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MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue April 04, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000404 546.00 547.50 529.00 538.50 -8.00 36,090 78,292 +1,515
Jul00 000404 557.00 559.00 543.00 550.00 -8.50 15,161 61,421 +1,431
Aug00 000404 562.00 562.00 545.25 553.25 -8.50 973 9,154 -39
Sep00 000404 563.75 564.00 550.00 555.75 -8.00 696 4,725 -33
Nov00 000404 571.00 572.00 557.00 563.50 -8.50 7,154 38,848 +1,293
Jan01 000404 579.00 579.00 567.00 571.00 -8.50 359 2,628 +151
Mar01 000404 582.00 584.50 575.00 577.50 -7.50 303 1,735 +178
Total Volume and Open Interest 61,670 199,758 +5,151
Soybean Meal(CBOT)
May00 000404 171.60 172.20 165.50 168.50 -3.70 8,139 46,128 -645
Jul00 000404 172.80 173.60 168.00 170.40 -3.00 4,845 37,135 +23
Aug00 000404 173.00 173.60 168.50 170.60 -3.10 167 10,028 +2
Sep00 000404 173.50 173.50 169.00 171.50 -2.20 223 6,631 -37
Oct00 000404 173.50 174.00 169.50 171.50 -2.00 622 5,759 +200
Dec00 000404 176.50 176.90 172.20 174.20 -2.30 1,353 12,660 +219
Jan01 000404 177.00 177.00 173.00 174.50 -2.60 7 805 +4
Mar01 000404 179.00 179.00 175.00 176.10 -3.00 22 1,068 +0
Total Volume and Open Interest 15,378 120,244 -234
Soybean Oil(CBOT)
May00 000404 18.53 18.53 18.12 18.39 -0.15 11,605 53,427 -1,311
Jul00 000404 18.80 18.85 18.46 18.73 -0.13 6,883 46,577 +1,548
Aug00 000404 18.95 18.95 18.64 18.90 -0.11 320 11,368 +39
Sep00 000404 19.10 19.10 18.80 19.06 -0.10 262 8,186 +241
Oct00 000404 19.28 19.30 18.95 19.20 -0.09 40 6,777 +19
Dec00 000404 19.63 19.63 19.28 19.52 -0.16 2,178 17,227 +565
Jan01 000404 19.88 19.93 19.60 19.84 -0.15 118 8,187 +41
Mar01 000404 20.20 20.20 19.90 20.08 -0.17 94 2,187 +76
Total Volume and Open Interest 21,644 158,551 +1,353
Canola(WCE)
May00 000404 272.0 272.1 268.5 269.5 -3.2 3,858 24,582 +1,098
Jul00 000404 277.2 277.7 273.8 275.4 -2.3 2,774 23,233 -330
Aug00 000404 278.5 278.5 278.5 278.5 -2.5 0 2,857 +0
Sep00 000404 280.9 280.9 280.9 280.9 -3.6 0 761 +0
Nov00 000404 288.5 289.0 285.5 287.2 -2.9 2,447 17,532 -191
Total Volume and Open Interest 9,106 69,485 +597
Corn(CBOT)
May00 000404 233.75 234.25 230.00 232.00 -2.25 34,153 169,917 -2,822
Jul00 000404 242.50 242.75 238.50 240.75 -2.00 16,811 154,191 +390
Sep00 000404 249.75 250.00 246.25 248.25 -2.00 1,580 45,450 +1,267
Nov00 000404 253.75 255.00 252.00 253.75 -2.00 43 951 -26
Dec00 000404 259.50 259.50 255.50 258.00 -1.50 9,076 111,250 +2,997
Jan01 000404 261.50 262.00 260.00 262.00 -1.50 1 37 -1
Total Volume and Open Interest 62,995 503,532 +2,128
Wheat(CBOT)
May00 000404 258.00 258.50 254.00 255.75 -2.00 15,617 53,116 -1,226
Jul00 000404 270.00 270.50 266.00 268.00 -1.25 8,162 48,994 +635
Sep00 000404 280.50 280.50 276.75 279.00 -1.75 411 9,086 +332
Dec00 000404 296.00 296.00 292.00 294.25 -1.50 1,206 13,633 +335
Mar01 000404 308.50 309.00 306.00 308.00 -1.50 189 1,679 +100
Total Volume and Open Interest 25,601 127,024 +186
Wheat(KCBT)
May00 000404 283.25 283.75 278.00 282.00 -2.00 3,735 23,099 -1,205
Jul00 000404 294.75 295.00 289.50 292.75 -2.25 2,535 28,720 -916
Sep00 000404 303.00 303.50 298.50 301.50 -1.50 223 3,346 +160
Dec00 000404 316.50 317.00 313.00 316.50 -1.00 128 7,637 +16
Mar01 000404 327.00 327.00 324.00 326.00 -2.00 5 535 +0
Total Volume and Open Interest 6,626 63,569 -1,945
Wheat(MGE)
May00 000404 322.50 323.00 319.00 321.25 -1.25 1,748 11,624 -399
Jul00 000404 333.50 333.50 330.00 332.00 -0.75 1,274 7,970 +162
Sep00 000404 342.50 342.75 340.00 342.25 -0.25 139 3,392 -5
Dec00 000404 354.00 355.00 352.50 354.75 -0.25 94 1,523 +18
Mar01 000404 365.00 365.00 365.00 365.00 -1.00 12 207 +12
Total Volume and Open Interest 3,267 24,720 -212
Oats(CBOT)
May00 000404 123.00 123.00 121.50 122.25 -0.75 1,138 5,015 +35
Jul00 000404 120.75 121.00 119.50 120.25 -0.75 1,435 7,908 +494
Sep00 000404 123.00 123.00 122.25 122.25 -0.75 66 1,638 +54
Dec00 000404 129.00 129.00 128.00 128.50 -0.50 168 3,375 +70
Total Volume and Open Interest 2,807 18,402 +653
Rough Rice(CBOT)
May00 000404 5.72 5.72 5.58 5.64 -0.09 197 3,794 -60
Jul00 000404 6.01 6.02 5.88 5.92 -0.10 125 1,661 +30
Sep00 000404 6.83 6.83 6.75 6.77 -0.08 0 482 +0
Nov00 000404 6.97 6.97 6.86 6.91 -0.05 56 760 +19
Total Volume and Open Interest 385 6,882 -6
Live Cattle(CME)
Apr00 000404 72.150 72.175 71.250 71.700 -0.425 2,419 29,095 -1,090
Jun00 000404 69.100 69.250 68.225 68.675 -0.475 3,160 48,126 +890
Aug00 000404 69.900 69.900 69.075 69.475 -0.425 539 23,174 +228
Oct00 000404 72.650 72.700 72.025 72.275 -0.400 302 13,501 +136
Dec00 000404 74.150 74.175 73.550 73.625 -0.550 131 5,285 +53
Feb01 000404 74.775 74.875 74.250 74.500 -0.400 39 2,977 -8
Total Volume and Open Interest 6,624 125,367 +224
Feeder Cattle(CME)
Apr00 000404 83.900 83.900 82.900 83.325 -0.550 262 4,475 -44
May00 000404 83.900 83.900 82.800 83.175 -0.725 527 8,518 +42
Aug00 000404 86.000 86.000 85.100 85.600 -0.400 150 5,861 +10
Sep00 000404 86.100 86.100 85.450 85.700 -0.400      
Oct00 000404 86.200 86.350 85.800 86.125 -0.225 22 1,520 +4
Nov00 000404 87.300 87.400 86.800 87.400 -0.050      
Jan01 000404 87.700 87.700 87.150 87.550 -0.325      
Total Volume and Open Interest 1,017 25,404 +24
Lean Hogs(CME)
Apr00 000404 64.200 64.200 63.250 64.075 -0.350 1,948 13,413 +29
Jun00 000404 73.200 73.250 71.700 72.450 -0.825 3,371 31,159 +443
Jul00 000404 71.150 71.200 69.700 70.425 -0.975 806 7,801 +32
Aug00 000404 68.550 68.800 67.100 68.300 -0.350 489 8,135 -109
Oct00 000404 61.550 61.950 60.750 61.375 -0.350 423 4,529 +204
Dec00 000404 58.600 58.900 58.250 58.425 -0.175 186 3,258 +21
Feb01 000404 58.200 58.400 57.950 58.350 -0.050 160 705 +122
Apr01 000404 56.550 56.550 56.400 56.550 -0.075 8 156 +1
Total Volume and Open Interest 7,391 69,166 +743
Pork Bellies(CME)
May00 000404 97.900 97.900 94.450 95.575 -1.775 776 4,531 +122
Jul00 000404 95.375 95.375 92.000 93.225 -1.650 241 1,444 +19
Aug00 000404 91.600 91.900 89.100 89.250 -2.050 72 545 +8
Total Volume and Open Interest 1,089 6,520 +149
Cocoa(NYBOT)
May00 000404 785 814 785 809 +25 3,907 26,000 -694
Jul00 000404 816 842 816 838 +23 2,434 25,015 +736
Sep00 000404 849 870 847 867 +22 360 20,033 +204
Dec00 000404 888 907 888 905 +22 196 11,159 +84
Mar01 000404 923 940 923 940 +22 33 8,242 +0
May01 000404 966 966 966 966 +22 0 5,479 -5
Jul01 000404 994 994 994 994 +22 1 4,983 +1
Total Volume and Open Interest 6,941 106,007 +326
Coffee "C"(NYBOT)
May00 000404 102.10 102.40 99.90 100.10 -2.00 4,398 27,512 -219
Jul00 000404 105.00 105.25 102.70 102.75 -2.00 1,495 12,571 +109
Sep00 000404 107.50 107.50 105.30 105.30 -2.05 255 7,522 +118
Dec00 000404 110.50 110.50 108.40 108.50 -2.00 91 3,607 +31
Mar01 000404 112.50 112.60 111.70 111.70 -2.00 0 1,175 +0
May01 000404 115.00 115.00 113.50 113.50 -2.00 0 115 +0
Total Volume and Open Interest 6,239 52,517 +39
Orange Juice(NYBOT)
May00 000404 82.90 83.30 81.90 82.20 -1.10 1,290 11,665 +117
Jul00 000404 82.50 82.95 81.75 81.90 -1.05 380 4,037 +89
Sep00 000404 82.70 82.90 81.90 81.90 -0.95 23 2,240 +6
Nov00 000404 83.25 83.25 81.75 82.05 -0.85 21 1,040 +5
Jan01 000404 83.00 83.00 82.35 82.35 -0.75 19 659 +3
Total Volume and Open Interest 1,733 20,472 +220
Sugar #11(NYBOT)
May00 000404 5.88 5.88 5.75 5.81 -0.10 20,337 62,506 -5,428
Jul00 000404 5.75 5.81 5.69 5.77 -0.04 9,606 52,749 +85
Oct00 000404 5.98 6.06 5.97 6.04 -0.01 2,709 33,459 -13
Mar01 000404 6.34 6.39 6.33 6.38 unch 1,209 19,848 +94
May01 000404 6.50 6.50 6.47 6.50 unch 71 3,000 +63
Total Volume and Open Interest 34,046 178,100 -5,091
London Cocoa(LCE)
May00 000404 566 588 564 587 +16 697 26,896 -364
Jul00 000404 578 594 574 594 +14 984 34,512 +236
Sep00 000404 594 613 593 613 +13 263 27,222 -2
Dec00 000404 624 641 622 641 +13 440 25,314 +335
Mar01 000404 643 660 643 660 +13 80 16,293 +5
May01 000404 660 674 658 674 +12 0 9,117 +0
Jul01 000404 682 688 682 688 +11 1 4,861 +1
Total Volume and Open Interest 2,475 147,226 +221
London Coffee(LCE)
May00 000404 969.00 969.00 945.00 953.00 -12.00 2,530 30,401 -496
Jul00 000404 970.00 971.00 965.00 965.00 -1.00 1,739 21,870 +925
Sep00 000404 983.00 985.00 975.00 977.00 -3.00 214 6,750 +116
Nov00 000404 1000.00 1000.00 990.00 993.00 -1.00 87 3,362 +18
Jan01 000404 1018.00 1018.00 1008.00 1008.00 -1.00 34 1,251 +16
Mar01 000404 1031.00 1031.00 1023.00 1023.00 -1.00 3 463 -3
Total Volume and Open Interest 4,607 64,097 +576
London Sugar(LCE)
May00 000404 184.50 185.00 182.80 183.70 -1.60 3,993 15,902 -828
Aug00 000404 185.50 186.00 183.30 184.20 -1.90 2,431 15,840 +171
Oct00 000404 186.10 186.20 184.10 185.10 -1.80 441 7,424 -310
Dec00 000404 187.30 188.20 186.70 186.70 -1.80 12 273 +3
Mar01 000404 190.20 191.10 190.00 190.10 -1.60 303 823 +300
Total Volume and Open Interest 7,183 41,012 -664
Cotton(NYBOT)
May00 000404 58.40 58.50 57.00 57.21 -1.18 4,412 27,615 -1,281
Jul00 000404 60.21 60.21 59.00 59.10 -1.11 2,575 18,529 +530
Oct00 000404 60.60 60.60 59.60 59.70 -0.95 30 925 -1
Dec00 000404 61.60 61.60 60.55 60.73 -0.76 367 13,742 +40
Mar01 000404 62.55 62.55 61.70 61.70 -0.75 24 992 +4
May01 000404 62.50 62.50 62.25 62.25 -0.75 2 405 +1
Total Volume and Open Interest 7,410 62,583 -707
Lumber(CME)
May00 000404 324.7 325.0 316.5 319.5 -7.0 287 2,068 +54
Jul00 000404 329.9 330.0 322.0 324.5 -6.8 91 802 +31
Sep00 000404 328.3 329.4 321.0 322.5 -6.8 6 184 +3
Nov00 000404 317.5 321.8 317.4 317.4 -4.3 1 60 +1
Total Volume and Open Interest 385 3,115 +89
Crude Oil(NYM)
May00 000404 26.00 26.05 25.40 25.45 -0.98 31,459 122,709 -1,526
Jun00 000404 25.60 25.63 25.10 25.13 -0.81 17,268 84,643 +1,595
Jul00 000404 25.35 25.37 24.85 24.93 -0.69 3,750 47,433 +334
Aug00 000404 25.05 25.10 24.60 24.72 -0.62 1,730 28,484 -69
Sep00 000404 24.90 24.90 24.51 24.51 -0.55 1,872 19,466 +780
Oct00 000404 24.60 24.64 24.29 24.29 -0.48 1,582 17,941 -673
Nov00 000404 24.40 24.40 24.07 24.07 -0.41 291 14,759 +138
Dec00 000404 24.08 24.15 23.84 23.84 -0.34 1,234 38,845 +18
Jan01 000404 23.72 23.72 23.57 23.57 -0.29 364 15,453 -87
Feb01 000404 23.45 23.45 23.32 23.32 -0.22 110 6,069 +75
Total Volume and Open Interest 60,024 492,247 +1,276
Heating Oil(NYM)
May00 000404 66.20 66.30 64.20 64.36 -2.90 17,731 90,766 -730
Jun00 000404 63.40 64.05 62.60 62.87 -1.94 17,731 90,766 -730
Jul00 000404 62.70 63.55 62.20 62.47 -1.69 2,292 9,079 -269
Aug00 000404 63.50 63.50 62.72 62.72 -1.59 962 8,020 +107
Sep00 000404 63.80 64.20 63.00 63.32 -1.54 123 5,642 -8
Oct00 000404 64.40 64.66 63.72 63.72 -1.54 119 3,010 +43
Nov00 000404 64.95 65.06 64.17 64.17 -1.49 2 2,822 -2
Dec00 000404 65.40 65.55 64.51 64.62 -1.44 954 13,442 -81
Jan01 000404 65.50 65.55 64.77 64.77 -1.39 27 0 -3,827
Feb01 000404 64.80 65.00 64.02 64.02 -1.19 12 1,705 +12
Total Volume and Open Interest 17,731 90,766 -730
Unleaded Gas(NYM)
May00 000404 82.50 82.85 78.40 79.93 -4.23 12,705 40,447 +560
Jun00 000404 78.60 79.10 76.00 77.32 -3.22 5,761 17,710 +661
Jul00 000404 76.70 76.90 75.00 75.57 -2.42 2,085 12,393 +99
Aug00 000404 74.90 75.00 73.80 73.92 -1.92 754 10,059 -220
Sep00 000404 73.00 73.10 72.19 72.32 -1.57 692 10,396 +352
Oct00 000404 70.50 70.50 69.72 69.72 -1.17 154 2,110 +73
Nov00 000404 68.50 68.50 68.12 68.12 -0.98 1 0 -1,151
Dec00 000404 66.72 66.72 66.72 66.72 -0.98      
Total Volume and Open Interest 22,342 96,554 -1,474
Natural Gas(NYM)
May00 000404 2.860 2.930 2.815 2.822 -0.067 25,524 62,528 -2,064
Jun00 000404 2.880 2.950 2.840 2.844 -0.067 5,255 29,473 -605
Jul00 000404 2.895 2.955 2.860 2.862 -0.063 2,405 21,691 +83
Aug00 000404 2.910 2.960 2.877 2.877 -0.061 2,613 18,139 +173
Sep00 000404 2.910 2.960 2.879 2.879 -0.059 1,988 18,254 +502
Oct00 000404 2.935 2.975 2.894 2.894 -0.059 2,059 19,811 +1,302
Nov00 000404 3.030 3.070 2.995 2.999 -0.054 1,777 13,380 +115
Dec00 000404 3.140 3.160 3.100 3.104 -0.049 1,504 17,698 -926
Total Volume and Open Interest 48,959 298,598 -2,751
Brent Crude Oil(IPE)
May00 000404 24.35 24.44 23.63 23.65 -0.86 21,506 63,490 -2,503
Jun00 000404 24.37 24.50 23.80 23.82 -0.76 9,147 58,257 -32
Jul00 000404 24.20 24.34 23.77 23.77 -0.56 2,452 30,438 +370
Aug00 000404 24.04 24.19 23.68 23.68 -0.45 1,722 14,076 -246
Sep00 000404 23.90 23.95 23.54 23.54 -0.35 974 12,572 -231
Oct00 000404 23.67 23.70 23.36 23.36 -0.32 374 14,219 +114
Nov00 000404 23.40 23.50 23.17 23.17 -0.24 12 6,349 -14
Dec00 000404 23.12 23.23 22.95 22.95 -0.18 238 22,330 -556
Total Volume and Open Interest 36,598 268,022 -3,386
Gas Oil(IPE)
Apr00 000404 203.50 203.50 199.50 201.25 -6.00 10,019 22,036 -852
May00 000404 197.75 197.75 193.75 195.00 -6.75 6,315 22,250 -589
Jun00 000404 195.00 195.50 192.75 193.75 -5.25 2,089 15,665 -100
Jul00 000404 195.50 195.50 193.75 194.25 -4.25 588 8,281 +149
Aug00 000404 195.25 195.25 195.25 195.25 -4.25 83 5,566 +42
Sep00 000404 197.00 197.00 195.75 196.00 -3.75 40 3,518 +0
Oct00 000404 197.00 197.75 197.00 197.00 -3.00 0 1,825 +0
Nov00 000404 198.00 198.00 198.00 198.00 -2.75 0 1,616 +0
Total Volume and Open Interest 20,129 102,094 -1,586
US Dollar Index(NYBOT)
Jun00 000404 105.53 105.85 103.85 104.85 -0.36 390 4,666 -283
Sep00 000404 105.35 105.35 103.65 104.52 -0.36 2 2,008 +1
Dec00 000404 104.19 104.19 104.19 104.19 -0.36      
Total Volume and Open Interest 392 6,674 -282
Australian Dollar(IMM)
Jun00 000404 60.37 60.84 60.08 60.59 -0.17 1,439 22,784 -90
Sep00 000404 60.50 60.80 60.30 60.64 -0.17 0 6 +0
Dec00 000404 60.48 60.80 60.30 60.69 -0.17 0 250 +0
Total Volume and Open Interest 1,439 23,125 -90
British Pound(IMM)
Jun00 000404 159.86 160.90 159.40 159.68 -0.18 7,921 40,883 -1,568
Sep00 000404 160.22 161.10 159.40 159.78 -0.18 14 33 +0
Dec00 000404 160.10 160.10 159.80 159.98 -0.18 0 225 +0
Total Volume and Open Interest 7,921 41,141 -1,568
Canadian Dollar(IMM)
Jun00 000404 69.04 69.07 68.88 68.94 -0.11 8,463 45,011 +781
Sep00 000404 69.22 69.22 69.07 69.10 -0.11 57 6,589 -7
Dec00 000404 69.32 69.33 69.25 69.26 -0.11 8 1,580 -2
Mar01 000404 69.47 69.48 69.42 69.42 -0.11 3 405 +0
Total Volume and Open Interest 8,531 53,679 +772
Japanese Yen(IMM)
Jun00 000404 95.89 97.34 95.77 96.61 -0.02 32,456 77,061 +415
Sep00 000404 97.55 98.90 97.50 98.14 -0.05 52 762 +15
Dec00 000404 99.73 99.73 99.73 99.73 -0.08 0 321 +0
Total Volume and Open Interest 32,508 78,224 +430
Swiss Franc(IMM)
Jun00 000404 60.79 62.55 60.57 61.61 +0.58 10,919 38,930 +15
Sep00 000404 61.53 62.90 61.12 62.12 +0.58 16 179 -1
Dec00 000404 61.80 63.40 61.75 62.63 +0.58 0 5 +0
Total Volume and Open Interest 10,935 39,114 +14
EuroFX(IMM)
Jun00 000404 95.94 98.05 95.65 96.86 +0.56 14,216 52,818 -1,053
Sep00 000404 96.35 98.60 96.35 97.46 +0.56 4 434 +2
Dec00 000404 98.06 98.80 97.00 98.06 +0.56 27 46 +0
Total Volume and Open Interest 14,220 53,298 -1,051
Mexican Peso(IMM)
Jun00 000404 10585.0 10605.0 10330.0 10470.0 -98.0 3,946 17,807 +119
Sep00 000404 10320.0 10350.0 10100.0 10220.0 -100.0 1 2,428 +0
Total Volume and Open Interest 3,951 21,666 +119
30-Year T-Bonds(CBOT)
Jun00 000404 97~27 99~26 97~19 98~22 +0~28 151,417 506,827 -69
Sep00 000404 97~24 99~19 97~13 98~16 +0~28 290 2,194 +113
Dec00 000404 97~18 98~11 97~16 98~11 +0~29 56 436 +1
Total Volume and Open Interest 151,763 509,659 +40
Municipal Bonds(CBOT)
Jun00 000404 95~08 96~14 95~08 95~30 +0~17 735 20,278 +144
Sep00 000404 95~05 95~05 95~05 95~05 +0~18 0 1 +0
Total Volume and Open Interest 735 20,279 +144
10-Year T-Notes(CBOT)
Jun00 000404 98~095 99~300 98~045 99~005 +0~240 105,007 569,788 -386
Sep00 000404 98~060 99~200 98~060 98~275 +0~245 150 1,864 -101
Total Volume and Open Interest 105,157 571,652 -487
5-Year T-Notes(CBOT)
Jun00 000404 98~175 100~005 98~170 99~120 +0~235 52,675 396,173 +1,755
Sep00 000404 98~150 99~240 98~150 99~100 +0~240 21 3,418 +21
Total Volume and Open Interest 52,696 399,591 +1,776
2 Year T-Notes(CBOT)
Jun00 000404 99~004 99~090 99~001 99~056 +0~048 2,843 43,301 -494
Total Volume and Open Interest 2,843 43,301 -494
3-Mth T-Bills(IMM)
Jun00 000404 94.04 94.18 94.03 94.10 +0.06 0 701 +0
Total Volume and Open Interest 0 701 +701
Eurodollars(IMM)
Jun00 000404 93.335 93.500 93.325 93.465 +0.120 29,217 564,628 +7,378
Sep00 000404 93.055 93.340 93.045 93.285 +0.205 83,970 499,718 +13,657
Dec00 000404 92.850 93.220 92.845 93.135 +0.245 69,697 383,746 +5,539
Mar01 000404 92.795 93.190 92.785 93.075 +0.235 39,140 309,212 +5,084
Jun01 000404 92.740 93.110 92.735 93.015 +0.235 18,955 210,180 +1,166
Sep01 000404 92.735 93.100 92.735 92.995 +0.220 16,440 174,981 +1,248
Dec01 000404 92.720 93.030 92.710 92.960 +0.210 8,090 127,431 -280
Mar02 000404 92.785 93.130 92.775 93.010 +0.190 5,720 118,837 -220
Jun02 000404 92.805 93.090 92.800 93.015 +0.175 5,297 87,586 +1,101
Sep02 000404 92.825 93.045 92.820 93.020 +0.165 8,096 86,156 +1,317
Dec02 000404 92.790 93.000 92.790 92.975 +0.155 5,205 72,970 +437
Mar03 000404 92.850 93.065 92.850 93.030 +0.145 4,064 64,270 +702
Total Volume and Open Interest 325,064 3,130,342 +37,277
3-Mth Euro-Yen(IMM)
Jun00 000404 99.81 99.84 99.81 99.83 +0.02 598 15,567 +112
Sep00 000404 99.67 99.70 99.66 99.70 +0.04 5 15,196 +80
Dec00 000404 99.49 99.54 99.49 99.53 +0.05 107 8,864 -419
Mar01 000404 99.35 99.39 99.35 99.39 +0.06 238 17,121 +432
Jun01 000404 99.20 99.24 99.20 99.23 +0.04 25 5,286 +349
Sep01 000404 99.04 99.07 99.04 99.07 +0.05 1 10,879 +301
Dec01 000404 98.86 98.91 98.86 98.91 +0.05 0 1,092 +0
Mar02 000404 98.78 98.78 98.78 98.78 +0.06 0 1,032 +0
Jun02 000404 98.61 98.61 98.61 98.61 unch 0 79 +0
Sep02 000404 98.45 98.45 98.45 98.45 unch 0 30 +0
Total Volume and Open Interest 974 75,176 +855
3-Mth Euro-Yen(SIMEX)
Jun00 000404 99.81 99.82 99.81 99.82 +0.01 4,444 79,548 +0
Sep00 000404 99.67 99.68 99.66 99.67 unch 10,042 76,181 +0
Dec00 000404 99.49 99.50 99.47 99.49 +0.01 5,104 63,828 +0
Mar01 000404 99.33 99.35 99.33 99.35 +0.02 3,681 69,672 +0
Jun01 000404 99.19 99.21 99.18 99.19 +0.01 2,363 59,577 +0
Sep01 000404 99.04 99.04 99.03 99.04 +0.01 3,048 49,253 +0
Dec01 000404 98.86 98.87 98.86 98.86 +0.01 0 11,965 +0
Mar02 000404 98.74 98.74 98.74 98.74 +0.03 0 8,728 +0
Total Volume and Open Interest 28,682 421,053 +0
German Euro-Bund(EUREX)
Jun00 000404 105.76 106.32 105.53 106.30 +0.67 544,358 641,573 -3,026
Sep00 000404 105.32 105.85 105.13 105.85 +0.68 1,603 20,889 +1,162
Dec00 000404 105.30 105.30 105.30 105.30 +0.67 0 1,089 +690
Total Volume and Open Interest 545,961 663,551 -1,174
German Euro-Bobl(EUREX)
Jun00 000404 103.82 104.17 103.69 104.14 +0.34 164,379 306,571 -17,195
Sep00 000404 104.02 104.02 104.02 104.02 +0.36 0 1,253 +0
Dec00 000404 103.64 103.64 103.64 103.64 +0.36      
Total Volume and Open Interest 164,379 307,824 -17,195
Long Gilt(LIFFE)
Jun00 000404 113~29 114~11 113~13 114~09 +0~10 14,819 70,148 +4,196
Sep00 000404 114~05 114~05 114~05 114~05 +0~10 0 200 +0
Total Volume and Open Interest 14,884 70,348 +4,196
3-Mth Short Sterling(LIFFE)
Jun00 000404 93.46 93.47 93.41 93.47 +0.01 18,727 193,492 +889
Sep00 000404 93.26 93.30 93.21 93.29 +0.02 19,950 164,628 -643
Dec00 000404 93.09 93.14 93.04 93.13 +0.03 8,633 104,240 +279
Total Volume and Open Interest 61,540 734,869 -533
3-Mth Euribor(LIFFE)
Jun00 000404 95.920 95.970 95.905 95.965 +0.050 31,866 320,278 -3,939
Sep00 000404 95.650 95.750 95.645 95.740 +0.085 38,089 286,082 +1,009
Dec00 000404 95.435 95.515 95.405 95.505 +0.085 20,896 165,087 +1,834
Total Volume and Open Interest 139,973 1,244,497 +4,630
3-Mth Aus T-Bills(SFE)
Jun00 000404 93.70 93.72 93.66 93.67 -0.02 7,568 199,781 -87,951
Sep00 000404 93.36 93.37 93.29 93.30 -0.04 3,821 106,285 +1,793
Dec00 000404 93.17 93.18 93.11 93.12 -0.02 667 31,244 -174
Mar01 000404 93.05 93.06 93.00 93.01 -0.01 365 17,061 -12
Jun01 000404 92.98 92.98 92.93 92.95 unch 328 13,164 +53
Sep01 000404 92.93 92.93 92.88 92.89 -0.01 174 7,944 +45
Dec01 000404 92.87 92.87 92.86 92.86 -0.02 179 5,777 +126
Mar02 000404 92.85 92.85 92.84 92.84 -0.01 233 4,717 +126
Jun02 000404 92.83 92.83 92.83 92.83 -0.01 25 2,183 +25
Sep02 000404 92.83 92.83 92.83 92.83 -0.01 15 1,841 +15
Total Volume and Open Interest 13,392 393,604 -85,939
10-Year Aus T-Bonds(SFE)
Jun00 000404 93.69 93.83 93.64 93.72 +0.04 2,700 176,445 +2,546
Sep00 000404 93.50 93.50 93.50 93.50 +0.02      
Total Volume and Open Interest 2,700 176,445 +2,546
3-Year Aus T-Bonds(SFE)
Jun00 000404 93.59 93.59 93.52 93.54 unch 3,624 330,335 +13,672
Sep00 000404 93.37 93.37 93.37 93.37 unch      
Total Volume and Open Interest 3,624 330,335 +13,672
Gold(CMX)
Apr00 000404 277.0 289.5 275.5 283.9 +6.3 578 1,353 -1,189
Jun00 000404 279.5 291.5 278.4 286.6 +6.2 12,345 85,924 +2,090
Aug00 000404 283.0 295.0 283.0 289.2 +6.2 236 13,830 -25
Oct00 000404 296.5 297.0 291.8 291.8 +6.2 0 3,929 +0
Dec00 000404 288.1 300.0 286.5 294.5 +6.2 25 20,305 +51
Feb01 000404 296.7 296.7 296.7 296.7 +6.2 0 6,707 +0
Total Volume and Open Interest 13,184 158,532 +927
Silver(CMX)
May00 000404 502.5 521.0 501.5 516.5 +10.8 5,501 57,768 -354
Jul00 000404 505.5 525.5 505.0 520.0 +10.5 484 11,264 +46
Sep00 000404 513.5 524.0 513.5 524.0 +10.5 6 2,829 -1
Dec00 000404 516.0 535.0 515.0 527.2 +10.4 20 6,199 -1
Mar01 000404 530.1 530.1 530.1 530.1 +10.4 5 648 +4
Total Volume and Open Interest 6,017 82,096 -305
Platinum(NYM)
Apr00 000404 498.0 518.0 498.0 516.9 +18.2 214 802 -410
Jul00 000404 489.5 508.7 489.5 507.9 +18.2 816 7,614 -853
Oct00 000404 494.9 494.9 494.9 494.9 +17.2      
Jan01 000404 487.9 487.9 487.9 487.9 +17.2      
Total Volume and Open Interest 1,030 8,567 -1,263
Palladium(NYME)
Jun00 000404 582.00 598.00 582.00 592.35 +10.35 58 2,318 +9
Sep00 000404 587.35 587.35 587.35 587.35 +10.35 14 57 -3
Total Volume and Open Interest 72 2,375 +6
Copper(CMX)
May00 000404 79.70 80.20 79.20 79.30 -0.95 10,091 41,988 +2,035
Jul00 000404 80.40 80.70 80.00 80.00 -0.90 727 8,353 +261
Sep00 000404 81.10 81.40 80.70 80.70 -0.90 166 4,508 +5
Dec00 000404 81.90 82.20 81.45 81.45 -0.90 192 4,566 -8
Mar01 000404 82.50 82.70 81.90 81.90 -0.90 10 1,723 +9
Total Volume and Open Interest 11,790 71,460 +2,106
DJIA Index(CBOT)
Jun00 000404 11340 11540 10760 11295 -85 18,776 15,841 +1,968
Sep00 000404 11500 11670 10930 11437 -89 14 746 +3
Dec00 000404 11700 11820 11100 11587 -95 1 1,318 +0
Total Volume and Open Interest 18,791 17,911 +1,971
S & P 500(CME)
Jun00 000404 1531.00 1543.00 1433.00 1519.50 -8.70 86,817 363,172 -624
Sep00 000404 1534.50 1562.50 1459.00 1540.50 -9.00 222 5,542 +90
Dec00 000404 1539.80 1586.50 1482.50 1563.50 -9.00 10 3,301 +5
Mar01 000404 1573.00 1610.50 1506.50 1587.50 -9.00 0 241 +0
Total Volume and Open Interest 87,049 372,613 -531
S & P 500 E-Mini(Globex)
Jun00 000404 1528.25 1544.75 1431.00 1519.50 -8.75 69,287 25,418 +880
Sep00 000404 1525.00 1540.50 1481.25 1540.50 -9.00 1 3 +1
Total Volume and Open Interest 69,288 25,421 +881
NASDAQ 100(CME)
Jun00 000404 4180.00 4210.00 3695.00 4066.00 -69.00 29,094 34,667 +2,268
Sep00 000404 4134.00 4134.00 3900.00 4134.00 -66.00 3 16 +0
Dec00 000404 4030.00 4040.00 3965.00 3975.00 -290.00 0 2 +0
Total Volume and Open Interest 29,097 34,685 +2,268
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000404 4128.0 4212.0 3695.0 4066.0 -69.0 35,070 11,502 +2,055
Sep00 000404 4134.0 4134.0 4134.0 4134.0 -66.0      
Total Volume and Open Interest 35,070 11,502 +2,055
NYSE Composite(NYBOT)
Jun00 000404 668.50 674.00 632.50 661.25 -7.30 525 2,722 +63
Sep00 000404 669.05 669.05 669.05 669.05 -7.30 0 250 +250
Dec00 000404 676.85 676.85 676.85 676.85 -7.30      
Total Volume and Open Interest 0 1,995 +0
S & P Midcap 400(CME)
Jun00 000404 488.00 489.00 447.00 479.00 -4.00 5,067 12,451 -700
Sep00 000404 484.50 484.50 484.50 484.50 -4.00 2 2 +1
Dec00 000404 490.50 490.50 490.50 490.50 -4.00      
Total Volume and Open Interest 5,069 12,453 -699
Russell 2000(CME)
Jun00 000404 521.00 523.00 467.00 505.50 -10.75 4,401 13,040 +125
Sep00 000404 512.00 512.00 512.00 512.00 -10.75      
Dec00 000404 519.55 519.55 519.55 519.55 -10.75      
Total Volume and Open Interest 4,401 13,040 +125
Value Line(KCBT)
Jun00 000404 1076.00 1079.00 1018.00 1058.00 -14.00 44 151 -4
Total Volume and Open Interest 44 152 -4
Nikkei 225(CME)
Jun00 000404 20610 20670 20105 20330 -275 1,839 13,050 +684
Sep00 000404 20330 20330 20305 20330 -275 0 2 +0
Total Volume and Open Interest 1,839 13,052 +684
Nikkei 225(SIMEX)
Jun00 000404 20650 20720 20530 20595 -90 13,440 95,693 +1,425
Sep00 000404 20610 20610 20610 20610 -90 0 9,728 +0
Dec00 000404 20590 20590 20590 20590 -90 0 2,063 +0
Total Volume and Open Interest 15,299 120,244 -234
CAC 40(MATIF)
Apr00 000404 6130.0 6260.5 5940.0 6159.0 +53.0 49,261 117,580 +545
May00 000404 6165.0 6243.0 6138.0 6174.0 +54.0 29 21 +18
Jun00 000404 6135.0 6238.5 6110.5 6172.0 +58.0 3,762 49,344 +4
Total Volume and Open Interest 53,052 213,028 +567
DAX Index(EUREX)
Jun00 000404 7520.0 7608.0 7500.0 7582.0 +107.5 41,594 344,194 -773
Sep00 000404 7635.0 7674.0 7604.5 7659.5 +111.0 74 632 +26
Dec00 000404 7735.5 7749.5 7735.5 7743.5 +111.5 2 207 +17
Total Volume and Open Interest 41,670 345,033 -730
FT-SE 100(LIFFE)
Jun00 000404 6555.00 6598.00 6415.00 6425.50 -118.00 31,521 204,428 +1,103
Sep00 000404 6568.50 6582.50 6495.50 6495.50 -121.00 0 1,076 +0
Dec00 000404 6654.50 6654.50 6654.50 6654.50 -53.00 0 7 +0
Total Volume and Open Interest 33,734 205,511 +1,103
SPI 200(SFE)
Jun00 000404 3230.0 3231.0 3207.0 3230.0 unch 12,991 119,186 +6,682
Sep00 000404 3247.0 3250.0 3235.0 3250.0 -2.0 189 4,411 +133
Dec00 000404 3270.0 3270.0 3270.0 3270.0 unch 0 2,120 +0
Total Volume and Open Interest 13,180 126,583 +6,815
GSCI(CME)
Apr00 000404 203.40 203.50 199.15 199.15 -5.65 605 36,369 +356
May00 000404 201.60 202.10 199.60 199.60 -4.50 573 568 +563
Jun00 000404 199.00 199.00 199.00 199.00 -4.00 0 42 +0
Total Volume and Open Interest 1,178 36,979 +919
Bridge CRB Index(NYBOT)
Apr00 000404 212.30 212.60 211.30 211.60 -1.10 278 1,617 +66
Jun00 000404 213.80 214.40 213.40 213.70 -0.85 77 1,221 +4
Aug00 000404 215.50 215.50 215.25 215.30 -0.60 0 544 +0
Total Volume and Open Interest 355 3,394 +70
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.
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