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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 Mon April 24, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000424 535.00 544.50 533.00 544.00 +7.75 12,406 38,506 -2,502
Jul00 000424 547.00 558.00 545.25 557.00 +8.00 25,461 83,234 +1,476
Aug00 000424 551.50 561.00 549.50 560.00 +7.50 272 8,545 +84
Sep00 000424 554.00 563.00 551.00 562.50 +7.50 1,521 6,278 +264
Nov00 000424 560.00 570.00 557.50 569.00 +7.50 6,904 46,402 +317
Jan01 000424 568.00 577.75 566.00 577.00 +7.50 303 3,718 +152
Mar01 000424 574.50 583.50 572.00 583.50 +6.50 10 2,851 +4
Total Volume and Open Interest 47,060 194,669 -183
Soybean Meal(CBOT)
May00 000424 169.00 173.60 168.50 173.40 +4.20 10,264 29,256 -518
Jul00 000424 169.80 175.20 169.50 175.10 +5.00 8,995 48,637 +2,411
Aug00 000424 169.90 175.00 169.80 174.90 +4.80 591 10,672 -44
Sep00 000424 169.90 175.30 169.90 175.30 +5.00 333 6,777 +30
Oct00 000424 170.00 175.30 170.00 175.30 +4.80 444 7,005 +31
Dec00 000424 171.80 177.30 171.80 177.20 +5.00 1,848 15,494 -231
Jan01 000424 172.70 177.20 172.70 177.00 +4.20 17 1,272 -6
Mar01 000424 173.50 177.50 173.50 177.50 +4.00 27 2,067 +2
Total Volume and Open Interest 22,542 122,671 +1,686
Soybean Oil(CBOT)
May00 000424 18.53 18.54 18.32 18.49 -0.07 9,101 29,281 -1,992
Jul00 000424 18.86 18.94 18.72 18.91 -0.03 10,221 64,587 +1,783
Aug00 000424 19.05 19.11 18.90 19.07 -0.05 396 12,260 +161
Sep00 000424 19.20 19.25 19.10 19.22 -0.03 116 8,242 -28
Oct00 000424 19.38 19.40 19.27 19.38 -0.05 79 6,598 +6
Dec00 000424 19.70 19.76 19.58 19.73 -0.08 951 20,146 -21
Jan01 000424 20.00 20.04 19.93 20.03 -0.06 10 8,178 +0
Mar01 000424 20.27 20.27 20.20 20.25 -0.08 0 2,854 +0
Total Volume and Open Interest 20,896 157,753 -81
Canola(WCE)
May00 000424 272.0 276.5 271.3 275.5 +4.4 2,284 10,006 -733
Jul00 000424 278.5 282.7 277.5 281.7 +4.2 2,661 27,631 +195
Aug00 000424 285.0 285.0 285.0 285.0 +4.5 3 2,874 +0
Sep00 000424 285.2 288.0 285.2 288.0 +4.0      
Nov00 000424 290.5 294.0 289.9 292.2 +2.9 1,145 18,462 -286
Total Volume and Open Interest 6,098 62,248 -1,479
Corn(CBOT)
May00 000424 226.75 228.25 225.00 228.00 +1.25 23,781 90,264 -8,021
Jul00 000424 236.00 237.50 233.75 236.75 +1.00 23,735 207,540 +3,881
Sep00 000424 244.25 245.25 242.00 245.00 +1.50 1,907 49,635 -1,971
Nov00 000424 248.25 251.00 248.25 250.50 +1.25 28 887 -20
Dec00 000424 254.00 255.00 251.75 254.50 +0.75 4,571 115,827 +386
Jan01 000424 258.75 258.75 258.75 258.75 +1.50 4 88 +4
Total Volume and Open Interest 54,829 488,026 -5,507
Wheat(CBOT)
May00 000424 251.00 252.50 248.50 250.75 -0.25 5,861 28,253 -2,158
Jul00 000424 263.00 265.00 261.00 263.00 unch 15,873 68,823 +639
Sep00 000424 274.00 276.00 272.25 275.00 unch 943 11,804 +472
Dec00 000424 289.00 291.00 287.50 290.00 unch 828 16,210 +259
Mar01 000424 302.50 304.50 301.00 303.25 +0.50 80 3,396 +15
Total Volume and Open Interest 23,605 129,417 -779
Wheat(KCBT)
May00 000424 279.00 280.50 277.25 280.00 +0.50 2,626 15,002 -878
Jul00 000424 290.00 291.50 288.00 290.50 unch 4,630 35,721 +915
Sep00 000424 300.00 301.75 298.50 300.50 +0.25 366 4,672 +168
Dec00 000424 314.00 315.75 312.50 315.75 +0.75 202 8,554 +44
Mar01 000424 325.50 328.25 324.50 328.25 +1.25 37 839 +36
Total Volume and Open Interest 7,861 65,279 +285
Wheat(MGE)
May00 000424 319.50 320.00 317.00 318.75 -0.75 2,523 8,346 -346
Jul00 000424 331.50 331.50 327.75 330.25 -0.50 2,202 7,567 +312
Sep00 000424 341.00 342.00 338.75 341.25 -0.75 688 5,077 -4
Dec00 000424 353.00 355.00 352.50 353.50 -2.50 77 1,945 +34
Mar01 000424 365.00 365.50 365.00 365.50 -0.50 5 211 +2
Total Volume and Open Interest 5,495 23,190 -2
Oats(CBOT)
May00 000424 125.50 126.25 124.75 125.75 unch 994 2,540 -9
Jul00 000424 123.00 123.75 122.25 123.25 unch 1,202 9,584 +231
Sep00 000424 124.00 125.00 123.75 124.50 +0.50 159 2,052 +85
Dec00 000424 129.50 130.50 129.00 130.50 +1.00 209 3,769 +12
Total Volume and Open Interest 2,568 18,284 +321
Rough Rice(CBOT)
May00 000424 5.33 5.34 5.26 5.30 -0.03 438 2,510 -334
Jul00 000424 5.62 5.64 5.55 5.58 -0.05 1,083 2,572 -23
Sep00 000424 6.52 6.52 6.45 6.46 -0.06 53 665 +18
Nov00 000424 6.66 6.66 6.59 6.59 -0.05 33 1,104 +1
Total Volume and Open Interest 1,620 7,052 -333
Live Cattle(CME)
Apr00 000424 73.750 73.950 73.625 73.925 +0.400 3,793 7,163 -2,139
Jun00 000424 69.150 69.400 69.125 69.275 +0.200 6,769 55,513 +507
Aug00 000424 69.400 69.500 69.350 69.475 +0.175 1,720 26,452 +301
Oct00 000424 72.150 72.300 72.100 72.250 +0.100 1,134 17,347 +574
Dec00 000424 73.350 73.600 73.350 73.550 +0.150 209 6,815 +30
Feb01 000424 74.425 74.550 74.350 74.550 +0.150 36 3,261 +11
Total Volume and Open Interest 13,710 120,325 -734
Feeder Cattle(CME)
Apr00 000420 84.350 84.350 84.275 84.300 -0.125 262 2,207 -139
May00 000424 84.025 84.200 83.850 83.900 -0.125 624 8,303 -4
Aug00 000424 85.850 85.950 85.550 85.625 -0.225 547 6,675 -62
Sep00 000424 85.900 85.950 85.800 85.800 -0.100 84 1,883 +54
Oct00 000424 86.525 86.650 86.400 86.425 -0.100 69 1,827 -6
Nov00 000424 87.375 87.450 87.300 87.400 -0.100 29 1,281 -2
Jan01 000424 87.650 87.700 87.550 87.700 -0.025 4 565 +0
Total Volume and Open Interest 1,638 22,651 -132
Lean Hogs(CME)
Jun00 000424 76.600 77.550 76.425 77.475 +0.775 2,817 35,534 -32
Jul00 000424 73.150 73.950 73.100 73.775 +0.325 920 10,792 +15
Aug00 000424 69.400 69.700 69.125 69.600 +0.050 774 9,830 +81
Oct00 000424 61.200 61.500 61.150 61.425 +0.050 333 4,780 +41
Dec00 000424 58.950 59.100 58.750 58.925 +0.025 59 3,635 +0
Feb01 000424 59.300 59.525 58.950 59.425 +0.125 5 914 +4
Apr01 000424 57.350 57.350 56.800 56.800 -0.525 1 166 +1
Jun01 000424 64.600 65.000 64.600 65.000 +0.100 0 21 +0
Total Volume and Open Interest 4,909 65,672 -6,445
Pork Bellies(CME)
May00 000424 97.450 97.775 96.500 97.650 unch 673 3,922 -81
Jul00 000424 94.950 95.550 94.200 95.125 -0.225 482 2,047 +48
Aug00 000424 92.100 92.400 91.700 92.050 -0.150 59 624 +34
Feb01 000424 75.500 75.500 75.500 75.500 +3.000 0 2 +0
Mar01 000424 75.000 75.000 75.000 75.000 +3.000 0 2 +0
Total Volume and Open Interest 1,214 6,597 +1
Cocoa(NYBOT)
May00 000424 803 804 760 764 -39 102 291 -107
Jul00 000424 840 840 800 805 -33 5,192 39,355 -622
Sep00 000424 865 865 828 835 -30 1,319 22,004 -328
Dec00 000424 901 901 867 871 -31 398 12,332 +289
Mar01 000424 933 933 907 907 -31 11 8,055 -1
May01 000424 955 955 932 932 -31 2 5,455 +0
Jul01 000424 958 958 958 958 -30 44 6,997 +7
Total Volume and Open Interest 7,092 100,567 -770
Coffee "C"(NYBOT)
May00 000424 98.00 98.40 94.00 94.25 -3.50 1,044 3,486 -936
Jul00 000424 101.60 101.80 97.30 97.75 -3.85 5,958 29,643 -281
Sep00 000424 104.60 104.60 100.50 100.95 -3.70 814 11,360 +174
Dec00 000424 108.10 108.20 104.25 104.80 -3.65 133 4,573 +12
Mar01 000424 112.00 112.00 108.10 108.50 -3.65 5 1,453 +4
May01 000424 110.75 110.75 110.75 110.75 -3.60 2 126 +1
Total Volume and Open Interest 7,960 50,661 -1,023
Orange Juice(NYBOT)
May00 000424 83.25 83.50 82.60 82.60 -0.75 1,606 6,169 -590
Jul00 000424 82.75 83.25 82.50 82.50 -0.50 2,442 10,137 +1,315
Sep00 000424 82.40 83.20 82.40 82.70 unch 964 3,950 +907
Nov00 000424 82.45 83.25 82.20 82.45 -0.15 873 2,114 +859
Jan01 000424 83.25 83.25 82.60 82.60 -0.65 85 784 +35
Total Volume and Open Interest 6,004 24,057 +2,528
Sugar #11(NYBOT)
May00 000424 6.40 6.46 6.35 6.37 -0.07 9,929 18,397 -3,098
Jul00 000424 6.48 6.59 6.43 6.49 -0.06 14,984 106,991 +2,742
Oct00 000424 6.76 6.86 6.74 6.75 -0.09 5,410 37,345 -292
Mar01 000424 6.93 7.02 6.93 6.95 -0.05 1,392 23,378 -202
May01 000424 7.00 7.00 7.00 7.00 -0.05 85 3,694 +45
Total Volume and Open Interest 32,860 198,810 -730
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 000424 56.70 56.80 55.20 56.72 +0.30 3,427 2,829 -2,749
Jul00 000424 58.20 58.20 56.20 57.59 -0.33 5,413 32,464 +1,363
Oct00 000424 58.00 58.68 57.75 58.68 -0.17 165 1,335 -10
Dec00 000424 59.45 59.55 58.35 59.43 +0.10 871 14,282 +121
Mar01 000424 60.00 60.45 59.65 60.45 -0.01 77 1,556 +62
May01 000424 60.90 61.00 60.15 61.00 unch 133 801 +101
Total Volume and Open Interest 10,111 53,699 -1,091
Lumber(CME)
May00 000424 297.1 299.3 293.6 293.7 -4.6 597 1,892 -115
Jul00 000424 305.8 306.5 302.5 303.0 -2.7 200 1,051 +32
Sep00 000424 307.5 307.5 304.4 304.9 -3.5 16 210 +12
Nov00 000424 305.0 305.5 304.1 304.1 +1.0 1 75 +0
Total Volume and Open Interest 814 3,231 -71
Crude Oil(NYM)
Jun00 000424 25.95 26.18 25.82 26.04 +0.16 47,697 114,957 -7,319
Jul00 000424 25.35 25.66 25.33 25.55 +0.21 13,958 56,846 -1,714
Aug00 000424 24.95 25.28 24.95 25.18 +0.20 4,657 34,523 +561
Sep00 000424 24.75 24.94 24.71 24.88 +0.19 2,709 23,062 +594
Oct00 000424 24.35 24.59 24.35 24.59 +0.18 836 19,288 +299
Nov00 000424 24.28 24.34 24.27 24.30 +0.17 422 15,510 +35
Dec00 000424 23.94 24.10 23.87 24.02 +0.16 5,457 38,477 +289
Jan01 000424 23.58 23.75 23.58 23.75 +0.15 320 14,028 -170
Feb01 000424 23.49 23.49 23.49 23.49 +0.14 0 6,311 +0
Mar01 000424 23.30 23.30 23.23 23.23 +0.13 120 6,547 +51
Total Volume and Open Interest 90,550 425,734 -21,492
Heating Oil(NYM)
May00 000424 76.00 76.50 75.00 75.29 -0.43 25,952 108,084 +352
Jun00 000424 68.30 69.15 68.20 68.37 +0.13 25,952 108,084 +352
Jul00 000424 66.05 66.50 65.80 65.82 +0.03 2,519 14,122 +587
Aug00 000424 65.50 65.80 65.37 65.37 +0.03 574 8,119 +19
Sep00 000424 65.90 66.40 65.72 65.72 +0.03 321 6,094 -81
Oct00 000424 66.20 66.30 66.07 66.07 +0.08 152 4,106 +96
Nov00 000424 66.32 66.32 66.32 66.32 +0.08 24 4,842 +17
Dec00 000424 66.70 67.15 66.57 66.57 +0.08 857 13,408 +487
Jan01 000424 66.80 66.85 66.52 66.52 +0.08 119 4,709 +74
Feb01 000424 65.62 65.62 65.62 65.62 +0.08 77 3,698 +19
Total Volume and Open Interest 25,952 108,084 +352
Unleaded Gas(NYM)
May00 000424 85.50 85.60 84.70 85.19 -0.33 15,835 25,635 -897
Jun00 000424 82.70 83.20 82.40 82.91 +0.21 11,283 28,861 +1,765
Jul00 000424 80.05 80.50 79.80 80.21 +0.46 2,911 17,975 +279
Aug00 000424 77.00 77.65 77.00 77.51 +0.61 866 15,485 +319
Sep00 000424 74.65 74.86 74.65 74.86 +0.66 527 14,607 -724
Oct00 000424 70.50 71.11 70.50 71.11 +0.71 115 6,480 -85
Nov00 000424 69.40 69.40 69.40 69.40 +0.75 100 3,132 -36
Dec00 000424 67.95 67.95 67.95 67.95 +0.80 100 1,610 +1,610
Total Volume and Open Interest 31,737 113,858 +674
Natural Gas(NYM)
May00 000424 3.110 3.150 3.110 3.137 +0.064 25,075 40,481 -4,227
Jun00 000424 3.125 3.170 3.125 3.151 +0.063 13,622 56,444 +3,920
Jul00 000424 3.130 3.180 3.130 3.161 +0.059 3,722 23,602 -100
Aug00 000424 3.145 3.185 3.145 3.168 +0.053 2,802 21,470 +389
Sep00 000424 3.145 3.180 3.145 3.160 +0.049 1,551 21,821 -45
Oct00 000424 3.150 3.185 3.150 3.168 +0.049 1,928 21,150 -1,153
Nov00 000424 3.240 3.265 3.230 3.258 +0.049 1,551 15,846 +488
Dec00 000424 3.325 3.350 3.325 3.348 +0.044 2,256 20,598 +194
Total Volume and Open Interest 55,148 332,558 -1,245
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 000424 106.90 107.14 106.62 107.07 -0.20 710 6,122 +27
Sep00 000424 106.45 106.72 106.40 106.72 -0.20 0 2,017 +0
Dec00 000424 106.37 106.37 106.37 106.37 -0.19      
Total Volume and Open Interest 710 8,139 +27
Australian Dollar(IMM)
Jun00 000424 59.40 59.62 59.37 59.50 +0.17 755 24,961 -204
Sep00 000424 59.55 59.55 59.55 59.55 +0.17 1 21 +0
Dec00 000424 59.60 59.60 59.60 59.60 +0.17 0 80 +0
Total Volume and Open Interest 756 25,327 -204
British Pound(IMM)
Jun00 000424 158.06 158.18 157.80 157.98 +0.04 2,811 42,136 +686
Sep00 000424 158.12 158.30 158.12 158.12 +0.04 1 64 +0
Dec00 000424 158.34 158.50 158.34 158.34 +0.04 0 225 +0
Total Volume and Open Interest 2,812 42,425 +686
Canadian Dollar(IMM)
Jun00 000424 67.97 67.97 67.76 67.79 -0.15 5,647 58,158 +1,273
Sep00 000424 67.97 68.02 67.90 67.94 -0.15 53 7,129 +20
Dec00 000424 68.24 68.24 68.05 68.10 -0.15 4 1,666 +4
Mar01 000424 68.26 68.26 68.26 68.26 -0.15 0 432 +1
Total Volume and Open Interest 5,704 67,481 +1,298
Japanese Yen(IMM)
Jun00 000424 95.78 96.07 95.42 95.47 -0.34 6,841 74,828 +489
Sep00 000424 97.25 97.26 96.96 97.00 -0.34 133 858 -28
Dec00 000424 98.60 98.60 98.60 98.60 -0.34 116 441 +113
Total Volume and Open Interest 7,090 76,207 +574
Swiss Franc(IMM)
Jun00 000424 60.34 60.49 60.00 60.10 +0.25 8,825 42,784 +64
Sep00 000424 60.94 60.97 60.52 60.61 +0.25 0 196 +1
Dec00 000424 61.11 61.45 61.11 61.11 +0.25 0 6 +0
Total Volume and Open Interest 8,825 42,986 +65
EuroFX(IMM)
Jun00 000424 94.63 94.83 94.19 94.29 +0.29 9,827 60,991 +1,100
Sep00 000424 94.88 95.25 94.83 94.86 +0.29 14 1,253 -1
Dec00 000424 95.50 95.80 95.43 95.43 +0.29 0 48 +0
Total Volume and Open Interest 9,841 62,292 +1,099
Mexican Peso(IMM)
Jun00 000424 10430.0 10470.0 10375.0 10440.0 -43.0 0 15,193 -350
Sep00 000424 10190.0 10190.0 10150.0 10185.0 -43.0 0 2,407 +0
Total Volume and Open Interest 0 19,013 -350
30-Year T-Bonds(CBOT)
Jun00 000424 98~02 98~16 97~19 97~21 -0~13 177,397 489,547 -14,932
Sep00 000424 98~02 98~11 97~16 97~16 -0~14 1,545 5,264 +438
Dec00 000424 97~15 97~15 97~15 97~15 -0~14 176 2,247 +3
Total Volume and Open Interest 179,118 497,265 -14,491
Municipal Bonds(CBOT)
Jun00 000424 94~24 94~28 94~08 94~09 -0~10 1,110 22,568 -125
Sep00 000424 93~19 93~19 93~19 93~19 -0~10 0 1 +0
Total Volume and Open Interest 1,110 22,569 -125
10-Year T-Notes(CBOT)
Jun00 000424 98~075 98~200 98~055 98~075 unch 66,974 613,543 -6,394
Sep00 000424 98~020 98~020 98~020 98~020 unch 1,319 5,972 +924
Total Volume and Open Interest 68,293 619,515 -5,470
5-Year T-Notes(CBOT)
Jun00 000424 98~305 99~045 98~285 98~290 +0~005 36,261 405,937 -11,506
Sep00 000424 98~285 98~285 98~285 98~285 +0~005 100 6,387 +100
Total Volume and Open Interest 36,361 412,324 -11,406
2 Year T-Notes(CBOT)
Jun00 000424 99~043 99~048 99~033 99~035 -0~001 1,842 44,365 +604
Total Volume and Open Interest 1,842 44,365 +604
3-Mth T-Bills(IMM)
Jun00 000424 94.11 94.11 94.11 94.11 +0.03 0 699 +0
Total Volume and Open Interest 0 699 +0
Eurodollars(IMM)
Jun00 000424 93.410 93.425 93.410 93.410 +0.005 38,404 529,241 +123
Sep00 000424 93.225 93.245 93.215 93.220 +0.010 48,688 497,941 +2,386
Dec00 000424 93.065 93.090 93.050 93.055 +0.010 45,056 424,116 -5,970
Mar01 000424 93.045 93.075 93.025 93.030 +0.015 25,129 356,462 -1,763
Jun01 000424 92.985 93.010 92.960 92.965 +0.015 21,345 235,846 -3,336
Sep01 000424 92.960 92.975 92.935 92.940 +0.010 12,759 182,973 -1,562
Dec01 000424 92.900 92.920 92.880 92.880 +0.010 4,597 126,907 +367
Mar02 000424 92.970 92.980 92.940 92.940 +0.005 4,305 113,725 -538
Jun02 000424 92.975 92.995 92.945 92.950 +0.005 2,692 86,396 +179
Sep02 000424 92.980 92.980 92.950 92.950 unch 8,933 85,000 +1,899
Dec02 000424 92.925 92.925 92.895 92.900 unch 2,192 70,235 -65
Mar03 000424 92.980 92.980 92.950 92.950 unch 2,158 63,910 +378
Total Volume and Open Interest 229,091 3,179,542 -3,036
3-Mth Euro-Yen(IMM)
Jun00 000424 99.85 99.85 99.84 99.85 +0.01 998 18,538 -35
Sep00 000424 99.71 99.72 99.71 99.72 +0.03 369 18,214 -1,531
Dec00 000424 99.54 99.54 99.53 99.54 +0.04 384 12,803 +261
Mar01 000424 99.39 99.40 99.39 99.40 +0.03 121 24,047 +422
Jun01 000424 99.26 99.26 99.26 99.26 +0.03 179 4,383 -31
Sep01 000424 99.11 99.11 99.11 99.11 +0.03 73 13,835 +232
Dec01 000424 98.96 98.96 98.96 98.96 +0.02 201 1,365 -29
Mar02 000424 98.84 98.84 98.84 98.84 +0.02 0 1,188 +0
Jun02 000424 98.67 98.67 98.67 98.67 unch 0 79 +0
Sep02 000424 98.45 98.45 98.45 98.45 unch 0 30 +0
Total Volume and Open Interest 2,325 94,512 -711
3-Mth Euro-Yen(SIMEX)
Jun00 000424 99.83 99.85 99.83 99.85 unch 29 83,913 +625
Sep00 000424 99.70 99.71 99.69 99.71 unch 9 71,989 +901
Dec00 000424 99.52 99.54 99.50 99.54 +0.03 25 75,016 -45
Mar01 000424 99.38 99.40 99.36 99.40 +0.02 26 80,374 +96
Jun01 000424 99.24 99.26 99.22 99.26 +0.02 8 59,447 -787
Sep01 000424 99.10 99.11 99.08 99.11 +0.01 2 60,332 -111
Dec01 000424 98.96 98.96 98.93 98.96 +0.02 0 14,502 +49
Mar02 000424 98.82 98.85 98.82 98.85 +0.03 0 9,991 +110
Total Volume and Open Interest 99 457,965 +838
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 000424 280.9 281.3 279.4 279.4 -0.3 24 50 -7
Jun00 000424 282.0 282.9 280.9 281.2 -0.3 13,093 83,274 +1,729
Aug00 000424 285.1 285.4 283.6 283.8 -0.3 479 14,123 +346
Oct00 000424 286.5 286.5 286.5 286.5 -0.3 105 3,889 +70
Dec00 000424 290.4 291.0 288.8 289.2 -0.3 477 19,933 -245
Feb01 000424 291.5 291.5 291.5 291.5 -0.3 0 6,777 +0
Total Volume and Open Interest 14,183 155,273 +1,893
Silver(CMX)
May00 000424 502.0 502.5 495.0 495.3 -4.7 22,715 41,943 +1,349
Jul00 000424 506.5 507.0 499.5 500.2 -4.2 9,016 25,659 +3,770
Sep00 000424 508.0 510.0 503.6 503.6 -4.1 388 2,984 +172
Dec00 000424 516.0 516.0 507.2 507.2 -4.0 117 6,838 +50
Mar01 000424 514.0 514.0 509.6 509.6 -3.8 0 792 +1
Total Volume and Open Interest 32,237 82,273 +5,355
Platinum(NYM)
Apr00 000424 487.0 570.0 486.0 565.3 +67.5 7 89 -3
Jul00 000424 460.0 461.0 440.0 440.3 -22.5 1,706 7,839 -137
Oct00 000424 433.0 436.0 425.3 425.3 -22.5 0 385 +2
Jan01 000424 414.3 414.3 414.3 414.3 -22.5 0 19 +19
Total Volume and Open Interest 1,716 8,332 -138
Palladium(NYME)
Jun00 000424 563.00 565.90 562.50 565.40 +3.30 70 2,254 +4
Sep00 000424 563.40 563.40 563.40 563.40 +3.30 0 100 +0
Dec00 000424 556.40 556.40 556.40 556.40 +3.30 0 10 +0
Total Volume and Open Interest 70 2,623 +4
Copper(CMX)
May00 000424 76.40 76.60 75.70 76.60 unch 4,783 35,639 -910
Jul00 000424 77.40 77.60 76.60 77.50 unch 3,377 18,958 +1,990
Sep00 000424 77.90 78.25 77.50 78.25 unch 36 6,022 +8
Dec00 000424 79.00 79.15 78.50 79.15 unch 313 5,451 +55
Mar01 000424 79.40 79.75 79.40 79.75 unch 3 1,770 +0
Total Volume and Open Interest 8,857 79,472 +1,041
DJIA Index(CBOT)
Jun00 000424 10850 10995 10760 10970 +25 10,884 16,111 +776
Sep00 000424 10985 11125 10905 11108 +26 10 656 +3
Dec00 000424 11200 11275 11145 11254 +28 3 1,435 -17
Total Volume and Open Interest 10,897 18,208 +762
S & P 500(CME)
Jun00 000424 1427.50 1441.00 1417.00 1437.00 -10.20 48,944 369,958 +229
Sep00 000424 1448.00 1460.00 1439.00 1457.00 -10.20 84 5,864 -48
Dec00 000424 1460.90 1480.20 1460.90 1478.00 -10.20 2 3,327 +0
Mar01 000424 1495.00 1502.70 1483.70 1500.00 -10.70 4 311 -5
Total Volume and Open Interest 49,056 379,832 +174
S & P 500 E-Mini(Globex)
Jun00 000424 1442.75 1442.75 1417.00 1437.00 -10.25 52,448 31,236 +1,541
Sep00 000424 1445.00 1457.00 1445.00 1457.00 -10.25 1 15 +0
Total Volume and Open Interest 52,449 31,251 +1,541
NASDAQ 100(CME)
Jun00 000424 3425.00 3425.00 3225.00 3417.00 -118.00 15,972 37,292 -354
Sep00 000424 3410.00 3467.00 3335.00 3467.00 -118.00 1 23 -1
Dec00 000424 3430.00 3580.00 3420.00 3560.00 -118.00 0 10 +0
Total Volume and Open Interest 15,973 37,325 -355
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000424 3488.5 3488.5 3223.0 3417.0 -118.0 22,582 18,024 +376
Sep00 000424 3467.0 3467.0 3299.5 3467.0 -118.0 0 2 +0
Total Volume and Open Interest 22,582 18,026 +376
NYSE Composite(NYBOT)
Jun00 000424 638.00 647.50 638.00 644.95 +0.55 381 2,259 -154
Sep00 000424 652.75 652.75 652.75 652.75 +0.55      
Dec00 000424 660.55 660.55 660.55 660.55 +0.55      
Total Volume and Open Interest 0 1,995 +1,995
S & P Midcap 400(CME)
Jun00 000424 458.00 460.90 451.50 457.50 -4.60 499 12,631 +58
Sep00 000424 463.00 463.00 462.10 463.00 -4.60 0 2 +0
Dec00 000424 469.00 469.00 468.10 469.00 -4.60      
Total Volume and Open Interest 499 12,633 +58
Russell 2000(CME)
Jun00 000424 470.25 475.00 463.00 472.00 -11.25 1,155 13,288 +26
Sep00 000424 478.25 478.25 478.25 478.25 -11.25      
Dec00 000424 485.80 485.80 485.80 485.80 -11.25      
Total Volume and Open Interest 1,155 13,288 +26
Value Line(KCBT)
Jun00 000424 1031.00 1035.00 1022.00 1032.50 -5.50 31 133 -6
Total Volume and Open Interest 32 134 -5
Nikkei 225(CME)
Jun00 000424 18400 18400 18225 18355 -765 885 16,264 +44
Sep00 000424 18355 18355 18355 18355 -765 2 4 +2
Total Volume and Open Interest 887 16,269 +46
Nikkei 225(SIMEX)
Jun00 000424 18420 19070 18400 18425 -195 21,400 105,297 -236
Sep00 000424 18440 18440 18440 18440 -195 0 10,778 +0
Dec00 000424 18420 18420 18420 18420 -195 0 2,063 +0
Total Volume and Open Interest      
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 000424 204.30 205.60 204.20 205.35 +1.15 62 38,970 +12
Jun00 000424 202.70 202.70 202.70 202.70 +0.70 0 51 +0
Jul00 000424 202.30 202.30 202.30 202.30 +1.30      
Total Volume and Open Interest 62 39,021 +12
Bridge CRB Index(NYBOT)
Jun00 000424 213.30 213.30 212.20 212.70 -1.10 143 1,168 -30
Aug00 000424 213.75 214.00 213.30 213.50 -1.10 0 1,058 +0
Nov00 000424 214.30 214.30 214.30 214.30 -1.10 0 527 +0
Total Volume and Open Interest 143 2,754 -30
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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