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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 30, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000330 532.50 538.00 531.50 537.50 +8.50 23,185 72,252 -814
Jul00 000330 543.00 548.50 542.50 548.00 +8.50 6,944 55,848 -20
Aug00 000330 545.50 551.50 545.00 550.75 +8.00 931 8,449 +420
Sep00 000330 548.00 553.00 548.00 552.50 +8.00 371 4,687 +69
Nov00 000330 555.50 560.00 554.50 559.50 +7.50 4,445 35,795 +437
Jan01 000330 562.00 567.50 562.00 566.75 +7.75 36 2,553 +16
Mar01 000330 569.50 574.00 569.50 573.50 +9.00 12 1,319 +3
Total Volume and Open Interest 36,123 182,547 +196
Soybean Meal(CBOT)
May00 000330 168.50 171.00 168.10 170.80 +3.10 9,914 46,416 -1,873
Jul00 000330 171.00 172.30 169.50 171.70 +2.90 6,153 35,926 -483
Aug00 000330 170.50 172.50 169.80 172.10 +3.30 1,134 9,759 +288
Sep00 000330 171.00 172.50 170.10 172.20 +3.00 917 6,376 +224
Oct00 000330 170.00 172.70 170.00 172.20 +3.50 120 5,525 +125
Dec00 000330 173.50 176.00 172.80 175.50 +3.80 1,012 12,322 +88
Jan01 000330 173.80 177.00 173.80 175.00 +3.70 4 896 +1
Mar01 000330 177.00 180.00 176.00 177.00 +3.80 5 623 +4
Total Volume and Open Interest 19,259 117,868 -1,626
Soybean Oil(CBOT)
May00 000330 17.80 18.00 17.75 17.88 +0.09 11,509 54,464 +2,261
Jul00 000330 18.15 18.46 18.12 18.22 +0.09 6,305 42,522 +1,200
Aug00 000330 18.32 18.50 18.31 18.38 +0.08 1,828 10,553 +566
Sep00 000330 18.48 18.67 18.48 18.52 +0.07 1,073 7,938 +623
Oct00 000330 18.70 18.82 18.70 18.70 +0.05 2 6,382 +2
Dec00 000330 19.00 19.15 18.90 18.99 +0.05 832 16,590 -75
Jan01 000330 19.30 19.35 19.25 19.26 +0.03 6 8,283 +0
Mar01 000330 19.60 19.60 19.50 19.50 +0.05 8 2,032 -4
Total Volume and Open Interest 21,577 153,154 +4,572
Canola(WCE)
May00 000330 265.5 268.2 265.5 267.8 +3.2 3,381 25,242 -486
Jul00 000330 271.7 273.9 271.6 273.4 +3.2 3,082 21,901 +507
Aug00 000330 276.0 276.0 276.0 276.0 +2.7 0 2,858 +0
Sep00 000330 278.0 278.4 278.0 278.4 +2.8 151 660 +0
Nov00 000330 282.8 285.2 282.5 284.4 +3.1 1,424 17,018 +27
Total Volume and Open Interest 7,897 68,170 +58
Corn(CBOT)
May00 000330 229.75 233.50 229.25 233.25 +6.25 36,707 172,811 -7,215
Jul00 000330 238.00 242.00 237.75 241.75 +6.25 16,959 149,967 -1,527
Sep00 000330 246.00 249.50 245.50 249.00 +6.00 2,901 43,249 -987
Nov00 000330 253.50 254.50 253.00 254.25 +5.25 67 975 -24
Dec00 000330 254.75 258.50 254.50 258.00 +5.25 10,608 108,844 -502
Jan01 000330 262.50 262.50 262.50 262.50 +5.50 1 38 -1
Total Volume and Open Interest 67,993 496,074 -10,141
Wheat(CBOT)
May00 000330 251.00 256.50 251.00 255.50 +4.25 6,859 57,041 -483
Jul00 000330 263.00 268.00 263.00 267.25 +4.50 4,189 46,505 +90
Sep00 000330 275.00 278.50 274.50 278.25 +4.00 371 7,965 -6
Dec00 000330 290.00 294.00 290.00 293.75 +4.50 697 12,414 +101
Mar01 000330 302.50 307.50 302.50 306.25 +4.00 194 1,480 +112
Total Volume and Open Interest 12,344 125,897 -172
Wheat(KCBT)
May00 000330 278.00 281.00 277.50 280.00 +4.00 2,620 25,226 -536
Jul00 000330 288.00 292.25 288.00 291.00 +4.00 1,595 29,156 +147
Sep00 000330 298.00 301.25 297.50 300.00 +3.75 49 3,149 +31
Dec00 000330 312.00 314.00 312.00 314.00 +3.25 166 7,466 -7
Mar01 000330 320.00 325.00 320.00 325.00 +3.50 7 530 +0
Total Volume and Open Interest 4,437 65,758 -365
Wheat(MGE)
May00 000330 318.50 321.00 318.00 321.00 +3.50 2,211 11,794 -150
Jul00 000330 328.00 331.00 328.00 330.50 +3.25 974 7,038 -39
Sep00 000330 338.00 341.00 338.00 340.75 +3.75 458 3,359 +120
Dec00 000330 350.00 353.50 350.00 353.50 +4.00 99 1,487 +47
Mar01 000330 362.00 362.00 362.00 362.00 +2.50 16 148 +1
Total Volume and Open Interest 3,758 23,829 -21
Oats(CBOT)
May00 000330 118.00 121.25 118.00 121.00 +2.50 774 5,101 -200
Jul00 000330 116.50 119.00 116.50 119.00 +2.25 342 7,253 +8
Sep00 000330 120.00 121.50 120.00 121.00 +1.50 49 1,539 +15
Dec00 000330 126.00 128.00 126.00 128.00 +2.25 28 3,281 +6
Total Volume and Open Interest 1,193 17,639 -171
Rough Rice(CBOT)
May00 000330 5.79 5.86 5.75 5.83 +0.07 241 3,819 -29
Jul00 000330 6.10 6.16 6.04 6.15 +0.10 139 1,602 +6
Sep00 000330 6.83 6.96 6.83 6.96 +0.14 13 425 +9
Nov00 000330 6.95 7.12 6.95 7.10 +0.17 23 646 +11
Total Volume and Open Interest 436 6,656 +10
Live Cattle(CME)
Apr00 000330 71.825 72.000 71.350 71.850 +0.175 13,480 34,016 -3,296
Jun00 000330 68.850 68.950 68.550 68.800 +0.025 14,638 46,496 +2,186
Aug00 000330 69.450 69.650 69.375 69.550 +0.100 2,623 23,120 -99
Oct00 000330 72.250 72.525 72.250 72.350 +0.075 1,466 13,311 +380
Dec00 000330 73.900 74.050 73.875 73.975 +0.025 341 5,200 +52
Feb01 000330 74.750 74.800 74.700 74.700 -0.050 85 2,995 -9
Total Volume and Open Interest 32,745 128,326 -765
Feeder Cattle(CME)
Mar00 000330 83.975 84.075 83.975 84.050 +0.175 274 2,045 -214
Apr00 000330 83.900 83.950 83.475 83.800 +0.050 435 4,582 -131
May00 000330 84.000 84.100 83.600 83.900 +0.050 1,406 8,278 +100
Aug00 000330 85.950 86.000 85.725 86.000 +0.050 257 5,694 -1
Sep00 000330 86.050 86.050 85.900 86.000 -0.100 29 1,541 +8
Oct00 000330 86.275 86.300 86.175 86.175 -0.075 31 1,490 -1
Nov00 000330 87.250 87.500 87.100 87.400 -0.100      
Total Volume and Open Interest 2,462 25,170 -225
Lean Hogs(CME)
Apr00 000330 63.600 64.250 63.450 64.150 +0.875 2,575 14,003 -682
Jun00 000330 72.675 73.750 72.300 73.550 +1.150 5,095 27,216 +786
Jul00 000330 70.300 71.250 70.150 70.775 +0.500 1,471 7,158 +175
Aug00 000330 67.700 68.625 67.550 68.125 +0.575 875 6,826 +420
Oct00 000330 59.900 60.875 59.850 60.850 +0.625 311 3,767 +76
Dec00 000330 57.400 57.950 57.400 57.500 +0.300 337 2,752 +254
Feb01 000330 57.450 57.850 57.150 57.850 +0.675 13 505 -2
Apr01 000330 56.100 56.300 56.100 56.300 +0.700 5 147 +0
Total Volume and Open Interest 10,682 62,384 +1,027
Pork Bellies(CME)
May00 000330 95.500 97.650 95.000 97.200 +1.400 1,844 4,245 -270
Jul00 000330 93.000 94.650 92.100 94.150 +1.050 612 1,345 +83
Aug00 000330 90.000 91.300 89.500 90.850 +1.050 50 491 +19
Total Volume and Open Interest 2,507 6,081 -168
Cocoa(NYBOT)
May00 000330 796 807 790 794 -2 6,670 27,675 -2,097
Jul00 000330 825 837 821 824 -2 2,592 23,944 +227
Sep00 000330 854 866 850 851 -4 289 19,432 +154
Dec00 000330 894 903 890 891 -3 94 11,078 +25
Mar01 000330 932 935 926 926 -3 2 8,088 +0
May01 000330 952 952 952 952 -4 11 5,479 +0
Jul01 000330 980 980 980 980 -4 2 4,982 +0
Total Volume and Open Interest 9,660 105,774 -1,691
Coffee "C"(NYBOT)
May00 000330 103.80 104.40 103.25 103.50 -0.40 3,651 27,626 -585
Jul00 000330 106.50 106.95 105.90 106.05 -0.55 1,490 12,097 +471
Sep00 000330 109.25 109.50 108.60 108.70 -0.50 249 6,931 +12
Dec00 000330 112.45 112.60 111.75 111.75 -0.75 8 3,598 +3
Mar01 000330 115.25 115.25 114.85 114.85 -0.90 5 1,156 +0
May01 000330 116.65 116.65 116.65 116.65 -0.85 0 113 +0
Total Volume and Open Interest 5,398 51,532 -99
Orange Juice(NYBOT)
May00 000330 81.70 82.90 81.70 82.10 -0.20 811 11,555 -223
Jul00 000330 81.70 82.30 81.30 81.75 -0.40 314 3,691 +82
Sep00 000330 81.60 82.25 81.30 81.80 -0.30 133 2,185 +45
Nov00 000330 81.50 81.90 81.50 81.70 -0.20 12 942 +8
Jan01 000330 82.00 82.40 81.85 81.85 -0.20 6 640 +2
Total Volume and Open Interest 1,277 19,838 -85
Sugar #11(NYBOT)
May00 000330 5.53 5.55 5.47 5.55 +0.13 10,942 76,388 -3,194
Jul00 000330 5.50 5.51 5.44 5.50 +0.08 7,766 51,960 -1,203
Oct00 000330 5.84 5.85 5.78 5.85 +0.07 1,706 31,312 +859
Mar01 000330 6.15 6.18 6.12 6.18 +0.07 1,001 19,187 +246
May01 000330 6.30 6.30 6.27 6.30 +0.04 186 2,718 +91
Total Volume and Open Interest 21,669 187,690 -3,162
London Cocoa(LCE)
Mar00 000330 547 547 547 547 -20 2 10 -2
May00 000330 581 585 574 577 -20 2,045 27,742 -504
Jul00 000330 585 590 578 581 -21 1,195 34,183 -498
Sep00 000330 606 611 599 601 -21 590 27,122 +251
Dec00 000330 633 638 627 628 -21 245 24,695 +34
Mar01 000330 656 657 647 648 -21 246 16,128 +156
May01 000330 665 665 663 663 -21 1 9,100 -1
Total Volume and Open Interest 4,325 146,731 -563
London Coffee(LCE)
Mar00 000330 957.00 960.00 947.00 948.00 -18.00 11 14 -26
May00 000330 984.00 985.00 971.00 973.00 -12.00 1,183 31,651 +45
Jul00 000330 982.00 987.00 972.00 973.00 -11.00 1,013 20,373 +158
Sep00 000330 984.00 996.00 980.00 983.00 -7.00 300 6,512 +29
Nov00 000330 1006.00 1008.00 994.00 994.00 -6.00 36 3,300 +2
Jan01 000330 1009.00 1020.00 1007.00 1009.00 -4.00 111 1,092 +75
Total Volume and Open Interest 2,655 63,378 +283
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000330 176.50 178.80 176.50 178.70 +2.60 1,278 17,580 -521
Aug00 000330 178.00 180.00 178.00 179.40 +1.50 1,804 14,766 +129
Oct00 000330 179.10 180.50 179.00 180.10 +0.90 806 6,327 +558
Dec00 000330 183.00 183.00 182.10 182.10 +1.00 46 204 +36
Total Volume and Open Interest 4,303 39,946 +554
Cotton(NYBOT)
May00 000330 57.95 58.45 57.51 57.57 -0.38 8,772 31,785 -1,413
Jul00 000330 59.55 60.00 59.21 59.24 -0.23 4,134 17,395 -377
Oct00 000330 59.90 60.20 59.70 59.70 -0.20 251 852 -56
Dec00 000330 60.55 60.65 60.35 60.36 -0.24 1,664 13,873 +192
Mar01 000330 61.60 61.60 61.38 61.38 -0.25 121 960 +19
May01 000330 62.10 62.10 61.95 61.95 -0.20 91 404 +63
Total Volume and Open Interest 15,042 65,644 -1,569
Lumber(CME)
May00 000330 321.2 322.4 318.5 321.0 -0.2 689 1,875 +17
Jul00 000330 330.0 330.2 326.8 329.1 +0.2 143 717 +27
Sep00 000330 328.2 328.2 325.3 328.2 +0.3 5 178 -1
Nov00 000330 319.0 321.0 319.0 320.1 +0.5 0 54 +0
Total Volume and Open Interest 837 2,825 +43
Crude Oil(NYM)
May00 000330 26.50 26.75 26.47 26.70 +0.25 6,426 123,588 +0
Jun00 000330 26.02 26.17 25.90 26.07 +0.20 4,240 80,172 +0
Jul00 000330 25.72 25.81 25.57 25.74 +0.16 811 49,184 +0
Aug00 000330 25.35 25.50 25.35 25.47 +0.16 485 27,002 +0
Sep00 000330 25.08 25.19 25.08 25.19 +0.15 111 18,016 +0
Oct00 000330 24.85 24.95 24.85 24.91 +0.14 40 17,819 +0
Nov00 000330 24.68 24.68 24.60 24.63 +0.13 10 14,449 +0
Dec00 000330 24.33 24.37 24.22 24.34 +0.13 941 40,004 +0
Jan01 000330 24.05 24.05 24.02 24.03 +0.13 0 15,717 +0
Feb01 000330 23.73 23.73 23.73 23.73 +0.13 0 6,038 +0
Total Volume and Open Interest 14,200 486,362 +0
Heating Oil(NYM)
Apr00 000330 72.90 74.50 72.40 73.48 +0.97 10,987 12,316 +0
May00 000330 67.20 68.10 66.90 67.62 +0.74 4,873 98,867 +0
Jun00 000330 64.90 65.30 64.55 65.22 +0.64 4,873 98,867 +0
Jul00 000330 63.60 64.50 63.60 64.42 +0.64 867 9,840 +0
Aug00 000330 64.20 64.60 64.20 64.47 +0.64 1,505 7,261 +0
Sep00 000330 64.90 65.15 64.75 65.02 +0.64 108 5,596 +5,596
Oct00 000330 65.55 65.55 65.42 65.42 +0.64 13 2,892 +0
Nov00 000330 65.90 65.90 65.82 65.82 +0.64 112 2,808 +0
Dec00 000330 66.20 66.22 65.80 66.22 +0.64 1,960 14,600 +0
Jan01 000330 66.20 66.32 66.10 66.32 +0.64 71 3,806 +0
Total Volume and Open Interest 4,873 98,867 +0
Unleaded Gas(NYM)
Apr00 000330 91.70 91.70 88.30 89.40 -1.90 14,221 19,553 +0
May00 000330 85.60 86.10 84.00 84.65 -0.60 16,430 36,400 +0
Jun00 000330 81.70 81.95 80.55 81.00 -0.35 5,845 17,169 +0
Jul00 000330 78.35 78.90 78.10 78.30 -0.25 852 11,195 +0
Aug00 000330 76.70 76.70 75.80 76.10 -0.20 879 10,542 +0
Sep00 000330 74.70 74.70 74.00 74.05 -0.15 1,011 10,159 +0
Oct00 000330 71.20 71.25 70.90 70.90 -0.15 109 1,887 +0
Nov00 000330 69.15 69.15 69.10 69.10 unch 3 895 +0
Total Volume and Open Interest 10,365 109,034 +0
Natural Gas(NYM)
May00 000330 2.850 2.895 2.845 2.873 -0.035 1,037 58,254 +0
Jun00 000330 2.880 2.915 2.870 2.890 -0.038 302 29,204 +0
Jul00 000330 2.885 2.925 2.885 2.906 -0.037 105 22,112 +0
Aug00 000330 2.910 2.935 2.900 2.921 -0.032 0 16,823 +0
Sep00 000330 2.910 2.935 2.905 2.920 -0.031 0 18,329 +0
Oct00 000330 2.920 2.940 2.920 2.932 -0.029 80 19,042 +0
Nov00 000330 3.015 3.040 3.015 3.033 -0.028 10 13,228 +0
Dec00 000330 3.125 3.140 3.120 3.130 -0.028 0 16,494 +0
Total Volume and Open Interest 116,977 301,694 -11,683
Brent Crude Oil(IPE)
May00 000330 24.40 24.76 24.37 24.63 +0.23 48,304 67,987 +3,646
Jun00 000330 24.60 24.77 24.40 24.67 +0.01 27,813 55,416 +3,051
Jul00 000330 24.43 24.60 24.28 24.50 -0.06 8,468 27,138 +45
Aug00 000330 24.30 24.42 24.13 24.32 -0.10 3,231 13,710 -506
Sep00 000330 24.08 24.20 23.90 24.07 -0.11 2,053 12,581 -10
Oct00 000330 23.80 23.91 23.71 23.87 -0.04 134 13,399 -47
Nov00 000330 23.52 23.65 23.52 23.61 -0.02 57 6,355 +10
Dec00 000330 23.18 23.40 23.13 23.34 -0.01 7,465 23,996 -304
Total Volume and Open Interest 106,077 263,668 +8,765
Gas Oil(IPE)
Apr00 000330 203.25 205.00 202.00 204.00 +0.50 11,241 22,679 -988
May00 000330 196.00 197.75 195.00 196.50 +0.75 10,378 21,230 +2,210
Jun00 000330 193.00 196.00 192.75 195.75 +2.50 4,612 14,260 +617
Jul00 000330 192.50 195.75 192.50 195.75 +2.50 2,040 7,999 +737
Aug00 000330 193.00 196.00 193.00 196.00 +3.00 307 5,457 -34
Sep00 000330 193.00 196.50 193.00 196.50 +2.75 5 3,650 -5
Oct00 000330 197.25 197.25 197.25 197.25 +2.75 30 1,825 +5
Nov00 000330 195.50 198.00 195.50 198.00 +3.00 0 1,596 +0
Total Volume and Open Interest 30,594 101,151 +3,009
US Dollar Index(NYBOT)
Jun00 000330 105.81 105.88 105.14 105.20 -0.72 2,619 5,431 -242
Sep00 000330 104.98 104.98 104.88 104.88 -0.72 7 2,009 +4
Dec00 000330 104.56 104.56 104.56 104.56 -0.72      
Total Volume and Open Interest 2,626 7,440 -238
Australian Dollar(IMM)
Jun00 000330 61.19 61.38 61.08 61.32 +0.13 2,219 23,155 +895
Sep00 000330 61.37 61.37 61.20 61.37 +0.13 0 6 +0
Dec00 000330 61.42 61.42 61.42 61.42 +0.13 0 50 +0
Total Volume and Open Interest 2,219 23,296 +895
British Pound(IMM)
Jun00 000330 159.12 159.86 159.08 159.68 +0.06 7,781 37,611 +18
Sep00 000330 159.30 159.90 159.30 159.78 +0.06 14 25 +0
Dec00 000330 159.98 160.00 159.50 159.98 +0.06 0 225 +0
Total Volume and Open Interest 7,795 37,861 +18
Canadian Dollar(IMM)
Jun00 000330 68.68 68.91 68.63 68.89 +0.13 8,949 46,476 -676
Sep00 000330 68.88 69.06 68.80 69.05 +0.13 71 6,109 -16
Dec00 000330 68.92 69.22 68.92 69.21 +0.13 23 1,568 +15
Mar01 000330 69.37 69.37 69.37 69.37 +0.13 0 405 +0
Total Volume and Open Interest 9,043 54,652 -677
Japanese Yen(IMM)
Jun00 000330 96.39 96.45 95.97 96.06 +0.03 13,401 68,864 +613
Sep00 000330 97.98 97.98 97.57 97.61 +0.04 4 730 +0
Dec00 000330 99.22 99.22 99.22 99.22 +0.05 2 321 +0
Total Volume and Open Interest 13,405 69,995 +613
Swiss Franc(IMM)
Jun00 000330 60.38 60.86 60.20 60.77 +0.66 16,933 39,239 -199
Sep00 000330 61.23 61.33 61.15 61.28 +0.66 30 182 +1
Dec00 000330 61.79 61.85 61.79 61.79 +0.66 2 5 +0
Total Volume and Open Interest 16,963 39,426 -198
EuroFX(IMM)
Jun00 000330 95.91 96.75 95.63 96.62 +1.02 17,360 54,212 +2,333
Sep00 000330 96.26 97.30 96.26 97.22 +1.01 49 433 +16
Dec00 000330 97.82 97.90 97.82 97.82 +1.00 27 46 +13
Total Volume and Open Interest 17,436 54,691 +2,362
Mexican Peso(IMM)
Mar00 000313 10640.0 10670.0 10640.0 10650.0 -78.0 341 7,827 -1,306
Jun00 000330 10550.0 10580.0 10508.0 10550.0 -33.0 6,673 18,189 -395
Total Volume and Open Interest 6,719 22,041 -377
30-Year T-Bonds(CBOT)
Jun00 000330 96~02 97~08 95~30 97~06 +1~03 162,972 492,368 -4,945
Sep00 000330 96~00 97~00 96~00 96~31 +1~03 52 2,025 +23
Dec00 000330 96~24 96~24 96~24 96~24 +1~03 0 435 +0
Total Volume and Open Interest 163,024 512,317 -4,922
Municipal Bonds(CBOT)
Jun00 000330 94~23 95~02 94~12 95~00 +0~21 1,727 19,502 +32
Sep00 000330 94~06 94~06 94~06 94~06 +0~21 0 1 +0
Total Volume and Open Interest 1,727 19,503 +32
10-Year T-Notes(CBOT)
Jun00 000330 97~015 97~290 96~305 97~260 +0~235 138,367 564,886 +2,962
Sep00 000330 97~050 97~215 97~050 97~195 +0~240 1 1,176 +1
Total Volume and Open Interest 138,368 566,693 +2,858
5-Year T-Notes(CBOT)
Jun00 000330 98~070 98~125 98~005 98~115 +0~140 56,662 389,411 -4,157
Sep00 000330 98~085 98~085 98~085 98~085 +0~140 202 910 +140
Total Volume and Open Interest 56,864 400,366 -4,017
2 Year T-Notes(CBOT)
Jun00 000330 98~120 98~124 98~104 98~123 +0~024 1,865 41,292 -184
Total Volume and Open Interest 2,083 44,906 -284
3-Mth T-Bills(IMM)
Jun00 000330 94.04 94.04 94.03 94.03 +0.02 17 696 +696
Total Volume and Open Interest 17 696 +4
Eurodollars(IMM)
Jun00 000330 93.340 93.355 93.330 93.350 +0.035 43,614 558,250 +1,534
Sep00 000330 93.040 93.070 93.025 93.065 +0.055 74,525 488,597 -6,713
Dec00 000330 92.815 92.860 92.790 92.850 +0.085 62,463 374,054 -5,728
Mar01 000330 92.740 92.780 92.715 92.775 +0.090 46,943 307,593 -3,641
Jun01 000330 92.655 92.700 92.635 92.695 +0.085 24,679 209,349 +968
Sep01 000330 92.625 92.680 92.610 92.675 +0.095 23,900 178,895 +2,233
Dec01 000330 92.590 92.640 92.570 92.640 +0.090 15,459 128,552 -515
Mar02 000330 92.650 92.705 92.635 92.700 +0.080 16,935 119,080 +462
Jun02 000330 92.665 92.720 92.665 92.720 +0.085 5,291 88,585 +136
Sep02 000330 92.680 92.740 92.680 92.740 +0.085 9,995 85,161 -1,186
Dec02 000330 92.640 92.705 92.640 92.705 +0.085 4,192 74,195 +646
Mar03 000330 92.705 92.770 92.705 92.770 +0.085 3,677 64,826 +769
Total Volume and Open Interest 369,283 3,104,576 -8,574
3-Mth Euro-Yen(IMM)
Mar00 000310 99.88 99.88 99.87 99.88 unch 1,060 15,157 -915
Jun00 000330 99.81 99.82 99.81 99.81 +0.01 814 15,650 +35
Sep00 000330 99.67 99.67 99.65 99.65 unch 466 14,998 +257
Dec00 000330 99.49 99.49 99.47 99.47 unch 798 8,907 -934
Mar01 000330 99.34 99.35 99.33 99.34 unch 531 16,851 -749
Jun01 000330 99.19 99.19 99.19 99.19 unch 613 4,733 +63
Sep01 000330 99.02 99.03 99.02 99.02 -0.01 509 9,843 -534
Dec01 000330 98.86 98.86 98.86 98.86 unch 15 1,077 -205
Mar02 000330 98.72 98.72 98.72 98.72 unch 1 1,032 +0
Jun02 000330 98.63 98.63 98.63 98.63 -0.01 0 79 +0
Total Volume and Open Interest 3,747 73,230 -2,067
3-Mth Euro-Yen(SIMEX)
Jun00 000330 99.79 99.82 99.79 99.82 +0.02 5,590 79,168 -1,481
Sep00 000330 99.65 99.68 99.64 99.66 +0.02 10,500 77,511 -1,954
Dec00 000330 99.48 99.50 99.46 99.49 +0.02 7,869 63,239 +1,463
Mar01 000330 99.34 99.36 99.32 99.35 +0.02 11,098 63,657 +1,055
Jun01 000330 99.19 99.21 99.17 99.20 +0.01 5,117 56,565 -430
Sep01 000330 99.03 99.04 99.01 99.04 +0.01 1,735 48,065 -276
Dec01 000330 98.87 98.87 98.86 98.86 unch 2 11,692 +308
Mar02 000330 98.73 98.73 98.73 98.73 +0.01 0 8,709 -80
Total Volume and Open Interest 41,911 410,907 -1,395
German Euro-Bund(EUREX)
Jun00 000330 104.72 105.22 104.60 105.19 +0.55 517,890 627,567 -22,360
Sep00 000330 104.20 104.72 104.20 104.72 +0.55 2,935 16,517 +3,287
Dec00 000330 104.19 104.19 104.19 104.19 +0.55 0 561 +0
Total Volume and Open Interest 520,825 644,645 -19,073
German Euro-Bobl(EUREX)
Jun00 000330 103.39 103.64 103.32 103.62 +0.28 208,211 321,322 -3,678
Sep00 000330 103.37 103.37 103.37 103.37 +0.28 0 1,468 -527
Dec00 000330 102.97 102.97 102.97 102.97 +0.28      
Total Volume and Open Interest 208,211 322,790 -4,205
Long Gilt(LIFFE)
Jun00 000330 112~19 113~20 112~18 113~18 +0~29 15,014 63,816 -14
Sep00 000330 112~22 113~15 112~22 113~15 +0~29 0 63,816 +63,816
Total Volume and Open Interest 17,054 127,632 +59,669
3-Mth Short Sterling(LIFFE)
Jun00 000330 93.44 93.46 93.43 93.45 +0.02 13,416 190,421 -1,072
Sep00 000330 93.22 93.27 93.21 93.24 +0.02 19,317 164,302 +867
Dec00 000330 93.05 93.11 93.03 93.07 +0.02 11,693 100,774 -919
Total Volume and Open Interest 60,327 731,138 -1,345
3-Mth Euribor(LIFFE)
Jun00 000330 95.865 95.920 95.860 95.905 +0.035 37,761 330,294 +2,560
Sep00 000330 95.600 95.650 95.595 95.640 +0.035 33,343 283,864 -2,038
Dec00 000330 95.340 95.405 95.335 95.395 +0.050 20,594 163,866 +2,986
Total Volume and Open Interest 145,267 1,243,816 -323,064
3-Mth Aus T-Bills(SFE)
Jun00 000330 93.60 93.62 93.57 93.61 +0.01 4,455 0 +0
Sep00 000330 93.26 93.26 93.20 93.24 unch 1,394 0 +0
Dec00 000330 93.02 93.02 92.99 93.02 unch 1,053 0 +0
Mar01 000330 92.90 92.91 92.86 92.90 unch 266 0 +0
Jun01 000330 92.81 92.82 92.81 92.82 -0.01 342 0 +0
Sep01 000330 92.75 92.76 92.75 92.76 -0.02 220 0 +0
Dec01 000330 92.74 92.74 92.74 92.74 -0.02 188 0 +0
Mar02 000330 92.72 92.72 92.72 92.72 -0.02 60 0 +0
Jun02 000330 92.70 92.70 92.70 92.70 -0.01      
Sep02 000330 92.65 92.68 92.65 92.68 -0.01 20 0 +0
Total Volume and Open Interest 8,038 469,277 -2,951
10-Year Aus T-Bonds(SFE)
Jun00 000330 93.45 93.56 93.41 93.54 +0.10 2,720 156,974 +0
Sep00 000330 93.27 93.27 93.27 93.27 -0.01      
Total Volume and Open Interest 2,720 156,974 +0
3-Year Aus T-Bonds(SFE)
Jun00 000330 93.40 93.40 93.36 93.39 unch 7,245 0 +0
Sep00 000330 93.22 93.22 93.22 93.22 unch      
Total Volume and Open Interest 7,245 287,333 +13,943
Gold(CMX)
Apr00 000330 276.7 276.7 274.8 276.1 +0.2 17,775 15,580 -8,700
Jun00 000330 279.3 279.5 277.9 279.1 +0.4 51,714 70,181 +13,811
Aug00 000330 281.5 281.8 280.6 281.7 +0.4 991 13,961 +116
Oct00 000330 284.3 284.3 284.3 284.3 +0.4 4 3,746 +3
Dec00 000330 285.6 288.3 285.6 287.0 +0.4 455 19,810 +103
Feb01 000330 288.6 289.5 288.6 289.2 +0.3 0 6,684 +0
Total Volume and Open Interest 71,387 156,294 +5,580
Silver(CMX)
May00 000330 497.0 498.5 492.0 498.3 +0.3 27,897 57,772 +1,820
Jul00 000330 502.0 503.0 497.0 502.6 +0.4 4,299 10,746 +526
Sep00 000330 508.0 508.0 504.0 506.3 +0.5 22 2,271 +9
Dec00 000330 509.0 511.0 505.0 509.5 +0.5 321 6,338 +167
Mar01 000330 512.4 512.4 512.4 512.4 +0.5 133 544 +108
Total Volume and Open Interest 32,878 81,400 +2,704
Platinum(NYM)
Apr00 000330 473.0 481.0 471.0 479.0 +4.3 3,228 2,765 -2,276
Jul00 000330 467.0 473.0 465.0 472.0 +4.3 628 0 -4,518
Oct00 000330 461.0 461.0 461.0 461.0 +4.3      
Jan01 000330 454.0 454.0 454.0 454.0 +4.3      
Total Volume and Open Interest 1,570 9,699 +0
Palladium(NYME)
Jun00 000330 610.00 610.00 595.00 602.80 -7.20 2 0 -2,325
Sep00 000330 595.80 595.80 595.80 595.80 -7.20      
Total Volume and Open Interest 2 2,368 +0
Copper(CMX)
May00 000330 80.65 81.40 80.60 80.75 +0.05 5,699 37,833 +320
Jul00 000330 81.50 82.00 81.30 81.40 -0.05 168 7,872 +48
Sep00 000330 82.10 82.10 82.10 82.10 -0.05 33 4,451 -24
Dec00 000330 83.20 83.50 82.95 82.95 unch 94 4,504 -38
Mar01 000330 83.40 83.40 83.40 83.40 -0.05 1 1,714 +0
Total Volume and Open Interest 7,150 68,446 -276
DJIA Index(CBOT)
Mar00 000316 10200 10685 10155 10680 +523 4,896 8,206 -2,539
Jun00 000330 11085 11265 11015 11115 -67 12,953 14,488 -4
Sep00 000330 11300 11400 11170 11260 -67 1 744 +0
Dec00 000330 11415 11415 11415 11415 -67 0 1,319 +0
Total Volume and Open Interest 12,954 16,557 -4
S & P 500(CME)
Jun00 000330 1516.00 1535.00 1493.50 1504.30 -26.20 77,621 359,306 +3,334
Sep00 000330 1541.00 1555.00 1517.00 1525.60 -26.70 718 5,432 +180
Dec00 000330 1556.80 1578.80 1540.80 1548.30 -27.50 20 3,307 -11
Mar01 000330 1571.80 1602.90 1564.90 1571.80 -28.10 4 225 +0
Total Volume and Open Interest 78,363 368,634 +3,503
S & P 500 E-Mini(Globex)
Jun00 000330 1529.50 1535.00 1493.50 1504.25 -26.25 60,102 22,669 -583
Sep00 000330 1524.50 1525.50 1518.50 1525.50 -26.75      
Total Volume and Open Interest 60,102 22,669 -583
NASDAQ 100(CME)
Jun00 000330 4386.50 4560.00 4210.00 4327.50 -141.00 22,987 29,912 -269
Sep00 000330 4485.00 4485.00 4300.00 4395.50 -141.00 1 16 +1
Dec00 000330 4451.50 4451.50 4442.50 4451.50 -141.00      
Total Volume and Open Interest 22,988 29,928 -268
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000330 4471.0 4558.0 4211.5 4327.5 -141.0 30,696 7,864 +280
Sep00 000330 4395.5 4395.5 4395.5 4395.5 -141.0      
Total Volume and Open Interest 30,696 7,864 +280
NYSE Composite(NYBOT)
Jun00 000330 653.50 659.50 648.50 652.25 -6.55 787 2,680 +35
Sep00 000330 660.05 660.05 660.05 660.05 -6.55      
Dec00 000330 667.85 667.85 667.85 667.85 -6.55      
Total Volume and Open Interest 0 1,995 +0
S & P Midcap 400(CME)
Jun00 000330 486.00 498.50 481.00 484.20 -2.50 622 12,840 -44
Sep00 000330 489.70 489.70 489.70 489.70 -2.50 0 1 +0
Dec00 000330 495.70 495.70 495.70 495.70 -2.50      
Total Volume and Open Interest 622 12,841 -44
Russell 2000(CME)
Jun00 000330 540.50 553.80 526.00 534.80 -12.70 532 12,197 +66
Sep00 000330 541.30 541.30 540.50 541.30 -12.70      
Dec00 000330 548.85 548.85 548.05 548.85 -12.70      
Total Volume and Open Interest 532 12,197 +66
Value Line(KCBT)
Jun00 000330 1051.00 1066.00 1046.00 1056.00 -3.45 55 119 +23
Total Volume and Open Interest 55 120 +23
Nikkei 225(CME)
Jun00 000330 20420 20470 20205 20300 -255 1,404 12,203 +185
Sep00 000330 20300 20300 20250 20300 -255 0 2 +0
Total Volume and Open Interest 1,404 12,205 +185
Nikkei 225(SIMEX)
Jun00 000330 20520 20800 20405 20435 -200 14,653 95,289 +1,219
Sep00 000330 20445 20445 20445 20445 -200 100 8,953 -25
Dec00 000330 20430 20430 20430 20430 -200 0 2,063 +0
Total Volume and Open Interest 19,243 117,868 -1,626
CAC 40(MATIF)
Mar00 000330 6480.0 6480.0 6256.0 6256.0 -233.0 86,227 65,994 -13,296
Apr00 000330 6489.5 6489.5 6270.0 6270.0 -214.5 42,964 88,258 +14,059
May00 000330 6318.0 6318.0 6318.0 6318.0 -179.0 0 3 +0
Total Volume and Open Interest 137,011 246,509 +4,195
DAX Index(EUREX)
Jun00 000330 7830.0 7842.0 7661.0 7698.0 -238.0 28,815 341,246 +2,911
Sep00 000330 7906.0 7908.0 7749.0 7772.5 -240.5 35 1,602 -4
Dec00 000330 7860.0 7860.0 7860.0 7860.0 -241.5 0 190 +28
Total Volume and Open Interest 28,850 343,038 +2,935
FT-SE 100(LIFFE)
Jun00 000330 6619.00 6628.00 6448.00 6471.00 -183.00 20,590 207,893 +775
Sep00 000330 6649.00 6649.00 6544.00 6544.00 -185.00 6 1,223 +1
Dec00 000330 6661.00 6661.00 6635.00 6635.00 -185.00 0 7 +0
Total Volume and Open Interest 23,959 209,123 +776
SPI 200(SFE)
Mar00 000330 3240.0 3242.0 3197.0 3199.0 -37.0 2,092 0 +0
Jun00 000330 3276.0 3276.0 3225.0 3226.0 -46.0 2,123 0 +0
Sep00 000330 3255.0 3255.0 3255.0 3255.0 -37.0      
Total Volume and Open Interest 4,215 336,158 +4,218
GSCI(CME)
Apr00 000330 203.45 205.30 203.35 204.80 +1.35 341 35,973 +18
May00 000330 203.90 203.90 202.80 203.90 +0.90 0 5 +0
Jun00 000330 202.70 202.70 201.20 202.70 +0.90 0 42 +0
Total Volume and Open Interest 341 36,020 +18
Bridge CRB Index(NYBOT)
Apr00 000330 209.70 210.50 209.70 210.50 +0.85 161 1,487 +3
Jun00 000330 211.60 212.60 211.60 212.50 +1.10 23 1,166 +6
Aug00 000330 214.00 214.00 214.00 214.00 +1.35 0 544 +0
Total Volume and Open Interest 184 3,209 +9
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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