.26 0 321 +0
Total Volume and Open Interest 16,649 69,382 +1,260
Swiss Franc(IMM)
Jun00 000329 60.57 60.64 59.96 60.11 -0.81 11,330 39,438 -161
Sep00 000329 61.13 61.14 60.42 60.62 -0.81 1 181 -1
Dec00 000329 61.13 61.13 61.10 61.13 -0.81 0 5 +0
Total Volume and Open Interest 11,331 39,624 -162
EuroFX(IMM)
Jun00 000329 96.17 96.28 95.30 95.60 -1.09 9,781 51,879 +360
Sep00 000329 96.86 96.86 96.05 96.21 -1.09 8 417 -4
Dec00 000329 96.75 97.20 96.75 96.82 -1.09 1 33 +0
Total Volume and Open Interest 9,789 52,329 +356
Mexican Peso(IMM)
Mar00 000313 10640.0 10670.0 10640.0 10650.0 -78.0 341 7,827 -1,306
Jun00 000329 10635.0 10660.0 10550.0 10583.0 -52.0 6,546 18,584 -70
Total Volume and Open Interest 6,634 22,418 -14
30-Year T-Bonds(CBOT)
Jun00 000329 96~07 96~12 95~28 96~03 -0~01 148,958 497,313 -4,685
Sep00 000329 96~01 96~04 95~23 95~28 -0~01 126 2,002 -2
Dec00 000329 95~21 95~21 95~21 95~21 -0~01 0 435 +0
Total Volume and Open Interest 149,084 517,239 -4,687
Municipal Bonds(CBOT)
Jun00 000329 94~19 94~21 94~03 94~11 -0~03 2,793 19,470 +564
Sep00 000329 93~17 93~17 93~17 93~17 -0~03 0 1 +0
Total Volume and Open Interest 2,793 19,471 +564
10-Year T-Notes(CBOT)
Jun00 000329 97~000 97~050 96~255 97~025 +0~055 96,584 561,924 -7,012
Sep00 000329 96~270 96~275 96~270 96~275 +0~055 685 1,175 +149
Total Volume and Open Interest 97,269 563,835 -7,368
5-Year T-Notes(CBOT)
Jun00 000329 97~310 98~000 97~245 97~295 +0~030 52,184 393,568 -35
Sep00 000329 97~275 97~275 97~265 97~265 +0~040 0 770 +0
Total Volume and Open Interest 52,184 404,383 -35
2 Year T-Notes(CBOT)
Jun00 000329 98~098 98~100 98~088 98~099 +0~006 1,615 41,476 +323
Total Volume and Open Interest 1,615 45,190 +323
3-Mth T-Bills(IMM)
Jun00 000329 94.03 94.03 94.01 94.01 +0.01      
Total Volume and Open Interest 58 692 -10
Eurodollars(IMM)
Jun00 000329 93.315 93.325 93.310 93.315 +0.005 56,740 556,716 +2,694
Sep00 000329 93.010 93.025 93.000 93.010 +0.020 99,212 495,310 +123
Dec00 000329 92.775 92.790 92.755 92.765 +0.015 73,890 379,782 -773
Mar01 000329 92.690 92.700 92.665 92.685 +0.020 57,577 311,234 +523
Jun01 000329 92.610 92.615 92.575 92.610 +0.025 33,237 208,381 +6,585
Sep01 000329 92.585 92.595 92.555 92.580 +0.015 20,190 176,662 +4,988
Dec01 000329 92.560 92.560 92.530 92.550 +0.010 14,615 129,067 +3,809
Mar02 000329 92.635 92.635 92.595 92.620 unch 16,812 118,618 +3,758
Jun02 000329 92.650 92.650 92.610 92.635 unch 5,351 88,449 -192
Sep02 000329 92.675 92.675 92.640 92.655 -0.005 8,826 86,347 +6
Dec02 000329 92.645 92.645 92.600 92.620 -0.010 4,971 73,549 -207
Mar03 000329 92.705 92.705 92.665 92.685 -0.010 5,673 64,057 -1,462
Total Volume and Open Interest 446,661 3,113,150 +21,577
3-Mth Euro-Yen(IMM)
Mar00 000310 99.88 99.88 99.87 99.88 unch 1,060 15,157 -915
Jun00 000329 99.81 99.81 99.79 99.80 +0.01 468 15,615 +21
Sep00 000329 99.64 99.65 99.64 99.65 +0.01 686 14,741 -194
Dec00 000329 99.48 99.48 99.47 99.47 +0.01 835 9,841 +728
Mar01 000329 99.33 99.35 99.33 99.34 +0.02 784 17,600 -47
Jun01 000329 99.19 99.19 99.19 99.19 +0.02 118 4,670 -311
Sep01 000329 99.03 99.03 99.03 99.03 +0.02 467 10,377 +280
Dec01 000329 98.86 98.86 98.86 98.86 +0.01 1 1,282 +81
Mar02 000329 98.72 98.72 98.72 98.72 +0.02 0 1,032 +0
Jun02 000329 98.64 98.64 98.64 98.64 unch 0 79 +0
Total Volume and Open Interest 3,359 75,297 +558
3-Mth Euro-Yen(SIMEX)
Jun00 000329 99.79 99.81 99.79 99.80 +0.02 3,736 80,649 +1,552
Sep00 000329 99.64 99.65 99.63 99.64 +0.01 7,655 79,465 +1,498
Dec00 000329 99.45 99.49 99.44 99.47 +0.02 4,609 61,776 +2,040
Mar01 000329 99.31 99.35 99.30 99.33 +0.02 3,685 62,602 +164
Jun01 000329 99.17 99.19 99.15 99.19 +0.03 3,258 56,995 +1,828
Sep01 000329 99.00 99.04 99.00 99.03 +0.03 411 48,341 -226
Dec01 000329 98.86 98.86 98.86 98.86 +0.04 702 11,384 +90
Mar02 000329 98.72 98.72 98.72 98.72 +0.03 401 8,789 +3,000
Total Volume and Open Interest 24,457 412,302 +9,946
German Euro-Bund(EUREX)
Jun00 000329 104.96 105.02 104.57 104.64 -0.34 547,077 649,927 -5,971
Sep00 000329 104.32 104.46 104.17 104.17 -0.33 5,163 13,230 +1,473
Dec00 000329 103.64 103.64 103.64 103.64 -0.34 0 561 +0
Total Volume and Open Interest 552,240 663,718 -4,498
German Euro-Bobl(EUREX)
Jun00 000329 103.45 103.48 103.31 103.34 -0.11 258,808 325,000 +5,338
Sep00 000329 103.09 103.09 103.09 103.09 -0.11 0 1,995 -137
Dec00 000329 102.69 102.69 102.69 102.69 -0.11      
Total Volume and Open Interest 258,808 326,995 +5,201
Long Gilt(LIFFE)
Mar00 000329 112~28 112~31 112~28 112~30 -0~06 668 4,133 -1,763
Jun00 000329 112~22 113~01 112~15 112~21 -0~04 17,187 63,830 -1,210
Total Volume and Open Interest 17,855 67,963 -2,973
3-Mth Short Sterling(LIFFE)
Jun00 000329 93.44 93.45 93.43 93.43 -0.02 20,516 191,493 -2,177
Sep00 000329 93.23 93.25 93.21 93.22 -0.02 15,139 163,435 -4,104
Dec00 000329 93.07 93.08 93.04 93.05 -0.03 12,040 101,693 +1,045
Total Volume and Open Interest 75,500 732,483 -4,821
3-Mth Euribor(LIFFE)
Jun00 000329 95.895 95.900 95.865 95.870 -0.025 91,879 327,734 -19,588
Sep00 000329 95.630 95.635 95.595 95.605 -0.025 48,470 285,902 -2,788
Dec00 000329 95.375 95.380 95.335 95.345 -0.025 24,218 160,880 -1,207
Total Volume and Open Interest 222,207 1,566,880 +303,123
3-Mth Aus T-Bills(SFE)
Jun00 000329 93.62 93.63 93.59 93.60 -0.03 3,158 0 +0
Sep00 000329 93.27 93.27 93.22 93.24 -0.02 6,547 0 +0
Dec00 000329 93.06 93.06 93.02 93.02 -0.02 731 0 +0
Mar01 000329 92.94 92.94 92.89 92.90 -0.03 378 0 +0
Jun01 000329 92.87 92.87 92.82 92.83 -0.03 113 0 +0
Sep01 000329 92.77 92.78 92.77 92.78 -0.03 233 0 +0
Dec01 000329 92.75 92.76 92.75 92.76 -0.02 21 0 +0
Mar02 000329 92.74 92.74 92.73 92.74 -0.02 40 0 +0
Jun02 000329 92.73 92.73 92.71 92.71 -0.03 40 0 +0
Sep02 000329 92.69 92.69 92.69 92.69 -0.03 355 0 +0
Total Volume and Open Interest 11,686 472,228 +0
10-Year Aus T-Bonds(SFE)
Jun00 000329 93.50 93.51 93.42 93.44 -0.05 11,074 156,974 +5,072
Sep00 000329 93.28 93.28 93.28 93.28 -0.03      
Total Volume and Open Interest 11,074 156,974 +5,072
3-Year Aus T-Bonds(SFE)
Jun00 000329 93.42 93.43 93.37 93.39 -0.01 4,777 0 +0
Sep00 000329 93.22 93.22 93.22 93.22 -0.01      
Total Volume and Open Interest 4,777 273,390 +0
Gold(CMX)
Apr00 000329 279.0 280.2 274.8 275.9 -3.6 22,148 24,280 -5,383
Jun00 000329 282.2 283.2 277.8 278.7 -3.5 20,407 56,370 +7,782
Aug00 000329 285.0 286.0 280.6 281.3 -3.6 600 13,845 -140
Oct00 000329 287.0 287.0 283.9 283.9 -3.6 79 3,743 +2
Dec00 000329 290.5 291.0 285.8 286.6 -3.7 166 19,707 -18
Feb01 000329 288.9 288.9 288.9 288.9 -3.7 62 6,684 -22
Total Volume and Open Interest 44,601 150,714 +2,431
Silver(CMX)
Mar00 000329 500.0 500.0 495.6 495.6 -12.0 12 70 -4
May00 000329 510.0 512.0 496.5 498.0 -12.3 5,707 55,952 +917
Jul00 000329 515.0 516.0 501.0 502.2 -12.2 442 10,220 +191
Sep00 000329 516.0 517.0 505.8 505.8 -11.9 5 2,262 -5
Dec00 000329 522.0 522.0 509.0 509.0 -11.6 27 6,171 +2
Total Volume and Open Interest 6,193 78,696 +1,101
Platinum(NYM)
Apr00 000329 478.5 479.0 469.2 474.7 -4.6 975 5,041 -581
Jul00 000329 473.0 473.0 462.0 467.7 -3.6 853 4,518 +454
Oct00 000329 456.7 456.7 456.7 456.7 -3.6 80 130 +9
Jan01 000329 449.7 449.7 449.7 449.7 -3.6      
Total Volume and Open Interest 1,908 9,699 -119
Palladium(NYME)
Jun00 000329 620.00 620.00 610.00 610.00 -5.55 115 2,325 +42
Sep00 000329 603.00 603.00 603.00 603.00 -5.55      
Total Volume and Open Interest 115 2,368 +40
Copper(CMX)
Mar00 000329 79.35 80.05 79.35 80.05 +0.25 510 472 +279
May00 000329 80.00 80.85 80.00 80.70 +0.30 5,936 37,513 -445
Jul00 000329 80.90 81.50 80.80 81.45 +0.30 277 7,824 -9
Sep00 000329 82.15 82.15 82.15 82.15 +0.30 24 4,475 +6
Dec00 000329 82.85 82.95 82.85 82.95 +0.30 96 4,542 -44
Total Volume and Open Interest 7,263 68,722 -324
DJIA Index(CBOT)
Mar00 000316 10200 10685 10155 10680 +523 4,896 8,206 -2,539
Jun00 000329 11090 11230 11015 11182 +122 13,622 14,492 -443
Sep00 000329 11175 11365 11175 11327 +122 14 744 +5
Dec00 000329 11482 11482 11482 11482 +122 2 1,319 +0
Total Volume and Open Interest 13,638 16,561 -438
S & P 500(CME)
Jun00 000329 1532.50 1541.00 1515.00 1530.50 +0.30 71,032 355,972 -1,636
Sep00 000329 1553.00 1561.00 1537.00 1552.30 +0.40 421 5,252 +94
Dec00 000329 1575.80 1587.10 1563.10 1575.80 -0.30 0 3,318 +0
Mar01 000329 1593.00 1611.50 1587.50 1599.90 -0.60 0 225 +0
Total Volume and Open Interest 71,457 365,131 -1,540
S & P 500 E-Mini(Globex)
Jun00 000329 1529.25 1541.25 1515.00 1530.50 +0.25 60,995 23,252 +1,399
Sep00 000329 1544.50 1552.25 1540.00 1552.25 +0.25      
Total Volume and Open Interest 60,995 23,252 +1,399
NASDAQ 100(CME)
Jun00 000329 4667.00 4675.00 4460.00 4468.50 -194.00 14,430 30,181 -78
Sep00 000329 4670.00 4670.00 4533.50 4536.50 -194.00 2 15 +2
Dec00 000329 4592.50 4592.50 4589.50 4592.50 -194.00      
Total Volume and Open Interest 14,432 30,196 -76
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000329 4660.0 4678.0 4456.0 4468.5 -194.0 25,160 7,584 -243
Sep00 000329 4536.5 4536.5 4536.5 4536.5 -194.0      
Total Volume and Open Interest 25,160 7,584 -243
NYSE Composite(NYBOT)
Jun00 000329 655.50 659.50 651.50 658.80 +5.05 563 2,645 -39
Sep00 000329 666.60 666.60 666.60 666.60 +5.05 0 250 +0
Dec00 000329 674.40 674.40 674.40 674.40 +5.05      
Total Volume and Open Interest 0 1,995 +0
S & P Midcap 400(CME)
Jun00 000329 494.50 498.50 484.00 486.70 -7.30 534 12,884 -21
Sep00 000329 492.20 492.20 491.00 492.20 -7.30 0 1 +0
Dec00 000329 498.20 498.20 497.00 498.20 -7.30      
Total Volume and Open Interest 534 12,885 -21
Russell 2000(CME)
Jun00 000329 562.00 568.00 543.00 547.50 -14.20 2,931 12,131 +335
Sep00 000329 554.00 554.00 552.60 554.00 -14.20      
Dec00 000329 561.55 561.55 560.15 561.55 -14.20      
Total Volume and Open Interest 2,931 12,131 +335
Value Line(KCBT)
Jun00 000329 1056.00 1059.50 1048.00 1059.45 +4.55 39 96 -12
Total Volume and Open Interest 39 97 -12
Nikkei 225(CME)
Jun00 000329 20580 20610 20470 20555 +205 1,050 12,018 -24
Sep00 000329 20555 20600 20555 20555 +205 0 2 +0
Total Volume and Open Interest 1,050 12,020 -24
Nikkei 225(SIMEX)
Jun00 000329 20370 20820 20370 20635 +170 15,319 94,070 +1,867
Sep00 000329 20645 20645 20645 20645 +170 0 8,978 -197
Dec00 000329 20630 20630 20630 20630 +170 1,612 2,063 +1,062
Total Volume and Open Interest 18,156 119,494 -877
CAC 40(MATIF)
Mar00 000329 6510.0 6570.0 6441.0 6489.0 -48.0 135,665 79,290 -40,491
Apr00 000329 6539.0 6575.0 6451.0 6484.5 -57.5 77,843 74,199 +51,024
May00 000329 6484.0 6497.0 6484.0 6497.0 -32.5 0 3 +0
Total Volume and Open Interest 224,471 242,314 +10,969
DAX Index(EUREX)
Jun00 000329 7962.0 8011.5 7907.0 7936.0 -37.0 38,467 338,335 +2,431
Sep00 000329 8045.0 8088.0 7995.0 8013.0 -37.0 114 1,606 -16
Dec00 000329 8101.5 8101.5 8101.5 8101.5 -36.5 34 162 +48
Total Volume and Open Interest 38,615 340,103 +2,463
FT-SE 100(LIFFE)
Jun00 000329 6735.00 6739.00 6621.00 6654.00 -100.00 20,116 207,118 +2,162
Sep00 000329 6715.00 6729.00 6715.00 6729.00 -100.00 30 1,222 +0
Dec00 000329 6820.00 6820.00 6820.00 6820.00 -100.00 10 7 +0
Total Volume and Open Interest 20,156 208,347 +2,162
SPI 200(SFE)
Mar00 000329 3253.0 3263.0 3231.0 3236.0 -30.0 1,245 0 +0
Jun00 000329 3291.0 3296.0 3259.0 3272.0 -27.0 1,060 0 +0
Sep00 000329 3301.0 3301.0 3292.0 3292.0 -20.0 1 0 +0
Total Volume and Open Interest 2,703 331,940 +0
GSCI(CME)
Apr00 000329 203.55 205.25 202.50 203.45 -3.25 822 35,955 -413
May00 000329 203.00 203.00 202.70 203.00 -2.30 0 5 +0
Jun00 000329 201.80 201.80 201.80 201.80 -2.20 0 42 +0
Total Volume and Open Interest 822 36,002 -413
Bridge CRB Index(NYBOT)
Apr00 000329 210.30 210.30 209.50 209.65 -1.35 108 1,484 -26
Jun00 000329 212.20 212.20 211.25 211.40 -1.35 17 1,160 +5
Aug00 000329 212.65 212.65 212.65 212.65 -1.35 15 544 +0
Total Volume and Open Interest 125 3,200 -21
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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