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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 28, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000428 534.00 534.00 522.50 526.50 -6.00 23,153 12,052 -8,488
Jul00 000428 546.00 547.00 533.00 539.25 -5.75 43,110 99,702 +1,989
Aug00 000428 549.50 550.50 537.00 542.00 -6.25 2,376 10,031 +846
Sep00 000428 552.00 553.00 538.00 545.00 -5.00 1,083 7,152 +591
Nov00 000428 558.00 558.75 546.50 551.50 -5.50 6,779 47,345 +60
Jan01 000428 565.00 566.00 555.00 559.25 -6.25 317 4,079 +86
Mar01 000428 572.00 572.00 563.50 566.00 -7.50 46 3,213 -11
Total Volume and Open Interest 77,023 189,466 -4,841
Soybean Meal(CBOT)
May00 000428 174.30 174.50 169.90 171.70 -2.10 16,227 15,795 -1,795
Jul00 000428 174.20 174.50 169.50 171.40 -2.30 14,790 68,087 +1,495
Aug00 000428 173.80 174.20 169.50 171.20 -2.20 950 12,629 +79
Sep00 000428 174.00 174.00 169.30 171.40 -2.10 277 7,294 -30
Oct00 000428 173.30 173.50 169.50 171.40 -2.10 536 7,763 +211
Dec00 000428 175.20 175.50 171.00 172.90 -1.90 2,641 15,678 +485
Jan01 000428 174.50 174.50 171.50 172.90 -2.60 10 1,283 +8
Mar01 000428 175.30 175.30 172.50 173.50 -2.50 14 2,079 +5
Total Volume and Open Interest 35,456 132,189 +459
Soybean Oil(CBOT)
May00 000428 17.63 17.69 17.47 17.61 -0.06 13,133 11,341 -3,503
Jul00 000428 18.05 18.14 17.88 18.05 -0.04 23,194 65,586 -3,066
Aug00 000428 18.25 18.30 18.06 18.23 -0.04 1,661 13,908 +343
Sep00 000428 18.49 18.50 18.25 18.37 -0.09 2,010 11,072 +1,700
Oct00 000428 18.64 18.69 18.45 18.57 -0.08 445 6,735 +245
Dec00 000428 18.95 19.00 18.78 18.92 -0.08 2,459 20,907 -299
Jan01 000428 19.30 19.30 19.10 19.25 -0.08 12 8,189 -6
Mar01 000428 19.50 19.50 19.50 19.50 -0.08 1 2,871 -1
Total Volume and Open Interest 42,941 146,328 -4,565
Canola(WCE)
May00 000428 270.2 270.6 268.0 268.0 -2.0 1,208 3,704 -1,241
Jul00 000428 276.5 277.0 274.0 274.2 -2.1 5,766 29,630 +1,604
Aug00 000428 277.5 277.5 277.2 277.5 -2.0 279 2,828 -57
Sep00 000428 280.0 280.0 280.0 280.0 -2.0 50 653 +0
Nov00 000428 287.8 287.9 285.0 285.6 -2.8 2,574 19,362 +672
Total Volume and Open Interest 9,877 59,687 +1,129
Corn(CBOT)
May00 000428 225.75 226.00 223.50 223.75 -1.50 53,337 26,215 -17,561
Jul00 000428 234.25 235.00 231.50 232.00 -2.25 50,541 242,813 +9,975
Sep00 000428 242.50 242.75 240.00 240.25 -2.00 3,110 52,432 +677
Nov00 000428 248.50 248.50 246.00 246.00 -2.00 54 920 +33
Dec00 000428 252.00 252.75 249.50 250.00 -2.00 9,202 117,373 +1,074
Jan01 000428 254.25 254.25 254.25 254.25 -2.00 0 91 +0
Total Volume and Open Interest 116,869 464,667 -5,609
Wheat(CBOT)
May00 000428 240.50 243.25 240.50 242.25 +1.25 20,526 6,864 -7,852
Jul00 000428 253.50 256.25 253.50 254.75 +0.75 41,246 83,072 +8,342
Sep00 000428 267.00 267.50 265.50 266.50 +0.25 5,036 14,970 +1,702
Dec00 000428 282.50 283.50 281.00 282.00 unch 3,413 18,330 +877
Mar01 000428 296.00 297.00 294.50 295.50 +0.50 306 3,698 +105
Total Volume and Open Interest 70,625 128,143 +3,261
Wheat(KCBT)
May00 000428 270.50 272.75 270.00 271.00 +0.25 7,714 4,640 -4,571
Jul00 000428 282.00 284.00 281.00 281.75 -0.75 8,595 41,399 +2,764
Sep00 000428 293.25 294.00 292.00 292.50 -0.75 2,531 6,660 +1,574
Dec00 000428 308.25 308.50 306.25 307.75 -0.50 983 8,906 +188
Mar01 000428 320.00 320.75 319.50 320.00 -1.50 52 890 +6
Total Volume and Open Interest 19,880 62,991 -36
Wheat(MGE)
May00 000428 316.50 320.00 316.00 320.00 +5.50 3,599 2,270 -577
Jul00 000428 325.00 326.25 323.50 325.75 +1.25 4,737 11,510 +754
Sep00 000428 336.00 336.00 333.00 334.75 +0.25 1,121 5,917 +579
Dec00 000428 348.00 348.00 345.25 346.50 -1.00 416 2,224 +245
Mar01 000428 358.50 358.50 358.50 358.50 unch 50 246 +18
Total Volume and Open Interest 9,923 22,213 +1,019
Oats(CBOT)
May00 000428 125.00 127.75 124.50 125.75 +1.75 932 669 -504
Jul00 000428 122.50 124.00 121.50 121.75 -0.50 1,091 10,902 +115
Sep00 000428 125.25 126.00 123.75 123.75 -0.50 81 2,303 +38
Dec00 000428 129.50 130.25 128.00 129.00 unch 28 3,873 +14
Total Volume and Open Interest 2,132 18,088 -337
Rough Rice(CBOT)
May00 000428 5.21 5.23 5.14 5.17 -0.07 453 1,347 +29
Jul00 000428 5.53 5.55 5.44 5.46 -0.07 540 3,747 +155
Sep00 000428 6.25 6.25 6.16 6.18 -0.08 35 727 -32
Nov00 000428 6.35 6.36 6.25 6.31 -0.05 168 1,172 -155
Total Volume and Open Interest 1,225 7,254 -5
Live Cattle(CME)
Apr00 000428 73.925 74.400 73.700 74.250 +0.275 1,653 2,446 -1,137
Jun00 000428 69.250 69.350 68.950 69.275 -0.125 3,657 57,730 -97
Aug00 000428 69.400 69.700 69.125 69.650 +0.125 1,069 27,738 -51
Oct00 000428 72.000 72.100 71.750 72.075 -0.025 989 17,855 +343
Dec00 000428 73.550 73.625 73.275 73.575 unch 345 7,204 +18
Feb01 000428 74.650 74.650 74.450 74.575 -0.100 36 3,389 +20
Total Volume and Open Interest 7,769 120,215 -886
Feeder Cattle(CME)
May00 000428 84.325 84.975 84.100 84.825 +0.500 757 7,535 -192
Aug00 000428 85.650 86.500 85.625 86.325 +0.550 592 6,832 +154
Sep00 000428 86.050 86.400 85.800 86.400 +0.425 70 1,914 +29
Oct00 000428 86.600 87.150 86.450 87.050 +0.450 29 1,859 -2
Nov00 000428 87.500 88.000 87.475 88.000 +0.350 51 1,282 +1,282
Jan01 000428 87.900 88.350 87.900 88.350 +0.450 0 571 +571
Mar01 000428 87.450 87.700 87.450 87.700 +0.325 1 45 +45
Total Volume and Open Interest 1,500 20,038 -3
Lean Hogs(CME)
Jun00 000428 76.950 77.300 76.550 76.650 -0.400 3,697 35,147 -398
Jul00 000428 74.250 74.600 74.075 74.250 -0.200 1,347 11,136 +123
Aug00 000428 70.100 70.300 69.800 70.250 unch 967 10,023 +86
Oct00 000428 61.950 62.100 61.775 62.025 -0.150 273 5,214 +79
Dec00 000428 59.050 59.300 58.950 59.250 +0.075 122 3,703 +7
Feb01 000428 59.125 59.400 58.925 59.400 +0.125 5 941 +1
Apr01 000428 57.050 57.050 57.050 57.050 +0.050 1 167 +1
Jun01 000428 64.900 64.900 64.900 64.900 -0.100 1 23 -1
Total Volume and Open Interest 6,413 66,354 -102
Pork Bellies(CME)
May00 000428 99.325 99.800 98.900 99.550 -0.375 1,054 3,505 -125
Jul00 000428 96.150 96.850 95.850 96.250 -0.700 1,056 2,768 +181
Aug00 000428 94.100 94.100 93.150 93.300 -0.625 197 658 +7
Feb01 000428 79.500 79.600 77.750 77.750 -0.750 22 37 +18
Mar01 000428 77.950 77.950 77.950 77.950 unch 0 2 +0
Total Volume and Open Interest 2,329 6,970 +81
Cocoa(NYBOT)
May00 000428 760 763 747 747 -8 41 102 -28
Jul00 000428 785 800 771 774 -8 6,846 40,624 +1,094
Sep00 000428 816 828 801 804 -8 2,159 23,205 +746
Dec00 000428 854 867 837 839 -11 754 13,205 +380
Mar01 000428 890 897 876 876 -11 18 8,139 +1
May01 000428 901 901 901 901 -11 14 5,456 +1
Jul01 000428 928 928 928 928 -11 0 6,997 +0
Total Volume and Open Interest 9,839 103,799 +2,187
Coffee "C"(NYBOT)
May00 000428 94.50 96.00 94.00 95.30 +0.45 618 2,270 -334
Jul00 000428 98.00 98.90 96.60 98.00 +0.55 2,730 29,959 +8
Sep00 000428 100.75 101.60 99.60 100.95 +0.50 482 11,790 +174
Dec00 000428 104.50 105.25 103.50 104.75 +0.65 160 4,789 +40
Mar01 000428 108.10 108.50 108.00 108.50 +0.60 37 1,510 +12
May01 000428 110.60 110.60 110.60 110.60 +0.60 0 131 +0
Total Volume and Open Interest 4,027 50,469 -100
Orange Juice(NYBOT)
May00 000428 79.50 79.80 78.25 78.80 -1.00 1,195 2,513 -1,159
Jul00 000428 79.80 80.20 79.25 79.75 -0.25 2,735 13,120 +793
Sep00 000428 80.25 80.60 79.90 80.00 -0.55 349 4,310 +118
Nov00 000428 80.85 81.00 80.00 80.25 -0.65 354 2,521 +250
Jan01 000428 81.05 81.50 80.80 81.20 +0.10 134 954 +70
Total Volume and Open Interest 4,878 24,506 +117
Sugar #11(NYBOT)
May00 000428 6.10 6.45 5.00 5.16 -1.02 13,424 3,503 -8,143
Jul00 000428 6.36 6.75 6.30 6.64 +0.27 15,206 112,840 +1,051
Oct00 000428 6.62 6.93 6.54 6.89 +0.25 3,178 36,006 -424
Mar01 000428 6.79 7.10 6.77 7.05 +0.22 881 23,115 +120
May01 000428 6.81 7.10 6.80 7.08 +0.20 198 3,806 +63
Total Volume and Open Interest 33,566 187,674 -7,385
London Cocoa(LCE)
May00 000428 566 577 565 577 +7 1,034 18,929 -205
Jul00 000428 572 582 568 581 +7 5,595 41,181 +137
Sep00 000428 594 602 590 602 +7 877 28,820 -64
Dec00 000428 626 638 624 636 +8 1,921 29,793 +971
Mar01 000428 642 651 642 651 +7 523 22,927 +385
May01 000428 657 666 657 666 +8 74 9,357 +24
Jul01 000428 680 680 680 680 +8 0 4,919 +0
Total Volume and Open Interest 10,257 167,993 +1,381
London Coffee(LCE)
May00 000428 890.00 912.00 888.00 912.00 +17.00 6,511 7,571 -3,909
Jul00 000428 915.00 945.00 914.00 943.00 +23.00 5,103 36,216 +2,861
Sep00 000428 930.00 957.00 928.00 957.00 +25.00 1,438 13,076 +831
Nov00 000428 948.00 975.00 945.00 975.00 +25.00 288 5,112 +164
Jan01 000428 966.00 990.00 965.00 990.00 +25.00 29 1,430 +2
Mar01 000428 1005.00 1005.00 1005.00 1005.00 +25.00 1 765 +0
Total Volume and Open Interest 13,370 64,200 -51
London Sugar(LCE)
May00 000414 190.80 194.60 188.00 189.50 -1.30 2,157 2,521 -1,172
Aug00 000428 195.50 200.00 194.40 198.10 +2.20 1,255 26,380 +124
Oct00 000428 196.00 201.00 196.00 199.10 +1.80 89 10,502 +56
Dec00 000428 198.00 202.20 198.00 200.90 +2.40 77 899 +8
Mar01 000428 201.90 206.20 201.90 204.80 +2.80 0 1,582 +0
Total Volume and Open Interest 1,421 41,321 +188
Cotton(NYBOT)
May00 000428 56.50 56.80 55.70 55.71 -0.74 19 301 -44
Jul00 000428 57.50 57.85 55.40 55.81 -1.74 1,910 32,110 +151
Oct00 000428 58.50 58.95 57.30 57.61 -1.14 18 1,365 +11
Dec00 000428 59.40 59.75 58.00 58.41 -1.10 292 14,178 -25
Mar01 000428 60.60 60.60 59.80 59.80 -0.78 7 1,580 -1
May01 000428 60.00 61.00 60.00 60.25 -0.89 0 861 +0
Total Volume and Open Interest 2,248 50,826 +90
Lumber(CME)
May00 000428 299.0 301.0 295.8 299.5 +1.6 527 1,661 -112
Jul00 000428 308.6 310.7 306.8 308.3 +0.5 366 1,235 +63
Sep00 000428 307.5 309.0 306.2 307.2 +0.2 29 245 +15
Nov00 000428 305.8 308.0 305.2 305.2 +1.1 8 89 +1
Total Volume and Open Interest 930 3,234 -33
Crude Oil(NYM)
Jun00 000428 25.65 26.09 25.50 25.74 +0.32 58,659 103,766 -3,236
Jul00 000428 25.45 25.80 25.35 25.48 +0.27 27,274 56,938 +81
Aug00 000428 25.18 25.48 25.05 25.15 +0.21 10,985 39,096 +952
Sep00 000428 24.85 25.27 24.78 24.86 +0.16 4,692 21,820 -1,301
Oct00 000428 24.62 24.92 24.50 24.59 +0.13 1,877 19,555 -576
Nov00 000428 24.55 24.65 24.30 24.32 +0.10 446 15,781 -200
Dec00 000428 24.20 24.25 23.90 24.07 +0.09 2,431 38,844 +197
Jan01 000428 23.84 23.90 23.75 23.82 +0.07 873 15,324 +12
Feb01 000428 23.70 23.70 23.55 23.57 +0.05 278 6,223 +0
Mar01 000428 23.46 23.46 23.30 23.32 +0.03 110 7,084 -40
Total Volume and Open Interest 108,638 422,814 -4,004
Heating Oil(NYM)
May00 000428 76.25 77.50 66.00 73.18 -1.87 33,597 107,413 -244
Jun00 000428 68.90 68.90 66.75 67.19 -0.53 33,597 107,413 -244
Jul00 000428 66.40 66.40 65.39 65.39 -0.03 4,814 16,430 +799
Aug00 000428 65.80 66.00 65.14 65.14 +0.12 1,025 8,197 -47
Sep00 000428 66.30 66.35 65.59 65.59 +0.12 483 6,052 +77
Oct00 000428 66.60 66.60 65.99 65.99 +0.17 14 4,205 +1
Nov00 000428 67.00 67.00 66.29 66.29 +0.17 182 5,111 +19
Dec00 000428 67.30 67.30 66.54 66.54 +0.12 656 14,237 -12
Jan01 000428 67.40 67.40 66.49 66.49 +0.07 203 4,873 +69
Feb01 000428 66.60 66.60 65.59 65.59 +0.07 54 3,883 +36
Total Volume and Open Interest 33,597 107,413 -244
Unleaded Gas(NYM)
May00 000428 82.95 84.00 80.50 82.59 +0.21 21,037 8,933 -6,571
Jun00 000428 81.80 82.60 81.20 81.45 +0.18 13,210 35,001 -814
Jul00 000428 79.40 80.25 79.25 79.50 +0.18 4,309 16,831 -403
Aug00 000428 77.50 77.66 77.00 77.00 +0.03 289 15,602 -324
Sep00 000428 75.00 75.10 74.50 74.50 -0.02 1,360 14,108 -450
Oct00 000428 71.00 71.00 70.85 70.85 -0.02 206 7,530 +157
Nov00 000428 69.15 69.15 69.15 69.15 -0.12 1 3,163 +0
Dec00 000428 67.80 67.80 67.80 67.80 -0.17 96 1,839 -4
Total Volume and Open Interest 40,517 103,090 -8,400
Natural Gas(NYM)
Jun00 000428 3.060 3.165 3.060 3.141 +0.086 18,916 65,132 +567
Jul00 000428 3.080 3.175 3.080 3.158 +0.084 8,228 24,419 -1,429
Aug00 000428 3.090 3.180 3.090 3.166 +0.078 3,016 23,018 +375
Sep00 000428 3.100 3.180 3.100 3.160 +0.075 2,916 23,094 +694
Oct00 000428 3.110 3.180 3.110 3.170 +0.071 1,879 21,688 +285
Nov00 000428 3.200 3.265 3.200 3.255 +0.064 902 15,867 +132
Dec00 000428 3.290 3.360 3.290 3.346 +0.058 2,931 21,818 +942
Jan01 000428 3.315 3.370 3.310 3.360 +0.058 1,537 15,946 +216
Total Volume and Open Interest 43,223 310,104 -2,558
Brent Crude Oil(IPE)
Jun00 000428 23.95 24.35 23.85 23.89 +0.13 35,867 64,966 -9,592
Jul00 000428 23.80 24.10 23.65 23.70 +0.10 20,394 52,556 +4,690
Aug00 000428 23.56 23.86 23.50 23.55 +0.11 4,178 27,182 +586
Sep00 000428 23.35 23.59 23.29 23.33 +0.10 1,890 17,848 -209
Oct00 000428 23.27 23.40 23.16 23.17 +0.08 817 12,459 +75
Nov00 000428 23.10 23.26 23.01 23.03 +0.08 421 5,944 -54
Dec00 000428 22.95 23.10 22.80 22.88 +0.10 2,026 27,424 +425
Jan01 000428 22.73 22.73 22.60 22.63 +0.10 258 10,775 +250
Total Volume and Open Interest 66,326 262,894 -3,808
Gas Oil(IPE)
May00 000428 211.00 212.00 209.75 211.50 +3.00 9,280 22,419 -496
Jun00 000428 203.75 204.00 201.50 203.00 +3.00 7,814 24,476 -2,291
Jul00 000428 199.75 200.25 198.50 199.50 +2.00 4,274 10,943 -519
Aug00 000428 199.50 200.25 198.75 199.75 +1.50 2,385 7,669 +593
Sep00 000428 199.75 200.75 199.75 200.75 +1.50 865 4,417 +106
Oct00 000428 201.25 201.75 201.25 201.75 +1.50 25 1,698 +25
Nov00 000428 202.25 202.50 202.25 202.50 +1.50 0 2,239 +0
Dec00 000428 202.75 204.25 202.25 203.00 +1.50 1,086 15,446 -70
Total Volume and Open Interest 26,297 92,402 -2,292
US Dollar Index(NYBOT)
Jun00 000428 109.40 110.15 109.35 110.00 +0.57 2,208 5,921 -468
Sep00 000428 109.50 109.66 109.12 109.63 +0.56 13 2,039 -3
Dec00 000428 108.95 109.30 108.95 109.27 +0.56      
Total Volume and Open Interest 2,221 7,960 -471
Australian Dollar(IMM)
Jun00 000428 58.46 58.58 58.34 58.42 -0.46 2,561 24,627 -43
Sep00 000428 58.47 58.47 58.47 58.47 -0.46 0 21 +0
Dec00 000428 58.52 58.52 58.52 58.52 -0.46 0 56 +0
Total Volume and Open Interest 2,561 24,969 -43
British Pound(IMM)
Jun00 000428 156.90 157.18 155.22 155.28 -2.34 16,654 45,301 +2,388
Sep00 000428 156.90 157.32 155.48 155.48 -2.34 19 66 +1
Dec00 000428 157.50 157.60 155.74 155.74 -2.34 4 229 +0
Total Volume and Open Interest 16,677 45,596 +2,389
Canadian Dollar(IMM)
Jun00 000428 67.64 67.70 67.52 67.57 -0.24 4,209 59,663 -533
Sep00 000428 67.72 67.82 67.66 67.72 -0.24 86 7,213 +11
Dec00 000428 67.99 67.99 67.87 67.88 -0.24 203 1,713 -3
Mar01 000428 68.10 68.10 68.04 68.04 -0.24 35 439 +5
Total Volume and Open Interest 4,468 69,124 -520
Japanese Yen(IMM)
Jun00 000428 94.00 94.16 93.15 93.18 -1.67 430 73,772 -1,452
Sep00 000428 95.50 95.51 94.67 94.72 -1.68 39 867 +0
Dec00 000428 96.33 96.33 96.33 96.33 -1.69 10 440 +5
Total Volume and Open Interest 480 75,159 -1,447
Swiss Franc(IMM)
Jun00 000428 58.11 58.52 58.03 58.27 +0.12 12,069 45,323 +1,685
Sep00 000428 58.60 58.92 58.59 58.76 +0.12 47 251 -3
Dec00 000428 59.24 59.40 59.24 59.24 +0.12 59 20 +16
Total Volume and Open Interest 12,175 45,594 +1,698
EuroFX(IMM)
Jun00 000428 91.25 91.65 91.05 91.22 -0.15 28,055 67,696 +4,786
Sep00 000428 91.82 92.15 91.65 91.78 -0.14 238 1,323 +46
Dec00 000428 92.40 92.60 92.20 92.34 -0.13 20 67 +12
Total Volume and Open Interest 28,329 69,094 +4,852
Mexican Peso(IMM)
Jun00 000428 10510.0 10525.0 10480.0 10518.0 +40.0 6,055 14,761 -603
Sep00 000428 10245.0 10263.0 10245.0 10263.0 +40.0 0 2,399 +0
Total Volume and Open Interest 6,072 18,573 -593
30-Year T-Bonds(CBOT)
Jun00 000428 96~10 96~30 95~27 96~18 +0~10 402,983 463,987 -9,691
Sep00 000428 95~31 96~23 95~22 96~12 +0~10 3,241 6,278 +365
Dec00 000428 96~11 96~11 96~11 96~11 +0~10 120 2,105 -99
Total Volume and Open Interest 406,344 472,580 -9,425
Municipal Bonds(CBOT)
Jun00 000428 92~30 93~15 92~23 93~07 +0~04 2,206 23,027 +156
Sep00 000428 92~17 92~17 92~17 92~17 +0~04 0 2 +0
Total Volume and Open Interest 2,206 23,029 +156
10-Year T-Notes(CBOT)
Jun00 000428 96~280 97~060 96~150 96~305 +0~040 250,508 616,079 +6,214
Sep00 000428 96~140 96~270 96~090 96~230 +0~035 1,492 7,337 +346
Total Volume and Open Interest 252,000 623,416 +6,560
5-Year T-Notes(CBOT)
Jun00 000428 97~190 97~245 97~140 97~185 -0~035 165,595 411,706 +10,307
Sep00 000428 97~160 97~170 97~160 97~170 -0~045 467 8,504 +397
Total Volume and Open Interest 166,062 420,210 +10,704
2 Year T-Notes(CBOT)
Jun00 000428 98~080 98~090 98~072 98~079 -0~011 8,635 47,522 +3,369
Sep00 000428 98~068 98~068 98~068 98~068        
3-Mth T-Bills(IMM)
Jun00 000428 94.05 94.06 94.05 94.05 -0.04 136 729 +23
Total Volume and Open Interest 136 729 +23
Eurodollars(IMM)
Jun00 000428 93.225 93.240 93.190 93.220 -0.035 158,596 526,857 -6,930
Sep00 000428 92.935 92.950 92.885 92.895 -0.070 300,225 525,682 +14,011
Dec00 000428 92.740 92.740 92.680 92.700 -0.055 210,878 445,692 +14,118
Mar01 000428 92.705 92.705 92.645 92.665 -0.050 143,790 362,642 +2,518
Jun01 000428 92.655 92.655 92.595 92.615 -0.055 61,939 228,575 +803
Sep01 000428 92.640 92.640 92.595 92.610 -0.045 48,837 183,630 +4,226
Dec01 000428 92.590 92.620 92.570 92.590 -0.030 22,335 130,126 +5,060
Mar02 000428 92.665 92.695 92.645 92.670 -0.025 25,518 115,505 +3,886
Jun02 000428 92.690 92.705 92.665 92.680 -0.025 7,054 86,321 -344
Sep02 000428 92.695 92.715 92.670 92.690 -0.020 11,084 84,916 -1,788
Dec02 000428 92.650 92.675 92.625 92.655 -0.010 5,511 70,413 +112
Mar03 000428 92.700 92.725 92.675 92.715 unch 5,624 65,704 +1,009
Total Volume and Open Interest 1,031,200 3,240,074 +38,418
3-Mth Euro-Yen(IMM)
Jun00 000428 99.86 99.86 99.85 99.85 -0.01 2,482 15,876 -1,682
Sep00 000428 99.73 99.74 99.73 99.74 unch 1,136 18,815 +530
Dec00 000428 99.56 99.56 99.55 99.56 unch 583 14,197 +386
Mar01 000428 99.42 99.43 99.42 99.43 unch 1,782 22,403 -299
Jun01 000428 99.29 99.29 99.28 99.29 unch 159 4,050 -285
Sep01 000428 99.14 99.14 99.14 99.14 unch 210 14,283 +508
Dec01 000428 98.98 98.99 98.98 98.99 unch 10 1,357 -60
Mar02 000428 98.88 98.88 98.88 98.88 unch 10 1,251 +44
Jun02 000428 98.67 98.67 98.67 98.67 unch 0 79 +0
Sep02 000428 98.45 98.45 98.45 98.45 unch 0 30 +0
Total Volume and Open Interest 6,372 92,371 +92,357
3-Mth Euro-Yen(SIMEX)
Jun00 000428 99.85 99.86 99.85 99.86 unch 1,441 85,623 -305
Sep00 000428 99.73 99.74 99.72 99.73 unch 4,471 75,088 -413
Dec00 000428 99.56 99.56 99.54 99.56 unch 3,864 76,339 -986
Mar01 000428 99.43 99.43 99.41 99.43 unch 2,189 79,808 -1,536
Jun01 000428 99.29 99.29 99.27 99.29 unch 1,041 58,714 -21
Sep01 000428 99.15 99.15 99.13 99.14 unch 2,401 60,718 +1,853
Dec01 000428 99.00 99.00 98.99 98.99 unch 1,090 14,581 -65
Mar02 000428 98.86 98.87 98.87 98.87 -0.01 75 10,121 +50
Total Volume and Open Interest 16,572 463,393 -1,423
German Euro-Bund(EUREX)
Jun00 000428 104.90 105.12 104.69 105.03 +0.17 856,994 674,502 +15,632
Sep00 000428 104.40 104.62 104.29 104.60 +0.18 5,626 38,006 +1,686
Dec00 000428 104.15 104.15 104.15 104.15 +0.19 0 2,171 +95
Total Volume and Open Interest 862,620 714,679 +17,413
German Euro-Bobl(EUREX)
Jun00 000428 103.24 103.35 103.17 103.27 +0.01 268,172 316,729 -2,346
Sep00 000428 103.16 103.16 103.16 103.16 +0.01 208 4,092 +549
Dec00 000428 102.57 102.57 102.57 102.57 +0.03 0 496 +266
Total Volume and Open Interest 268,380 321,317 -1,531
Long Gilt(LIFFE)
Jun00 000428 113~04 113~29 112~22 113~22 +0~18 14,793 65,438 +889
Sep00 000428 113~18 113~18 113~18 113~18 +0~18 50 455 +50
Total Volume and Open Interest 14,843 65,893 +939
3-Mth Short Sterling(LIFFE)
Jun00 000428 93.59 93.65 93.59 93.64 +0.02 28,419 199,949 +598
Sep00 000428 93.42 93.49 93.41 93.47 +0.04 34,221 200,446 +2,998
Dec00 000428 93.26 93.35 93.25 93.34 +0.07 19,355 113,577 +3,552
Total Volume and Open Interest 116,998 795,595 +7,531
3-Mth Euribor(LIFFE)
Jun00 000428 95.760 95.770 95.730 95.755 -0.010 92,006 312,765 +6,314
Sep00 000428 95.490 95.490 95.440 95.475 unch 85,425 298,422 +10,754
Dec00 000428 95.220 95.245 95.195 95.230 +0.005 39,833 183,411 -898
Total Volume and Open Interest 303,170 1,267,820 -260,652
3-Mth Aus T-Bills(SFE)
Jun00 000428 93.59 93.65 93.56 93.63 -0.05 2,757 182,009 +5,392
Sep00 000428 93.34 93.35 93.27 93.34 -0.12 2,370 129,277 +6,304
Dec00 000428 93.22 93.23 93.12 93.21 -0.11 1,342 42,592 -108
Mar01 000428 93.09 93.13 93.03 93.12 -0.09 635 18,957 +317
Jun01 000428 93.00 93.05 92.95 93.04 -0.07 71 14,402 +51
Sep01 000428 92.88 92.98 92.88 92.94 -0.09 0 8,508 +0
Dec01 000428 92.93 92.93 92.87 92.87 -0.09 0 5,772 -33
Mar02 000428 92.76 92.89 92.76 92.83 -0.07 110 4,932 +25
Jun02 000428 92.74 92.82 92.74 92.78 -0.10 120 2,374 +41
Sep02 000428 92.78 92.78 92.74 92.74 -0.09 95 2,174 +95
Total Volume and Open Interest 7,650 414,958 +12,089
10-Year Aus T-Bonds(SFE)
Jun00 000428 93.51 93.61 93.51 93.58 +0.06 3,757 171,969 +8,100
Sep00 000428 93.44 93.44 93.44 93.44 unch      
Total Volume and Open Interest 3,757 171,969 +8,100
3-Year Aus T-Bonds(SFE)
Jun00 000428 93.46 93.55 93.45 93.54 -0.06 11,544 331,761 +701
Sep00 000428 93.37 93.37 93.37 93.37 -0.06      
Total Volume and Open Interest 11,544 331,761 +701
Gold(CMX)
Jun00 000428 277.0 277.2 274.2 274.7 -3.7 15,077 88,885 -1,699
Aug00 000428 279.0 279.4 276.7 277.4 -3.7 442 13,640 +9
Oct00 000428 280.0 280.1 279.5 280.1 -3.7 90 3,837 -84
Dec00 000428 284.0 285.0 282.5 282.9 -3.7 231 19,507 -67
Feb01 000428 285.3 285.3 285.3 285.3 -3.7 77 6,817 +18
Apr01 000428 287.9 287.9 287.9 287.9 -3.7 57 3,375 +31
Total Volume and Open Interest 15,983 160,200 -1,797
Silver(CMX)
May00 000428 493.0 498.0 493.0 496.0 +0.2 14,836 8,227 -10,532
Jul00 000428 499.0 504.0 498.5 501.5 unch 18,423 55,876 +7,330
Sep00 000428 509.0 509.0 505.0 505.8 unch 491 3,492 +132
Dec00 000428 510.0 515.5 508.0 510.2 unch 230 7,309 +182
Mar01 000428 516.0 516.0 512.6 512.6 unch 160 894 +95
Total Volume and Open Interest 34,528 80,255 -2,473
Platinum(NYM)
Jul00 000428 494.0 502.8 477.0 498.7 +36.6 1,714 7,003 +9
Oct00 000428 460.0 472.1 460.0 472.1 +25.0 242 641 +222
Jan01 000428 461.1 461.1 461.1 461.1 +25.0 0 18 +0
Total Volume and Open Interest 1,956 7,662 +231
Palladium(NYME)
Jun00 000428 600.00 625.00 594.00 620.60 +29.80 164 2,300 +34
Sep00 000428 600.00 616.60 600.00 616.60 +27.80 14 104 +4
Dec00 000428 609.60 609.60 609.60 609.60 +27.80 0 10 +0
Total Volume and Open Interest 178 2,414 +38
Copper(CMX)
May00 000428 78.90 80.10 78.80 79.00 +0.20 12,249 8,783 -6,173
Jul00 000428 79.80 80.80 79.50 79.60 -0.05 14,062 38,939 +6,534
Sep00 000428 80.20 81.25 80.10 80.15 -0.10 203 6,143 +58
Dec00 000428 82.00 82.10 80.90 80.90 -0.15 325 5,469 -47
Mar01 000428 82.70 82.70 81.55 81.55 -0.20 4 1,770 +0
Total Volume and Open Interest 27,358 72,729 +399
DJIA Index(CBOT)
Jun00 000428 10950 11040 10775 10810 -84 15,380 17,098 -345
Sep00 000428 11095 11170 10920 10950 -84 19 682 +8
Dec00 000428 11240 11310 11080 11102 -84 1 1,491 +1
Total Volume and Open Interest 15,400 19,277 -336
S & P 500(CME)
Jun00 000428 1485.00 1486.00 1458.10 1460.00 -7.30 85,806 374,466 +1,687
Sep00 000428 1488.00 1505.00 1480.00 1481.50 -6.80 861 6,150 +182
Dec00 000428 1504.20 1526.80 1502.80 1504.20 -6.60 34 3,346 -16
Mar01 000428 1528.20 1550.80 1526.80 1528.20 -6.60 12 322 +0
Total Volume and Open Interest 86,728 384,666 +1,851
S & P 500 E-Mini(Globex)
Jun00 000428 1468.00 1487.25 1458.00 1460.00 -7.25 82,034 34,645 +1,160
Sep00 000428 1481.50 1481.50 1481.50 1481.50 -6.75 3 14 -1
Total Volume and Open Interest 82,037 34,659 +34,659
NASDAQ 100(CME)
Jun00 000428 3784.00 3829.00 3725.00 3810.00 +125.00 23,891 37,844 +12
Sep00 000428 3863.00 3863.00 3863.00 3863.00 +125.00 100 91 +50
Dec00 000428 3920.00 3920.00 3920.00 3920.00 +132.00 0 10 +0
Total Volume and Open Interest 23,991 37,945 +62
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000428 3694.5 3826.5 3680.0 3810.0 +125.0 35,244 17,214 +1,211
Sep00 000428 3808.0 3863.0 3808.0 3863.0 +125.0 0 2 +0
Total Volume and Open Interest 35,244 17,216 +1,211
NYSE Composite(NYBOT)
Jun00 000428 657.50 657.75 646.75 649.20 -3.25 485 2,218 -33
Sep00 000428 657.30 657.30 657.30 657.30 -2.95      
Dec00 000428 665.40 665.40 665.40 665.40 -2.65      
Total Volume and Open Interest 0 1,995 +0
S & P Midcap 400(CME)
Jun00 000428 484.00 484.40 478.00 482.75 +5.50 1,583 12,664 -40
Sep00 000428 488.25 489.90 488.25 488.25 +5.50 0 2 +0
Dec00 000428 494.25 495.90 494.25 494.25 +5.50      
Total Volume and Open Interest 1,583 12,666 -40
Russell 2000(CME)
Jun00 000428 508.00 512.00 500.60 509.00 +8.25 2,625 13,955 +376
Sep00 000428 511.00 516.25 511.00 515.25 +8.25      
Dec00 000428 522.80 523.80 522.80 522.80 +8.25      
Total Volume and Open Interest 2,625 13,955 +376
Value Line(KCBT)
Jun00 000428 1074.00 1076.75 1061.00 1076.75 +11.25 65 139 +1
Total Volume and Open Interest 65 140 +1
Nikkei 225(CME)
Jun00 000428 18155 18280 18130 18200 +130 2,482 16,042 -272
Sep00 000428 18200 18205 18200 18200 +130 0 5 +0
Total Volume and Open Interest 2,482 16,048 -272
Nikkei 225(SIMEX)
Jun00 000428 18110 18150 17900 18125 +40 10,768 106,836 -2,410
Sep00 000428 18140 18140 18140 18140 +40 0 10,778 +0
Dec00 000428 18120 18120 18120 18120 +40 0 2,063 +0
Total Volume and Open Interest 35,341 132,189 +459
CAC 40(MATIF)
Apr00 000428 6315.0 6447.0 6292.5 6434.0 +124.0 120,097 30,202 -28,955
May00 000428 6299.5 6465.5 6287.0 6434.0 +134.5 67,165 113,365 +35,340
Jun00 000428 6317.0 6440.0 6275.0 6422.0 +219.0 6,884 56,410 +892
Total Volume and Open Interest 194,146 245,979 +7,277
DAX Index(EUREX)
Jun00 000428 7320.0 7461.0 7291.0 7461.0 +241.0 39,405 378,200 +542
Sep00 000428 7379.5 7536.0 7369.0 7536.0 +244.0 239 684 +12
Dec00 000428 7528.0 7616.0 7520.5 7616.0 +245.5 37 376 +25
Total Volume and Open Interest 39,681 379,260 +579
FT-SE 100(LIFFE)
Jun00 000428 6250.00 6393.00 6244.00 6373.00 +126.00 26,326 213,279 +2,295
Sep00 000428 6383.50 6436.50 6383.50 6436.50 +126.00 331 1,705 +230
Dec00 000428 6518.00 6518.00 6518.00 6518.00 +126.00 280 275 +240
Total Volume and Open Interest 26,937 215,259 +2,765
SPI 200(SFE)
Jun00 000428 3100.0 3136.0 3093.0 3134.0 +31.0 6,910 165,056 +2,926
Sep00 000428 3119.0 3152.0 3117.0 3152.0 +32.0 18 4,281 -192
Dec00 000428 3173.0 3173.0 3173.0 3173.0 +31.0 6 1,687 +6
Total Volume and Open Interest 6,934 171,998 +2,740
GSCI(CME)
May00 000428 203.00 205.05 203.00 203.50 +1.60 65 39,044 +29
Jun00 000428 203.40 203.50 201.90 202.20 +1.70 0 51 +0
Jul00 000428 201.80 202.55 201.80 201.80 +1.80      
Total Volume and Open Interest 65 39,095 +29
Bridge CRB Index(NYBOT)
Jun00 000428 212.30 213.35 212.30 212.80 +1.55 103 1,195 -8
Aug00 000428 213.40 214.00 213.40 213.60 +1.55 0 1,070 +0
Nov00 000428 214.40 214.40 214.40 214.40 +1.55 0 527 +0
Total Volume and Open Interest 103 2,793 -8
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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