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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 April 05, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000405 539.50 543.75 535.50 543.00 +4.50 40,228 74,121 -4,171
Jul00 000405 551.00 555.50 548.00 555.00 +5.00 15,874 61,582 +161
Aug00 000405 554.00 559.50 552.00 558.25 +5.00 972 9,388 +234
Sep00 000405 557.00 561.50 554.25 561.50 +5.75 401 4,772 +47
Nov00 000405 564.50 569.50 562.00 568.75 +5.25 8,470 39,796 +948
Jan01 000405 571.50 576.50 570.50 576.25 +5.25 157 2,689 +61
Mar01 000405 578.00 582.00 577.00 581.50 +4.00 392 1,737 +2
Total Volume and Open Interest 67,059 197,191 -2,567
Soybean Meal(CBOT)
May00 000405 168.80 170.80 167.60 170.60 +2.10 17,784 43,548 -2,580
Jul00 000405 170.70 172.50 169.50 172.10 +1.70 7,707 37,077 -58
Aug00 000405 170.80 172.60 170.00 172.60 +2.00 584 9,950 -78
Sep00 000405 171.50 173.00 170.30 172.70 +1.20 544 6,722 +91
Oct00 000405 171.50 173.00 170.60 172.90 +1.40 979 5,925 +166
Dec00 000405 174.50 175.80 173.20 175.60 +1.40 2,321 13,457 +797
Jan01 000405 175.50 176.30 174.50 176.20 +1.70 58 790 -15
Mar01 000405 177.00 178.00 176.00 177.20 +1.10 263 1,291 +223
Total Volume and Open Interest 30,519 119,049 -1,195
Soybean Oil(CBOT)
May00 000405 18.32 18.52 18.27 18.48 +0.09 9,385 52,103 -1,324
Jul00 000405 18.63 18.87 18.63 18.83 +0.10 5,671 45,924 -653
Aug00 000405 18.85 19.02 18.82 18.98 +0.08 647 11,339 -29
Sep00 000405 19.00 19.18 19.00 19.10 +0.04 347 8,256 +70
Oct00 000405 19.15 19.32 19.15 19.30 +0.10 693 6,821 +44
Dec00 000405 19.47 19.65 19.46 19.65 +0.13 2,241 17,700 +473
Jan01 000405 19.85 19.95 19.85 19.95 +0.11 179 8,237 +50
Mar01 000405 20.02 20.10 20.02 20.10 +0.02 112 2,298 +111
Total Volume and Open Interest 19,529 157,345 -1,206
Canola(WCE)
May00 000405 269.0 271.8 268.7 271.4 +1.9 2,956 23,014 -1,568
Jul00 000405 275.0 277.7 274.0 277.4 +2.0 4,419 24,189 +956
Aug00 000405 280.0 280.0 280.0 280.0 +1.5 202 2,958 +101
Sep00 000405 282.0 282.0 282.0 282.0 +1.1 101 660 -101
Nov00 000405 286.5 288.9 285.8 288.2 +1.0 2,611 17,800 +268
Total Volume and Open Interest 11,878 70,212 +727
Corn(CBOT)
May00 000405 231.50 234.00 229.75 232.00 unch 33,991 162,736 -7,181
Jul00 000405 240.50 242.25 238.50 240.75 unch 12,877 154,644 +453
Sep00 000405 247.75 249.75 246.50 248.50 +0.25 1,645 45,513 +63
Nov00 000405 253.00 255.00 253.00 254.00 +0.25 29 943 -8
Dec00 000405 257.50 259.75 256.00 258.00 unch 8,128 111,667 +417
Jan01 000405 262.00 262.00 262.00 262.00 unch 14 34 -3
Total Volume and Open Interest 57,334 497,499 -6,033
Wheat(CBOT)
May00 000405 255.75 257.00 253.75 256.25 +0.50 6,555 51,831 -1,285
Jul00 000405 267.50 269.00 265.50 268.00 unch 6,548 49,360 +366
Sep00 000405 279.00 279.50 276.50 279.25 +0.25 502 9,079 -7
Dec00 000405 293.50 295.00 292.25 294.25 unch 506 13,627 -6
Mar01 000405 307.00 309.00 307.00 308.50 +0.50 69 1,707 +28
Total Volume and Open Interest 14,200 126,121 -903
Wheat(KCBT)
May00 000405 281.50 283.00 280.00 281.75 -0.25 2,429 22,843 -256
Jul00 000405 292.50 293.50 291.00 292.25 -0.50 3,092 28,500 -220
Sep00 000405 301.00 302.50 300.50 301.25 -0.25 126 3,386 +40
Dec00 000405 315.00 317.00 315.00 316.00 -0.50 275 7,641 +4
Mar01 000405 326.00 327.00 326.00 326.50 +0.50 31 541 +6
Total Volume and Open Interest 5,953 63,143 -426
Wheat(MGE)
May00 000405 321.00 324.50 320.50 324.25 +3.00 1,728 11,110 -514
Jul00 000405 331.75 334.75 331.50 334.50 +2.50 1,196 7,752 -218
Sep00 000405 342.00 345.25 341.75 345.25 +3.00 211 3,548 +156
Dec00 000405 354.50 357.50 354.50 357.50 +2.75 94 1,547 +24
Mar01 000405 366.00 368.00 366.00 368.00 +3.00 0 207 +0
Total Volume and Open Interest 3,229 24,168 -552
Oats(CBOT)
May00 000405 122.00 123.00 121.75 122.50 +0.25 485 4,807 -208
Jul00 000405 120.00 121.00 119.75 120.50 +0.25 451 7,970 +62
Sep00 000405 123.25 123.25 122.50 122.50 +0.25 71 1,627 -11
Dec00 000405 128.00 129.00 127.75 128.50 unch 36 3,404 +29
Total Volume and Open Interest 1,043 18,274 -128
Rough Rice(CBOT)
May00 000405 5.64 5.67 5.62 5.65 +0.01 625 3,558 -236
Jul00 000405 5.91 5.95 5.90 5.93 +0.01 188 1,700 +39
Sep00 000405 6.76 6.76 6.76 6.76 -0.01 51 526 +44
Nov00 000405 6.91 6.93 6.87 6.91 unch 81 807 +47
Total Volume and Open Interest 945 6,776 -106
Live Cattle(CME)
Apr00 000405 71.600 72.200 71.575 72.050 +0.350 6,231 26,732 -2,363
Jun00 000405 68.600 69.150 68.550 69.100 +0.425 7,225 49,096 +970
Aug00 000405 69.350 70.050 69.300 69.925 +0.450 1,390 23,528 +354
Oct00 000405 72.250 72.850 72.225 72.750 +0.475 845 13,754 +253
Dec00 000405 73.625 74.125 73.625 74.100 +0.475 466 5,600 +315
Feb01 000405 74.500 74.900 74.500 74.800 +0.300 54 3,002 +25
Total Volume and Open Interest 16,277 124,966 -401
Feeder Cattle(CME)
Apr00 000405 83.200 83.800 83.200 83.650 +0.325 1,009 4,131 -344
May00 000405 83.000 83.900 83.000 83.750 +0.575 1,353 8,576 +58
Aug00 000405 85.500 86.050 85.450 86.025 +0.425 285 5,863 +2
Sep00 000405 85.600 86.050 85.600 86.050 +0.350 71 1,552 +1,552
Oct00 000405 86.300 86.550 86.300 86.550 +0.425 38 1,532 +12
Nov00 000405 87.350 87.475 87.350 87.475 +0.075 39 1,151 +1,151
Jan01 000405 87.500 87.750 87.400 87.675 +0.125 17 450 +450
Total Volume and Open Interest 2,812 23,255 -2,149
Lean Hogs(CME)
Apr00 000405 63.800 64.000 63.400 63.625 -0.450 3,397 12,201 -1,212
Jun00 000405 72.200 73.050 71.850 72.325 -0.125 6,214 31,038 -121
Jul00 000405 70.000 71.150 69.850 70.800 +0.375 1,123 7,551 -250
Aug00 000405 68.000 68.950 67.900 68.725 +0.425 897 8,134 -1
Oct00 000405 60.850 61.875 60.850 61.650 +0.275 265 4,515 -14
Dec00 000405 58.250 58.850 58.250 58.475 +0.050 113 3,250 -8
Feb01 000405 58.350 58.800 58.250 58.800 +0.450 79 732 +27
Apr01 000405 56.750 56.850 56.500 56.850 +0.300 0 156 +0
Total Volume and Open Interest 12,089 67,587 -1,579
Pork Bellies(CME)
May00 000405 94.650 95.550 94.075 95.150 -0.425 1,508 4,452 -79
Jul00 000405 92.150 93.250 92.050 92.775 -0.450 461 1,417 -27
Aug00 000405 88.700 89.900 88.500 89.150 -0.100 56 563 +18
Total Volume and Open Interest 2,025 6,432 -88
Cocoa(NYBOT)
May00 000405 817 819 806 811 +2 4,543 24,314 -1,686
Jul00 000405 847 849 836 841 +3 1,583 25,088 +73
Sep00 000405 872 876 866 870 +3 910 20,061 +28
Dec00 000405 911 915 906 908 +3 218 11,215 +56
Mar01 000405 944 944 943 943 +3 12 8,230 -12
May01 000405 969 969 969 969 +3 0 5,479 +0
Jul01 000405 998 998 998 998 +4 0 4,983 +0
Total Volume and Open Interest 7,266 104,466 -1,541
Coffee "C"(NYBOT)
May00 000405 99.50 102.50 97.20 101.80 +1.70 5,658 27,209 -303
Jul00 000405 102.00 104.50 100.00 104.45 +1.70 2,458 13,226 +655
Sep00 000405 105.00 107.10 102.80 107.10 +1.80 383 7,582 +60
Dec00 000405 108.50 111.00 105.75 110.30 +1.80 212 3,699 +92
Mar01 000405 111.50 113.50 109.25 113.50 +1.80 7 1,178 +3
May01 000405 111.75 115.25 111.75 115.25 +1.75 1 116 +1
Total Volume and Open Interest 8,723 53,026 +509
Orange Juice(NYBOT)
May00 000405 82.00 82.30 81.00 81.30 -0.90 1,643 11,827 +162
Jul00 000405 81.90 82.10 80.80 81.30 -0.60 222 4,114 +77
Sep00 000405 82.00 82.00 81.00 81.40 -0.50 66 2,286 +46
Nov00 000405 82.05 82.05 81.25 81.55 -0.50 39 1,078 +38
Jan01 000405 83.00 83.00 81.50 81.80 -0.55 7 660 +1
Total Volume and Open Interest 2,012 20,830 +358
Sugar #11(NYBOT)
May00 000405 5.79 6.04 5.79 6.02 +0.21 11,371 59,823 -2,683
Jul00 000405 5.79 5.99 5.79 5.96 +0.19 7,906 55,607 +2,858
Oct00 000405 6.05 6.20 6.05 6.19 +0.15 1,525 33,127 -332
Mar01 000405 6.39 6.49 6.37 6.47 +0.09 1,067 20,051 +203
May01 000405 6.58 6.59 6.49 6.59 +0.09 149 3,040 +40
Total Volume and Open Interest 22,442 178,375 +275
London Cocoa(LCE)
May00 000405 589 600 589 595 +8 391 26,915 +19
Jul00 000405 598 608 597 602 +8 2,352 34,595 +83
Sep00 000405 617 625 617 622 +9 1,228 27,565 +343
Dec00 000405 647 654 647 651 +10 1,228 25,986 +672
Mar01 000405 666 670 664 669 +9 267 16,493 +200
May01 000405 682 683 680 683 +9 10 9,120 +3
Jul01 000405 690 697 690 697 +9 3 4,864 +3
Total Volume and Open Interest 5,901 148,815 +1,589
London Coffee(LCE)
May00 000405 950.00 960.00 940.00 960.00 +7.00 2,972 29,720 -681
Jul00 000405 960.00 967.00 953.00 966.00 +1.00 2,025 21,735 -135
Sep00 000405 970.00 978.00 966.00 978.00 +1.00 605 6,904 +154
Nov00 000405 985.00 993.00 985.00 993.00 unch 583 3,137 -225
Jan01 000405 1000.00 1008.00 997.00 1008.00 unch 48 1,264 +13
Mar01 000405 1015.00 1023.00 1015.00 1023.00 unch 11 472 +9
Total Volume and Open Interest 6,244 63,232 -865
London Sugar(LCE)
May00 000405 183.70 187.60 183.10 187.60 +3.90 3,075 14,382 -1,520
Aug00 000405 184.20 189.00 184.00 189.00 +4.80 2,920 16,828 +988
Oct00 000405 185.40 189.30 184.60 189.30 +4.20 852 7,513 +89
Dec00 000405 186.50 191.30 186.10 191.30 +4.60 14 263 -10
Mar01 000405 189.50 194.30 189.50 194.30 +4.20 197 934 +111
Total Volume and Open Interest 7,258 40,870 -142
Cotton(NYBOT)
May00 000405 57.30 57.65 56.36 56.40 -0.81 8,409 26,284 -1,331
Jul00 000405 59.05 59.50 58.35 58.40 -0.70 4,537 18,360 -169
Oct00 000405 59.60 60.00 59.50 59.60 -0.10 256 1,003 +78
Dec00 000405 60.75 60.95 60.25 60.30 -0.43 1,042 13,659 -83
Mar01 000405 61.35 61.35 61.25 61.30 -0.40 92 1,042 +50
May01 000405 62.40 62.40 61.95 61.95 -0.30 19 409 +4
Total Volume and Open Interest 14,355 61,132 -1,451
Lumber(CME)
May00 000405 319.0 329.5 317.3 326.5 +7.0 805 1,973 -95
Jul00 000405 324.5 332.5 324.5 330.9 +6.4 287 825 +23
Sep00 000405 325.8 328.4 322.0 328.0 +5.5 15 189 +5
Nov00 000405 318.5 321.5 317.1 321.1 +3.7 2 60 +0
Total Volume and Open Interest 1,109 3,048 -67
Crude Oil(NYM)
May00 000405 25.50 25.85 25.13 25.83 +0.38 69,048 119,242 -3,467
Jun00 000405 25.30 25.40 24.90 25.31 +0.18 31,457 87,856 +3,213
Jul00 000405 25.00 25.20 24.81 25.11 +0.18 11,143 47,658 +225
Aug00 000405 24.77 24.94 24.67 24.92 +0.20 4,877 29,055 +571
Sep00 000405 24.50 24.73 24.47 24.73 +0.22 2,736 19,982 +516
Oct00 000405 24.29 24.57 24.29 24.52 +0.23 1,414 18,098 +157
Nov00 000405 24.04 24.37 24.04 24.31 +0.24 1,038 14,707 -52
Dec00 000405 23.85 24.15 23.85 24.09 +0.25 4,013 39,078 +233
Jan01 000405 23.65 23.84 23.65 23.84 +0.27 2,211 14,603 -850
Feb01 000405 23.35 23.60 23.35 23.60 +0.28 116 6,053 -16
Total Volume and Open Interest 134,055 491,276 -971
Heating Oil(NYM)
May00 000405 65.20 66.50 64.20 66.15 +1.79 25,950 92,089 +1,323
Jun00 000405 63.35 64.40 62.75 64.23 +1.36 25,950 92,089 +1,323
Jul00 000405 63.00 63.68 63.00 63.68 +1.21 2,929 8,993 -86
Aug00 000405 63.50 63.90 63.00 63.88 +1.16 506 8,147 +127
Sep00 000405 64.20 64.50 63.60 64.43 +1.11 479 5,662 +20
Oct00 000405 64.70 65.00 64.50 64.83 +1.11 247 3,071 +61
Nov00 000405 64.90 65.23 64.70 65.23 +1.06 149 2,849 +27
Dec00 000405 65.30 65.63 65.00 65.63 +1.01 1,991 12,719 -723
Jan01 000405 65.45 65.78 65.20 65.78 +1.01 174 3,890 +3,890
Feb01 000405 65.00 65.20 64.90 65.08 +1.06 3 1,708 +3
Total Volume and Open Interest 25,950 92,089 +1,323
Unleaded Gas(NYM)
May00 000405 79.50 80.20 77.70 79.46 -0.47 24,649 38,502 -1,945
Jun00 000405 76.60 77.10 75.70 76.90 -0.42 14,382 17,407 -303
Jul00 000405 75.00 75.30 74.40 75.25 -0.32 8,192 13,491 +1,098
Aug00 000405 73.60 73.90 73.00 73.75 -0.17 3,045 10,458 +399
Sep00 000405 71.90 72.40 71.50 72.30 -0.02 3,079 11,257 +861
Oct00 000405 69.70 69.95 69.70 69.95 +0.23 449 2,343 +233
Nov00 000405 68.50 68.50 68.50 68.50 +0.38 378 1,495 +1,495
Dec00 000405 66.75 67.30 66.75 67.30 +0.58 100 1,358 +1,358
Total Volume and Open Interest 54,274 96,376 -178
Natural Gas(NYM)
May00 000405 2.840 2.900 2.820 2.888 +0.066 40,475 60,738 -1,790
Jun00 000405 2.865 2.915 2.845 2.905 +0.061 7,934 29,248 -225
Jul00 000405 2.860 2.925 2.860 2.921 +0.059 4,339 22,135 +444
Aug00 000405 2.885 2.935 2.880 2.931 +0.054 1,576 18,312 +173
Sep00 000405 2.890 2.930 2.880 2.930 +0.051 2,049 18,193 -61
Oct00 000405 2.895 2.943 2.895 2.943 +0.049 3,178 19,382 -429
Nov00 000405 3.000 3.045 3.000 3.043 +0.044 1,514 13,481 +101
Dec00 000405 3.110 3.140 3.100 3.140 +0.036 889 17,825 +127
Total Volume and Open Interest 67,124 297,136 -1,462
Brent Crude Oil(IPE)
May00 000405 23.40 23.91 23.35 23.75 +0.10 33,486 61,235 -2,255
Jun00 000405 23.60 24.00 23.55 23.89 +0.07 23,078 61,584 +3,327
Jul00 000405 23.55 23.95 23.55 23.89 +0.12 6,949 31,847 +1,409
Aug00 000405 23.51 23.80 23.51 23.78 +0.10 3,833 15,343 +1,267
Sep00 000405 23.40 23.65 23.40 23.63 +0.09 2,085 12,560 -12
Oct00 000405 23.22 23.48 23.22 23.48 +0.12 852 13,967 -252
Nov00 000405 23.04 23.34 23.04 23.34 +0.17 712 6,077 -272
Dec00 000405 22.81 23.14 22.81 23.14 +0.19 2,874 23,997 +1,667
Total Volume and Open Interest 75,648 274,326 +6,304
Gas Oil(IPE)
Apr00 000405 197.00 205.00 196.75 205.00 +3.75 9,087 22,422 +386
May00 000405 191.00 197.00 190.50 197.00 +2.00 6,441 23,174 +924
Jun00 000405 189.75 195.25 189.75 194.75 +1.00 4,453 16,181 +516
Jul00 000405 191.00 194.50 190.75 193.50 -0.75 612 8,403 +122
Aug00 000405 192.25 196.50 192.25 194.50 -0.75 38 5,604 +38
Sep00 000405 193.25 195.75 193.25 195.75 -0.25 30 3,538 +20
Oct00 000405 194.00 197.00 194.00 197.00 unch 65 1,840 +15
Nov00 000405 198.00 198.00 198.00 198.00 unch 0 1,616 +0
Total Volume and Open Interest 21,870 103,693 +1,599
US Dollar Index(NYBOT)
Jun00 000405 104.97 105.20 104.40 105.05 +0.20 2,582 5,151 +485
Sep00 000405 104.10 104.72 104.10 104.72 +0.20 19 2,007 -1
Dec00 000405 104.39 104.39 104.39 104.39 +0.20      
Total Volume and Open Interest 2,601 7,158 +484
Australian Dollar(IMM)
Jun00 000405 60.59 60.73 60.54 60.63 +0.04 3,841 22,231 -553
Sep00 000405 60.68 60.72 60.68 60.68 +0.04 3 7 +1
Dec00 000405 60.73 60.73 60.73 60.73 +0.04 202 251 +1
Total Volume and Open Interest 4,046 22,574 -551
British Pound(IMM)
Jun00 000405 158.78 159.32 158.26 158.40 -1.28 9,245 40,464 -419
Sep00 000405 159.20 159.20 158.10 158.50 -1.28 7 31 -2
Dec00 000405 158.70 158.70 158.50 158.70 -1.28 6 224 -1
Total Volume and Open Interest 9,258 40,719 -422
Canadian Dollar(IMM)
Jun00 000405 68.83 69.12 68.79 69.09 +0.15 5,065 44,836 -175
Sep00 000405 69.02 69.26 68.99 69.25 +0.15 232 6,553 -36
Dec00 000405 69.25 69.41 69.18 69.41 +0.15 65 1,583 +3
Mar01 000405 69.57 69.58 69.57 69.57 +0.15 7 409 +4
Total Volume and Open Interest 5,370 53,474 -205
Japanese Yen(IMM)
Jun00 000405 96.36 96.68 96.25 96.54 -0.07 14,226 75,473 -1,588
Sep00 000405 98.10 98.10 97.95 98.07 -0.07 138 818 +56
Dec00 000405 99.66 99.66 99.66 99.66 -0.07 0 321 +0
Total Volume and Open Interest 14,364 76,692 -1,532
Swiss Franc(IMM)
Jun00 000405 61.92 62.13 61.44 61.57 -0.04 24,276 38,977 +47
Sep00 000405 62.47 62.60 62.00 62.09 -0.03 14 184 +5
Dec00 000405 62.90 63.10 62.50 62.60 -0.03 2 5 +0
Total Volume and Open Interest 24,292 39,166 +52
EuroFX(IMM)
Jun00 000405 97.20 97.59 96.57 96.77 -0.09 20,907 54,727 +1,909
Sep00 000405 97.92 98.10 97.25 97.37 -0.09 2 434 +0
Dec00 000405 97.97 98.48 97.85 97.97 -0.09 0 46 +0
Total Volume and Open Interest 20,909 55,207 +1,909
Mexican Peso(IMM)
Jun00 000405 10470.0 10500.0 10390.0 10468.0 -2.0 20,639 16,813 -994
Sep00 000405 10250.0 10250.0 10160.0 10205.0 -15.0 73 2,398 -30
Total Volume and Open Interest 20,728 20,640 -1,026
30-Year T-Bonds(CBOT)
Jun00 000405 98~17 99~12 97~30 98~13 -0~09 428,238 519,730 +12,903
Sep00 000405 98~07 99~05 97~27 98~08 -0~08 1,097 2,310 +116
Dec00 000405 98~16 98~27 98~03 98~03 -0~08 457 564 +128
Total Volume and Open Interest 429,792 522,806 +13,147
Municipal Bonds(CBOT)
Jun00 000405 95~26 96~13 95~15 95~25 -0~05 3,093 21,095 +817
Sep00 000405 95~00 95~00 95~00 95~00 -0~05 0 1 +0
Total Volume and Open Interest 3,093 21,096 +817
10-Year T-Notes(CBOT)
Jun00 000405 98~270 99~210 98~185 98~245 -0~080 254,361 594,793 +25,005
Sep00 000405 98~210 98~210 98~180 98~190 -0~085 1,290 2,427 +563
Total Volume and Open Interest 255,651 597,220 +25,568
5-Year T-Notes(CBOT)
Jun00 000405 99~115 99~270 99~015 99~055 -0~065 142,802 395,077 -1,096
Sep00 000405 99~035 99~035 99~035 99~035 -0~065 237 3,502 +84
Total Volume and Open Interest 143,039 398,579 -1,012
2 Year T-Notes(CBOT)
Jun00 000405 99~053 99~084 99~036 99~042 -0~014 5,074 44,188 +887
Total Volume and Open Interest 5,074 44,188 +887
3-Mth T-Bills(IMM)
Jun00 000405 94.13 94.13 94.07 94.10 0.00 191 717 +16
Total Volume and Open Interest 191 717 +16
Eurodollars(IMM)
Jun00 000405 93.455 93.480 93.360 93.390 -0.075 142,443 572,015 +7,387
Sep00 000405 93.245 93.330 93.180 93.205 -0.080 310,616 511,532 +11,814
Dec00 000405 93.080 93.190 93.010 93.030 -0.105 203,940 394,519 +10,773
Mar01 000405 93.040 93.155 92.965 92.985 -0.090 121,000 312,395 +3,183
Jun01 000405 92.970 93.085 92.905 92.925 -0.090 63,572 216,212 +6,032
Sep01 000405 92.950 93.070 92.900 92.915 -0.080 53,990 175,829 +848
Dec01 000405 92.910 93.030 92.870 92.890 -0.070 23,499 128,413 +982
Mar02 000405 92.960 93.080 92.920 92.950 -0.060 26,999 117,420 -1,417
Jun02 000405 92.995 93.080 92.945 92.960 -0.055 10,818 88,563 +977
Sep02 000405 93.000 93.090 92.950 92.970 -0.050 10,742 85,712 -444
Dec02 000405 92.955 93.050 92.895 92.930 -0.045 6,801 74,230 +1,260
Mar03 000405 93.010 93.100 92.960 92.990 -0.040 6,269 64,137 -133
Total Volume and Open Interest 1,018,146 3,175,929 +45,587
3-Mth Euro-Yen(IMM)
Jun00 000405 99.83 99.83 99.82 99.82 -0.01 687 15,856 +289
Sep00 000405 99.71 99.71 99.68 99.69 -0.01 1,613 15,788 +592
Dec00 000405 99.54 99.54 99.50 99.52 -0.01 841 8,635 -229
Mar01 000405 99.40 99.40 99.38 99.38 -0.01 502 16,948 -173
Jun01 000405 99.25 99.25 99.23 99.23 unch 108 5,133 -153
Sep01 000405 99.11 99.11 99.07 99.07 unch 32 10,663 -216
Dec01 000405 98.92 98.92 98.90 98.91 unch 126 1,229 +137
Mar02 000405 98.79 98.79 98.79 98.79 +0.01 0 1,032 +0
Jun02 000405 98.61 98.61 98.61 98.61 unch 0 79 +0
Sep02 000405 98.45 98.45 98.45 98.45 unch 0 30 +0
Total Volume and Open Interest 3,909 75,423 +247
3-Mth Euro-Yen(SIMEX)
Jun00 000405 99.82 99.83 99.82 99.83 +0.01 1,820 78,747 -801
Sep00 000405 99.69 99.71 99.67 99.70 +0.03 3,774 74,035 -2,146
Dec00 000405 99.50 99.53 99.49 99.53 +0.04 1,960 64,892 +1,064
Mar01 000405 99.38 99.40 99.35 99.39 +0.04 2,383 69,978 +306
Jun01 000405 99.22 99.26 99.20 99.25 +0.06 1,232 58,153 -1,424
Sep01 000405 99.04 99.10 99.04 99.10 +0.06 951 50,231 +978
Dec01 000405 98.90 98.93 98.90 98.93 +0.07 470 11,777 -188
Mar02 000405 98.79 98.79 98.79 98.79 +0.05 0 8,728 +0
Total Volume and Open Interest 12,590 418,842 -2,211
German Euro-Bund(EUREX)
Jun00 000405 105.95 106.47 105.83 105.94 -0.36 707,627 666,530 +24,957
Sep00 000405 105.49 105.96 105.41 105.49 -0.36 3,112 20,861 -28
Dec00 000405 104.94 104.94 104.94 104.94 -0.36 0 1,748 +659
Total Volume and Open Interest 710,739 689,139 +25,588
German Euro-Bobl(EUREX)
Jun00 000405 103.93 104.31 103.85 104.06 -0.08 254,565 323,182 +16,611
Sep00 000405 103.97 103.97 103.97 103.97 -0.05 0 1,547 +294
Dec00 000405 103.55 103.55 103.55 103.55 -0.09      
Total Volume and Open Interest 254,565 324,729 +16,905
Long Gilt(LIFFE)
Jun00 000405 113~31 114~17 113~20 114~04 -0~05 18,710 70,270 +122
Sep00 000405 114~01 114~01 114~01 114~01 -0~04 0 200 +0
Total Volume and Open Interest 19,029 70,470 +122
3-Mth Short Sterling(LIFFE)
Jun00 000405 93.45 93.50 93.43 93.47 unch 26,939 196,577 +3,085
Sep00 000405 93.26 93.35 93.23 93.30 +0.01 25,860 168,510 +3,882
Dec00 000405 93.11 93.18 93.07 93.14 +0.01 14,446 104,801 +561
Total Volume and Open Interest 93,607 747,164 +12,295
3-Mth Euribor(LIFFE)
Jun00 000405 95.940 96.010 95.925 95.960 -0.005 43,342 327,684 +7,406
Sep00 000405 95.720 95.830 95.690 95.760 +0.020 37,364 289,651 +3,569
Dec00 000405 95.460 95.605 95.450 95.525 +0.020 20,836 168,584 +3,497
Total Volume and Open Interest 173,482 1,276,605 +32,108
3-Mth Aus T-Bills(SFE)
Jun00 000405 93.71 93.79 93.63 93.67 unch 7,977 174,907 -24,874
Sep00 000405 93.37 93.41 93.30 93.34 +0.04 4,061 89,025 -17,260
Dec00 000405 93.20 93.24 93.14 93.20 +0.08 230 31,825 +581
Mar01 000405 93.09 93.15 93.04 93.10 +0.09 255 16,944 -117
Jun01 000405 93.03 93.10 92.97 93.03 +0.08 216 13,269 +105
Sep01 000405 93.00 93.02 92.93 92.98 +0.09 184 8,073 +129
Dec01 000405 92.98 92.99 92.92 92.94 +0.08 50 5,632 -145
Mar02 000405 92.96 92.96 92.89 92.91 +0.07 37 4,732 +15
Jun02 000405 92.93 92.93 92.88 92.90 +0.07 0 2,168 -15
Sep02 000405 92.88 92.89 92.88 92.89 +0.06 0 1,841 +0
Total Volume and Open Interest 13,010 352,023 -41,581
10-Year Aus T-Bonds(SFE)
Jun00 000405 93.74 93.82 93.68 93.73 +0.01 4,549 180,963 +4,518
Sep00 000405 93.56 93.56 93.56 93.56 +0.05      
Total Volume and Open Interest 4,549 180,963 +4,518
3-Year Aus T-Bonds(SFE)
Jun00 000405 93.62 93.72 93.57 93.62 +0.08 10,366 335,330 +4,995
Sep00 000405 93.45 93.45 93.45 93.45 +0.08      
Total Volume and Open Interest 10,366 335,330 +4,995
Gold(CMX)
Apr00 000405 282.0 282.9 280.5 281.0 -2.9 318 1,192 -161
Jun00 000405 285.8 286.2 283.2 283.8 -2.8 44,068 83,413 -2,511
Aug00 000405 288.8 288.8 285.8 286.4 -2.8 853 13,523 -307
Oct00 000405 289.0 289.0 289.0 289.0 -2.8 3 3,929 +0
Dec00 000405 294.0 294.5 291.7 291.7 -2.8 824 19,946 -359
Feb01 000405 293.9 293.9 293.9 293.9 -2.8 4 6,703 -4
Total Volume and Open Interest 47,557 155,378 -3,154
Silver(CMX)
May00 000405 516.0 519.0 511.5 513.7 -2.8 32,562 49,556 -8,212
Jul00 000405 521.0 523.0 515.0 517.3 -2.7 3,632 11,090 -174
Sep00 000405 525.0 525.0 520.0 521.3 -2.7 6 2,829 +0
Dec00 000405 525.0 527.5 521.5 524.5 -2.7 133 6,142 -57
Mar01 000405 530.0 530.0 527.4 527.4 -2.7 0 648 +0
Total Volume and Open Interest 36,336 73,616 -8,480
Platinum(NYM)
Apr00 000405 514.0 517.0 511.4 511.4 -5.5 215 586 -216
Jul00 000405 506.0 509.5 501.0 502.4 -5.5 1,342 8,950 +1,336
Oct00 000405 489.4 489.4 489.4 489.4 -5.5 2 0 +0
Jan01 000405 490.0 490.0 482.4 482.4 -5.5      
Total Volume and Open Interest 1,559 9,687 +1,120
Palladium(NYME)
Jun00 000405 595.00 599.00 590.00 595.70 +3.35 47 2,321 +3
Sep00 000405 590.70 590.70 590.70 590.70 +3.35 2 0 -57
Total Volume and Open Interest 49 2,378 +3
Copper(CMX)
May00 000405 79.10 79.70 78.90 79.10 -0.20 6,130 41,999 +11
Jul00 000405 79.90 80.40 79.75 79.85 -0.15 632 8,716 +363
Sep00 000405 80.85 80.95 80.60 80.60 -0.10 78 4,532 +24
Dec00 000405 81.60 81.90 81.40 81.40 -0.05 64 4,562 -4
Mar01 000405 81.90 81.90 81.90 81.90 unch 91 1,677 -46
Total Volume and Open Interest 7,228 71,752 +292
DJIA Index(CBOT)
Jun00 000405 11225 11340 11095 11155 -140 32,348 16,150 +309
Sep00 000405 11360 11480 11250 11297 -140 21 750 +4
Dec00 000405 11400 11510 11400 11447 -140 12 1,313 -5
Total Volume and Open Interest 32,381 18,219 +308
S & P 500(CME)
Jun00 000405 1498.00 1521.50 1493.00 1505.50 -14.00 140,692 366,671 +3,499
Sep00 000405 1520.50 1541.00 1516.00 1526.50 -14.00 58 5,648 +106
Dec00 000405 1549.00 1564.50 1540.50 1549.50 -14.00 236 3,409 +108
Mar01 000405 1572.50 1588.50 1564.50 1572.50 -15.00 12 239 -2
Total Volume and Open Interest 141,047 376,328 +3,715
S & P 500 E-Mini(Globex)
Jun00 000405 1518.00 1521.75 1491.25 1505.50 -14.00 95,447 23,919 -1,499
Sep00 000405 1540.50 1540.50 1522.50 1526.50 -14.00      
Total Volume and Open Interest 95,447 23,919 -1,502
NASDAQ 100(CME)
Jun00 000405 3956.00 4205.00 3925.00 4060.00 -6.00 48,307 34,071 -596
Sep00 000405 4120.00 4154.00 4024.00 4120.00 -14.00 3 16 +0
Dec00 000405 4180.00 4222.00 4092.00 4180.00 +205.00 8 6 +4
Total Volume and Open Interest 48,318 34,093 -592
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000405 4080.0 4213.5 3929.0 4060.0 -6.0 44,126 11,975 +473
Sep00 000405 4120.0 4120.0 4120.0 4120.0 -14.0      
Total Volume and Open Interest 44,126 11,975 +473
NYSE Composite(NYBOT)
Jun00 000405 652.50 662.50 652.00 657.75 -3.50 1,874 2,708 -14
Sep00 000405 667.25 667.25 665.55 665.55 -3.50 0 250 +0
Dec00 000405 670.00 673.35 670.00 673.35 -3.50      
Total Volume and Open Interest 0 1,995 +0
S & P Midcap 400(CME)
Jun00 000405 475.00 489.50 470.00 480.00 +1.00 2,912 12,264 -187
Sep00 000405 485.50 486.50 485.50 485.50 +1.00 0 2 +0
Dec00 000405 491.50 492.50 491.50 491.50 +1.00      
Total Volume and Open Interest 2,912 12,266 -187
Russell 2000(CME)
Jun00 000405 499.00 534.50 492.50 528.00 +22.50 3,581 13,134 +94
Sep00 000405 534.50 534.50 534.50 534.50 +22.50      
Dec00 000405 542.05 542.05 542.05 542.05 +22.50      
Total Volume and Open Interest 3,581 13,134 +94
Value Line(KCBT)
Jun00 000405 1046.00 1073.50 1046.00 1062.50 +4.50 135 146 -5
Total Volume and Open Interest 135 147 -5
Nikkei 225(CME)
Jun00 000405 20330 20500 20310 20485 +155 4,558 13,813 +763
Sep00 000405 20400 20500 20400 20485 +155 0 2 +0
Total Volume and Open Interest 4,558 13,815 +763
Nikkei 225(SIMEX)
Jun00 000405 20455 20650 20360 20475 -120 10,918 96,438 +745
Sep00 000405 20490 20490 20490 20490 -120 0 9,728 +0
Dec00 000405 20470 20470 20470 20470 -120 0 2,063 +0
Total Volume and Open Interest 30,506 119,049 -1,195
CAC 40(MATIF)
Apr00 000405 6130.0 6220.0 5925.0 6060.0 -99.0 54,436 116,711 -869
May00 000405 6156.0 6156.0 5926.0 6027.5 -146.5 97 54 +33
Jun00 000405 6155.0 6195.0 5925.0 6025.5 -146.5 1,447 49,778 +434
Total Volume and Open Interest 55,980 212,676 -352
DAX Index(EUREX)
Jun00 000405 7522.0 7577.5 7245.0 7346.0 -236.0 34,325 345,330 +1,136
Sep00 000405 7624.0 7651.5 7336.5 7421.5 -238.0 125 625 -7
Dec00 000405 7600.0 7600.0 7410.0 7506.0 -237.5 13 208 +1
Total Volume and Open Interest 34,463 346,163 +1,130
FT-SE 100(LIFFE)
Jun00 000405 6315.00 6462.50 6305.00 6398.50 -27.00 36,769 210,332 +5,904
Sep00 000405 6473.50 6473.50 6466.50 6466.50 -29.00 19 1,058 -18
Dec00 000405 6557.50 6557.50 6557.50 6557.50 -97.00 0 7 +0
Total Volume and Open Interest 37,589 211,397 +5,886
SPI 200(SFE)
Jun00 000405 3198.0 3211.0 3185.0 3187.0 -43.0 8,356 123,458 +4,272
Sep00 000405 3208.0 3208.0 3206.0 3206.0 -44.0 550 4,584 +173
Dec00 000405 3227.0 3227.0 3227.0 3227.0 -43.0 196 2,176 +56
Total Volume and Open Interest 9,102 131,084 +4,501
GSCI(CME)
Apr00 000405 199.40 201.75 198.45 200.95 +1.80 337 36,440 +71
May00 000405 200.70 201.50 199.10 200.95 +1.35 339 868 +300
Jun00 000405 200.20 200.20 198.70 200.20 +1.20 0 42 +0
Total Volume and Open Interest 676 37,350 +371
Bridge CRB Index(NYBOT)
Jun00 000405 213.20 214.30 213.00 214.20 +0.50 115 1,196 -25
Aug00 000405 215.80 215.80 215.80 215.80 +0.50 21 531 -13
Nov00 000405 216.50 216.50 216.50 216.50 +0.50 0 12 +0
Total Volume and Open Interest 270 3,327 -67
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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