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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 April 21, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000420 531.50 537.00 529.75 536.25 -1.25 14,721 41,008 -3,907
Jul00 000420 543.50 550.00 541.50 549.00 -1.75 26,861 81,758 +3,189
Aug00 000420 547.50 553.00 547.00 552.50 -1.75 827 8,461 -67
Sep00 000420 549.00 555.00 548.50 555.00 -1.50 742 6,014 +369
Nov00 000420 556.00 562.00 555.00 561.50 -2.25 4,159 46,085 +682
Jan01 000420 564.50 569.50 564.50 569.50 -2.00 72 3,566 -19
Mar01 000420 570.00 577.00 570.00 577.00 -1.50 193 2,847 +66
Total Volume and Open Interest 47,909 194,852 +522
Soybean Meal(CBOT)
May00 000420 167.00 169.50 166.60 169.20 +0.50 10,040 29,774 -3,374
Jul00 000420 168.20 170.60 168.00 170.10 -0.10 7,566 46,226 +549
Aug00 000420 168.50 170.40 168.20 170.10 -0.10 950 10,716 +124
Sep00 000420 168.50 170.30 168.40 170.30 unch 195 6,747 +39
Oct00 000420 168.50 170.50 168.50 170.50 -0.10 261 6,974 +71
Dec00 000420 170.90 172.70 170.70 172.20 -0.20 1,257 15,725 +235
Jan01 000420 172.00 173.00 172.00 172.80 -0.20 59 1,278 +24
Mar01 000420 173.50 174.00 173.50 173.50 unch 160 2,065 +38
Total Volume and Open Interest 20,702 120,985 -2,181
Soybean Oil(CBOT)
May00 000420 18.32 18.61 18.31 18.56 -0.01 12,411 31,273 -4,425
Jul00 000420 18.72 19.00 18.68 18.94 unch 15,144 62,804 +2,913
Aug00 000420 18.90 19.15 18.88 19.12 -0.01 1,044 12,099 +216
Sep00 000420 19.05 19.25 19.05 19.25 -0.04 558 8,270 -60
Oct00 000420 19.23 19.46 19.23 19.43 -0.03 624 6,592 -175
Dec00 000420 19.55 19.86 19.50 19.81 unch 1,952 20,167 +203
Jan01 000420 19.80 20.10 19.80 20.09 -0.01 238 8,178 +42
Mar01 000420 20.33 20.33 20.33 20.33 -0.05 76 2,854 +76
Total Volume and Open Interest 32,688 157,834 -569
Canola(WCE)
May00 000420 270.5 271.7 270.0 271.1 -0.8 3,721 10,739 -4,911
Jul00 000420 276.0 278.1 276.0 277.5 -0.6 6,679 27,436 +1,215
Aug00 000420 280.5 280.5 280.5 280.5 -2.5 11 2,874 +0
Sep00 000420 284.0 284.0 284.0 284.0 -0.5 11 660 +0
Nov00 000420 289.5 289.7 288.0 289.3 -0.6 1,678 18,748 -270
Total Volume and Open Interest 12,248 63,727 -3,926
Corn(CBOT)
May00 000420 225.00 227.75 224.75 226.75 -1.00 26,523 98,285 -5,440
Jul00 000420 233.50 236.50 233.50 235.75 -1.00 30,772 203,659 +5,030
Sep00 000420 241.50 244.75 241.50 243.50 -1.25 4,174 51,606 +3,145
Nov00 000420 248.50 250.25 248.50 249.25 -1.75 0 907 +0
Dec00 000420 250.50 254.50 250.25 253.75 -0.75 10,129 115,441 +751
Jan01 000420 256.00 258.00 256.00 257.25 -1.00 65 84 +64
Total Volume and Open Interest 72,169 493,533 +3,734
Wheat(CBOT)
May00 000420 250.50 252.50 248.50 251.00 -2.00 6,693 30,411 -1,842
Jul00 000420 263.00 264.50 259.50 263.00 -2.25 14,046 68,184 +873
Sep00 000420 275.00 275.25 272.00 275.00 -1.75 1,388 11,332 +415
Dec00 000420 288.00 290.25 287.00 290.00 -1.00 1,111 15,951 +206
Mar01 000420 303.00 303.25 300.50 302.75 -1.50 265 3,381 +192
Total Volume and Open Interest 23,555 130,196 -148
Wheat(KCBT)
May00 000420 277.00 280.00 276.25 279.50 +0.25 3,813 15,880 -2,191
Jul00 000420 288.50 291.00 287.00 290.50 +0.25 5,512 34,806 +1,342
Sep00 000420 298.00 300.75 297.50 300.25 -0.25 578 4,504 +457
Dec00 000420 312.50 315.50 311.75 315.00 unch 348 8,510 +144
Mar01 000420 325.00 327.00 324.00 327.00 -1.00 24 803 -8
Total Volume and Open Interest 10,275 64,994 -256
Wheat(MGE)
May00 000420 317.00 320.00 316.50 319.50 +0.75 1,626 8,692 -206
Jul00 000420 329.00 331.00 327.50 330.75 +1.25 1,919 7,255 +127
Sep00 000420 339.00 342.00 337.75 342.00 +1.75 722 5,081 +381
Dec00 000420 352.00 356.00 352.00 356.00 +2.00 82 1,911 +17
Mar01 000420 364.00 366.00 364.00 366.00 +2.00 0 209 +0
Total Volume and Open Interest 4,349 23,192 +319
Oats(CBOT)
May00 000420 125.50 126.75 124.50 125.75 +0.75 1,051 2,549 -673
Jul00 000420 123.00 124.00 121.50 123.25 +1.00 884 9,353 +358
Sep00 000420 123.00 125.25 123.00 124.00 +1.00 73 1,967 +67
Dec00 000420 129.25 129.50 129.00 129.50 +0.50 43 3,757 +14
Total Volume and Open Interest 2,051 17,963 -234
Rough Rice(CBOT)
May00 000420 5.25 5.33 5.22 5.33 -0.01 1,368 2,844 -147
Jul00 000420 5.42 5.64 5.42 5.63 -0.02 1,457 2,595 +167
Sep00 000420 6.50 6.53 6.45 6.52 -0.03 40 647 +19
Nov00 000420 6.60 6.64 6.60 6.64 -0.01 53 1,103 +32
Total Volume and Open Interest 2,965 7,385 +89
Live Cattle(CME)
Apr00 000420 74.100 74.100 73.450 73.525 -0.625 4,891 9,302 -2,543
Jun00 000420 69.550 69.550 69.025 69.075 -0.450 9,242 55,006 +942
Aug00 000420 69.550 69.550 69.225 69.300 -0.225 2,735 26,151 +166
Oct00 000420 72.300 72.300 72.075 72.150 -0.200 1,052 16,773 +267
Dec00 000420 73.575 73.575 73.325 73.400 -0.150 200 6,785 +22
Feb01 000420 74.475 74.475 74.275 74.400 -0.075 62 3,250 +6
Total Volume and Open Interest 18,210 121,059 -1,134
Feeder Cattle(CME)
Apr00 000420 84.350 84.350 84.275 84.300 -0.125 262 2,207 -139
May00 000420 84.400 84.400 84.000 84.025 -0.275 644 8,307 -135
Aug00 000420 86.250 86.250 85.775 85.850 -0.350 525 6,737 -40
Sep00 000420 86.150 86.150 85.850 85.900 -0.350 32 1,829 +3
Oct00 000420 86.700 86.700 86.500 86.525 -0.175 72 1,833 +4
Nov00 000420 87.650 87.650 87.450 87.500 -0.250 81 1,283 +14
Jan01 000420 87.650 87.725 87.500 87.725 -0.025 18 565 +14
Total Volume and Open Interest 1,637 22,783 -277
Lean Hogs(CME)
Jun00 000420 76.050 76.850 75.550 76.700 +0.650 3,785 35,566 -85
Jul00 000420 72.850 73.500 72.450 73.450 +0.675 2,460 10,777 +308
Aug00 000420 69.200 69.650 68.850 69.550 +0.300 1,561 9,749 +131
Oct00 000420 61.100 61.400 60.850 61.375 +0.275 278 4,739 +9
Dec00 000420 58.650 59.150 58.600 58.900 +0.200 168 3,635 +16
Feb01 000420 59.300 59.500 59.150 59.300 unch 121 910 +41
Apr01 000420 57.050 57.325 57.050 57.325 +0.325 0 165 +0
Jun01 000420 64.900 64.900 64.850 64.900 -0.400 11 21 +3
Total Volume and Open Interest 8,384 72,117 +466
Pork Bellies(CME)
May00 000420 97.950 98.225 96.800 97.650 -0.550 1,001 4,003 -120
Jul00 000420 95.700 95.900 94.700 95.350 -0.450 629 1,999 +46
Aug00 000420 92.500 92.700 91.850 92.200 -0.350 127 590 +48
Feb01 000420 72.500 72.500 72.500 72.500 +3.000 0 2 +0
Mar01 000420 72.000 72.000 72.000 72.000 +3.000 0 2 +0
Total Volume and Open Interest 1,757 6,596 -26
Cocoa(NYBOT)
May00 000420 813 815 794 803 -10 430 398 -214
Jul00 000420 847 848 827 838 -8 5,939 39,977 -116
Sep00 000420 872 874 855 865 -7 756 22,332 -68
Dec00 000420 909 909 894 902 -8 805 12,043 +466
Mar01 000420 947 947 935 938 -8 106 8,056 +4
May01 000420 961 963 960 963 -8 0 5,455 +0
Jul01 000420 996 996 988 988 -8 0 6,990 +0
Total Volume and Open Interest 8,127 101,337 +123
Coffee "C"(NYBOT)
May00 000420 95.70 98.20 95.70 97.75 +2.05 2,932 4,422 -3,163
Jul00 000420 99.40 102.00 99.35 101.60 +2.20 4,885 29,924 +1,117
Sep00 000420 102.75 104.75 102.70 104.65 +2.30 1,055 11,186 +64
Dec00 000420 106.75 108.75 106.50 108.45 +2.30 255 4,561 +44
Mar01 000420 110.25 112.15 110.25 112.15 +2.20 7 1,449 +13
May01 000420 113.00 114.35 113.00 114.35 +2.15 0 125 +0
Total Volume and Open Interest 9,134 51,684 -1,925
Orange Juice(NYBOT)
May00 000420 84.00 84.20 83.05 83.35 -0.70 1,308 6,759 -409
Jul00 000420 83.65 83.80 82.80 83.00 -0.65 1,143 8,822 +468
Sep00 000420 83.50 83.50 82.60 82.70 -0.85 100 3,043 -16
Nov00 000420 83.25 83.50 82.60 82.60 -0.85 19 1,255 -12
Jan01 000420 83.50 83.75 83.25 83.25 -0.45 2 749 +0
Total Volume and Open Interest 2,573 21,529 +32
Sugar #11(NYBOT)
May00 000420 6.35 6.49 6.31 6.44 +0.03 8,930 21,495 -3,490
Jul00 000420 6.49 6.64 6.42 6.55 +0.01 29,943 104,249 +9,026
Oct00 000420 6.75 6.88 6.70 6.84 +0.05 6,714 37,637 +1,703
Mar01 000420 6.93 7.03 6.90 7.00 +0.03 2,085 23,580 +352
May01 000420 6.97 7.06 6.95 7.05 +0.03 499 3,649 -26
Total Volume and Open Interest 48,415 199,540 +7,561
London Cocoa(LCE)
May00 000420 595 606 593 600 -9 1,951 19,886 -1,603
Jul00 000420 601 609 595 604 -9 1,653 39,488 +426
Sep00 000420 623 628 616 625 -9 162 28,333 +114
Dec00 000420 658 663 650 658 -8 817 27,963 +271
Mar01 000420 672 673 665 672 -8 3,467 20,954 +2,479
May01 000420 690 690 680 686 -8 50 9,282 +38
Jul01 000420 702 703 700 700 -8 0 4,868 +0
Total Volume and Open Interest 11,300 160,300 +4,925
London Coffee(LCE)
May00 000420 935.00 935.00 924.00 926.00 -4.00 2,027 18,661 -1,207
Jul00 000420 952.00 955.00 943.00 946.00 -4.00 2,965 29,778 +998
Sep00 000420 965.00 966.00 956.00 956.00 -5.00 418 10,623 +234
Nov00 000420 978.00 980.00 973.00 973.00 -4.00 203 4,767 +45
Jan01 000420 988.00 988.00 986.00 986.00 -3.00 22 1,461 +8
Mar01 000420 1009.00 1009.00 999.00 999.00 -1.00 59 762 +42
Total Volume and Open Interest 5,694 66,080 +120
London Sugar(LCE)
May00 000414 190.80 194.60 188.00 189.50 -1.30 2,157 2,521 -1,172
Aug00 000420 196.50 199.40 196.50 199.40 +1.30 2,640 25,717 -170
Oct00 000420 198.20 200.50 197.10 200.50 +1.90 1,236 10,367 -3
Dec00 000420 200.90 201.80 200.90 201.80 +1.20 484 977 +328
Mar01 000420 203.00 205.50 203.00 205.50 +1.30 342 1,329 +316
Total Volume and Open Interest 4,749 40,348 +518
Cotton(NYBOT)
May00 000420 56.25 57.00 56.15 56.42 -0.20 4,426 5,578 -1,825
Jul00 000420 57.45 58.25 57.30 57.92 +0.21 7,532 31,101 +775
Oct00 000420 58.10 58.85 58.10 58.85 +0.15 103 1,345 +48
Dec00 000420 59.15 59.55 59.05 59.33 +0.10 1,503 14,161 +136
Mar01 000420 60.50 60.50 60.30 60.46 +0.23 99 1,494 +61
May01 000420 61.00 61.00 61.00 61.00 +0.27 76 700 +6
Total Volume and Open Interest 13,782 54,790 -790
Lumber(CME)
May00 000420 303.9 304.5 298.1 298.3 -4.4 678 2,007 -4
Jul00 000420 309.6 310.3 305.3 305.7 -3.1 238 1,019 +50
Sep00 000420 310.2 311.0 306.7 308.4 -2.9 14 198 +4
Nov00 000420 307.0 307.5 303.1 303.1 -4.1 14 75 +2
Total Volume and Open Interest 944 3,302 +52
Crude Oil(NYM)
Jun00 000420 25.75 25.98 25.49 25.88 +0.08 102,207 122,276 -4,795
Jul00 000420 25.15 25.46 25.00 25.34 +0.09 32,934 58,560 +4,457
Aug00 000420 24.88 25.10 24.78 24.98 +0.07 6,445 33,962 +1,912
Sep00 000420 24.66 24.75 24.42 24.69 +0.07 4,285 22,468 +553
Oct00 000420 24.38 24.41 24.18 24.41 +0.07 3,986 18,989 +655
Nov00 000420 24.13 24.13 24.13 24.13 +0.06 1,634 15,475 -136
Dec00 000420 23.69 23.91 23.67 23.86 +0.06 7,716 38,188 +366
Jan01 000420 23.46 23.60 23.46 23.60 +0.06 3,209 14,198 -25
Feb01 000420 23.35 23.35 23.35 23.35 +0.05 501 6,311 +139
Mar01 000420 23.12 23.12 23.10 23.10 +0.04 108 6,496 +0
Total Volume and Open Interest 230,409 447,226 -14,653
Heating Oil(NYM)
May00 000420 77.20 78.00 74.65 75.72 -1.13 33,871 107,732 +3,450
Jun00 000420 68.90 69.20 67.50 68.24 -0.51 33,871 107,732 +3,450
Jul00 000420 66.15 66.20 65.15 65.79 -0.36 3,338 13,535 +481
Aug00 000420 65.40 65.80 64.85 65.34 -0.31 819 8,100 +41
Sep00 000420 65.40 65.90 65.20 65.69 -0.31 560 6,175 +291
Oct00 000420 66.15 66.30 65.80 65.99 -0.31 139 4,010 +33
Nov00 000420 66.30 66.55 66.00 66.24 -0.31 861 4,825 +473
Dec00 000420 66.50 66.80 66.00 66.49 -0.31 2,272 12,921 +339
Jan01 000420 66.65 66.70 66.00 66.44 -0.31 961 4,635 +231
Feb01 000420 65.75 65.75 64.80 65.54 -0.31 81 3,679 -23
Total Volume and Open Interest 33,871 107,732 +3,450
Unleaded Gas(NYM)
May00 000420 84.90 85.90 84.40 85.52 +0.19 16,330 26,532 -610
Jun00 000420 82.10 83.20 81.80 82.70 +0.25 13,655 27,096 +1,782
Jul00 000420 79.20 80.20 79.10 79.75 +0.20 3,498 17,696 +270
Aug00 000420 77.15 77.15 76.30 76.90 +0.15 1,566 15,166 -228
Sep00 000420 74.05 74.40 73.70 74.20 +0.05 2,145 15,331 +551
Oct00 000420 69.90 70.40 69.90 70.40 -0.05 859 6,565 +444
Nov00 000420 68.65 68.65 68.65 68.65 -0.05 111 3,168 -26
Dec00 000420 67.15 67.15 67.15 67.15 -0.05 210 0 +0
Total Volume and Open Interest 38,374 113,184 +2,183
Natural Gas(NYM)
May00 000420 3.060 3.085 3.045 3.073 +0.018 38,424 44,708 -5,537
Jun00 000420 3.080 3.105 3.060 3.088 +0.013 20,106 52,524 +6,604
Jul00 000420 3.090 3.115 3.080 3.102 +0.012 4,318 23,702 +382
Aug00 000420 3.090 3.125 3.090 3.115 +0.013 3,603 21,081 +51
Sep00 000420 3.090 3.125 3.090 3.111 +0.014 4,574 21,866 +1,058
Oct00 000420 3.100 3.125 3.100 3.119 +0.013 2,573 22,303 -140
Nov00 000420 3.200 3.215 3.200 3.209 +0.013 2,304 15,358 +1,119
Dec00 000420 3.295 3.310 3.285 3.304 +0.009 684 20,404 +228
Total Volume and Open Interest 79,828 333,803 +4,360
Brent Crude Oil(IPE)
Jun00 000420 23.75 23.97 23.55 23.83 +0.06 39,180 89,526 +3,357
Jul00 000420 23.74 23.94 23.51 23.75 +0.07 15,179 45,666 +2,653
Aug00 000420 23.59 23.70 23.40 23.59 +0.05 5,630 21,674 +1,977
Sep00 000420 23.41 23.47 23.22 23.38 +0.03 2,068 15,683 +534
Oct00 000420 23.18 23.34 23.12 23.24 +0.03 1,048 12,279 +278
Nov00 000420 23.15 23.19 22.95 23.11 +0.03 247 6,007 -60
Dec00 000420 22.90 22.97 22.75 22.90 +0.02 4,481 26,561 -199
Jan01 000420 22.59 22.64 22.50 22.64 +0.02 620 10,050 +339
Total Volume and Open Interest 70,848 271,427 +10,863
Gas Oil(IPE)
May00 000420 212.00 212.25 209.25 210.75 +1.25 13,488 22,125 -1,832
Jun00 000420 203.50 204.00 200.50 202.00 +0.75 10,003 22,971 +20
Jul00 000420 199.50 199.50 197.00 198.50 +1.00 3,054 10,208 +1,019
Aug00 000420 198.75 199.25 197.25 198.75 +1.00 925 7,182 +251
Sep00 000420 198.50 199.75 198.50 199.75 +1.00 156 4,236 +53
Oct00 000420 201.00 201.25 199.50 200.50 +1.00 23 1,850 +23
Nov00 000420 201.25 201.25 201.25 201.25 +1.25 0 1,604 +0
Dec00 000420 202.25 202.50 200.50 202.00 +1.50 3,294 15,279 -546
Total Volume and Open Interest 30,943 87,990 -1,012
US Dollar Index(NYBOT)
Jun00 000420 106.89 107.32 106.80 107.27 +0.33 1,390 6,095 +331
Sep00 000420 106.92 106.92 106.92 106.92 +0.33 7 2,017 +7
Dec00 000420 106.56 106.56 106.56 106.56 +0.32      
Total Volume and Open Interest 1,397 8,112 +338
Australian Dollar(IMM)
Jun00 000420 59.40 59.55 59.30 59.33 -0.26 2,360 25,165 +412
Sep00 000420 59.50 59.50 59.38 59.38 -0.26 0 21 +0
Dec00 000420 59.43 59.43 59.43 59.43 -0.26 0 80 +0
Total Volume and Open Interest 2,660 25,531 +562
British Pound(IMM)
Jun00 000420 158.12 158.14 157.84 157.94 +0.02 5,416 41,450 -341
Sep00 000420 158.00 158.20 157.90 158.08 +0.02 93 64 +29
Dec00 000420 158.30 158.30 158.30 158.30 +0.02 0 225 +0
Total Volume and Open Interest 5,512 41,739 -312
Canadian Dollar(IMM)
Jun00 000420 67.94 68.06 67.92 67.94 -0.04 6,223 56,885 -1,179
Sep00 000420 68.13 68.22 68.09 68.09 -0.04 114 7,109 +21
Dec00 000420 68.28 68.30 68.25 68.25 -0.04 89 1,662 -14
Mar01 000420 68.41 68.41 68.41 68.41 -0.04 3 431 +0
Total Volume and Open Interest 6,429 66,183 -1,172
Japanese Yen(IMM)
Jun00 000420 96.22 96.32 95.68 95.81 -0.60 11,401 74,339 +558
Sep00 000420 97.49 97.58 97.30 97.34 -0.60 0 886 -2
Dec00 000420 98.94 98.94 98.94 98.94 -0.60 8 328 +2
Total Volume and Open Interest 11,409 75,633 +558
Swiss Franc(IMM)
Jun00 000420 59.92 60.09 59.80 59.85 -0.36 9,667 42,720 +1,559
Sep00 000420 60.50 60.60 60.30 60.36 -0.36 65 195 +5
Dec00 000420 60.86 60.86 60.80 60.86 -0.36 16 6 +2
Total Volume and Open Interest 9,748 42,921 +1,566
EuroFX(IMM)
Jun00 000420 94.13 94.33 93.88 94.00 -0.32 16,688 59,891 +620
Sep00 000420 94.80 94.85 94.50 94.57 -0.32 65 1,254 -32
Dec00 000420 95.14 95.14 95.10 95.14 -0.32 0 48 +0
Total Volume and Open Interest 16,753 61,193 +588
Mexican Peso(IMM)
Jun00 000420 10470.0 10500.0 10445.0 10483.0 +35.0 1,905 15,543 +505
Sep00 000420 10228.0 10228.0 10228.0 10228.0 +35.0 50 2,407 +20
Total Volume and Open Interest 1,956 19,363 +525
30-Year T-Bonds(CBOT)
Jun00 000420 98~01 98~12 97~23 98~02 +0~02 204,574 504,479 +3,223
Sep00 000420 97~28 98~08 97~21 97~30 +0~02 439 4,826 -7
Dec00 000420 97~29 97~29 97~29 97~29 +0~02 101 2,244 -1
Total Volume and Open Interest 205,114 511,756 +3,217
Municipal Bonds(CBOT)
Jun00 000420 94~19 94~31 94~14 94~19 -0~04 1,268 22,693 -105
Sep00 000420 93~29 93~29 93~29 93~29 -0~04 0 1 +0
Total Volume and Open Interest 1,268 22,694 -105
10-Year T-Notes(CBOT)
Jun00 000420 98~100 98~140 98~010 98~075 -0~020 126,019 619,937 -4,782
Sep00 000420 98~020 98~020 98~020 98~020 -0~020 10 5,048 -30
Total Volume and Open Interest 126,029 624,985 -4,812
5-Year T-Notes(CBOT)
Jun00 000420 98~280 98~315 98~225 98~285 -0~020 57,294 417,443 +4,274
Sep00 000420 98~280 98~280 98~280 98~280 -0~020 2 6,287 +0
Total Volume and Open Interest 57,296 423,730 +4,274
2 Year T-Notes(CBOT)
Jun00 000420 99~041 99~043 99~027 99~036 -0~011 3,105 43,761 +844
Total Volume and Open Interest 3,105 43,761 +844
3-Mth T-Bills(IMM)
Jun00 000420 94.07 94.07 94.07 94.07 unch 3 699 +0
Total Volume and Open Interest 3 699 +0
Eurodollars(IMM)
Jun00 000420 93.410 93.410 93.390 93.405 -0.010 48,237 529,118 +225
Sep00 000420 93.220 93.225 93.195 93.210 -0.020 82,379 495,555 -749
Dec00 000420 93.065 93.065 93.025 93.045 -0.025 74,427 430,086 -1,334
Mar01 000420 93.045 93.045 92.995 93.015 -0.035 42,714 358,225 -195
Jun01 000420 92.975 92.980 92.925 92.950 -0.035 28,615 239,182 -2,856
Sep01 000420 92.930 92.940 92.900 92.930 -0.025 13,956 184,535 +560
Dec01 000420 92.880 92.880 92.850 92.870 -0.020 8,026 126,540 +626
Mar02 000420 92.935 92.945 92.910 92.935 -0.020 11,067 114,263 -581
Jun02 000420 92.945 92.955 92.925 92.945 -0.015 3,273 86,217 -306
Sep02 000420 92.945 92.960 92.930 92.950 -0.010 4,852 83,101 +767
Dec02 000420 92.905 92.910 92.875 92.900 -0.005 3,518 70,300 +63
Mar03 000420 92.950 92.960 92.925 92.950 unch 4,367 63,532 -275
Total Volume and Open Interest 349,109 3,182,578 -43,384
3-Mth Euro-Yen(IMM)
Jun00 000420 99.83 99.85 99.83 99.84 unch 721 18,573 +34
Sep00 000420 99.69 99.69 99.69 99.69 unch 1,266 19,745 +20
Dec00 000420 99.50 99.51 99.50 99.50 -0.01 704 12,542 +957
Mar01 000420 99.38 99.38 99.37 99.37 -0.01 481 23,625 +1,181
Jun01 000420 99.22 99.23 99.22 99.23 -0.02 310 4,414 -628
Sep01 000420 99.08 99.08 99.08 99.08 -0.02 909 13,603 -192
Dec01 000420 98.93 98.94 98.93 98.94 +0.01 15 1,394 -1
Mar02 000420 98.82 98.82 98.82 98.82 unch 0 1,188 +0
Jun02 000420 98.67 98.67 98.67 98.67 unch 0 79 +0
Sep02 000420 98.45 98.45 98.45 98.45 unch 0 30 +0
Total Volume and Open Interest 4,406 95,223 +1,371
3-Mth Euro-Yen(SIMEX)
Jun00 000421 99.83 99.85 99.83 99.85 +0.01 4,045 83,288 -526
Sep00 000421 99.69 99.71 99.68 99.71 +0.02 6,166 71,088 -1,314
Dec00 000421 99.50 99.52 99.50 99.51 +0.01 6,039 75,061 +893
Mar01 000421 99.36 99.38 99.36 99.38 +0.01 4,242 80,278 +73
Jun01 000421 99.22 99.24 99.22 99.24 +0.01 1,395 60,234 -844
Sep01 000421 99.08 99.10 99.08 99.10 +0.02 3,194 60,443 -2,143
Dec01 000421 98.94 98.94 98.94 98.94 +0.01 535 14,453 -19
Mar02 000421 98.82 98.82 98.82 98.82 unch 212 9,881 +102
Total Volume and Open Interest 25,828 457,127 -3,778
German Euro-Bund(EUREX)
Jun00 000420 105.26 105.28 104.82 104.92 -0.24 380,560 632,434 -12,469
Sep00 000420 104.71 104.71 104.46 104.47 -0.24 2,451 31,992 +1,666
Dec00 000420 103.92 103.92 103.92 103.92 -0.24 0 2,229 +1,000
Total Volume and Open Interest 383,011 666,655 -9,803
German Euro-Bobl(EUREX)
Jun00 000420 103.54 103.59 103.31 103.33 -0.21 120,797 322,271 -567
Sep00 000420 103.26 103.26 103.26 103.26 -0.19 0 3,587 +624
Dec00 000420 102.73 102.73 102.73 102.73 -0.26 0 230 +0
Total Volume and Open Interest 120,797 326,088 +57
Long Gilt(LIFFE)
Jun00 000420 113~03 113~09 112~27 112~31 -0~03 12,358 64,257 -77
Sep00 000420 112~27 112~27 112~27 112~27 -0~03 4 202 +0
Total Volume and Open Interest 12,362 64,459 -77
3-Mth Short Sterling(LIFFE)
Jun00 000420 93.55 93.56 93.53 93.54 -0.02 16,411 208,829 -2,527
Sep00 000420 93.37 93.37 93.33 93.34 -0.03 15,057 193,042 +831
Dec00 000420 93.21 93.22 93.18 93.19 -0.02 10,268 110,808 -792
Total Volume and Open Interest 51,229 792,760 -8,751
3-Mth Euribor(LIFFE)
Jun00 000420 95.845 95.850 95.800 95.805 -0.030 45,958 315,341 -3,664
Sep00 000420 95.615 95.625 95.535 95.545 -0.065 42,460 178,126 -90,399
Dec00 000420 95.380 95.390 95.300 95.310 -0.070 17,729 125,045 -51,245
Total Volume and Open Interest 140,307 1,221,058 +2,528
3-Mth Aus T-Bills(SFE)
Jun00 000420 93.90 93.91 93.85 93.86 -0.02 7,090 203,566 -7,700
Sep00 000420 93.71 93.71 93.66 93.68 -0.01 8,138 117,076 +592
Dec00 000420 93.56 93.56 93.53 93.54 -0.03 2,373 42,887 -2,525
Mar01 000420 93.46 93.46 93.42 93.43 -0.04 646 18,810 +333
Jun01 000420 93.38 93.38 93.32 93.33 -0.05 340 14,239 +668
Sep01 000420 93.29 93.29 93.24 93.24 -0.05 314 8,765 +167
Dec01 000420 93.21 93.22 93.16 93.16 -0.06 152 5,822 -8
Mar02 000420 93.18 93.18 93.11 93.11 -0.07 228 5,183 +178
Jun02 000420 93.12 93.12 93.07 93.07 -0.06 25 2,306 +0
Sep02 000420 93.07 93.07 93.02 93.02 -0.06 35 2,060 -40
Total Volume and Open Interest 19,376 424,560 -8,300
10-Year Aus T-Bonds(SFE)
Jun00 000420 93.78 93.79 93.69 93.72 -0.07 16,654 160,499 -8,380
Sep00 000420 93.55 93.55 93.55 93.55 -0.03      
Total Volume and Open Interest 16,654 160,499 -8,380
3-Year Aus T-Bonds(SFE)
Jun00 000420 93.89 93.90 93.79 93.80 -0.05 34,407 312,674 +11,928
Sep00 000420 93.63 93.63 93.63 93.63 -0.05      
Total Volume and Open Interest 34,407 312,674 +11,928
Gold(CMX)
Apr00 000420 280.0 280.0 279.5 279.7 -0.8 20 57 -36
Jun00 000420 282.7 282.7 280.8 281.5 -1.0 11,574 81,545 +84
Aug00 000420 284.7 284.7 283.2 284.1 -1.0 700 13,777 -298
Oct00 000420 286.8 286.8 286.8 286.8 -1.0 25 3,819 +3
Dec00 000420 290.5 290.5 289.3 289.5 -1.0 58 20,178 +27
Feb01 000420 291.8 291.8 291.8 291.8 -1.0 22 6,777 +0
Total Volume and Open Interest 12,399 153,380 -170
Silver(CMX)
May00 000420 513.0 513.5 497.0 500.0 -13.3 5,442 40,594 -2,351
Jul00 000420 517.0 518.0 503.0 504.4 -12.8 3,437 21,889 +2,372
Sep00 000420 518.0 518.0 507.0 507.7 -12.6 40 2,812 +15
Dec00 000420 525.5 525.5 511.2 511.2 -12.6 9 6,788 +0
Mar01 000420 513.4 513.4 513.4 513.4 -12.6 18 791 -1
Total Volume and Open Interest 8,982 76,918 +42
Platinum(NYM)
Apr00 000420 497.5 515.0 497.5 497.8 -9.0 63 92 -45
Jul00 000420 462.0 469.0 456.2 462.8 -9.0 1,384 7,976 -267
Oct00 000420 447.8 447.8 447.8 447.8 -9.0 126 383 +383
Jan01 000420 436.8 436.8 436.8 436.8 -9.0      
Total Volume and Open Interest 1,573 8,470 -214
Palladium(NYME)
Jun00 000420 560.00 569.90 560.00 562.10 -12.20 60 2,250 +4
Sep00 000420 560.10 560.10 560.10 560.10 -12.20 0 100 +100
Dec00 000420 553.10 553.10 553.10 553.10 -12.20 0 10 +10
Total Volume and Open Interest 60 2,619 +4
Copper(CMX)
May00 000420 76.50 77.20 76.45 76.60 -0.30 6,480 36,549 -1,985
Jul00 000420 77.40 78.10 77.40 77.50 -0.40 2,862 16,968 +1,170
Sep00 000420 78.40 78.65 78.25 78.25 -0.40 309 6,014 +116
Dec00 000420 79.30 79.70 79.15 79.15 -0.40 158 5,396 +75
Mar01 000420 80.20 80.20 79.75 79.75 -0.40 11 1,770 -1
Total Volume and Open Interest 10,411 78,431 -479
DJIA Index(CBOT)
Jun00 000420 10770 10960 10740 10945 +200 13,585 15,335 +41
Sep00 000420 10930 11100 10930 11082 +201 118 653 -3
Dec00 000420 11060 11235 11060 11226 +202 116 1,452 +27
Total Volume and Open Interest 13,819 17,446 +65
S & P 500(CME)
Jun00 000420 1441.00 1448.00 1432.50 1447.20 +6.90 81,466 369,729 -2,477
Sep00 000420 1460.00 1467.20 1454.00 1467.20 +7.10 69 5,912 +3
Dec00 000420 1488.20 1488.20 1475.10 1488.20 +7.10 53 3,327 -44
Mar01 000420 1510.70 1510.70 1497.10 1510.70 +7.60 12 316 -7
Total Volume and Open Interest 81,611 379,658 -2,526
S & P 500 E-Mini(Globex)
Jun00 000420 1440.00 1447.25 1431.50 1447.25 +7.00 79,634 29,695 +585
Sep00 000420 1454.75 1467.25 1454.75 1467.25 +7.25 2 15 +0
Total Volume and Open Interest 79,636 29,710 +585
NASDAQ 100(CME)
Jun00 000420 3637.00 3670.00 3485.00 3535.00 -87.50 24,240 37,646 -77
Sep00 000420 3660.00 3660.00 3585.00 3585.00 -87.50 1 24 +1
Dec00 000420 3678.00 3678.00 3678.00 3678.00 -87.50 0 10 +0
Total Volume and Open Interest 24,241 37,680 -76
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000420 3630.0 3670.0 3485.0 3535.0 -87.5 29,702 17,648 +551
Sep00 000420 3585.0 3585.0 3585.0 3585.0 -87.5 0 2 +0
Total Volume and Open Interest 29,702 17,650 +551
NYSE Composite(NYBOT)
Jun00 000420 639.00 645.25 639.00 644.40 +5.15 419 2,413 +30
Sep00 000420 651.00 652.20 651.00 652.20 +5.15      
Dec00 000420 660.00 660.00 660.00 660.00 +5.15      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Jun00 000420 465.00 468.00 459.50 462.10 -0.90 753 12,573 -62
Sep00 000420 467.60 467.60 467.60 467.60 -0.90 0 2 +0
Dec00 000420 473.60 473.60 473.60 473.60 -0.90      
Total Volume and Open Interest 753 12,575 -62
Russell 2000(CME)
Jun00 000420 490.00 491.50 479.50 483.25 -3.50 2,241 13,262 +236
Sep00 000420 489.50 489.50 489.50 489.50 -3.75      
Dec00 000420 497.05 497.05 497.05 497.05 -3.75      
Total Volume and Open Interest 2,241 13,262 +236
Value Line(KCBT)
Jun00 000420 1037.00 1045.00 1033.00 1038.00 +4.00 27 139 +0
Total Volume and Open Interest 27 139 +0
Nikkei 225(CME)
Jun00 000420 19050 19135 19025 19120 +310 1,454 16,220 -132
Sep00 000420 19120 19120 19120 19120 +310 1 2 +1
Total Volume and Open Interest 1,456 16,223 -130
Nikkei 225(SIMEX)
Jun00 000421 19055 19270 18300 18620 -510 15,294 105,533 +372
Sep00 000421 18635 18635 18635 18635 -510 0 10,778 +0
Dec00 000421 18615 18615 18615 18615 -510 0 2,063 +0
Total Volume and Open Interest 22,469 122,671 +1,686
CAC 40(MATIF)
Apr00 000420 6145.0 6267.5 6139.0 6235.0 +115.0 62,698 118,692 -4,874
May00 000420 6177.5 6252.0 6172.5 6185.0 +54.5 7,597 9,970 +6,527
Jun00 000420 6128.0 6245.0 6128.0 6245.0 +101.0 2,367 50,121 -691
Total Volume and Open Interest 72,662 224,785 +837
DAX Index(EUREX)
Jun00 000420 7232.0 7256.5 7192.0 7220.0 -12.5 37,552 374,798 +1,877
Sep00 000420 7291.0 7301.0 7265.5 7290.5 -12.0 99 683 +5
Dec00 000420 7370.5 7370.5 7349.5 7367.0 -12.0 13 317 +7
Total Volume and Open Interest 37,664 375,798 +1,889
FT-SE 100(LIFFE)
Jun00 000420 6199.00 6305.00 6180.00 6252.50 +45.50 40,068 204,741 +1,580
Sep00 000420 6305.00 6338.00 6296.50 6315.50 +46.50 506 1,519 +295
Dec00 000420 6397.50 6397.50 6397.50 6397.50 +45.50 0 45 +0
Total Volume and Open Interest 40,574 206,305 +1,875
SPI 200(SFE)
Jun00 000420 3046.0 3108.0 3042.0 3105.0 +33.0 12,914 156,294 -6,454
Sep00 000420 3112.0 3122.0 3112.0 3122.0 +35.0 47 4,560 -78
Dec00 000420 3144.0 3144.0 3144.0 3144.0 +33.0 0 1,839 +81
Total Volume and Open Interest 12,961 163,667 -6,451
GSCI(CME)
May00 000420 203.80 204.70 202.90 204.20 -0.30 181 38,958 +98
Jun00 000420 202.00 202.00 200.55 202.00 unch 0 51 +0
Jul00 000420 201.00 201.00 201.00 201.00 unch      
Total Volume and Open Interest 181 39,009 +98
Bridge CRB Index(NYBOT)
Jun00 000420 213.60 214.40 213.00 213.80 -0.35 117 1,198 -4
Aug00 000420 214.60 214.60 214.60 214.60 -0.35 0 1,058 +0
Nov00 000420 215.40 215.40 215.40 215.40 -0.35 0 527 +0
Total Volume and Open Interest 117 2,784 -4
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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