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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 31, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000331 542.00 548.50 540.50 545.50 +8.00 28,464 71,818 -434
Jul00 000331 553.00 559.00 551.75 557.50 +9.50 9,470 55,917 +69
Aug00 000331 555.00 561.00 555.00 560.00 +9.25 916 8,658 +209
Sep00 000331 556.00 562.50 556.00 562.00 +9.50 663 4,756 +69
Nov00 000331 563.50 570.50 563.00 568.50 +9.00 5,913 36,424 +629
Jan01 000331 570.50 577.00 570.50 576.00 +9.25 302 2,409 -144
Mar01 000331 578.00 583.00 578.00 581.50 +8.00 216 1,527 +208
Total Volume and Open Interest 46,312 183,362 +815
Soybean Meal(CBOT)
May00 000331 171.80 175.50 171.30 172.20 +1.40 12,350 46,016 -400
Jul00 000331 173.50 175.50 173.00 174.30 +2.60 5,240 36,200 +274
Aug00 000331 173.80 175.50 173.50 174.60 +2.50 1,030 10,033 +274
Sep00 000331 173.80 176.00 173.50 175.20 +3.00 675 6,411 +35
Oct00 000331 176.00 176.00 174.50 175.20 +3.00 253 5,469 -56
Dec00 000331 176.50 179.20 176.50 178.30 +2.80 1,669 12,268 -54
Jan01 000331 179.50 179.80 178.20 178.20 +3.20 525 856 -40
Mar01 000331 182.50 182.50 181.00 181.00 +4.00 437 996 +373
Total Volume and Open Interest 22,179 118,274 +406
Soybean Oil(CBOT)
May00 000331 17.99 18.48 17.92 18.31 +0.43 11,292 54,429 -35
Jul00 000331 18.30 18.83 18.27 18.70 +0.48 4,769 43,776 +1,254
Aug00 000331 18.50 18.90 18.45 18.88 +0.50 1,313 11,324 +771
Sep00 000331 18.65 19.15 18.62 19.03 +0.51 273 8,027 +89
Oct00 000331 18.92 19.19 18.85 19.18 +0.48 620 6,690 +308
Dec00 000331 19.35 19.55 19.15 19.50 +0.51 2,136 16,490 -100
Jan01 000331 19.52 19.80 19.45 19.78 +0.52 322 8,171 -112
Mar01 000331 19.90 20.05 19.70 19.97 +0.47 130 1,988 -44
Total Volume and Open Interest 21,041 155,275 +2,121
Canola(WCE)
May00 000331 269.0 272.2 267.0 267.7 -0.1 1,847 24,935 -307
Jul00 000331 274.5 277.8 272.5 273.5 +0.1 2,408 22,153 +252
Aug00 000331 278.5 278.5 278.5 278.5 +2.5 0 2,857 -1
Sep00 000331 281.8 281.8 281.8 281.8 +3.4 100 760 +100
Nov00 000331 285.5 288.8 285.5 286.2 +1.8 1,128 16,838 -180
Total Volume and Open Interest 5,488 68,039 -131
Corn(CBOT)
May00 000331 235.25 238.50 234.25 236.00 +2.75 33,384 173,587 +776
Jul00 000331 243.25 246.25 243.00 244.50 +2.75 14,459 152,028 +2,061
Sep00 000331 250.50 253.00 250.25 252.00 +3.00 3,181 44,053 +804
Nov00 000331 256.50 257.50 256.00 257.50 +3.25 3 975 +0
Dec00 000331 259.75 262.00 259.00 260.50 +2.50 10,402 107,097 -1,747
Jan01 000331 264.50 265.00 264.50 265.00 +2.50 0 38 +0
Total Volume and Open Interest 62,740 498,584 +2,510
Wheat(CBOT)
May00 000331 258.00 263.50 257.50 262.25 +6.75 8,594 56,000 -1,041
Jul00 000331 269.50 275.25 269.50 274.25 +7.00 4,428 46,835 +330
Sep00 000331 281.00 285.50 280.25 285.00 +6.75 723 8,327 +362
Dec00 000331 296.00 301.50 295.50 300.75 +7.00 1,587 13,076 +662
Mar01 000331 309.00 314.00 309.00 313.50 +7.25 25 1,486 +6
Total Volume and Open Interest 15,378 126,229 +332
Wheat(KCBT)
May00 000331 284.00 287.50 282.25 286.50 +6.50 2,688 25,011 -215
Jul00 000331 295.50 298.25 293.00 297.75 +6.75 2,189 29,379 +223
Sep00 000331 305.00 307.25 302.75 306.50 +6.50 424 3,118 -31
Dec00 000331 318.00 321.00 316.25 320.50 +6.50 629 7,639 +173
Mar01 000331 330.00 331.00 330.00 330.00 +5.00 3 532 +2
Total Volume and Open Interest 5,934 65,911 +153
Wheat(MGE)
May00 000331 324.00 327.00 322.50 327.00 +6.00 1,119 11,768 -26
Jul00 000331 334.00 337.75 333.50 337.00 +6.50 789 7,252 +214
Sep00 000331 344.50 347.50 343.50 346.25 +5.50 230 3,411 +52
Dec00 000331 355.50 359.50 355.50 359.00 +5.50 58 1,495 +8
Mar01 000331 365.00 368.00 365.00 368.00 +6.00 0 148 +0
Total Volume and Open Interest 2,196 24,077 +248
Oats(CBOT)
May00 000331 121.50 123.50 121.50 122.25 +1.25 647 4,985 -116
Jul00 000331 120.25 121.00 119.75 120.25 +1.25 323 7,349 +96
Sep00 000331 122.00 123.00 122.00 122.00 +1.00 11 1,545 +6
Dec00 000331 128.00 128.50 128.00 128.00 unch 83 3,272 -9
Total Volume and Open Interest 1,064 17,616 -23
Rough Rice(CBOT)
May00 000331 5.83 5.85 5.75 5.84 +0.01 345 3,847 +28
Jul00 000331 6.14 6.15 6.06 6.14 -0.01 150 1,622 +20
Sep00 000331 6.92 6.92 6.86 6.91 -0.05 36 453 +28
Nov00 000331 7.10 7.10 7.00 7.05 -0.05 112 683 +37
Total Volume and Open Interest 668 6,775 +119
Live Cattle(CME)
Apr00 000331 71.950 72.225 71.875 72.175 +0.325 9,024 31,720 -2,296
Jun00 000331 68.800 69.175 68.800 68.975 +0.175 9,048 46,788 +292
Aug00 000331 69.600 69.775 69.600 69.725 +0.175 1,415 23,005 -115
Oct00 000331 72.475 72.550 72.375 72.500 +0.150 800 13,443 +132
Dec00 000331 74.000 74.175 73.975 74.125 +0.150 184 5,231 +31
Feb01 000331 74.750 74.875 74.750 74.850 +0.150 26 2,988 -7
Total Volume and Open Interest 20,543 126,373 -1,953
Feeder Cattle(CME)
Apr00 000331 83.850 84.100 83.800 84.025 +0.225 243 4,590 +8
May00 000331 84.000 84.175 83.900 83.925 +0.025 936 8,461 +183
Aug00 000331 86.000 86.250 86.000 86.200 +0.200 212 5,773 +79
Sep00 000331 86.000 86.225 85.950 86.225 +0.225 38 1,545 +4
Oct00 000331 86.400 86.450 86.300 86.375 +0.200 15 1,492 +2
Nov00 000331 87.400 87.500 87.300 87.475 +0.075 29 1,111 +1,111
Jan01 000331 87.400 87.900 87.400 87.900 +0.100 7 440 +440
Total Volume and Open Interest 1,745 25,353 +183
Lean Hogs(CME)
Apr00 000331 64.500 64.500 63.925 64.350 +0.200 4,246 13,380 -623
Jun00 000331 73.750 73.750 73.000 73.150 -0.400 8,125 29,643 +2,427
Jul00 000331 71.100 71.375 70.700 71.300 +0.525 2,726 7,623 +465
Aug00 000331 68.250 68.950 68.025 68.500 +0.375 1,453 7,851 +1,025
Oct00 000331 60.850 61.300 60.700 61.300 +0.450 309 3,878 +111
Dec00 000331 57.650 58.250 57.650 58.000 +0.500 409 2,992 +240
Feb01 000331 57.900 58.000 57.650 58.000 +0.150 14 502 -3
Apr01 000331 56.400 56.500 56.300 56.400 +0.100 12 156 +9
Total Volume and Open Interest 17,294 66,035 +3,651
Pork Bellies(CME)
May00 000331 96.600 97.500 96.150 97.300 +0.100 1,539 4,424 +179
Jul00 000331 93.750 94.600 93.200 94.400 +0.250 398 1,402 +57
Aug00 000331 90.600 91.450 90.550 91.000 +0.150 120 537 +46
Total Volume and Open Interest 2,057 6,363 +282
Cocoa(NYBOT)
May00 000331 804 811 794 800 +6 4,101 27,350 -325
Jul00 000331 834 840 825 831 +7 2,796 24,145 +201
Sep00 000331 863 868 854 858 +7 696 19,538 +106
Dec00 000331 902 907 895 896 +5 322 11,108 +30
Mar01 000331 940 940 928 931 +5 116 8,143 +55
May01 000331 957 957 957 957 +5 323 5,484 +5
Jul01 000331 985 985 985 985 +5 0 4,982 +0
Total Volume and Open Interest 8,354 105,846 +72
Coffee "C"(NYBOT)
May00 000331 103.50 104.60 102.00 103.70 +0.20 2,999 27,380 -246
Jul00 000331 106.00 107.10 104.75 106.30 +0.25 1,174 12,274 +177
Sep00 000331 108.70 109.50 107.70 108.95 +0.25 124 6,952 +21
Dec00 000331 111.75 112.40 110.70 111.90 +0.15 90 3,632 +34
Mar01 000331 115.00 115.00 115.00 115.00 +0.15 5 1,156 +0
May01 000331 116.80 116.80 116.80 116.80 +0.15 0 113 +0
Total Volume and Open Interest 4,392 51,518 -14
Orange Juice(NYBOT)
May00 000331 82.60 82.70 81.60 81.80 -0.30 1,076 11,515 -40
Jul00 000331 82.00 82.10 81.45 81.60 -0.15 289 3,798 +107
Sep00 000331 81.50 81.90 81.50 81.70 -0.10 33 2,190 +5
Nov00 000331 81.80 82.00 81.60 81.80 +0.10 77 1,019 +77
Jan01 000331 82.00 82.00 81.95 81.95 +0.10 9 648 +8
Total Volume and Open Interest 1,486 19,995 +157
Sugar #11(NYBOT)
May00 000331 5.58 5.94 5.58 5.90 +0.35 12,831 74,843 -1,545
Jul00 000331 5.56 5.84 5.56 5.78 +0.28 8,767 51,692 -268
Oct00 000331 5.91 6.13 5.90 6.05 +0.20 1,892 31,865 +553
Mar01 000331 6.27 6.43 6.23 6.43 +0.25 566 19,225 +38
May01 000331 6.35 6.54 6.35 6.51 +0.21 112 2,788 +70
Total Volume and Open Interest 24,516 186,755 -935
London Cocoa(LCE)
Mar00 000331 588 588 588 588 +41 0 10 +0
May00 000331 580 590 578 588 +11 782 27,353 -389
Jul00 000331 582 595 580 594 +13 1,281 33,958 -225
Sep00 000331 601 614 601 614 +13 520 27,093 -29
Dec00 000331 629 642 629 642 +14 400 24,731 +36
Mar01 000331 656 662 656 662 +14 475 16,268 +140
May01 000331 677 677 677 677 +14 20 9,117 +17
Total Volume and Open Interest 3,588 146,391 -340
London Coffee(LCE)
Mar00 000331 942.00 977.00 935.00 977.00 +29.00 15 20 +6
May00 000331 968.00 978.00 965.00 977.00 +4.00 1,774 31,041 -610
Jul00 000331 970.00 975.00 965.00 975.00 +2.00 1,331 20,599 +226
Sep00 000331 980.00 985.00 975.00 985.00 +2.00 828 6,567 +55
Nov00 000331 995.00 998.00 990.00 998.00 +4.00 96 3,322 +22
Jan01 000331 998.00 1010.00 998.00 1010.00 +1.00 85 1,161 +69
Total Volume and Open Interest 4,150 63,163 -215
London Sugar(LCE)
Mar00 000215 0.00 0.00 0.00 0.00 -170.90 3,691 87 -3,090
May00 000331 179.50 184.40 179.30 183.80 +5.10 2,013 17,698 +118
Aug00 000331 179.90 185.00 179.90 184.30 +4.90 2,833 15,014 +248
Oct00 000331 180.60 186.00 180.60 185.10 +5.00 1,470 7,477 +1,150
Dec00 000331 187.10 187.10 187.10 187.10 +5.00 66 270 +66
Total Volume and Open Interest 6,416 41,528 +1,582
Cotton(NYBOT)
May00 000331 57.75 58.90 57.72 58.14 +0.57 7,071 30,273 -1,512
Jul00 000331 59.55 60.60 59.50 60.01 +0.77 2,644 17,204 -191
Oct00 000331 60.00 61.10 60.00 60.72 +1.02 164 911 +59
Dec00 000331 60.70 61.60 60.65 61.01 +0.65 1,292 13,705 -168
Mar01 000331 62.00 62.50 62.00 62.00 +0.62 55 972 +12
May01 000331 62.55 62.55 62.55 62.55 +0.60 23 404 +0
Total Volume and Open Interest 11,252 63,844 -1,800
Lumber(CME)
May00 000331 322.6 325.0 320.7 324.7 +3.7 661 1,986 +111
Jul00 000331 330.7 332.6 328.1 330.3 +1.2 106 739 +22
Sep00 000331 328.3 328.7 326.4 328.6 +0.4 0 178 +0
Nov00 000331 321.1 321.5 319.2 320.3 +0.2 1 53 -1
Total Volume and Open Interest 768 2,957 +132
Crude Oil(NYM)
May00 000331 26.95 27.15 26.24 26.90 +0.20 47,790 117,551 -6,037
Jun00 000331 26.35 26.57 25.80 26.38 +0.31 26,129 82,332 +2,160
Jul00 000331 26.05 26.15 25.54 26.04 +0.30 13,235 46,762 -2,422
Aug00 000331 25.85 25.90 25.30 25.76 +0.29 4,668 28,421 +1,419
Sep00 000331 25.50 25.55 25.00 25.48 +0.29 3,545 18,205 +189
Oct00 000331 25.05 25.25 24.70 25.19 +0.28 719 18,281 +462
Nov00 000331 24.85 24.90 24.70 24.90 +0.27 1,085 14,554 +105
Dec00 000331 24.50 24.60 24.21 24.60 +0.26 5,634 39,659 -345
Jan01 000331 24.15 24.28 24.15 24.28 +0.25 1,853 15,419 -298
Feb01 000331 23.97 23.97 23.97 23.97 +0.24 150 5,992 -46
Total Volume and Open Interest 109,224 483,135 -3,227
Heating Oil(NYM)
Apr00 000331 74.50 79.50 73.95 78.33 +4.85 11,511 7,046 -5,270
May00 000331 68.70 69.30 66.70 68.65 +1.03 25,000 97,299 -1,568
Jun00 000331 66.00 66.40 64.40 65.85 +0.63 25,000 97,299 -1,568
Jul00 000331 65.50 65.60 64.00 65.05 +0.63 1,553 9,223 -617
Aug00 000331 65.50 65.50 64.30 65.05 +0.58 40 7,457 +196
Sep00 000331 66.00 66.00 64.80 65.60 +0.58 232 5,642 +46
Oct00 000331 65.80 66.40 65.15 66.00 +0.58 89 2,907 +15
Nov00 000331 65.70 66.50 65.55 66.40 +0.58 147 2,812 +4
Dec00 000331 66.10 67.10 66.10 66.80 +0.58 461 13,530 -1,070
Jan01 000331 66.30 67.20 66.00 66.90 +0.58 65 3,886 +80
Total Volume and Open Interest 25,000 97,299 -1,568
Unleaded Gas(NYM)
Apr00 000331 89.80 93.00 88.15 91.69 +2.29 17,067 9,370 -10,183
May00 000331 85.10 86.60 83.50 85.59 +0.94 17,988 39,053 +2,653
Jun00 000331 81.60 82.25 80.25 81.55 +0.55 6,434 17,218 +49
Jul00 000331 78.15 78.75 77.60 78.75 +0.45 3,158 12,283 +1,088
Aug00 000331 76.75 76.75 75.65 76.45 +0.35 1,691 10,278 -264
Sep00 000331 74.00 74.70 73.80 74.35 +0.30 1,725 10,018 -141
Oct00 000331 71.45 71.45 71.20 71.20 +0.30 78 1,982 +95
Nov00 000331 69.45 69.50 69.40 69.40 +0.30 43 1,151 +256
Total Volume and Open Interest 48,222 102,712 -6,322
Natural Gas(NYM)
May00 000331 2.915 2.955 2.895 2.945 +0.072 23,612 64,040 +5,786
Jun00 000331 2.930 2.970 2.915 2.955 +0.065 5,685 30,172 +968
Jul00 000331 2.960 2.975 2.930 2.966 +0.060 3,995 22,582 +470
Aug00 000331 2.965 2.990 2.940 2.978 +0.057 3,386 17,438 +615
Sep00 000331 2.965 2.985 2.945 2.977 +0.057 2,102 18,317 -12
Oct00 000331 2.980 3.000 2.960 2.987 +0.055 1,673 18,843 -199
Nov00 000331 3.080 3.090 3.055 3.080 +0.047 1,227 13,215 -13
Dec00 000331 3.170 3.185 3.155 3.177 +0.047 1,146 18,317 +1,823
Total Volume and Open Interest 45,375 301,890 +196
Brent Crude Oil(IPE)
May00 000331 24.80 25.27 24.58 24.77 +0.14 31,027 64,077 -3,910
Jun00 000331 24.89 25.18 24.53 24.79 +0.12 30,360 59,718 +4,302
Jul00 000331 24.77 24.91 24.35 24.54 +0.04 8,252 28,338 +1,200
Aug00 000331 24.59 24.67 24.21 24.34 +0.02 4,209 14,191 +481
Sep00 000331 24.39 24.42 24.00 24.10 +0.03 2,210 12,510 -71
Oct00 000331 24.14 24.17 23.87 23.90 +0.03 1,488 13,947 +548
Nov00 000331 23.90 23.90 23.50 23.65 +0.04 27 6,349 -6
Dec00 000331 23.50 23.69 23.30 23.39 +0.05 3,128 23,542 -454
Total Volume and Open Interest 84,029 269,058 +5,390
Gas Oil(IPE)
Apr00 000331 204.00 207.75 203.00 204.00 unch 8,594 22,636 -43
May00 000331 198.00 200.75 197.25 198.75 +2.25 7,022 21,266 +36
Jun00 000331 197.00 198.75 196.25 197.25 +1.50 2,643 14,681 +421
Jul00 000331 197.75 198.00 196.50 197.75 +2.00 1,237 8,160 +161
Aug00 000331 198.00 198.00 198.00 198.00 +2.00 211 5,524 +67
Sep00 000331 198.00 199.00 197.00 198.25 +1.75 49 3,618 -32
Oct00 000331 198.75 198.75 198.75 198.75 +1.50 0 1,825 +0
Nov00 000331 199.50 199.50 199.50 199.50 +1.50 20 1,616 +20
Total Volume and Open Interest 20,511 101,767 +616
US Dollar Index(NYBOT)
Jun00 000331 105.31 105.47 104.84 105.16 -0.04 655 4,946 -485
Sep00 000331 104.75 104.84 104.75 104.84 -0.04 3 2,010 +1
Dec00 000331 104.52 104.52 104.52 104.52 -0.04      
Total Volume and Open Interest 658 6,956 -484
Australian Dollar(IMM)
Jun00 000331 60.34 60.85 60.26 60.82 -0.50 992 22,925 -230
Sep00 000331 60.87 60.87 60.50 60.87 -0.50 0 6 +0
Dec00 000331 60.53 60.92 60.53 60.92 -0.50 0 50 +0
Total Volume and Open Interest 980 23,066 -230
British Pound(IMM)
Jun00 000331 159.40 159.94 159.00 159.40 -0.28 16,650 40,761 +3,150
Sep00 000331 159.50 160.10 159.20 159.50 -0.28 19 33 +8
Dec00 000331 159.70 159.70 159.70 159.70 -0.28 1 225 +0
Total Volume and Open Interest 16,669 41,019 +3,158
Canadian Dollar(IMM)
Jun00 000331 69.05 69.13 68.90 69.11 +0.22 3,498 43,523 -2,953
Sep00 000331 69.20 69.30 69.05 69.27 +0.22 1,005 6,584 +475
Dec00 000331 69.40 69.43 69.27 69.43 +0.22 3 1,577 +9
Mar01 000331 69.57 69.59 69.57 69.59 +0.22 0 405 +0
Total Volume and Open Interest 4,506 52,183 -2,469
Japanese Yen(IMM)
Jun00 000331 98.20 99.36 98.16 99.08 +3.02 21,830 69,951 +1,087
Sep00 000331 99.70 100.76 99.70 100.65 +3.04 4 730 +0
Dec00 000331 102.28 102.28 102.28 102.28 +3.06 0 321 +0
Total Volume and Open Interest 21,834 71,082 +1,087
Swiss Franc(IMM)
Jun00 000331 60.50 60.72 60.43 60.55 -0.22 572 39,016 -223
Sep00 000331 60.98 61.21 60.98 61.06 -0.22 2 181 -1
Dec00 000331 61.57 61.57 61.55 61.57 -0.22 0 5 +0
Total Volume and Open Interest 574 39,202 -224
EuroFX(IMM)
Jun00 000331 96.03 96.39 95.99 96.07 -0.55 15,537 52,873 -1,339
Sep00 000331 96.92 96.92 96.65 96.67 -0.55 3 432 -1
Dec00 000331 97.27 97.27 97.27 97.27 -0.55 27 46 +0
Total Volume and Open Interest 15,540 53,351 -1,340
Mexican Peso(IMM)
Mar00 000313 10640.0 10670.0 10640.0 10650.0 -78.0 341 7,827 -1,306
Jun00 000331 10585.0 10620.0 10550.0 10613.0 +63.0 5,215 17,623 -566
Total Volume and Open Interest 5,216 21,478 -563
30-Year T-Bonds(CBOT)
Jun00 000331 97~08 97~28 96~29 97~22 +0~16 210,572 499,618 +7,250
Sep00 000331 96~28 97~20 96~24 97~15 +0~16 457 2,097 +72
Dec00 000331 97~10 97~10 97~09 97~09 +0~17 0 435 +0
Total Volume and Open Interest 211,029 502,352 -9,965
Municipal Bonds(CBOT)
Jun00 000331 94~29 95~16 94~21 95~11 +0~11 2,629 20,025 +523
Sep00 000331 94~17 94~17 94~17 94~17 +0~11 0 1 +0
Total Volume and Open Interest 2,629 20,026 +523
10-Year T-Notes(CBOT)
Jun00 000331 97~275 98~070 97~190 98~025 +0~085 153,250 563,059 -1,827
Sep00 000331 97~290 97~290 97~260 97~280 +0~085 689 1,166 -10
Total Volume and Open Interest 153,939 564,225 -2,468
5-Year T-Notes(CBOT)
Jun00 000331 98~085 98~200 98~065 98~160 +0~045 59,769 392,569 +3,158
Sep00 000331 98~135 98~135 98~135 98~135 +0~050 1,710 2,510 +1,600
Total Volume and Open Interest 61,479 395,079 -5,287
2 Year T-Notes(CBOT)
Jun00 000331 98~118 99~008 98~110 98~126 +0~003 3,675 42,282 +990
Total Volume and Open Interest 3,675 43,692 -1,214
3-Mth T-Bills(IMM)
Jun00 000331 94.04 94.04 94.03 94.03 unch 56 699 +3
Total Volume and Open Interest 56 699 +3
Eurodollars(IMM)
Jun00 000331 93.340 93.355 93.330 93.345 -0.005 56,429 561,168 +2,918
Sep00 000331 93.055 93.080 93.040 93.060 -0.005 131,540 492,525 +3,928
Dec00 000331 92.840 92.870 92.815 92.840 -0.010 77,362 376,735 +2,681
Mar01 000331 92.760 92.815 92.740 92.785 +0.010 55,617 305,644 -1,949
Jun01 000331 92.680 92.755 92.660 92.720 +0.025 33,734 207,282 -2,067
Sep01 000331 92.660 92.740 92.640 92.705 +0.030 18,938 174,953 -3,942
Dec01 000331 92.630 92.700 92.610 92.680 +0.040 8,025 127,798 -754
Mar02 000331 92.690 92.760 92.670 92.750 +0.050 8,678 119,775 +695
Jun02 000331 92.720 92.795 92.700 92.775 +0.055 6,346 87,536 -1,049
Sep02 000331 92.730 92.815 92.730 92.795 +0.055 4,908 85,172 +11
Dec02 000331 92.700 92.775 92.700 92.760 +0.055 3,257 73,943 -252
Mar03 000331 92.770 92.840 92.770 92.825 +0.055 3,591 64,655 -171
Total Volume and Open Interest 438,769 3,107,253 +2,677
3-Mth Euro-Yen(IMM)
Mar00 000310 99.88 99.88 99.87 99.88 unch 1,060 15,157 -915
Jun00 000331 99.81 99.81 99.81 99.81 unch 343 15,315 -335
Sep00 000331 99.67 99.67 99.66 99.66 +0.01 759 14,840 -158
Dec00 000331 99.48 99.49 99.47 99.47 unch 596 8,558 -349
Mar01 000331 99.35 99.35 99.33 99.33 -0.01 180 16,507 -344
Jun01 000331 99.19 99.19 99.19 99.19 unch 1 4,756 +23
Sep01 000331 99.03 99.03 99.02 99.02 unch 99 10,243 +400
Dec01 000331 98.86 98.86 98.86 98.86 unch 0 1,092 +15
Mar02 000331 98.72 98.72 98.72 98.72 unch 0 1,032 +0
Jun02 000331 98.61 98.61 98.61 98.61 -0.02 0 79 +0
Total Volume and Open Interest 1,978 72,482 -748
3-Mth Euro-Yen(SIMEX)
Jun00 000331 99.82 99.82 99.80 99.81 -0.01 5,018 78,414 -754
Sep00 000331 99.65 99.67 99.65 99.66 unch 14,426 76,248 -1,263
Dec00 000331 99.47 99.50 99.47 99.49 unch 9,068 65,546 +2,307
Mar01 000331 99.34 99.35 99.33 99.34 -0.01 11,967 67,447 +3,790
Jun01 000331 99.19 99.20 99.18 99.19 -0.01 4,343 56,674 +109
Sep01 000331 99.03 99.04 99.02 99.03 -0.01 2,315 48,887 +822
Dec01 000331 98.87 98.87 98.86 98.86 unch 444 11,685 -7
Mar02 000331 98.72 98.72 98.72 98.72 -0.01 0 8,709 +0
Total Volume and Open Interest 47,581 415,911 +5,004
German Euro-Bund(EUREX)
Jun00 000331 105.37 105.57 105.24 105.41 +0.22 641,294 610,061 -17,506
Sep00 000331 105.02 105.07 104.77 104.95 +0.23 3,544 17,046 +529
Dec00 000331 104.41 104.41 104.41 104.41 +0.22 0 501 -60
Total Volume and Open Interest 644,838 627,608 -17,037
German Euro-Bobl(EUREX)
Jun00 000331 103.70 103.78 103.59 103.70 +0.08 220,589 318,972 -2,350
Sep00 000331 103.48 103.48 103.48 103.48 +0.11 0 1,318 -150
Dec00 000331 103.08 103.08 103.08 103.08 +0.11      
Total Volume and Open Interest 220,589 320,290 -2,500
Long Gilt(LIFFE)
Jun00 000331 113~24 113~24 113~03 113~14 -0~04 20,625 64,918 +1,102
Sep00 000331 113~11 113~11 113~11 113~11 -0~04 220 200 -63,616
Total Volume and Open Interest 20,845 65,118 -62,514
3-Mth Short Sterling(LIFFE)
Jun00 000331 93.46 93.47 93.44 93.46 +0.01 19,817 190,567 +146
Sep00 000331 93.26 93.27 93.23 93.26 +0.02 23,985 165,588 +1,286
Dec00 000331 93.09 93.10 93.06 93.09 +0.02 13,287 104,215 +3,441
Total Volume and Open Interest 70,638 734,450 +3,312
3-Mth Euribor(LIFFE)
Jun00 000331 95.915 95.920 95.895 95.920 +0.015 80,875 332,988 +2,694
Sep00 000331 95.660 95.665 95.640 95.660 +0.020 52,574 288,029 +4,165
Dec00 000331 95.415 95.425 95.390 95.410 +0.015 23,288 163,697 -169
Total Volume and Open Interest 213,165 1,250,592 +6,776
3-Mth Aus T-Bills(SFE)
Jun00 000331 93.65 93.77 93.64 93.74 +0.13 4,455 281,685 +281,685
Sep00 000331 93.30 93.41 93.28 93.38 +0.14 1,394 97,885 +97,885
Dec00 000331 93.06 93.20 93.06 93.16 +0.14 1,053 33,733 +33,733
Mar01 000331 92.96 93.05 92.95 93.05 +0.15 266 16,849 +16,849
Jun01 000331 92.87 92.99 92.87 92.98 +0.16 342 13,352 +13,352
Sep01 000331 92.92 92.94 92.92 92.94 +0.18 220 7,899 +7,899
Dec01 000331 92.89 92.92 92.89 92.92 +0.18 188 5,676 +5,676
Mar02 000331 92.86 92.90 92.86 92.90 +0.18 60 4,622 +4,622
Jun02 000331 92.86 92.86 92.86 92.86 +0.16 0 2,158 +2,158
Sep02 000331 92.84 92.84 92.84 92.84 +0.16 20 1,826 +1,826
Total Volume and Open Interest 8,038 469,277 +0
10-Year Aus T-Bonds(SFE)
Jun00 000331 93.54 93.64 93.50 93.63 +0.09 2,556 166,736 +9,762
Sep00 000331 93.46 93.46 93.46 93.46 +0.19      
Total Volume and Open Interest 2,556 166,736 +9,762
3-Year Aus T-Bonds(SFE)
Jun00 000331 93.50 93.62 93.47 93.57 +0.18 7,245 287,333 +287,333
Sep00 000331 93.40 93.40 93.40 93.40 +0.18      
Total Volume and Open Interest 7,245 287,333 +0
Gold(CMX)
Apr00 000331 275.5 279.8 274.5 278.4 +2.3 12,107 10,117 -5,463
Jun00 000331 278.2 283.0 277.5 281.4 +2.3 29,784 78,942 +8,761
Aug00 000331 281.5 285.8 281.5 284.0 +2.3 627 13,944 -17
Oct00 000331 284.7 286.6 284.3 286.6 +2.3 9 3,755 +9
Dec00 000331 285.3 291.0 285.0 289.3 +2.3 850 20,135 +325
Feb01 000331 293.0 293.0 291.5 291.5 +2.3 248 6,705 +21
Total Volume and Open Interest 44,164 159,946 +3,652
Silver(CMX)
May00 000331 496.0 505.0 495.0 504.5 +6.2 13,576 59,004 +1,232
Jul00 000331 500.5 509.0 499.0 508.5 +5.9 1,920 10,998 +252
Sep00 000331 506.5 513.0 506.5 512.5 +6.2 582 2,694 +423
Dec00 000331 510.0 518.0 510.0 515.7 +6.2 152 6,446 +108
Mar01 000331 512.0 519.5 511.0 518.6 +6.2 88 632 +88
Total Volume and Open Interest 16,378 83,474 +2,074
Platinum(NYM)
Apr00 000331 475.1 498.0 475.0 496.4 +17.4 809 1,755 -1,010
Jul00 000331 467.0 490.0 467.0 487.9 +15.9 815 7,102 +7,102
Oct00 000331 470.0 475.9 470.0 475.9 +14.9 12 140 +140
Jan01 000331 468.9 468.9 468.9 468.9 +14.9 0 10 +10
Total Volume and Open Interest 1,636 9,007 -692
Palladium(NYME)
Jun00 000331 595.00 600.00 555.00 595.50 -7.30 76 2,360 +2,360
Sep00 000331 575.00 590.50 575.00 590.50 -5.30 0 43 +43
Total Volume and Open Interest 76 2,403 +35
Copper(CMX)
May00 000331 80.15 80.65 79.80 80.50 -0.25 8,552 39,010 +1,177
Jul00 000331 80.80 81.25 80.75 81.15 -0.25 477 7,965 +93
Sep00 000331 81.65 81.85 81.65 81.85 -0.25 55 4,421 -30
Dec00 000331 82.45 82.65 82.40 82.65 -0.30 174 4,517 +13
Mar01 000331 83.10 83.10 83.10 83.10 -0.30 0 1,714 +0
Total Volume and Open Interest 9,888 69,422 +976
DJIA Index(CBOT)
Mar00 000316 10200 10685 10155 10680 +523 4,896 8,206 -2,539
Jun00 000331 11165 11230 11034 11068 -47 17,326 14,366 -122
Sep00 000331 11300 11365 11200 11213 -47 8 744 +0
Dec00 000331 11410 11520 11360 11368 -47 2 1,319 +0
Total Volume and Open Interest 17,334 16,435 -122
S & P 500(CME)
Jun00 000331 1511.00 1538.50 1501.00 1515.30 +11.00 81,086 361,688 +2,382
Sep00 000331 1535.00 1560.00 1525.00 1536.60 +11.00 146 5,459 +27
Dec00 000331 1570.00 1578.30 1546.30 1559.60 +11.30 4 3,307 +0
Mar01 000331 1583.60 1601.80 1569.80 1583.60 +11.80 4 225 +0
Total Volume and Open Interest 81,250 371,045 +2,411
S & P 500 E-Mini(Globex)
Jun00 000331 1505.25 1538.75 1501.00 1515.25 +11.00 67,211 23,213 +544
Sep00 000331 1532.00 1545.00 1532.00 1536.50 +11.00 1 2 +2
Total Volume and Open Interest 67,212 23,215 +546
NASDAQ 100(CME)
Jun00 000331 4393.00 4488.00 4245.50 4457.40 +129.90 24,989 30,932 +1,020
Sep00 000331 4523.40 4523.40 4313.50 4523.40 +127.90 2 17 +1
Dec00 000331 4540.00 4589.40 4369.50 4589.40 +137.90      
Total Volume and Open Interest 24,991 30,949 +1,021
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000331 4328.0 4486.0 4245.5 4457.5 +130.0 32,339 8,653 +789
Sep00 000331 4523.5 4523.5 4523.5 4523.5 +128.0      
Total Volume and Open Interest 32,339 8,653 +789
NYSE Composite(NYBOT)
Jun00 000331 655.00 663.00 652.70 653.35 +1.10 721 2,627 -53
Sep00 000331 661.25 665.50 661.15 661.15 +1.10      
Dec00 000331 668.95 668.95 668.95 668.95 +1.10      
Total Volume and Open Interest 0 1,995 +0
S & P Midcap 400(CME)
Jun00 000331 492.00 505.35 486.50 505.35 +21.15 1,672 13,008 +168
Sep00 000331 510.85 510.85 510.85 510.85 +21.15 0 1 +0
Dec00 000331 516.85 516.85 516.85 516.85 +21.15      
Total Volume and Open Interest 1,672 13,009 +168
Russell 2000(CME)
Jun00 000331 540.00 553.00 530.00 545.35 +10.55 3,679 12,374 +177
Sep00 000331 551.85 558.30 551.85 551.85 +10.55      
Dec00 000331 559.40 565.85 559.40 559.40 +10.55      
Total Volume and Open Interest 3,679 12,374 +177
Value Line(KCBT)
Jun00 000331 1061.50 1084.00 1060.00 1080.00 +24.00 63 128 +9
Total Volume and Open Interest 63 129 +9
Nikkei 225(CME)
Jun00 000331 20400 20420 20285 20370 +70 1,500 12,222 +19
Sep00 000331 20370 20370 20370 20370 +70 0 2 +0
Total Volume and Open Interest 1,500 12,224 +19
Nikkei 225(SIMEX)
Jun00 000331 20335 20550 20315 20395 -40 13,946 94,068 -1,221
Sep00 000331 20410 20410 20410 20410 -35 1,000 9,728 +775
Dec00 000331 20390 20390 20390 20390 -40 0 2,063 +0
Total Volume and Open Interest 22,140 118,274 +406
CAC 40(MATIF)
Mar00 000331 6252.0 6364.0 6169.0 6304.0 +48.0 107,313 43,786 -22,208
Apr00 000331 6267.0 6369.5 6178.5 6310.0 +40.0 61,044 111,527 +23,269
May00 000331 6194.0 6300.0 6190.0 6263.0 -55.0 0 3 +0
Total Volume and Open Interest 174,906 250,412 +3,903
DAX Index(EUREX)
Jun00 000331 7675.0 7753.0 7565.0 7605.0 -93.0 51,158 341,325 +79
Sep00 000331 7740.0 7829.5 7646.0 7682.5 -90.0 88 606 -996
Dec00 000331 7898.0 7898.0 7767.0 7767.0 -93.0 0 190 +0
Total Volume and Open Interest 51,246 342,121 -917
FT-SE 100(LIFFE)
Jun00 000331 6440.00 6617.50 6438.00 6552.50 +81.50 38,204 208,210 +317
Sep00 000331 6625.00 6625.50 6625.00 6625.50 +81.50 31 1,241 +18
Dec00 000331 6716.50 6716.50 6716.50 6716.50 +81.50 16 7 +0
Total Volume and Open Interest 38,251 209,458 +335
SPI 200(SFE)
Mar00 000331 3185.0 3188.0 3133.0 3134.0 -65.0 2,092 230,420 +230,420
Jun00 000331 3215.0 3215.0 3163.0 3181.0 -45.0 2,123 98,436 +98,436
Sep00 000331 3199.0 3199.0 3199.0 3199.0 -56.0 0 4,316 +4,316
Total Volume and Open Interest 4,215 336,158 +0
GSCI(CME)
Apr00 000331 206.00 208.10 204.25 207.40 +2.60 121 35,937 -36
May00 000331 205.70 205.70 203.80 205.70 +1.80 0 5 +0
Jun00 000331 204.50 204.50 202.60 204.50 +1.80 0 42 +0
Total Volume and Open Interest 121 35,984 -36
Bridge CRB Index(NYBOT)
Apr00 000331 211.25 213.40 211.25 213.15 +2.65 116 1,509 +22
Jun00 000331 213.25 215.00 213.25 215.00 +2.50 27 1,182 +16
Aug00 000331 215.85 215.85 215.85 215.85 +1.85 0 544 +0
Total Volume and Open Interest 143 3,247 +38
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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