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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 Thu April 27, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000427 537.50 539.00 531.50 532.50 -7.75 19,265 20,540 -7,042
Jul00 000427 550.00 552.00 544.00 545.00 -8.25 34,640 97,713 +4,684
Aug00 000427 553.50 555.25 547.50 548.25 -8.50 1,508 9,185 +129
Sep00 000427 556.50 557.50 550.00 550.00 -9.25 2,133 6,561 -104
Nov00 000427 562.00 563.75 556.00 557.00 -8.75 7,396 47,285 +23
Jan01 000427 569.50 570.50 564.00 565.50 -7.75 465 3,993 +190
Mar01 000427 576.50 577.00 572.00 573.50 -6.50 372 3,224 +168
Total Volume and Open Interest 66,311 194,307 -1,764
Soybean Meal(CBOT)
May00 000427 174.00 176.00 173.40 173.80 -1.30 17,440 17,590 -1,665
Jul00 000427 174.50 176.40 173.50 173.70 -1.70 16,512 66,592 +3,385
Aug00 000427 174.50 176.00 173.30 173.40 -1.70 1,731 12,550 +69
Sep00 000427 174.30 175.80 173.40 173.50 -1.60 1,083 7,324 +277
Oct00 000427 174.50 175.80 173.30 173.50 -1.60 629 7,552 +299
Dec00 000427 175.50 177.30 174.60 174.80 -1.80 1,824 15,193 +420
Jan01 000427 177.00 177.10 175.50 175.50 -1.60 3 1,275 -2
Mar01 000427 177.50 178.00 176.00 176.00 -1.60 6 2,074 +5
Total Volume and Open Interest 39,228 131,730 +2,786
Soybean Oil(CBOT)
May00 000427 17.88 17.88 17.55 17.67 -0.35 11,931 14,844 -3,757
Jul00 000427 18.21 18.27 17.97 18.09 -0.37 16,156 68,652 +2,127
Aug00 000427 18.40 18.44 18.18 18.27 -0.37 1,450 13,565 +351
Sep00 000427 18.60 18.62 18.39 18.46 -0.34 459 9,372 +387
Oct00 000427 18.75 18.76 18.59 18.65 -0.33 578 6,490 -129
Dec00 000427 19.07 19.13 18.88 19.00 -0.35 1,498 21,206 +202
Jan01 000427 19.30 19.35 19.20 19.33 -0.32 122 8,195 -9
Mar01 000427 19.70 19.70 19.50 19.58 -0.34 187 2,872 +8
Total Volume and Open Interest 32,454 150,893 -796
Canola(WCE)
May00 000427 273.5 273.5 270.0 270.0 -4.0 1,846 4,945 -2,120
Jul00 000427 279.0 279.5 276.0 276.3 -4.0 4,493 28,026 +73
Aug00 000427 282.0 282.3 279.5 279.5 -4.5 0 2,885 +0
Sep00 000427 282.0 282.0 282.0 282.0 -5.5 0 653 +0
Nov00 000427 290.0 290.5 287.5 288.4 -3.8 3,090 18,690 +932
Total Volume and Open Interest 9,434 58,558 -1,254
Corn(CBOT)
May00 000427 226.00 227.00 225.00 225.25 -2.25 38,729 43,776 -12,904
Jul00 000427 235.50 236.00 233.50 234.25 -2.25 48,940 232,838 +6,544
Sep00 000427 243.75 244.00 241.75 242.25 -2.50 2,372 51,755 +950
Nov00 000427 248.50 249.75 247.75 248.00 -2.00 6 887 +0
Dec00 000427 253.50 253.50 251.50 252.00 -2.50 10,205 116,299 -784
Jan01 000427 256.25 256.25 256.25 256.25 -2.25 2 91 +1
Total Volume and Open Interest 100,941 470,276 -5,828
Wheat(CBOT)
May00 000427 246.50 247.00 240.50 241.00 -7.50 11,498 14,716 -5,902
Jul00 000427 259.00 259.50 253.00 254.00 -7.00 25,630 74,730 +3,856
Sep00 000427 271.00 271.00 266.00 266.25 -6.50 1,371 13,268 +470
Dec00 000427 286.00 286.00 281.00 282.00 -5.50 2,580 17,453 +652
Mar01 000427 300.00 300.00 294.50 295.00 -7.00 256 3,593 +140
Total Volume and Open Interest 41,366 124,882 -760
Wheat(KCBT)
May00 000427 274.25 274.50 270.25 270.75 -4.25 5,561 9,211 -2,966
Jul00 000427 285.50 285.50 282.00 282.50 -4.25 6,760 38,635 +1,367
Sep00 000427 295.50 296.00 293.00 293.25 -3.75 526 5,086 +287
Dec00 000427 311.00 311.00 307.50 308.25 -4.25 609 8,718 +131
Mar01 000427 321.00 322.50 321.00 321.50 -3.00 0 884 +0
Total Volume and Open Interest 13,456 63,027 -1,181
Wheat(MGE)
May00 000427 317.00 317.00 314.50 314.50 -3.25 4,897 2,847 -1,995
Jul00 000427 327.00 327.00 324.00 324.50 -3.00 3,337 10,756 +1,573
Sep00 000427 337.00 337.00 334.00 334.50 -3.50 502 5,338 +81
Dec00 000427 350.00 350.00 346.50 347.50 -2.75 43 1,979 +18
Mar01 000427 359.50 359.50 358.50 358.50 -3.50 2 228 -4
Total Volume and Open Interest 8,781 21,194 -327
Oats(CBOT)
May00 000427 125.25 125.25 123.50 124.00 -1.25 679 1,173 -297
Jul00 000427 122.75 123.00 121.25 122.25 -0.75 821 10,787 +163
Sep00 000427 125.00 125.75 124.00 124.25 -0.75 141 2,265 +18
Dec00 000427 130.00 130.00 128.50 129.00 -1.00 157 3,859 +26
Total Volume and Open Interest 1,800 18,425 -88
Rough Rice(CBOT)
May00 000427 5.26 5.28 5.22 5.24 -0.03 362 1,318 -128
Jul00 000427 5.55 5.59 5.51 5.53 -0.03 374 3,592 +245
Sep00 000427 6.36 6.36 6.26 6.26 -0.08 39 759 +38
Nov00 000427 6.45 6.45 6.35 6.36 -0.08 94 1,327 +212
Total Volume and Open Interest 942 7,259 +422
Live Cattle(CME)
Apr00 000427 74.200 74.200 73.925 73.975 -0.350 1,783 3,583 -1,032
Jun00 000427 69.750 69.750 69.375 69.400 -0.325 6,063 57,827 +241
Aug00 000427 69.700 69.700 69.425 69.525 -0.150 1,823 27,789 +494
Oct00 000427 72.225 72.250 72.075 72.100 -0.175 1,136 17,512 +138
Dec00 000427 73.750 73.775 73.550 73.575 -0.175 431 7,186 +195
Feb01 000427 74.850 74.850 74.650 74.675 -0.175 89 3,369 +51
Total Volume and Open Interest 11,374 121,101 +126
Feeder Cattle(CME)
Apr00 000426 84.200 84.200 84.200 84.200 -0.100      
May00 000427 84.300 84.450 84.200 84.325 +0.100 829 7,727 -197
Aug00 000427 85.950 85.975 85.700 85.775 -0.100 622 6,678 +87
Sep00 000427 86.000 86.100 85.850 85.975 -0.075 104 1,885 +13
Oct00 000427 86.700 86.700 86.450 86.600 -0.100 27 1,861 -2
Nov00 000427 87.500 87.700 87.500 87.650 +0.025      
Jan01 000427 87.900 87.900 87.875 87.900 unch      
Total Volume and Open Interest 1,650 20,041 -2,080
Lean Hogs(CME)
Jun00 000427 77.425 77.650 76.875 77.050 -0.425 4,548 35,545 -14
Jul00 000427 74.400 74.900 74.100 74.450 +0.075 1,670 11,013 +115
Aug00 000427 69.950 70.550 69.800 70.250 +0.400 968 9,937 +43
Oct00 000427 61.950 62.350 61.775 62.175 +0.250 660 5,135 +199
Dec00 000427 59.225 59.700 59.150 59.175 -0.050 307 3,696 -17
Feb01 000427 59.450 59.450 59.225 59.275 -0.225 10 940 +1
Apr01 000427 57.000 57.050 57.000 57.000 unch 0 166 +0
Jun01 000427 65.200 65.200 65.000 65.000 unch 2 24 +2
Total Volume and Open Interest 8,165 66,456 +329
Pork Bellies(CME)
May00 000427 99.700 101.100 99.100 99.925 +0.200 1,549 3,630 -12
Jul00 000427 97.150 98.300 96.200 96.950 -0.050 1,398 2,587 +344
Aug00 000427 94.150 95.300 93.500 93.925 +0.100 190 651 +23
Feb01 000427 79.250 80.000 78.500 78.500 -0.300 8 19 +5
Mar01 000427 77.950 77.950 77.950 77.950 +0.550 0 2 +0
Total Volume and Open Interest 3,145 6,889 +360
Cocoa(NYBOT)
May00 000427 755 768 753 755 -10 14 130 -27
Jul00 000427 795 800 781 782 -18 3,786 39,530 -194
Sep00 000427 824 827 811 812 -18 845 22,459 -379
Dec00 000427 863 865 849 850 -17 442 12,825 +202
Mar01 000427 899 899 887 887 -16 234 8,138 +108
May01 000427 916 916 912 912 -16 25 5,455 +0
Jul01 000427 939 939 939 939 -16 0 6,997 +0
Total Volume and Open Interest 5,346 101,612 -290
Coffee "C"(NYBOT)
May00 000427 94.75 95.35 94.50 94.85 +0.10 175 2,604 -57
Jul00 000427 97.75 98.40 97.25 97.45 -0.05 3,611 29,951 +225
Sep00 000427 101.00 101.10 100.25 100.45 -0.05 605 11,616 -92
Dec00 000427 105.00 105.00 104.00 104.10 -0.20 269 4,749 -59
Mar01 000427 108.00 108.00 107.90 107.90 -0.10 36 1,498 +14
May01 000427 110.00 110.00 110.00 110.00 -0.10 4 131 +0
Total Volume and Open Interest 4,701 50,569 +31
Orange Juice(NYBOT)
May00 000427 81.50 81.60 79.80 79.80 -2.40 1,060 3,672 -775
Jul00 000427 81.70 81.75 80.00 80.00 -1.75 1,639 12,327 +647
Sep00 000427 81.90 81.90 80.55 80.55 -1.30 110 4,192 +42
Nov00 000427 81.45 81.50 80.90 80.90 -1.05 60 2,271 +46
Jan01 000427 81.75 81.85 81.10 81.10 -1.05 16 884 +12
Total Volume and Open Interest 2,916 24,389 +4
Sugar #11(NYBOT)
May00 000427 6.25 6.28 6.15 6.18 -0.09 9,859 11,646 -2,846
Jul00 000427 6.37 6.47 6.34 6.37 unch 14,052 111,789 +1,440
Oct00 000427 6.64 6.71 6.60 6.64 -0.01 2,104 36,430 -8
Mar01 000427 6.85 6.93 6.83 6.83 -0.04 1,662 22,995 +175
May01 000427 6.87 6.95 6.87 6.88 -0.04 66 3,743 +26
Total Volume and Open Interest 28,443 195,059 -1,508
London Cocoa(LCE)
May00 000427 580 580 561 570 -15 472 19,134 -131
Jul00 000427 582 584 563 574 -14 1,891 41,044 +718
Sep00 000427 602 603 585 595 -14 1,820 28,884 -344
Dec00 000427 637 638 618 628 -14 1,091 28,822 +314
Mar01 000427 652 652 635 644 -13 1,552 22,542 +1,280
May01 000427 655 661 650 658 -13 24 9,333 +0
Jul01 000427 672 672 672 672 -13 0 4,919 +0
Total Volume and Open Interest 9,380 166,612 +4,202
London Coffee(LCE)
May00 000427 905.00 905.00 894.00 895.00 -10.00 4,252 11,480 -2,988
Jul00 000427 928.00 930.00 916.00 920.00 -8.00 3,885 33,355 +1,909
Sep00 000427 943.00 943.00 930.00 932.00 -8.00 1,077 12,245 +571
Nov00 000427 956.00 956.00 950.00 950.00 -7.00 171 4,948 +27
Jan01 000427 965.00 973.00 965.00 965.00 -7.00 39 1,428 -32
Mar01 000427 983.00 983.00 980.00 980.00 -7.00 0 765 +0
Total Volume and Open Interest 9,424 64,251 -513
London Sugar(LCE)
May00 000414 190.80 194.60 188.00 189.50 -1.30 2,157 2,521 -1,172
Aug00 000427 196.00 197.00 195.00 195.90 -0.60 2,232 26,256 +297
Oct00 000427 197.70 197.70 197.00 197.30 -0.70 378 10,446 +73
Dec00 000427 198.30 198.80 198.30 198.50 -0.90 20 891 +13
Mar01 000427 202.00 202.00 202.00 202.00 -0.70 30 1,582 +30
Total Volume and Open Interest 2,660 41,133 +413
Cotton(NYBOT)
May00 000427 56.90 56.90 56.20 56.45 -0.15 185 345 -796
Jul00 000427 57.60 58.15 57.50 57.55 -0.36 3,754 31,959 -296
Oct00 000427 58.85 58.85 58.70 58.75 -0.30 164 1,354 +27
Dec00 000427 59.62 59.85 59.45 59.51 -0.24 592 14,203 +28
Mar01 000427 60.60 60.60 60.58 60.58 -0.17 1 1,581 +0
May01 000427 61.14 61.14 61.14 61.14 -0.21 20 861 +20
Total Volume and Open Interest 4,731 50,736 -1,023
Lumber(CME)
May00 000427 303.7 304.5 297.8 297.9 -4.9 541 1,773 -35
Jul00 000427 311.1 311.3 307.0 307.8 -1.9 397 1,172 +46
Sep00 000427 309.7 310.7 306.3 307.0 -1.8 34 230 -6
Nov00 000427 305.8 306.5 304.0 304.1 -0.6 10 88 +3
Total Volume and Open Interest 983 3,267 +9
Crude Oil(NYM)
Jun00 000427 24.85 25.50 24.80 25.42 +0.77 77,426 107,002 -3,935
Jul00 000427 24.70 25.30 24.65 25.21 +0.68 39,514 56,857 +661
Aug00 000427 24.55 25.00 24.50 24.94 +0.60 15,114 38,144 +2,814
Sep00 000427 24.35 24.73 24.30 24.70 +0.55 8,990 23,121 +491
Oct00 000427 24.14 24.46 24.14 24.46 +0.52 2,162 20,131 +351
Nov00 000427 24.02 24.22 23.95 24.22 +0.49 715 15,981 +266
Dec00 000427 23.67 23.98 23.65 23.98 +0.46 3,705 38,647 -342
Jan01 000427 23.50 23.75 23.50 23.75 +0.44 2,323 15,312 +1,256
Feb01 000427 23.31 23.52 23.30 23.52 +0.42 345 6,223 -6
Mar01 000427 23.20 23.29 23.20 23.29 +0.40 0 7,124 +0
Total Volume and Open Interest 151,836 426,818 +2,513
Heating Oil(NYM)
May00 000427 76.25 77.75 74.20 75.05 -0.81 36,671 107,657 -843
Jun00 000427 66.90 68.30 66.90 67.72 +1.38 36,671 107,657 -843
Jul00 000427 64.60 65.80 64.60 65.42 +1.48 3,918 15,631 +1,013
Aug00 000427 64.30 65.02 64.30 65.02 +1.43 1,516 8,244 +56
Sep00 000427 65.30 65.47 64.80 65.47 +1.43 687 5,975 -68
Oct00 000427 65.40 65.82 65.40 65.82 +1.43 516 4,204 +4
Nov00 000427 66.30 66.30 66.00 66.12 +1.43 102 5,092 +95
Dec00 000427 66.30 66.42 66.00 66.42 +1.43 1,151 14,249 +288
Jan01 000427 66.50 66.50 66.25 66.42 +1.43 159 4,804 +50
Feb01 000427 65.40 65.52 65.40 65.52 +1.43 419 3,847 +159
Total Volume and Open Interest 36,671 107,657 -843
Unleaded Gas(NYM)
May00 000427 80.70 82.60 80.25 82.38 +2.09 13,412 15,504 -2,456
Jun00 000427 79.90 81.50 79.60 81.27 +1.74 20,621 35,815 +3,286
Jul00 000427 78.00 79.32 77.95 79.32 +1.69 6,060 17,234 -934
Aug00 000427 75.50 76.97 75.50 76.97 +2.17 3,626 15,926 -124
Sep00 000427 73.25 74.52 73.10 74.52 +2.12 2,791 14,558 +174
Oct00 000427 69.70 70.87 69.60 70.87 +1.97 2,149 7,373 +796
Nov00 000427 68.30 69.27 68.30 69.27 +1.97 174 3,163 +157
Dec00 000427 67.10 67.97 67.00 67.97 +1.97 36 1,843 -27
Total Volume and Open Interest 48,870 111,490 +873
Natural Gas(NYM)
Jun00 000427 3.055 3.075 3.040 3.055 -0.035 23,172 64,565 +2,121
Jul00 000427 3.065 3.090 3.055 3.074 -0.031 6,791 25,848 +474
Aug00 000427 3.075 3.100 3.070 3.088 -0.029 4,830 22,643 +1,200
Sep00 000427 3.080 3.095 3.065 3.085 -0.028 1,404 22,400 -122
Oct00 000427 3.095 3.110 3.085 3.099 -0.027 1,151 21,403 +3
Nov00 000427 3.195 3.200 3.175 3.191 -0.028 1,400 15,735 -334
Dec00 000427 3.290 3.300 3.275 3.288 -0.025 675 20,876 +175
Jan01 000427 3.305 3.310 3.290 3.302 -0.025 563 15,730 +79
Total Volume and Open Interest 92,305 312,662 -16,479
Brent Crude Oil(IPE)
Jun00 000427 23.05 23.85 23.05 23.76 +0.78 31,647 74,558 -5,492
Jul00 000427 23.12 23.73 23.12 23.60 +0.63 18,459 47,866 +830
Aug00 000427 23.09 23.44 23.09 23.44 +0.53 7,239 26,596 +1,792
Sep00 000427 22.99 23.23 22.98 23.23 +0.45 1,473 18,057 +924
Oct00 000427 22.88 23.09 22.86 23.09 +0.39 699 12,384 +80
Nov00 000427 22.76 22.95 22.76 22.95 +0.34 132 5,998 +90
Dec00 000427 22.64 22.84 22.62 22.78 +0.30 1,636 26,999 +261
Jan01 000427 22.41 22.53 22.41 22.53 +0.28 1,415 10,525 +400
Total Volume and Open Interest 64,161 266,702 -1,560
Gas Oil(IPE)
May00 000427 204.50 209.25 203.50 208.50 +2.50 11,722 22,915 +471
Jun00 000427 196.25 201.25 196.25 200.00 +2.25 8,401 26,767 +2,722
Jul00 000427 193.25 198.25 193.25 197.50 +2.25 3,570 11,462 -63
Aug00 000427 194.75 198.25 194.25 198.25 +2.00 235 7,076 +131
Sep00 000427 195.25 199.25 195.25 199.25 +2.00 79 4,311 +75
Oct00 000427 198.75 200.25 198.75 200.25 +2.00 371 1,673 -140
Nov00 000427 201.00 201.00 201.00 201.00 +2.00 836 2,239 +635
Dec00 000427 197.50 201.75 197.50 201.50 +2.00 1,423 15,516 +55
Total Volume and Open Interest 26,812 94,694 +3,986
US Dollar Index(NYBOT)
Jun00 000427 108.33 109.80 108.29 109.43 +1.03 407 6,389 -80
Sep00 000427 108.00 109.25 107.90 109.07 +1.03 16 2,042 -2
Dec00 000427 108.71 108.71 108.71 108.71 +1.03      
Total Volume and Open Interest 423 8,431 -82
Australian Dollar(IMM)
Jun00 000427 58.88 58.96 58.66 58.88 +0.07 2,080 24,670 -219
Sep00 000427 58.93 58.95 58.93 58.93 +0.07 0 21 +0
Dec00 000427 58.98 58.98 58.90 58.98 +0.07 2 56 +1
Total Volume and Open Interest 2,082 25,012 -218
British Pound(IMM)
Jun00 000427 157.20 158.12 157.12 157.62 -0.06 4,142 42,913 +391
Sep00 000427 157.30 158.20 157.30 157.82 unch 2 65 +1
Dec00 000427 157.80 158.30 157.70 158.08 +0.04 4 229 +2
Total Volume and Open Interest 4,148 43,207 +394
Canadian Dollar(IMM)
Jun00 000427 67.78 67.83 67.43 67.81 -0.11 9,425 60,196 +2,801
Sep00 000427 67.94 67.96 67.59 67.96 -0.11 197 7,202 +51
Dec00 000427 67.95 68.12 67.75 68.12 -0.11 82 1,716 +40
Mar01 000427 68.10 68.28 68.00 68.28 -0.11 3 434 +1
Total Volume and Open Interest 9,707 69,644 +2,893
Japanese Yen(IMM)
Jun00 000427 94.73 95.30 94.58 94.85 -0.12 17,871 75,224 +1,585
Sep00 000427 96.85 96.85 96.18 96.40 -0.10 22 867 -3
Dec00 000427 98.02 98.02 98.02 98.02 -0.08 20 435 -15
Total Volume and Open Interest 17,913 76,606 +1,567
Swiss Franc(IMM)
Jun00 000427 58.50 59.02 57.95 58.15 -0.89 8,544 43,638 -856
Sep00 000427 58.94 59.40 58.48 58.64 -0.90 172 254 +21
Dec00 000427 59.20 59.20 59.00 59.12 -0.91 0 4 +0
Total Volume and Open Interest 8,716 43,896 -835
EuroFX(IMM)
Jun00 000427 91.95 92.79 90.90 91.37 -1.31 11,841 62,910 -586
Sep00 000427 92.58 93.30 91.55 91.92 -1.31 108 1,277 +23
Dec00 000427 92.47 92.47 92.25 92.47 -1.31 2 55 +0
Total Volume and Open Interest 11,951 64,242 -563
Mexican Peso(IMM)
Jun00 000427 10475.0 10500.0 10415.0 10478.0 unch 2,251 15,364 +441
Sep00 000427 10223.0 10223.0 10175.0 10223.0 unch 2 2,399 +2
Total Volume and Open Interest 2,277 19,166 +433
30-Year T-Bonds(CBOT)
Jun00 000427 96~29 97~11 96~01 96~08 -0~22 174,713 473,678 -3,550
Sep00 000427 96~30 97~05 95~29 96~02 -0~23 765 5,913 +304
Dec00 000427 96~01 96~01 96~01 96~01 -0~23 5 2,204 -2
Total Volume and Open Interest 175,486 482,005 -3,245
Municipal Bonds(CBOT)
Jun00 000427 93~27 94~00 93~00 93~03 -0~18 1,515 22,871 +353
Sep00 000427 92~13 92~13 92~13 92~13 -0~18 0 2 +0
Total Volume and Open Interest 1,515 22,873 +353
10-Year T-Notes(CBOT)
Jun00 000427 97~170 97~240 96~230 96~265 -0~230 145,435 609,865 -974
Sep00 000427 97~110 97~120 96~175 96~195 -0~235 929 6,991 +625
Total Volume and Open Interest 146,364 616,856 -349
5-Year T-Notes(CBOT)
Jun00 000427 98~085 98~085 97~195 97~220 -0~195 65,746 401,399 -5,169
Sep00 000427 97~250 97~250 97~200 97~215 -0~190 1,100 8,107 +975
Total Volume and Open Interest 66,846 409,506 -4,194
2 Year T-Notes(CBOT)
Jun00 000427 98~120 98~123 98~088 98~090 -0~037 1,853 44,153 +147
Total Volume and Open Interest 1,853 44,153 +147
3-Mth T-Bills(IMM)
Jun00 000427 94.11 94.12 94.08 94.09 -0.03 17 706 +2
Total Volume and Open Interest 17 706 +2
Eurodollars(IMM)
Jun00 000427 93.330 93.335 93.245 93.255 -0.090 59,321 533,787 +5,719
Sep00 000427 93.090 93.095 92.955 92.965 -0.145 105,062 511,671 -1,609
Dec00 000427 92.900 92.900 92.745 92.755 -0.160 102,487 431,574 -8,549
Mar01 000427 92.880 92.880 92.705 92.715 -0.175 58,391 360,124 +2,109
Jun01 000427 92.815 92.815 92.655 92.670 -0.155 36,700 227,772 +77
Sep01 000427 92.785 92.785 92.645 92.655 -0.140 25,861 179,404 -1,523
Dec01 000427 92.730 92.730 92.610 92.620 -0.120 16,571 125,066 -2,093
Mar02 000427 92.800 92.800 92.685 92.695 -0.120 15,956 111,619 -2,184
Jun02 000427 92.790 92.800 92.700 92.705 -0.115 5,622 86,665 -134
Sep02 000427 92.815 92.815 92.690 92.710 -0.115 6,594 86,704 +1,100
Dec02 000427 92.750 92.755 92.660 92.665 -0.115 4,842 70,301 -273
Mar03 000427 92.805 92.805 92.710 92.715 -0.115 4,823 64,695 +416
Total Volume and Open Interest 471,588 3,201,656 -4,844
3-Mth Euro-Yen(IMM)
Jun00 000427 99.85 99.86 99.85 99.86 unch 927 17,558 -195
Sep00 000427 99.72 99.74 99.72 99.74 unch 336 18,285 +56
Dec00 000427 99.56 99.57 99.55 99.56 unch 453 13,811 -157
Mar01 000427 99.43 99.43 99.43 99.43 unch 239 22,702 +444
Jun01 000427 99.28 99.29 99.28 99.29 unch 73 4,335 +21
Sep01 000427 99.14 99.14 99.14 99.14 unch 172 13,775 +288
Dec01 000427 98.99 98.99 98.99 98.99 -0.01 0 1,417 +50
Mar02 000427 98.88 98.88 98.88 98.88 -0.01 20 1,207 +19
Jun02 000427 98.67 98.70 98.67 98.67 unch 0 79 +0
Sep02 000427 98.45 98.45 98.45 98.45 unch 0 30 +0
Total Volume and Open Interest 2,220 14 -92,689
3-Mth Euro-Yen(SIMEX)
Jun00 000427 99.86 99.86 99.85 99.86 unch 3,825 85,928 +2,044
Sep00 000427 99.74 99.74 99.72 99.73 unch 6,024 75,501 +3,199
Dec00 000427 99.57 99.57 99.54 99.56 +0.01 4,833 77,325 +2,362
Mar01 000427 99.44 99.44 99.42 99.43 +0.01 2,768 81,344 +1,491
Jun01 000427 99.30 99.30 99.28 99.29 +0.01 2,188 58,735 +517
Sep01 000427 99.15 99.15 99.14 99.14 unch 3,072 58,865 +48
Dec01 000427 98.99 98.99 98.99 98.99 unch 742 14,646 +2
Mar02 000427 98.88 98.88 98.88 98.88 +0.01 375 10,071 +30
Total Volume and Open Interest 23,827 464,816 +9,693
German Euro-Bund(EUREX)
Jun00 000427 105.06 105.42 104.77 104.86 -0.30 689,423 658,870 -6,382
Sep00 000427 104.59 104.84 104.42 104.42 -0.30 2,874 36,320 +2,151
Dec00 000427 103.96 103.96 103.96 103.96 -0.20 0 2,076 -596
Total Volume and Open Interest 692,297 697,266 -4,827
German Euro-Bobl(EUREX)
Jun00 000427 103.37 103.56 103.23 103.26 -0.15 269,367 319,075 -3,818
Sep00 000427 103.25 103.25 103.15 103.15 -0.14 1,705 3,543 +101
Dec00 000427 102.54 102.54 102.54 102.54 -0.32 0 230 +0
Total Volume and Open Interest 271,072 322,848 -3,717
Long Gilt(LIFFE)
Jun00 000427 112~29 113~16 112~25 113~04 +0~06 17,817 64,549 +1,078
Sep00 000427 113~00 113~00 113~00 113~00 +0~05 50 405 +50
Total Volume and Open Interest 17,867 64,954 +1,128
3-Mth Short Sterling(LIFFE)
Jun00 000427 93.60 93.63 93.58 93.62 +0.02 38,747 199,351 -9,109
Sep00 000427 93.40 93.46 93.38 93.43 +0.02 43,848 197,448 +2,369
Dec00 000427 93.24 93.31 93.21 93.27 +0.03 16,811 110,025 -2,134
Total Volume and Open Interest 125,221 788,064 -10,009
3-Mth Euribor(LIFFE)
Jun00 000427 95.810 95.830 95.750 95.765 -0.050 69,502 306,451 -5,652
Sep00 000427 95.525 95.570 95.465 95.475 -0.060 68,520 287,668 -4,977
Dec00 000427 95.295 95.320 95.215 95.225 -0.060 47,090 184,309 -6,257
Total Volume and Open Interest 253,391 1,528,472 -22,186
3-Mth Aus T-Bills(SFE)
Jun00 000427 93.75 93.76 93.67 93.68 -0.09 10,137 176,617 -23,387
Sep00 000427 93.49 93.52 93.43 93.46 -0.07 11,368 122,973 +6,160
Dec00 000427 93.36 93.37 93.30 93.32 -0.06 2,607 42,700 +176
Mar01 000427 93.25 93.26 93.20 93.21 -0.06 403 18,640 +78
Jun01 000427 93.15 93.15 93.10 93.11 -0.08 177 14,351 -116
Sep01 000427 93.03 93.03 93.03 93.03 -0.08 40 8,508 -150
Dec01 000427 92.96 92.96 92.96 92.96 -0.07 0 5,805 -110
Mar02 000427 92.91 92.92 92.90 92.90 -0.09 4 4,907 -269
Jun02 000427 92.89 92.89 92.88 92.88 -0.07 24 2,333 +22
Sep02 000427 92.83 92.83 92.83 92.83 -0.06 22 2,079 -238
Total Volume and Open Interest 24,792 402,869 -17,994
10-Year Aus T-Bonds(SFE)
Jun00 000427 93.60 93.64 93.51 93.52 -0.08 2,749 163,869 +6,532
Sep00 000427 93.44 93.44 93.44 93.44 0.00      
Total Volume and Open Interest 2,749 163,869 +6,532
3-Year Aus T-Bonds(SFE)
Jun00 000427 93.64 93.66 93.56 93.60 -0.07 5,362 331,060 +17,319
Sep00 000427 93.43 93.43 93.43 93.43 -0.07      
Total Volume and Open Interest 5,362 331,060 +17,319
Gold(CMX)
Jun00 000427 277.7 279.1 276.8 278.4 +1.3 27,418 90,584 +5,865
Aug00 000427 281.2 282.0 279.2 281.1 +1.3 2,630 13,631 -243
Oct00 000427 283.8 283.8 283.8 283.8 +1.3 3 3,921 +1
Dec00 000427 286.5 287.0 284.9 286.6 +1.3 512 19,574 -99
Feb01 000427 289.0 289.0 289.0 289.0 +1.4 13 6,799 -1
Apr01 000427 289.8 291.6 289.8 291.6 +1.4 0 3,344 -5
Total Volume and Open Interest 30,640 161,997 +5,507
Silver(CMX)
May00 000427 498.0 498.5 492.5 495.8 +1.1 18,258 18,759 -10,659
Jul00 000427 501.5 504.5 497.5 501.5 +1.7 19,602 48,546 +10,500
Sep00 000427 506.0 507.5 503.0 505.8 +1.8 237 3,360 +64
Dec00 000427 513.5 514.0 509.0 510.2 +1.8 244 7,127 +136
Mar01 000427 512.0 512.6 512.0 512.6 +1.8 2 799 +2
Total Volume and Open Interest 38,478 82,728 +32
Platinum(NYM)
Jul00 000427 445.0 463.5 444.0 462.1 +24.0 1,875 6,994 -306
Oct00 000427 445.0 447.1 445.0 447.1 +19.0 42 419 +21
Jan01 000427 436.1 436.1 436.1 436.1 +19.0 0 18 +0
Total Volume and Open Interest 1,917 7,431 -301
Palladium(NYME)
Jun00 000427 577.00 595.00 577.00 590.80 +15.90 92 2,266 +12
Sep00 000427 575.00 588.80 575.00 588.80 +15.90 0 100 +0
Dec00 000427 581.80 581.80 581.80 581.80 +15.90 0 10 +0
Total Volume and Open Interest 92 2,376 +12
Copper(CMX)
May00 000427 78.20 78.90 77.70 78.80 +0.50 9,667 14,956 -5,618
Jul00 000427 79.10 79.80 78.70 79.65 +0.45 10,365 32,405 +5,306
Sep00 000427 79.50 80.25 79.30 80.25 +0.45 73 6,085 -14
Dec00 000427 80.60 81.05 80.60 81.05 +0.45 159 5,516 -28
Mar01 000427 81.75 81.75 81.75 81.75 +0.45 1 1,770 +1
Total Volume and Open Interest 20,511 72,330 -403
DJIA Index(CBOT)
Jun00 000427 11000 11025 10780 10894 -114 15,155 17,443 -367
Sep00 000427 11130 11155 10920 11034 -112 127 674 +63
Dec00 000427 11115 11280 11115 11186 -110 16 1,490 +3
Total Volume and Open Interest 15,298 19,613 -301
S & P 500(CME)
Jun00 000427 1440.50 1480.50 1440.50 1467.30 -8.20 66,110 372,779 -2,111
Sep00 000427 1461.30 1500.00 1461.30 1488.30 -8.00 43 5,968 +0
Dec00 000427 1483.30 1523.30 1483.30 1510.80 -7.50 0 3,362 +0
Mar01 000427 1506.30 1546.30 1506.30 1534.80 -6.50 12 322 +10
Total Volume and Open Interest 66,166 382,815 -2,103
S & P 500 E-Mini(Globex)
Jun00 000427 1475.00 1480.75 1440.50 1467.25 -8.25 74,709 33,485 -957
Sep00 000427 1520.00 1520.00 1463.75 1488.25 -8.00 1 15 +1
Total Volume and Open Interest 74,710    
NASDAQ 100(CME)
Jun00 000427 3417.50 3735.00 3417.50 3685.00 +157.50 20,072 37,832 -349
Sep00 000427 3738.00 3767.50 3738.00 3738.00 +160.50 1 41 +0
Dec00 000427 3788.00 3817.50 3788.00 3788.00 +160.50 0 10 +0
Total Volume and Open Interest 20,073 37,883 -349
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000427 3527.5 3733.5 3417.5 3685.0 +157.5 32,073 16,003 -2,867
Sep00 000427 3738.0 3738.0 3738.0 3738.0 +160.5 0 2 +0
Total Volume and Open Interest 32,073 16,005 -2,867
NYSE Composite(NYBOT)
Jun00 000427 646.50 657.50 646.00 652.45 -7.30 460 2,251 +62
Sep00 000427 660.25 660.25 660.25 660.25 -7.30 0 250 +0
Dec00 000427 668.05 668.05 668.05 668.05 -7.30      
Total Volume and Open Interest 0 1,995 +0
S & P Midcap 400(CME)
Jun00 000427 465.00 478.75 463.00 477.25 +4.35 17 12,704 -53
Sep00 000427 482.75 483.00 482.75 482.75 +4.35 0 2 +0
Dec00 000427 488.75 489.00 488.75 488.75 +4.35      
Total Volume and Open Interest 17 12,706 -53
Russell 2000(CME)
Jun00 000427 473.00 501.00 472.40 500.75 +15.35 0 13,579 -13
Sep00 000427 507.00 507.25 507.00 507.00 +15.35      
Dec00 000427 514.55 514.80 514.55 514.55 +15.35      
Total Volume and Open Interest 0 13,579 -13
Value Line(KCBT)
Jun00 000427 1041.00 1066.50 1041.00 1065.50 +0.50 58 138 +8
Total Volume and Open Interest 58 139 +8
Nikkei 225(CME)
Jun00 000427 17990 18090 17820 18070 -95 1,456 16,314 -16
Sep00 000427 18070 18070 17865 18070 -95 0 5 +0
Total Volume and Open Interest 1,456 16,320 -16
Nikkei 225(SIMEX)
Jun00 000427 18200 18260 18010 18085 -30 17,845 109,246 +1,607
Sep00 000427 18100 18100 18100 18100 -30 0 10,778 +0
Dec00 000427 18080 18080 18080 18080 -30 0 2,063 +0
Total Volume and Open Interest 39,204 131,730 +2,786
CAC 40(MATIF)
Apr00 000427 6370.0 6397.0 6182.0 6310.0 -60.5 123,018 59,157 -36,495
May00 000427 6362.0 6389.0 6173.0 6299.5 -60.0 72,552 78,025 +41,167
Jun00 000427 6368.0 6368.0 6175.0 6203.0 -164.5 3,899 55,518 +1,787
Total Volume and Open Interest 199,469 238,702 +6,459
DAX Index(EUREX)
Jun00 000427 7405.0 7444.5 7173.0 7220.0 -181.0 28,255 377,658 +1,260
Sep00 000427 7455.0 7509.5 7262.5 7292.0 -182.0 84 672 -5
Dec00 000427 7584.0 7585.0 7370.0 7370.5 -183.5 32 351 +15
Total Volume and Open Interest 28,371 378,681 +1,270
FT-SE 100(LIFFE)
Jun00 000427 6248.00 6346.50 6164.00 6247.00 +4.00 26,780 210,984 -422
Sep00 000427 6378.50 6406.00 6245.00 6310.50 +4.50 10 1,475 -10
Dec00 000427 6464.50 6464.50 6332.00 6392.00 -1.00 10 35 -10
Total Volume and Open Interest 26,800 212,494 -442
SPI 200(SFE)
Jun00 000427 3097.0 3119.0 3090.0 3103.0 -5.0 10,365 162,130 +3,309
Sep00 000427 3120.0 3120.0 3120.0 3120.0 -4.0 100 4,473 -77
Dec00 000427 3142.0 3142.0 3142.0 3142.0 -5.0 78 1,681 -30
Total Volume and Open Interest 10,543 169,258 +3,202
GSCI(CME)
May00 000427 201.30 202.60 200.50 201.90 +1.40 81 39,015 +5
Jun00 000427 200.50 200.50 199.40 200.50 +1.00 1 51 +0
Jul00 000427 200.00 200.00 200.00 200.00 -1.00      
Total Volume and Open Interest 82 39,066 +5
Bridge CRB Index(NYBOT)
Jun00 000427 211.60 211.80 211.00 211.25 -0.15 155 1,203 +29
Aug00 000427 212.05 212.05 212.05 212.05 -0.15 5 1,070 +2
Nov00 000427 212.85 212.85 212.85 212.85 -0.15 3 527 +1
Total Volume and Open Interest 163 2,801 +32
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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