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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 May 04, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000504 555.00 563.00 555.00 561.00 +0.25 6,402 3,525 -1,160
Jul00 000504 566.00 574.50 565.50 572.25 +0.25 52,408 103,679 +1,306
Aug00 000504 569.50 577.00 569.00 575.00 +0.25 2,082 11,569 +126
Sep00 000504 572.00 580.00 571.50 577.25 -0.75 1,189 7,119 -127
Nov00 000504 578.00 586.00 577.50 583.25 -0.75 16,320 53,411 +1,831
Jan01 000504 586.00 592.00 585.50 587.75 -4.00 868 5,262 +509
Mar01 000504 592.50 597.50 592.00 596.50 -1.50 603 3,616 -4
Total Volume and Open Interest 81,912 196,164 +3,331
Soybean Meal(CBOT)
May00 000504 182.50 184.80 182.50 184.80 +0.70 4,421 9,941 -1,527
Jul00 000504 182.50 184.50 182.30 184.10 +0.30 17,417 68,163 +1,213
Aug00 000504 182.80 184.30 182.60 183.80 +0.20 3,081 14,581 +1,216
Sep00 000504 182.80 184.50 182.80 183.70 -0.10 431 8,094 +118
Oct00 000504 182.50 184.20 182.50 184.10 +0.10 947 8,168 +167
Dec00 000504 184.50 186.20 184.40 185.80 -0.30 5,194 17,848 +1,713
Jan01 000504 184.50 186.30 184.50 185.80 -0.70 399 1,509 +302
Mar01 000504 186.00 187.00 185.50 185.50 -1.50 200 2,810 +700
Total Volume and Open Interest 32,134 132,818 +3,945
Soybean Oil(CBOT)
May00 000504 18.20 18.37 18.02 18.20 -0.01 4,426 4,521 -509
Jul00 000504 18.45 18.78 18.40 18.58 unch 18,012 66,031 +1,224
Aug00 000504 18.60 18.95 18.60 18.76 +0.02 837 14,333 +146
Sep00 000504 18.80 19.08 18.75 18.93 +0.03 1,669 11,498 +348
Oct00 000504 18.95 19.30 18.95 19.07 unch 246 7,097 +122
Dec00 000504 19.28 19.60 19.25 19.43 unch 6,929 22,350 +1,613
Jan01 000504 19.55 19.87 19.55 19.73 unch 426 8,300 +175
Mar01 000504 20.05 20.05 19.95 19.96 +0.01 112 3,218 +11
Total Volume and Open Interest 33,028 143,067 +3,129
Canola(WCE)
May00 000504 277.5 280.1 277.5 279.0 unch 365 1,011 -625
Jul00 000504 283.0 285.8 282.5 284.5 -0.1 7,928 34,967 +2,688
Aug00 000504 287.1 287.1 287.1 287.1 -0.4 2,034 3,484 +658
Sep00 000504 288.0 289.5 288.0 289.5 unch 20 645 -8
Nov00 000504 292.5 295.7 292.5 295.3 +0.4 4,944 22,082 -64
Total Volume and Open Interest 15,321 65,890 +2,664
Corn(CBOT)
May00 000504 239.00 243.25 239.00 242.25 +0.50 11,480 11,429 -1,697
Jul00 000504 249.50 251.50 248.50 250.25 -0.50 105,547 265,044 +9,719
Sep00 000504 257.50 259.00 256.00 257.75 -0.75 5,558 58,367 +2,700
Nov00 000504 262.00 263.50 262.00 262.25 -1.00 34 950 +2
Dec00 000504 265.00 267.75 264.50 266.25 -1.00 40,150 134,620 +9,556
Jan01 000504 270.50 271.00 270.00 270.00 -1.50 1 91 +0
Total Volume and Open Interest 170,072 500,820 +23,341
Wheat(CBOT)
May00 000504 261.00 265.50 260.50 265.50 +5.50 793 908 -2,164
Jul00 000504 270.50 277.00 270.00 276.50 +4.50 41,017 79,509 -2,139
Sep00 000504 282.00 288.00 280.50 287.75 +5.25 3,501 15,738 +138
Dec00 000504 298.00 303.00 296.50 302.50 +3.75 7,773 21,020 +1,037
Mar01 000504 310.00 316.00 309.00 315.75 +4.25 1,780 5,005 +852
Total Volume and Open Interest 55,368 123,789 -1,966
Wheat(KCBT)
May00 000504 289.00 289.00 289.00 289.00 +5.50 439 882 -388
Jul00 000504 295.50 300.00 293.50 299.75 +5.25 9,333 44,924 +772
Sep00 000504 305.00 310.25 304.50 310.00 +4.50 1,453 7,121 +42
Dec00 000504 319.50 324.50 319.00 324.50 +4.50 963 9,511 +448
Mar01 000504 330.50 335.50 330.00 335.50 +4.50 205 1,134 +134
Total Volume and Open Interest 12,502 64,287 +1,110
Wheat(MGE)
May00 000504 337.00 341.00 336.00 341.00 +5.00 334 442 -344
Jul00 000504 339.00 344.50 339.00 344.25 +3.50 5,909 12,987 -503
Sep00 000504 349.00 353.00 348.25 352.00 +2.75 1,754 5,710 -414
Dec00 000504 358.50 364.00 358.50 363.75 +3.50 500 2,637 +183
Mar01 000504 369.50 374.00 369.00 374.00 +4.50 58 272 +33
Total Volume and Open Interest 8,562 22,098 -1,042
Oats(CBOT)
May00 000504 132.00 132.50 131.50 132.00 -0.25 208 196 -97
Jul00 000504 127.25 128.00 127.00 127.25 -1.00 2,496 11,401 -108
Sep00 000504 130.50 131.25 130.00 130.25 -0.75 246 2,591 +110
Dec00 000504 134.50 135.50 134.50 135.00 -1.00 413 4,277 +160
Total Volume and Open Interest 3,419 18,802 +51
Rough Rice(CBOT)
May00 000504 5.15 5.15 5.11 5.11 -0.05 6 18 -148
Jul00 000504 5.42 5.45 5.39 5.40 -0.02 507 4,380 +179
Sep00 000504 6.20 6.22 6.20 6.22 unch 40 833 +18
Nov00 000504 6.32 6.38 6.32 6.34 unch 144 1,346 +108
Total Volume and Open Interest 752 6,920 +217
Live Cattle(CME)
Jun00 000504 69.000 69.175 68.650 69.050 +0.150 8,520 53,970 -1,356
Aug00 000504 68.950 69.500 68.950 69.225 +0.075 4,116 30,281 +538
Oct00 000504 71.875 72.200 71.725 72.050 +0.075 1,768 18,968 +637
Dec00 000504 73.675 73.750 73.400 73.525 -0.175 819 7,522 +199
Feb01 000504 74.775 74.900 74.550 74.900 +0.075 136 3,547 +56
Apr01 000504 76.900 76.975 76.750 76.875 -0.050 156 4,075 +23
Total Volume and Open Interest 15,958 119,297 +359
Feeder Cattle(CME)
May00 000504 83.600 83.750 83.100 83.200 -0.325 1,579 5,876 -659
Aug00 000504 84.800 85.150 84.350 84.450 -0.250 2,240 8,335 +449
Sep00 000504 85.050 85.200 84.600 84.675 -0.375 164 2,062 +25
Oct00 000504 85.750 85.950 85.350 85.350 -0.400 263 2,020 +74
Nov00 000504 87.000 87.000 86.500 86.550 -0.375 160 1,432 +3
Jan01 000504 87.500 87.500 87.200 87.325 -0.100 112 707 +54
Mar01 000504 87.000 87.050 86.900 86.900 -0.050 32 92 +27
Total Volume and Open Interest 4,550 20,524 -27
Lean Hogs(CME)
Jun00 000504 73.400 75.075 73.225 74.850 +0.575 5,389 33,513 -1,573
Jul00 000504 72.300 73.400 71.500 73.325 +0.950 1,621 11,097 -227
Aug00 000504 68.200 69.250 67.850 69.250 +0.625 1,553 10,131 -265
Oct00 000504 60.000 60.700 59.550 60.650 +0.300 566 5,534 +187
Dec00 000504 57.750 58.500 57.650 58.175 +0.150 363 3,936 +100
Feb01 000504 57.700 58.300 57.700 58.275 +0.225 148 1,039 +43
Apr01 000504 56.200 56.600 56.200 56.600 +0.300 26 194 +21
Jun01 000504 63.900 63.975 63.750 63.900 unch 1 24 +0
Total Volume and Open Interest 9,667 65,468 -1,714
Pork Bellies(CME)
May00 000504 92.975 97.950 92.975 97.925 +1.950 567 2,431 -247
Jul00 000504 90.000 95.400 89.625 95.200 +2.575 711 3,363 +23
Aug00 000504 87.700 92.000 87.400 91.500 +1.900 289 738 +76
Feb01 000504 77.000 78.500 77.000 77.900 -0.150 5 70 +2
Mar01 000504 74.500 77.900 74.500 77.900 +0.400 1 3 +1
Total Volume and Open Interest 1,573 6,605 -145
Cocoa(NYBOT)
May00 000504 781 781 767 772 unch 2 37 -2
Jul00 000504 798 812 795 802 unch 2,804 42,666 +306
Sep00 000504 826 839 825 831 +1 757 23,207 +200
Dec00 000504 862 873 862 866 unch 246 13,590 +66
Mar01 000504 898 907 897 901 -2 104 8,283 -7
May01 000504 926 926 926 926 -2 39 5,454 -2
Jul01 000504 951 951 951 951 -2 18 7,007 +10
Total Volume and Open Interest 4,031 109,824 +609
Coffee "C"(NYBOT)
May00 000504 96.00 97.00 95.80 96.85 +2.40 242 1,075 -106
Jul00 000504 97.50 100.25 97.50 99.95 +2.75 7,203 29,507 +48
Sep00 000504 101.00 103.15 100.60 102.90 +2.65 1,166 12,224 +250
Dec00 000504 105.00 106.70 104.75 106.50 +2.50 180 5,092 +156
Mar01 000504 108.25 110.25 108.25 110.25 +2.50 18 1,533 +0
May01 000504 110.00 112.00 110.00 112.00 +2.50 2 133 +2
Total Volume and Open Interest 8,816 49,588 +351
Orange Juice(NYBOT)
May00 000504 80.50 81.20 79.90 80.00 -0.30 132 1,152 -129
Jul00 000504 81.40 82.40 80.90 81.00 -0.35 4,595 12,721 -670
Sep00 000504 81.60 82.40 81.40 81.40 -0.20 332 4,475 -44
Nov00 000504 81.90 81.90 81.50 81.50 -0.20 224 3,020 +69
Jan01 000504 82.25 82.50 81.85 81.85 -0.45 116 1,104 +88
Total Volume and Open Interest 5,460 23,700 -641
Sugar #11(NYBOT)
Jul00 000504 6.40 6.56 6.36 6.53 +0.13 9,120 112,472 -650
Oct00 000504 6.64 6.79 6.60 6.78 +0.14 4,431 36,597 -2,082
Mar01 000504 6.88 7.01 6.86 7.00 +0.12 2,552 25,768 +1,537
May01 000504 6.94 7.05 6.94 7.03 +0.12 323 4,016 +49
Jul01 000504 7.03 7.03 7.03 7.03 +0.12 1,295 3,860 +1,103
Total Volume and Open Interest 17,834 189,352 -143
London Cocoa(LCE)
May00 000504 576 587 576 587 +7 749 18,099 -115
Jul00 000504 580 594 580 594 +7 1,948 41,378 -272
Sep00 000504 604 615 604 615 +8 510 29,087 +113
Dec00 000504 638 649 638 649 +8 65 30,934 +3
Mar01 000504 652 663 652 663 +8 50 23,331 +19
May01 000504 675 678 675 678 +8 0 9,204 +0
Jul01 000504 684 692 684 692 +8 0 4,919 +0
Total Volume and Open Interest 3,322 169,434 -252
London Coffee(LCE)
May00 000504 896.00 911.00 896.00 911.00 +5.00 392 2,147 -714
Jul00 000504 918.00 935.00 916.00 934.00 +3.00 3,827 39,477 +979
Sep00 000504 928.00 944.00 928.00 944.00 +4.00 1,387 14,897 +823
Nov00 000504 945.00 960.00 945.00 960.00 +5.00 232 5,298 +29
Jan01 000504 960.00 974.00 960.00 974.00 +7.00 7 1,600 +7
Mar01 000504 988.00 988.00 988.00 988.00 +8.00 0 795 +0
Total Volume and Open Interest 5,845 64,244 +1,124
London Sugar(LCE)
May00 000414 190.80 194.60 188.00 189.50 -1.30 2,157 2,521 -1,172
Aug00 000504 194.30 195.50 193.50 195.00 +0.70 1,126 24,514 +80
Oct00 000504 195.30 196.50 195.00 196.20 +0.80 512 10,872 +237
Dec00 000504 197.50 197.50 197.00 197.00 -0.40 419 1,041 +128
Mar01 000504 199.90 200.80 199.50 200.80 +0.20 406 1,936 +350
Total Volume and Open Interest 2,463 40,323 +795
Cotton(NYBOT)
May00 000504 57.20 57.20 56.40 56.80 -0.15 22 88 -186
Jul00 000504 57.75 57.85 57.05 57.25 -0.44 6,567 31,393 -164
Oct00 000504 59.10 59.10 58.35 58.35 -0.75 100 1,545 +11
Dec00 000504 59.70 59.80 58.80 58.82 -0.89 2,388 15,440 +338
Mar01 000504 60.90 60.90 60.03 60.03 -0.80 175 1,774 +66
May01 000504 61.50 61.50 60.65 60.65 -0.73 132 1,004 +74
Total Volume and Open Interest 9,394 51,720 +149
Lumber(CME)
May00 000504 292.0 292.0 284.0 285.6 -3.9 672 1,074 -193
Jul00 000504 297.7 298.1 294.2 294.5 -3.9 823 1,590 +174
Sep00 000504 301.0 301.3 297.0 297.4 -3.4 156 325 +24
Nov00 000504 297.5 298.8 296.2 296.2 -0.9 10 98 +3
Total Volume and Open Interest 1,661 3,091 +8
Crude Oil(NYM)
Jun00 000504 26.85 27.25 26.71 26.98 +0.23 71,083 101,112 -6,197
Jul00 000504 26.45 26.85 26.45 26.56 +0.15 43,911 68,491 +3,328
Aug00 000504 25.95 26.30 25.95 26.02 +0.11 14,803 41,251 +593
Sep00 000504 25.65 25.75 25.40 25.52 +0.06 8,464 23,421 +350
Oct00 000504 25.11 25.21 25.04 25.04 unch 2,669 18,811 +96
Nov00 000504 24.82 24.90 24.62 24.62 -0.04 2,681 14,167 -103
Dec00 000504 24.48 24.56 24.24 24.24 -0.06 5,679 38,374 -464
Jan01 000504 23.91 23.91 23.91 23.91 -0.07 2,265 14,464 -338
Feb01 000504 23.75 23.75 23.59 23.59 -0.09 50 6,226 -40
Mar01 000504 23.27 23.27 23.27 23.27 -0.11 170 6,921 +50
Total Volume and Open Interest 155,539 437,956 -1,312
Heating Oil(NYM)
Jun00 000504 67.90 69.20 67.70 68.20 +0.47 19,889 108,264 +2,255
Jul00 000504 66.90 68.00 66.90 67.25 +0.38 7,914 19,450 +883
Aug00 000504 66.90 67.60 66.80 67.05 +0.38 2,192 8,583 +169
Sep00 000504 67.20 67.75 67.15 67.40 +0.33 1,407 6,679 +36
Oct00 000504 67.80 68.50 67.60 67.70 +0.28 1,601 4,559 +258
Nov00 000504 68.10 68.60 67.95 67.95 +0.23 1,246 6,230 +137
Dec00 000504 68.30 68.60 68.05 68.05 +0.18 1,975 15,103 +426
Jan01 000504 68.00 68.25 67.75 67.75 +0.08 577 5,988 -14
Feb01 000504 66.90 67.25 66.65 66.65 +0.03 91 4,125 +17
Mar01 000504 64.65 65.00 64.35 64.35 +0.08 31 2,358 +9
Total Volume and Open Interest 19,889 108,264 +2,255
Unleaded Gas(NYM)
Jun00 000504 89.70 92.00 89.00 90.88 +1.81 21,628 37,576 +1,380
Jul00 000504 85.70 87.25 84.80 86.19 +1.16 8,460 17,999 +1,090
Aug00 000504 81.85 82.50 81.00 81.50 +0.42 3,320 16,007 +622
Sep00 000504 78.20 78.25 77.45 77.45 -0.13 1,597 13,664 -684
Oct00 000504 72.35 72.35 72.35 72.35 -0.58 653 8,134 +34
Nov00 000504 69.80 69.80 69.75 69.75 -0.90 484 3,653 -71
Dec00 000504 68.05 68.05 68.05 68.05 -1.05 108 1,903 +90
Jan01 000504 67.50 67.50 66.75 66.75 -1.15 29 265 +0
Total Volume and Open Interest 36,279 99,222 +2,461
Natural Gas(NYM)
Jun00 000504 3.090 3.110 3.050 3.107 -0.019 37,237 68,278 +30
Jul00 000504 3.120 3.135 3.070 3.130 -0.019 8,727 26,440 +1,304
Aug00 000504 3.125 3.150 3.090 3.145 -0.019 4,605 24,889 +207
Sep00 000504 3.125 3.145 3.100 3.145 -0.019 1,991 24,621 +39
Oct00 000504 3.140 3.158 3.110 3.158 -0.021 3,229 21,834 +255
Nov00 000504 3.240 3.258 3.210 3.258 -0.021 1,108 15,662 -116
Dec00 000504 3.345 3.360 3.320 3.358 -0.021 1,665 22,838 +307
Jan01 000504 3.355 3.375 3.340 3.375 -0.020 1,450 16,098 +30
Total Volume and Open Interest 65,164 328,228 +4,548
Brent Crude Oil(IPE)
Jun00 000504 24.90 25.50 24.73 25.15 +0.15 41,787 48,452 -9,554
Jul00 000504 24.32 24.96 24.32 24.66 +0.22 44,792 58,923 +922
Aug00 000504 24.00 24.55 24.00 24.21 +0.11 14,993 34,903 +4,078
Sep00 000504 23.75 24.25 23.75 23.87 +0.09 5,915 20,492 +2,031
Oct00 000504 23.70 23.94 23.64 23.64 +0.08 834 12,336 -310
Nov00 000504 23.26 23.72 23.26 23.40 +0.07 669 6,764 +285
Dec00 000504 23.05 23.42 23.05 23.13 +0.06 4,248 28,411 +394
Jan01 000504 22.97 23.05 22.81 22.81 +0.05 850 10,134 -320
Total Volume and Open Interest 114,445 264,412 -2,267
Gas Oil(IPE)
May00 000504 212.50 213.25 208.50 212.00 -3.25 11,525 23,782 -278
Jun00 000504 205.50 206.00 202.50 205.75 -2.00 8,346 24,947 +424
Jul00 000504 203.50 204.25 200.75 204.25 -0.75 4,878 11,350 -403
Aug00 000504 202.00 204.25 200.75 204.25 -0.75 1,990 8,136 +399
Sep00 000504 203.50 205.25 203.00 205.25 -0.75 554 4,962 +316
Oct00 000504 206.25 206.25 206.25 206.25 -0.75 40 2,249 +40
Nov00 000504 207.00 207.00 207.00 207.00 -0.50 60 2,755 +40
Dec00 000504 205.50 207.50 204.50 207.50 -0.25 1,450 15,487 +86
Total Volume and Open Interest 29,219 96,989 +800
US Dollar Index(NYBOT)
Jun00 000504 111.22 112.00 111.16 111.70 +0.55 1,707 6,681 -261
Sep00 000504 111.10 111.33 110.95 111.33 +0.55 14 2,042 +1
Dec00 000504 110.96 110.96 110.96 110.96 +0.55 0 2 +0
Total Volume and Open Interest 1,721 8,725 -260
Australian Dollar(IMM)
Jun00 000504 59.13 59.28 59.00 59.16 -0.19 2,879 24,387 -777
Sep00 000504 59.21 59.21 59.21 59.21 -0.19 1 23 -1
Dec00 000504 59.26 59.26 59.26 59.26 -0.19 3 59 +2
Total Volume and Open Interest 2,885 24,735 -775
British Pound(IMM)
Jun00 000504 153.66 154.60 153.62 154.12 -2.04 5,229 52,031 -322
Sep00 000504 154.20 154.90 153.80 154.32 -2.04 0 133 +0
Dec00 000504 155.00 155.00 154.20 154.58 -2.04 0 231 +0
Total Volume and Open Interest 5,229 52,395 -322
Canadian Dollar(IMM)
Jun00 000504 67.07 67.11 66.74 66.84 -0.19 7,187 59,977 -1,653
Sep00 000504 67.20 67.20 66.90 66.99 -0.19 204 7,336 +27
Dec00 000504 67.28 67.28 67.07 67.15 -0.19 130 1,807 +40
Mar01 000504 67.31 67.31 67.31 67.31 -0.19 213 551 +111
Total Volume and Open Interest 7,766 69,771 -1,475
Japanese Yen(IMM)
Jun00 000504 92.65 93.60 92.60 93.21 +0.96 13,207 82,006 +3,335
Sep00 000504 95.00 95.03 94.70 94.77 +0.98 35 916 +6
Dec00 000504 96.40 96.40 96.40 96.40 +1.00 0 499 +1
Total Volume and Open Interest 13,242 83,501 +3,342
Swiss Franc(IMM)
Jun00 000504 58.08 58.17 57.75 57.77 -0.54 9,047 44,461 -11
Sep00 000504 58.42 58.53 58.25 58.27 -0.54 17 257 +4
Dec00 000504 58.76 58.76 58.76 58.76 -0.54 0 21 +0
Total Volume and Open Interest 9,064 44,740 -7
EuroFX(IMM)
Jun00 000504 89.76 89.86 89.17 89.27 -0.60 23,807 70,851 +2,580
Sep00 000504 90.35 90.35 89.78 89.82 -0.61 417 1,591 +93
Dec00 000504 90.55 90.55 90.35 90.37 -0.61 138 128 +58
Total Volume and Open Interest 24,362 72,579 +2,731
Mexican Peso(IMM)
Jun00 000504 10545.0 10560.0 10495.0 10510.0 -15.0 1,903 16,121 -513
Sep00 000504 10245.0 10250.0 10245.0 10250.0 -20.0 38 2,391 -1
Total Volume and Open Interest 2,035 19,858 -584
30-Year T-Bonds(CBOT)
Jun00 000504 94~25 94~28 93~25 93~26 -0~31 290,629 459,866 -994
Sep00 000504 94~04 94~19 93~19 93~19 -0~31 2,681 11,695 +535
Dec00 000504 93~18 93~18 93~18 93~18 -0~31 35 2,136 +10
Total Volume and Open Interest 293,347 473,908 -448
Municipal Bonds(CBOT)
Jun00 000504 92~05 92~17 91~24 91~25 -0~19 4,446 23,553 +63
Sep00 000504 91~25 91~25 91~04 91~04 -0~19 1 4 +0
Total Volume and Open Interest 4,447 23,557 +63
10-Year T-Notes(CBOT)
Jun00 000504 96~000 96~040 95~160 95~180 -0~125 161,656 593,195 -12,907
Sep00 000504 95~200 95~280 95~095 95~110 -0~125 3,578 14,433 +2,037
Total Volume and Open Interest 165,234 607,628 -10,870
5-Year T-Notes(CBOT)
Jun00 000504 97~045 97~135 97~020 97~035 -0~050 99,516 416,064 -39
Sep00 000504 97~015 97~095 97~005 97~005 -0~055 2,580 10,723 -941
Total Volume and Open Interest 102,096 426,787 -980
2 Year T-Notes(CBOT)
Jun00 000504 98~062 98~079 98~060 98~064 -0~006 957 45,711 -215
Sep00 000504 98~068 98~068 98~068 98~068 -0~006 0 1 +0
Total Volume and Open Interest 957 45,712 -215
3-Mth T-Bills(IMM)
Jun00 000504 93.96 94.01 93.96 94.00 unch 15 702 -2
Total Volume and Open Interest 54 702 -2
Eurodollars(IMM)
Jun00 000504 93.140 93.180 93.130 93.155 unch 79,759 508,778 +8,377
Sep00 000504 92.820 92.875 92.800 92.815 -0.020 123,936 562,320 +16,873
Dec00 000504 92.575 92.645 92.550 92.560 -0.045 92,004 461,708 +1,497
Mar01 000504 92.560 92.615 92.480 92.510 -0.080 66,458 357,724 -7,526
Jun01 000504 92.505 92.565 92.440 92.450 -0.090 35,556 233,448 +2,172
Sep01 000504 92.480 92.545 92.425 92.430 -0.090 27,669 189,486 +22
Dec01 000504 92.450 92.500 92.390 92.390 -0.090 14,272 134,915 -77
Mar02 000504 92.510 92.555 92.445 92.450 -0.100 14,436 124,248 +1,728
Jun02 000504 92.515 92.535 92.450 92.450 -0.095 6,341 87,216 -441
Sep02 000504 92.510 92.545 92.445 92.445 -0.095 9,744 90,373 +315
Dec02 000504 92.440 92.470 92.380 92.390 -0.095 5,503 74,832 +312
Mar03 000504 92.485 92.515 92.430 92.435 -0.095 6,198 69,044 -447
Total Volume and Open Interest 519,867 3,302,713 +14,850
3-Mth Euro-Yen(IMM)
Jun00 000504 99.86 99.86 99.86 99.86 unch 232 15,744 -486
Sep00 000504 99.75 99.75 99.74 99.75 +0.01 375 19,811 +7
Dec00 000504 99.57 99.58 99.57 99.58 +0.01 219 14,515 -405
Mar01 000504 99.44 99.44 99.44 99.44 unch 190 20,996 -406
Jun01 000504 99.29 99.30 99.29 99.30 +0.01 0 4,534 -90
Sep01 000504 99.15 99.15 99.14 99.14 unch 0 14,236 +0
Dec01 000504 99.00 99.00 99.00 99.00 unch 0 1,859 +0
Mar02 000504 98.88 98.88 98.88 98.88 unch 0 1,251 +0
Jun02 000504 98.67 98.67 98.67 98.67 unch 0 79 +0
Sep02 000504 98.45 98.45 98.45 98.45 unch 0 30 +0
Total Volume and Open Interest 1,016 93,085 -1,380
3-Mth Euro-Yen(SIMEX)
Jun00 000504 99.86 99.86 99.86 99.86 unch 388 84,295 -408
Sep00 000504 99.75 99.75 99.75 99.75 unch 341 75,179 -775
Dec00 000504 99.58 99.58 99.57 99.57 unch 819 76,890 +39
Mar01 000504 99.44 99.44 99.44 99.44 unch 334 81,253 +1,216
Jun01 000504 99.30 99.31 99.29 99.29 unch 261 59,580 +45
Sep01 000504 99.15 99.15 99.14 99.14 unch 3 61,498 +56
Dec01 000504 99.00 99.00 99.00 99.00 unch 21 14,649 -60
Mar02 000504 98.87 98.87 98.87 98.87 unch 2 10,550 +340
Total Volume and Open Interest 2,169 466,295 +453
German Euro-Bund(EUREX)
Jun00 000504 103.95 103.98 103.41 103.67 -0.47 839,955 686,359 +20,272
Sep00 000504 103.48 103.48 103.05 103.31 -0.44 6,730 43,142 +913
Dec00 000504 102.95 102.95 102.95 102.95 -0.34 0 2,058 +425
Total Volume and Open Interest 846,685 731,559 +21,610
German Euro-Bobl(EUREX)
Jun00 000504 102.63 102.68 102.40 102.48 -0.27 293,229 320,633 -428
Sep00 000504 102.42 102.43 102.30 102.36 -0.27 1,540 5,091 +507
Dec00 000504 101.78 101.78 101.78 101.78 -0.27 0 496 +0
Total Volume and Open Interest 294,769 326,220 +79
Long Gilt(LIFFE)
Jun00 000504 113~08 113~08 112~10 112~14 -0~31 17,628 66,806 +2,143
Sep00 000504 112~10 112~10 112~10 112~10 -0~31 0 570 +0
Total Volume and Open Interest 17,628 67,376 +2,143
3-Mth Short Sterling(LIFFE)
Jun00 000504 93.62 93.68 93.60 93.64 +0.01 22,111 200,017 -4,406
Sep00 000504 93.44 93.50 93.40 93.43 -0.02 23,525 203,782 +244
Dec00 000504 93.31 93.35 93.23 93.26 -0.07 12,223 117,781 +917
Total Volume and Open Interest 84,641 1,018,521 +207,215
3-Mth Euribor(LIFFE)
Jun00 000504 95.600 95.620 95.545 95.580 -0.050 92,765 320,446 +3,889
Sep00 000504 95.325 95.330 95.255 95.290 -0.050 85,797 312,111 +7,184
Dec00 000504 95.035 95.045 94.980 95.015 -0.050 49,512 199,419 +8,084
Total Volume and Open Interest 309,134 1,315,020 +25,682
3-Mth Aus T-Bills(SFE)
Jun00 000504 93.54 93.57 93.53 93.56 +0.01 13,394 196,845 -1,266
Sep00 000504 93.23 93.27 93.21 93.27 +0.03 6,027 144,302 +8,219
Dec00 000504 93.06 93.13 93.06 93.12 +0.01 1,075 42,923 +437
Mar01 000504 93.00 93.07 93.00 93.04 unch 594 20,015 +138
Jun01 000504 92.91 92.97 92.91 92.96 -0.01 137 14,370 +9
Sep01 000504 92.84 92.91 92.84 92.90 unch 35 8,475 +35
Dec01 000504 92.76 92.83 92.76 92.83 unch 95 5,700 -14
Mar02 000504 92.73 92.80 92.73 92.80 unch 237 4,992 -33
Jun02 000504 92.71 92.76 92.71 92.76 -0.02 147 2,360 +20
Sep02 000504 92.69 92.74 92.66 92.74 -0.01 69 1,919 -35
Total Volume and Open Interest 21,810 445,237 +7,510
10-Year Aus T-Bonds(SFE)
Jun00 000504 93.38 93.42 93.33 93.37 unch 4,356 192,460 +6,344
Sep00 000504 93.25 93.25 93.25 93.25 -0.06      
Total Volume and Open Interest 4,356 192,460 +6,344
3-Year Aus T-Bonds(SFE)
Jun00 000504 93.41 93.48 93.40 93.48 unch 5,750 389,404 +14,131
Sep00 000504 93.31 93.31 93.31 93.31 unch      
Total Volume and Open Interest 5,750 389,404 +14,131
Gold(CMX)
Jun00 000504 278.9 284.0 278.6 281.2 +2.1 22,230 89,734 -2,266
Aug00 000504 282.1 285.7 282.0 284.0 +2.1 2,654 16,713 +489
Oct00 000504 287.9 287.9 286.8 286.8 +2.1 143 4,029 -85
Dec00 000504 287.8 291.6 287.8 289.7 +2.1 648 19,991 -115
Feb01 000504 292.2 292.2 292.2 292.2 +2.1 391 8,505 +227
Apr01 000504 295.0 295.0 295.0 295.0 +2.1 30 3,205 -170
Total Volume and Open Interest 26,495 166,400 -1,832
Silver(CMX)
May00 000504 502.0 513.5 502.0 512.3 +9.8 426 911 +16
Jul00 000504 507.5 518.0 507.5 517.0 +9.3 8,157 56,020 +507
Sep00 000504 513.0 522.0 513.0 521.0 +9.3 46 3,553 -4
Dec00 000504 515.0 525.5 515.0 525.3 +9.3 9 7,370 +6
Mar01 000504 527.0 528.0 527.0 528.0 +9.3 0 898 +0
Total Volume and Open Interest 8,638 73,198 +525
Platinum(NYM)
Jul00 000504 473.0 484.0 472.5 480.2 +8.3 945 7,572 +110
Oct00 000504 469.5 469.5 466.2 466.2 +8.3 2 643 -1
Jan01 000504 455.2 455.2 455.2 455.2 +8.3 0 18 +0
Total Volume and Open Interest 947 8,233 +109
Palladium(NYME)
Jun00 000504 575.20 589.00 575.00 588.50 -4.75 136 2,310 +27
Sep00 000504 585.50 585.50 585.50 585.50 -5.25 20 182 +20
Dec00 000504 578.50 578.50 578.50 578.50 -5.25 0 10 +0
Total Volume and Open Interest 156 2,502 +47
Copper(CMX)
May00 000504 81.20 82.30 81.20 82.00 +0.45 553 6,435 -352
Jul00 000504 81.65 82.40 81.40 81.95 +0.10 7,099 35,440 -872
Sep00 000504 82.00 82.45 81.75 82.15 unch 394 6,237 -32
Dec00 000504 82.60 83.00 82.40 82.65 -0.10 785 5,777 -53
Mar01 000504 82.90 83.40 82.90 83.15 -0.10 12 1,933 -3
Total Volume and Open Interest 9,414 67,981 -1,230
DJIA Index(CBOT)
Jun00 000504 10555 10608 10438 10478 -45 16,335 16,200 -82
Sep00 000504 10715 10715 10616 10616 -45 27 548 -6
Dec00 000504 10766 10766 10766 10766 -45 3 1,679 -1
Total Volume and Open Interest 16,365 18,433 -89
S & P 500(CME)
Jun00 000504 1426.00 1428.50 1413.00 1423.20 +0.70 85,085 370,376 +1,208
Sep00 000504 1442.00 1449.00 1435.00 1444.00 +1.00 331 6,778 +158
Dec00 000504 1460.00 1470.50 1457.50 1466.50 +1.00 162 3,344 -21
Mar01 000504 1490.00 1494.30 1481.30 1490.00 +0.70 46 363 +22
Total Volume and Open Interest 85,641 381,243 +1,365
S & P 500 E-Mini(Globex)
Jun00 000504 1424.00 1428.75 1411.50 1423.25 +0.75 90,149 34,415 -298
Sep00 000504 1445.00 1446.00 1439.00 1444.00 +1.00 3 14 +0
Total Volume and Open Interest 90,152 34,429 -298
NASDAQ 100(CME)
Jun00 000504 3595.00 3655.00 3535.00 3589.50 +4.50 22,703 36,017 +1,767
Sep00 000504 3642.50 3643.00 3642.50 3642.50 +4.50 32 105 +15
Dec00 000504 3699.50 3700.00 3699.50 3699.50 +4.50 0 10 +0
Total Volume and Open Interest 22,735 36,132 +1,782
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000504 3583.5 3652.0 3535.0 3589.5 +4.5 37,919 19,822 +2,009
Sep00 000504 3638.0 3642.5 3638.0 3642.5 +4.5 0 3 +0
Total Volume and Open Interest 37,919 19,825 +2,009
NYSE Composite(NYBOT)
Jun00 000504 636.50 637.50 633.40 636.95 +2.05 775 2,324 +62
Sep00 000504 645.05 645.05 645.05 645.05 +2.05 0 518 +0
Dec00 000504 653.15 653.15 653.15 653.15 +2.05 0 252 +0
Total Volume and Open Interest 372 1,505 -59
S & P Midcap 400(CME)
Jun00 000504 470.50 483.00 470.00 482.75 +13.25 1,099 12,734 +304
Sep00 000504 488.25 488.25 488.25 488.25 +13.25 0 2 +0
Dec00 000504 494.25 494.25 494.25 494.25 +13.25      
Total Volume and Open Interest 1,099 12,736 +304
Russell 2000(CME)
Jun00 000504 499.50 507.90 497.50 507.70 +11.70 1,648 13,781 +169
Sep00 000504 513.95 513.95 513.95 513.95 +11.70 0 4 +0
Dec00 000504 521.50 521.50 521.50 521.50 +11.70      
Total Volume and Open Interest 1,648 13,785 +169
Value Line(KCBT)
Jun00 000504 1057.00 1069.00 1054.00 1068.50 +13.50 63 127 -22
Total Volume and Open Interest 63 128 -22
Nikkei 225(CME)
Jun00 000504 18250 18300 18200 18290 +60 1,570 15,682 -17
Sep00 000504 18300 18300 18300 18300 +60 0 5 +0
Total Volume and Open Interest 1,570 15,688 -17
Nikkei 225(SIMEX)
Jun00 000502 18550 18580 18400 18475 +80 8,855 104,915 -418
Sep00 000502 18500 18500 18500 18500 +90 0 10,778 +0
Dec00 000502 18470 18470 18470 18470 +80 0 2,063 +0
Total Volume and Open Interest 36,805 129,997 +1,740
CAC 40(MATIF)
May00 000504 6390.0 6509.0 6380.0 6500.0 +90.0 54,388 219,416 +51,633
Jun00 000504 6444.5 6485.0 6377.5 6485.0 +84.0 2,883 82,414 +2,044
Jul00 000504 6487.5 6487.5 6487.5 6487.5 +63.5      
Total Volume and Open Interest 57,271 348,083 +53,677
DAX Index(EUREX)
Jun00 000504 7385.0 7449.0 7341.0 7408.5 +28.5 39,185 382,080 +1,286
Sep00 000504 7471.0 7516.5 7447.0 7485.5 +29.5 221 778 +34
Dec00 000504 7563.5 7569.5 7532.5 7569.5 +31.0 116 402 +31
Total Volume and Open Interest 39,522 383,260 +1,351
FT-SE 100(LIFFE)
Jun00 000504 6200.00 6262.00 6186.00 6193.00 -14.00 32,508 221,513 +3,658
Sep00 000504 6305.00 6319.50 6257.00 6257.00 -24.00 2 1,735 +0
Dec00 000504 6338.00 6338.00 6338.00 6338.00 -20.00 0 275 +0
Total Volume and Open Interest 32,510 223,523 +3,658
SPI 200(SFE)
Jun00 000504 3089.0 3093.0 3063.0 3076.0 -41.0 10,266 114,878 +2,931
Sep00 000504 3101.0 3101.0 3080.0 3092.0 -42.0 274 4,486 +101
Dec00 000504 3115.0 3115.0 3115.0 3115.0 -41.0 123 1,787 +100
Total Volume and Open Interest 10,743 122,069 +3,076
GSCI(CME)
May00 000504 208.90 210.70 208.40 210.00 +1.85 1,154 39,046 -446
Jun00 000504 207.00 209.00 207.00 208.20 +1.75 973 1,055 +953
Jul00 000504 207.50 207.50 207.50 207.50 +1.50      
Total Volume and Open Interest 2,127 40,101 +507
Bridge CRB Index(NYBOT)
Jun00 000504 215.50 217.25 215.40 217.10 +1.45 264 1,950 +44
Aug00 000504 216.70 217.50 216.70 217.50 +1.45 7 1,080 +1
Nov00 000504 217.90 217.90 217.90 217.90 +1.45 1 530 +1
Total Volume and Open Interest      
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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