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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 May 05, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May00 000505 557.50 557.75 551.00 555.00 -6.00 4,515 3,150 -375
Jul00 000505 569.00 569.75 562.50 566.00 -6.25 33,196 103,866 +187
Aug00 000505 571.50 572.00 565.50 569.00 -6.00 2,637 11,739 +170
Sep00 000505 572.00 574.00 568.00 571.50 -5.75 1,387 7,622 +503
Nov00 000505 580.00 580.50 574.25 577.50 -5.75 9,749 53,710 +299
Jan01 000505 585.50 587.00 581.50 584.50 -3.25 703 4,973 -289
Mar01 000505 591.00 591.50 587.00 591.25 -5.25 663 3,823 +207
Total Volume and Open Interest 54,129 197,173 +1,009
Soybean Meal(CBOT)
May00 000505 184.20 185.20 183.00 185.10 +0.30 2,604 9,674 -267
Jul00 000505 183.00 184.00 182.00 183.90 -0.20 11,418 68,567 +404
Aug00 000505 182.80 184.00 182.10 183.80 unch 1,196 14,676 +95
Sep00 000505 183.00 183.90 182.20 183.70 unch 214 8,058 -36
Oct00 000505 183.00 183.80 182.20 183.80 -0.30 256 8,197 +29
Dec00 000505 184.70 185.70 183.80 185.20 -0.60 2,237 18,116 +268
Jan01 000505 185.50 185.70 184.00 185.50 -0.30 101 1,574 +65
Mar01 000505 185.50 186.00 184.10 184.60 -0.90 180 2,632 -178
Total Volume and Open Interest 18,289 133,234 +416
Soybean Oil(CBOT)
May00 000505 18.11 18.11 17.84 17.88 -0.32 1,413 4,070 -451
Jul00 000505 18.43 18.45 18.21 18.22 -0.36 11,313 67,136 +1,105
Aug00 000505 18.60 18.64 18.40 18.43 -0.33 389 14,321 -12
Sep00 000505 18.78 18.78 18.59 18.59 -0.34 505 11,482 -16
Oct00 000505 18.93 18.93 18.75 18.75 -0.32 234 7,214 +117
Dec00 000505 19.22 19.25 19.05 19.10 -0.33 2,558 22,670 +320
Jan01 000505 19.48 19.48 19.35 19.35 -0.38 295 8,239 -61
Mar01 000505 19.58 19.58 19.58 19.58 -0.38 151 3,318 +100
Total Volume and Open Interest 16,918 144,224 +1,157
Canola(WCE)
May00 000505 275.0 275.0 274.0 274.4 -4.6 214 185 -826
Jul00 000505 283.5 283.5 279.3 280.2 -4.3 4,034 34,765 -202
Aug00 000505 282.7 283.0 282.5 283.0 -4.1 5 3,479 -5
Sep00 000505 285.0 285.0 285.0 285.0 -4.5 46 670 +25
Nov00 000505 294.0 294.0 290.0 291.2 -4.1 2,734 23,097 +1,015
Total Volume and Open Interest 7,420 66,080 +190
Corn(CBOT)
May00 000505 241.25 241.25 238.25 240.25 -2.00 7,773 9,464 -1,965
Jul00 000505 249.00 249.50 246.00 248.25 -2.00 41,313 265,441 +397
Sep00 000505 255.50 256.50 253.75 255.75 -2.00 8,133 58,660 +293
Nov00 000505 260.00 260.00 258.50 259.75 -2.50 17 960 +10
Dec00 000505 264.50 265.25 261.75 263.75 -2.50 15,364 134,976 +356
Jan01 000505 266.50 267.75 265.50 267.75 -2.25 3 94 +3
Total Volume and Open Interest 74,364 500,520 -300
Wheat(CBOT)
May00 000505 262.50 263.00 259.75 261.75 -3.75 227 506 -402
Jul00 000505 275.00 275.25 270.50 272.75 -3.75 21,849 77,326 -2,183
Sep00 000505 285.75 285.75 281.50 283.75 -4.00 3,106 17,099 +1,361
Dec00 000505 300.00 301.50 296.25 299.00 -3.50 3,762 22,094 +1,074
Mar01 000505 313.00 314.00 309.50 311.75 -4.00 332 5,138 +133
Total Volume and Open Interest 29,580 123,871 +82
Wheat(KCBT)
May00 000505 286.75 287.25 285.25 286.00 -3.00 31 434 -448
Jul00 000505 298.00 298.00 295.00 296.50 -3.25 7,305 42,742 -2,182
Sep00 000505 307.00 308.00 305.00 306.75 -3.25 1,341 6,462 -659
Dec00 000505 322.50 323.00 318.75 321.25 -3.25 367 9,510 -1
Mar01 000505 333.50 333.50 330.00 332.00 -3.50 10 1,137 +3
Total Volume and Open Interest 9,054 61,000 -3,287
Wheat(MGE)
May00 000505 340.00 340.00 336.00 337.00 -4.00 172 243 -199
Jul00 000505 342.00 343.75 339.50 342.75 -1.50 3,780 11,888 -1,099
Sep00 000505 350.00 352.00 347.50 350.50 -1.50 1,180 5,584 -126
Dec00 000505 361.50 363.00 358.50 361.00 -2.75 511 2,772 +135
Mar01 000505 372.00 373.00 369.00 370.50 -3.50 47 300 +28
Total Volume and Open Interest 5,690 20,837 -1,261
Oats(CBOT)
May00 000505 130.75 131.00 129.25 129.50 -2.50 70 159 -37
Jul00 000505 125.75 126.25 124.25 125.00 -2.25 751 11,562 +161
Sep00 000505 128.75 129.25 127.75 128.00 -2.25 155 2,624 +33
Dec00 000505 133.75 133.75 131.75 132.75 -2.25 274 4,290 +13
Total Volume and Open Interest 1,251 18,971 +169
Rough Rice(CBOT)
May00 000505 5.13 5.14 5.13 5.14 +0.03 22 24 +6
Jul00 000505 5.42 5.44 5.40 5.43 +0.03 196 4,439 +59
Sep00 000505 6.23 6.24 6.23 6.23 +0.01 2 833 +0
Nov00 000505 6.37 6.37 6.37 6.37 +0.03 75 1,324 -22
Total Volume and Open Interest 312 6,972 +52
Live Cattle(CME)
Jun00 000505 69.050 69.150 68.600 68.625 -0.425 6,203 52,070 -1,900
Aug00 000505 69.300 69.450 69.200 69.300 +0.075 2,751 30,957 +676
Oct00 000505 72.025 72.125 71.850 71.975 -0.075 1,606 19,240 +272
Dec00 000505 73.600 73.700 73.425 73.450 -0.075 680 7,522 +0
Feb01 000505 74.800 74.850 74.675 74.700 -0.200 93 3,519 -28
Apr01 000505 76.850 76.900 76.775 76.800 -0.075 98 4,127 +52
Total Volume and Open Interest 11,533 118,353 -944
Feeder Cattle(CME)
May00 000505 83.300 83.550 83.250 83.325 +0.125 1,225 5,488 -388
Aug00 000505 84.600 85.050 84.575 84.775 +0.325 1,848 8,813 +478
Sep00 000505 84.875 85.100 84.850 84.950 +0.275 93 2,079 +17
Oct00 000505 85.600 85.900 85.550 85.700 +0.350 139 2,037 +17
Nov00 000505 86.750 87.000 86.625 86.875 +0.325 96 1,429 -3
Jan01 000505 87.325 87.650 87.325 87.525 +0.200 15 706 -1
Mar01 000505 86.900 87.250 86.900 87.250 +0.350 10 99 +7
Total Volume and Open Interest 3,426 20,651 +127
Lean Hogs(CME)
Jun00 000505 74.500 75.050 74.300 74.650 -0.200 7,469 32,224 -1,289
Jul00 000505 73.150 73.750 72.900 73.575 +0.250 2,690 11,659 +562
Aug00 000505 69.000 69.750 68.850 69.550 +0.300 1,570 10,060 -71
Oct00 000505 60.300 60.850 60.300 60.725 +0.075 640 5,487 -47
Dec00 000505 58.200 58.425 58.100 58.125 -0.050 344 3,900 -36
Feb01 000505 58.275 58.300 58.000 58.000 -0.275 54 1,069 +30
Apr01 000505 56.500 56.650 56.425 56.425 -0.175 4 194 +0
Jun01 000505 63.900 63.900 63.850 63.900 unch 2 24 +0
Total Volume and Open Interest 12,773 64,617 -851
Pork Bellies(CME)
May00 000505 98.000 98.000 96.600 97.200 -0.725 1,067 1,944 -487
Jul00 000505 95.200 95.450 93.850 94.250 -0.950 2,229 3,370 +7
Aug00 000505 91.800 92.500 91.100 91.100 -0.400 376 805 +67
Feb01 000505 78.050 78.700 78.050 78.050 +0.150 23 69 -1
Mar01 000505 78.300 78.300 78.300 78.300 +0.400 6 4 +1
Total Volume and Open Interest 3,701 6,192 -413
Cocoa(NYBOT)
May00 000505 773 773 771 771 -1 10 28 -9
Jul00 000505 802 809 800 801 -1 3,398 42,277 -389
Sep00 000505 832 836 828 829 -2 457 23,385 +178
Dec00 000505 866 870 863 863 -3 906 13,572 -18
Mar01 000505 901 902 898 898 -3 1,811 6,848 -1,435
May01 000505 927 927 923 923 -3 0 5,454 +0
Jul01 000505 948 948 948 948 -3 25 6,995 -12
Total Volume and Open Interest 9,418 110,769 +945
Coffee "C"(NYBOT)
May00 000505 97.50 97.50 96.50 96.85 unch 140 1,023 -52
Jul00 000505 100.50 100.80 98.35 99.70 -0.25 4,492 29,091 -416
Sep00 000505 103.00 103.80 101.50 102.70 -0.20 636 12,285 +61
Dec00 000505 107.10 107.10 105.50 106.30 -0.20 141 5,141 +49
Mar01 000505 110.00 110.25 110.00 110.00 -0.25 54 1,526 -7
May01 000505 111.75 111.75 111.75 111.75 -0.25 1 134 +1
Total Volume and Open Interest 5,469 49,229 -359
Orange Juice(NYBOT)
May00 000505 80.00 81.00 80.00 80.15 +0.15 159 1,007 -145
Jul00 000505 81.30 82.70 81.30 81.65 +0.65 2,476 12,319 -402
Sep00 000505 82.50 82.90 82.00 82.20 +0.80 73 4,498 +23
Nov00 000505 82.05 82.70 82.05 82.10 +0.60 131 3,117 +97
Jan01 000505 82.50 82.50 82.05 82.05 +0.20 24 1,114 +10
Total Volume and Open Interest 3,067 23,472 -228
Sugar #11(NYBOT)
Jul00 000505 6.57 6.60 6.48 6.59 +0.06 8,547 112,791 +319
Oct00 000505 6.78 6.84 6.72 6.84 +0.06 2,580 36,900 +303
Mar01 000505 6.98 7.02 6.92 7.02 +0.02 985 25,918 +150
May01 000505 7.00 7.03 6.98 7.03 unch 27 4,006 -10
Jul01 000505 7.03 7.03 7.03 7.03 unch 0 3,860 +0
Total Volume and Open Interest 12,139 190,214 +862
London Cocoa(LCE)
May00 000505 586 589 581 589 +2 1,196 17,533 -566
Jul00 000505 594 598 588 597 +3 1,964 40,296 -1,082
Sep00 000505 613 618 610 617 +2 531 29,177 +90
Dec00 000505 649 651 644 651 +2 238 30,994 +60
Mar01 000505 661 665 661 665 +2 253 23,299 -32
May01 000505 680 680 680 680 +2 64 9,204 +0
Jul01 000505 694 694 694 694 +2 19 4,937 +18
Total Volume and Open Interest 4,318 167,922 -1,512
London Coffee(LCE)
May00 000505 913.00 924.00 913.00 918.00 +7.00 188 1,987 -160
Jul00 000505 939.00 945.00 935.00 937.00 +3.00 2,548 39,062 -415
Sep00 000505 947.00 954.00 945.00 945.00 +1.00 396 14,986 +89
Nov00 000505 968.00 968.00 960.00 960.00 unch 130 5,340 +42
Jan01 000505 980.00 980.00 974.00 974.00 unch 57 1,634 +34
Mar01 000505 988.00 988.00 988.00 988.00 unch 0 795 +0
Total Volume and Open Interest 3,323 63,838 -406
London Sugar(LCE)
May00 000414 190.80 194.60 188.00 189.50 -1.30 2,157 2,521 -1,172
Aug00 000505 195.70 196.20 193.90 195.20 +0.20 1,015 24,343 -171
Oct00 000505 197.00 197.30 195.90 196.90 +0.70 177 10,920 +48
Dec00 000505 199.30 199.30 198.30 198.30 +1.30 23 1,023 -18
Mar01 000505 201.10 201.50 199.70 201.50 +0.70 128 2,062 +126
Total Volume and Open Interest 1,353 40,298 -25
Cotton(NYBOT)
May00 000505 57.02 58.40 57.02 58.40 +1.60 10 67 -21
Jul00 000505 57.15 59.00 57.05 58.86 +1.61 2,921 30,937 -456
Oct00 000505 58.60 59.80 58.60 59.63 +1.28 42 1,557 +12
Dec00 000505 59.05 60.05 59.00 59.88 +1.06 1,147 15,498 +58
Mar01 000505 60.80 60.99 60.80 60.99 +0.96 127 1,831 +57
May01 000505 60.90 61.60 60.90 61.60 +0.95 90 1,070 +66
Total Volume and Open Interest 4,343 51,436 -284
Lumber(CME)
May00 000505 286.2 289.8 285.3 285.9 +0.3 364 1,041 -33
Jul00 000505 294.5 299.0 292.4 292.9 -1.6 406 1,643 +53
Sep00 000505 297.4 299.8 295.2 295.6 -1.8 175 402 +77
Nov00 000505 296.6 298.7 293.8 293.8 -2.4 12 102 +4
Total Volume and Open Interest 959 3,194 +103
Crude Oil(NYM)
Jun00 000505 26.80 27.40 26.76 27.29 +0.31 50,930 100,101 -1,011
Jul00 000505 26.50 27.05 26.40 26.92 +0.36 35,888 68,110 -381
Aug00 000505 26.00 26.31 25.91 26.31 +0.29 7,600 41,427 +176
Sep00 000505 25.40 25.78 25.40 25.78 +0.26 3,048 23,198 -223
Oct00 000505 24.96 25.29 24.95 25.29 +0.25 3,088 20,465 +1,654
Nov00 000505 24.62 24.86 24.58 24.86 +0.24 587 14,206 +39
Dec00 000505 24.20 24.48 24.20 24.48 +0.24 2,803 38,433 +59
Jan01 000505 23.90 24.15 23.90 24.15 +0.24 619 14,830 +366
Feb01 000505 23.50 23.84 23.50 23.84 +0.25 173 6,241 +15
Mar01 000505 23.30 23.53 23.30 23.53 +0.26 0 6,911 -10
Total Volume and Open Interest 107,251 439,971 +2,015
Heating Oil(NYM)
Jun00 000505 67.80 67.85 66.95 67.31 -0.89 26,212 110,740 +2,476
Jul00 000505 66.80 66.90 66.20 66.60 -0.65 7,902 20,043 +593
Aug00 000505 66.65 66.75 66.30 66.55 -0.50 1,534 9,001 +418
Sep00 000505 67.00 67.10 66.65 66.95 -0.45 1,687 6,921 +242
Oct00 000505 67.10 67.50 66.70 67.25 -0.45 520 4,725 +166
Nov00 000505 67.60 67.70 67.20 67.55 -0.40 465 6,461 +231
Dec00 000505 67.60 67.80 67.30 67.70 -0.35 1,115 15,496 +393
Jan01 000505 67.25 67.60 67.00 67.40 -0.35 237 6,075 +87
Feb01 000505 65.95 66.50 65.80 66.30 -0.35 288 4,316 +191
Mar01 000505 0.64 64.50 63.70 64.00 -0.35 65 2,372 +14
Total Volume and Open Interest 26,212 110,740 +2,476
Unleaded Gas(NYM)
Jun00 000505 89.90 91.40 89.60 90.35 -0.53 24,526 36,298 -1,278
Jul00 000505 85.50 86.75 85.50 86.42 +0.23 11,598 18,476 +477
Aug00 000505 81.50 82.15 81.15 81.97 +0.47 4,335 15,504 -503
Sep00 000505 77.75 78.00 77.45 77.87 +0.42 4,125 13,274 -390
Oct00 000505 72.80 72.82 72.70 72.82 +0.47 219 8,133 -1
Nov00 000505 70.00 70.22 70.00 70.22 +0.47 126 3,642 -11
Dec00 000505 68.52 68.52 68.52 68.52 +0.47      
Jan01 000505 67.22 67.22 67.22 67.22 +0.47 1 266 +1
Total Volume and Open Interest 44,955 97,517 -1,705
Natural Gas(NYM)
Jun00 000505 3.125 3.130 3.010 3.025 -0.082 34,089 63,482 -4,796
Jul00 000505 3.135 3.145 3.035 3.056 -0.074 9,300 27,551 +1,111
Aug00 000505 3.160 3.160 3.060 3.074 -0.071 21 24,832 -57
Sep00 000505 3.155 3.155 3.076 3.076 -0.069 2,964 24,890 +269
Oct00 000505 3.175 3.175 3.094 3.094 -0.064 2,981 21,368 -466
Nov00 000505 3.240 3.250 3.197 3.197 -0.061 1,453 15,330 -332
Dec00 000505 3.360 3.360 3.300 3.300 -0.058 1,903 23,042 +204
Jan01 000505 3.380 3.380 3.315 3.320 -0.055 2,229 16,374 +276
Total Volume and Open Interest 58,260 325,103 -3,125
Brent Crude Oil(IPE)
Jun00 000505 25.16 25.40 24.95 25.29 +0.14 27,625 45,981 -2,471
Jul00 000505 24.68 24.95 24.53 24.90 +0.24 27,300 56,885 -2,038
Aug00 000505 24.20 24.60 24.16 24.60 +0.39 8,658 35,464 +561
Sep00 000505 23.96 24.25 23.85 24.25 +0.38 5,581 20,992 +500
Oct00 000505 23.78 24.01 23.60 24.01 +0.37 293 12,441 +105
Nov00 000505 23.42 23.76 23.41 23.76 +0.36 224 6,870 +106
Dec00 000505 23.30 23.47 23.12 23.47 +0.34 1,653 28,905 +494
Jan01 000505 23.14 23.14 23.14 23.14 +0.33 150 10,084 -50
Total Volume and Open Interest 72,323 261,544 -2,868
Gas Oil(IPE)
May00 000505 211.00 211.00 206.50 207.50 -4.50 12,644 22,516 -1,266
Jun00 000505 204.25 205.00 201.50 202.00 -3.75 12,444 24,770 -177
Jul00 000505 202.00 203.00 200.00 202.00 -2.25 5,183 11,003 -347
Aug00 000505 203.00 203.00 200.50 202.25 -2.00 2,829 8,337 +201
Sep00 000505 204.00 204.00 203.00 203.50 -1.75 481 4,888 -74
Oct00 000505 204.25 204.75 203.25 204.75 -1.50 0 2,249 +0
Nov00 000505 203.00 205.50 203.00 205.50 -1.50 0 2,755 +0
Dec00 000505 204.75 206.00 204.25 206.00 -1.50 704 15,795 +308
Total Volume and Open Interest 34,595 95,669 -1,320
US Dollar Index(NYBOT)
Jun00 000505 111.53 111.80 110.81 111.20 -0.50 864 6,366 -315
Sep00 000505 110.65 111.20 110.57 110.83 -0.50 6 2,046 +4
Dec00 000505 110.46 110.46 110.46 110.46 -0.50 0 2 +0
Total Volume and Open Interest 870 8,414 -311
Australian Dollar(IMM)
Jun00 000505 59.32 59.76 59.12 59.70 +0.54 1,537 24,082 -305
Sep00 000505 59.80 59.80 59.75 59.75 +0.54 0 23 +0
Dec00 000505 59.80 59.80 59.80 59.80 +0.54 0 60 +1
Total Volume and Open Interest 240 24,431 -304
British Pound(IMM)
Jun00 000505 154.04 154.08 152.50 152.78 -1.34 12,007 51,536 -495
Sep00 000505 153.90 154.40 152.60 152.98 -1.34 82 122 -11
Dec00 000505 154.90 154.90 152.80 153.24 -1.34 19 234 +3
Total Volume and Open Interest 12,108 51,892 -503
Canadian Dollar(IMM)
Jun00 000505 66.89 67.21 66.78 67.14 +0.30 6,606 62,044 +2,067
Sep00 000505 67.06 67.35 66.95 67.29 +0.30 166 7,419 +83
Dec00 000505 67.17 67.45 67.10 67.45 +0.30 611 1,971 +164
Mar01 000505 67.45 67.65 67.45 67.61 +0.30 0 551 +0
Total Volume and Open Interest 7,383 72,085 +2,314
Japanese Yen(IMM)
Jun00 000505 93.07 93.20 92.70 92.87 -0.34 20,152 79,416 -2,590
Sep00 000505 94.68 94.76 94.30 94.45 -0.32 257 874 -42
Dec00 000505 96.10 96.10 96.10 96.10 -0.30 24 500 +1
Total Volume and Open Interest 20,513 80,810 -2,691
Swiss Franc(IMM)
Jun00 000505 58.43 58.55 57.73 58.08 +0.31 18,709 45,196 +735
Sep00 000505 59.00 59.04 58.30 58.58 +0.31 8 261 +4
Dec00 000505 59.08 59.50 59.08 59.08 +0.32 0 21 +0
Total Volume and Open Interest 18,717 45,479 +739
EuroFX(IMM)
Jun00 000505 90.24 90.36 89.31 90.10 +0.83 15,118 68,322 -2,529
Sep00 000505 90.75 90.90 89.90 90.65 +0.83 135 1,666 +75
Dec00 000505 91.05 91.40 90.50 91.20 +0.83 1 128 +0
Total Volume and Open Interest 15,255 70,126 -2,453
Mexican Peso(IMM)
Jun00 000505 10480.0 10490.0 10370.0 10413.0 -97.0 7,473 15,467 -654
Sep00 000505 10230.0 10230.0 10150.0 10153.0 -97.0 20 2,391 +0
Total Volume and Open Interest 7,793 19,305 -553
30-Year T-Bonds(CBOT)
Jun00 000505 93~27 94~12 93~05 93~18 -0~08 296,751 453,494 -6,372
Sep00 000505 94~01 94~04 92~31 93~12 -0~07 3,774 12,653 +958
Dec00 000505 93~08 93~11 93~08 93~10 -0~08 65 2,146 +10
Total Volume and Open Interest 300,590 468,654 -5,254
Municipal Bonds(CBOT)
Jun00 000505 92~01 92~09 91~09 91~20 -0~05 3,274 23,874 +321
Sep00 000505 90~31 90~31 90~31 90~31 -0~05 18 14 +10
Total Volume and Open Interest 3,292 23,888 +331
10-Year T-Notes(CBOT)
Jun00 000505 95~200 95~310 95~060 95~085 -0~095 208,952 600,960 +7,765
Sep00 000505 95~230 95~240 95~000 95~030 -0~080 6,788 17,485 +3,052
Total Volume and Open Interest 215,740 618,445 +10,817
5-Year T-Notes(CBOT)
Jun00 000505 97~085 97~130 96~255 96~280 -0~075 106,994 411,647 -4,417
Sep00 000505 96~280 96~305 96~240 96~255 -0~070 2,690 11,491 +768
Total Volume and Open Interest 109,684 423,138 -3,649
2 Year T-Notes(CBOT)
Jun00 000505 98~071 98~074 98~042 98~048 -0~016 4,783 45,912 +201
Sep00 000505 98~048 98~048 98~048 98~048 -0~020 0 1 +0
Total Volume and Open Interest 4,783 45,913 +201
3-Mth T-Bills(IMM)
Jun00 000505 94.00 94.00 93.96 93.96 -0.04 58 701 -1
Total Volume and Open Interest 104 701 -1
Eurodollars(IMM)
Jun00 000505 93.165 93.175 93.125 93.140 -0.015 85,722 508,769 -9
Sep00 000505 92.840 92.850 92.755 92.760 -0.055 154,968 567,922 +5,602
Dec00 000505 92.580 92.600 92.460 92.480 -0.080 137,845 452,665 -9,043
Mar01 000505 92.540 92.550 92.390 92.420 -0.090 129,839 370,669 +12,945
Jun01 000505 92.480 92.490 92.320 92.340 -0.110 61,994 238,616 +5,168
Sep01 000505 92.460 92.465 92.300 92.315 -0.115 43,809 191,647 +2,161
Dec01 000505 92.420 92.430 92.260 92.280 -0.110 18,183 136,072 +1,157
Mar02 000505 92.470 92.490 92.315 92.330 -0.120 17,981 127,809 +3,561
Jun02 000505 92.485 92.485 92.320 92.335 -0.115 6,750 86,562 -654
Sep02 000505 92.490 92.490 92.325 92.335 -0.110 11,932 89,673 -700
Dec02 000505 92.415 92.430 92.280 92.290 -0.100 6,786 73,642 -1,190
Mar03 000505 92.475 92.475 92.340 92.340 -0.095 5,615 68,720 -324
Total Volume and Open Interest 723,049 3,322,242 +19,529
3-Mth Euro-Yen(IMM)
Jun00 000505 99.86 99.86 99.86 99.86 unch 428 15,997 +253
Sep00 000505 99.75 99.75 99.75 99.75 unch 101 19,791 -20
Dec00 000505 99.57 99.57 99.57 99.57 -0.01 790 14,460 -55
Mar01 000505 99.44 99.44 99.44 99.44 unch 624 20,749 -247
Jun01 000505 99.30 99.30 99.29 99.30 unch 8 4,531 -3
Sep01 000505 99.14 99.14 99.14 99.14 unch 22 14,238 +2
Dec01 000505 99.00 99.00 99.00 99.00 unch 328 1,991 +132
Mar02 000505 98.88 98.88 98.88 98.88 unch 1 1,252 +1
Jun02 000505 98.67 98.67 98.67 98.67 unch 0 79 +0
Sep02 000505 98.45 98.45 98.45 98.45 unch 0 30 +0
Total Volume and Open Interest 2,302 93,148 +63
3-Mth Euro-Yen(SIMEX)
Jun00 000505 99.86 99.86 99.86 99.86 unch 222 84,205 -90
Sep00 000505 99.75 99.75 99.74 99.75 unch 345 74,887 -292
Dec00 000505 99.58 99.58 99.57 99.57 unch 92 76,061 -829
Mar01 000505 99.44 99.45 99.43 99.44 unch 206 80,989 -264
Jun01 000505 99.31 99.31 99.29 99.29 unch 97 59,371 -209
Sep01 000505 99.15 99.15 99.14 99.14 unch 8 61,492 -6
Dec01 000505 99.00 99.00 99.00 99.00 unch 0 14,565 -84
Mar02 000505 98.88 98.88 98.87 98.87 unch 0 10,552 +2
Total Volume and Open Interest 970 464,523 -1,772
German Euro-Bund(EUREX)
Jun00 000505 103.55 103.95 103.51 103.76 +0.09 976,329 668,214 -18,145
Sep00 000505 103.20 103.53 103.20 103.40 +0.09 9,394 46,590 +3,448
Dec00 000505 102.90 102.90 102.90 102.90 -0.05 0 1,792 -266
Total Volume and Open Interest 985,723 716,596 -14,963
German Euro-Bobl(EUREX)
Jun00 000505 102.41 102.62 102.37 102.45 -0.03 315,411 323,111 +2,478
Sep00 000505 102.31 102.31 102.31 102.31 -0.05 968 6,363 +1,272
Dec00 000505 101.70 101.70 101.70 101.70 -0.08 0 252 -244
Total Volume and Open Interest 316,379 329,726 +3,506
Long Gilt(LIFFE)
Jun00 000505 112~03 112~17 111~26 112~06 -0~07 28,070 67,143 +337
Sep00 000505 112~06 112~06 112~02 112~02 -0~08 0 570 +0
Total Volume and Open Interest 29,481 67,713 +337
3-Mth Short Sterling(LIFFE)
Jun00 000505 93.64 93.64 93.61 93.61 -0.03 41,807 199,329 -688
Sep00 000505 93.44 93.44 93.37 93.37 -0.06 48,336 201,410 -2,372
Dec00 000505 93.25 93.25 93.18 93.19 -0.07 31,112 120,552 +2,771
Total Volume and Open Interest 182,048 818,771 -199,750
3-Mth Euribor(LIFFE)
Jun00 000505 95.565 95.610 95.550 95.580 unch 95,933 320,258 -188
Sep00 000505 95.275 95.340 95.260 95.300 +0.010 91,371 314,761 +2,650
Dec00 000505 95.000 95.065 94.980 95.020 +0.005 48,606 197,934 -1,485
Total Volume and Open Interest 333,634 1,643,903 +328,883
3-Mth Aus T-Bills(SFE)
Jun00 000505 93.56 93.62 93.55 93.61 +0.05 5,591 198,054 +1,209
Sep00 000505 93.24 93.34 93.24 93.34 +0.07 1,697 150,503 +6,201
Dec00 000505 93.10 93.19 93.09 93.19 +0.07 825 44,953 +2,030
Mar01 000505 93.01 93.11 93.01 93.11 +0.07 571 20,351 +336
Jun01 000505 92.94 93.01 92.94 93.01 +0.05 180 14,385 +15
Sep01 000505 92.89 92.93 92.89 92.93 +0.03 285 8,554 +79
Dec01 000505 92.87 92.87 92.87 92.87 +0.04 384 6,019 +319
Mar02 000505 92.78 92.83 92.78 92.83 +0.03 90 5,062 +70
Jun02 000505 92.75 92.81 92.75 92.80 +0.04 65 2,380 +20
Sep02 000505 92.77 92.77 92.77 92.77 +0.03 164 1,870 -49
Total Volume and Open Interest 10,013 455,608 +10,371
10-Year Aus T-Bonds(SFE)
Jun00 000505 93.37 93.47 93.35 93.37 unch 3,140 215,637 +23,177
Sep00 000505 93.27 93.27 93.27 93.27 +0.02      
Total Volume and Open Interest 3,140 215,637 +23,177
3-Year Aus T-Bonds(SFE)
Jun00 000505 93.46 93.54 93.45 93.52 +0.04 6,819 411,007 +21,603
Sep00 000505 93.35 93.35 93.35 93.35 +0.04      
Total Volume and Open Interest 6,819 411,007 +21,603
Gold(CMX)
Jun00 000505 281.8 283.8 278.5 280.1 -1.1 34,630 86,588 -3,146
Aug00 000505 284.7 286.6 281.5 282.9 -1.1 3,146 15,561 -1,152
Oct00 000505 289.4 289.4 285.7 285.7 -1.1 154 4,100 +71
Dec00 000505 292.0 292.2 287.2 288.6 -1.1 294 20,001 +10
Feb01 000505 293.1 293.1 291.1 291.1 -1.1 410 8,513 +8
Apr01 000505 293.9 293.9 293.9 293.9 -1.1 10 3,209 +4
Total Volume and Open Interest 38,736 162,105 -4,295
Silver(CMX)
May00 000505 509.0 509.0 499.5 500.6 -11.7 332 1,103 +192
Jul00 000505 515.5 517.0 503.5 505.3 -11.7 19,118 54,879 -1,141
Sep00 000505 520.0 521.0 509.0 509.4 -11.6 422 3,532 -21
Dec00 000505 522.5 525.0 513.8 513.8 -11.5 69 7,353 -17
Mar01 000505 527.0 527.0 516.5 516.5 -11.5 12 898 +0
Total Volume and Open Interest 19,958 72,216 -982
Platinum(NYM)
Jul00 000505 484.0 484.0 473.0 473.4 -6.8 631 7,528 -44
Oct00 000505 459.4 459.4 459.4 459.4 -6.8 1 644 +1
Jan01 000505 448.4 448.4 448.4 448.4 -6.8 0 18 +0
Total Volume and Open Interest 632 8,190 -43
Palladium(NYME)
Jun00 000505 580.00 586.00 580.00 585.40 -3.10 276 2,240 -70
Sep00 000505 582.40 582.40 582.40 582.40 -3.10 135 287 +105
Dec00 000505 575.40 575.40 575.40 575.40 -3.10 0 10 +0
Total Volume and Open Interest 411 2,537 +35
Copper(CMX)
May00 000505 83.20 84.20 83.10 83.80 +1.80 1,765 5,720 -715
Jul00 000505 83.20 84.30 83.10 84.05 +2.10 7,235 34,644 -796
Sep00 000505 83.30 84.30 83.15 83.70 +1.55 1,160 5,925 -312
Dec00 000505 84.00 84.40 83.70 84.05 +1.40 1,597 5,667 -110
Mar01 000505 84.35 84.35 84.35 84.35 +1.20 31 1,930 -3
Total Volume and Open Interest 13,930 67,486 -495
DJIA Index(CBOT)
Jun00 000505 10520 10640 10385 10625 +147 13,166 15,607 -593
Sep00 000505 10665 10763 10550 10763 +147 15 545 -3
Dec00 000505 10913 10913 10913 10913 +147 0 1,679 +0
Total Volume and Open Interest 13,181 17,837 -596
S & P 500(CME)
Jun00 000505 1408.50 1446.00 1408.00 1439.00 +15.80 66,113 368,349 -2,027
Sep00 000505 1460.90 1464.00 1430.00 1460.00 +16.00 133 6,820 +42
Dec00 000505 1480.00 1490.00 1456.50 1483.20 +16.70 20 3,309 -35
Mar01 000505 1505.30 1509.00 1480.00 1507.20 +17.20 0 363 +0
Total Volume and Open Interest 66,270 379,225 -2,018
S & P 500 E-Mini(Globex)
Jun00 000505 1423.50 1446.00 1406.00 1439.00 +15.75 69,945 34,567 +152
Sep00 000505 1446.00 1460.00 1439.25 1460.00 +16.00 4 13 -1
Total Volume and Open Interest 69,949 34,580 +151
NASDAQ 100(CME)
Jun00 000505 3550.00 3726.00 3545.00 3695.00 +105.50 18,939 35,836 -181
Sep00 000505 3748.00 3752.50 3748.00 3748.00 +105.50 0 105 +0
Dec00 000505 3805.00 3809.50 3805.00 3805.00 +105.50 0 10 +0
Total Volume and Open Interest 18,939 35,951 -181
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000505 3585.0 3740.0 3527.5 3695.0 +105.5 31,468 20,050 +228
Sep00 000505 3748.0 3748.0 3748.0 3748.0 +105.5 1 2 -1
Total Volume and Open Interest 31,469 20,052 +227
NYSE Composite(NYBOT)
Jun00 000505 631.50 643.50 631.50 641.10 +4.15 413 2,355 +31
Sep00 000505 649.20 649.20 649.20 649.20 +4.15 0 518 +0
Dec00 000505 657.30 657.30 657.30 657.30 +4.15 0 252 +0
Total Volume and Open Interest 241 1,508 +3
S & P Midcap 400(CME)
Jun00 000505 478.00 490.50 478.00 490.50 +7.75 2,968 13,337 +603
Sep00 000505 496.00 496.00 496.00 496.00 +7.75 0 2 +0
Dec00 000505 502.00 502.00 502.00 502.00 +7.75      
Total Volume and Open Interest 2,968 13,339 +603
Russell 2000(CME)
Jun00 000505 502.00 520.00 501.00 519.45 +11.75 1,209 13,646 -135
Sep00 000505 525.70 525.70 525.70 525.70 +11.75 0 4 +0
Dec00 000505 533.25 533.25 533.25 533.25 +11.75      
Total Volume and Open Interest 1,209 13,650 -135
Value Line(KCBT)
Jun00 000505 1060.00 1078.00 1060.00 1071.00 +2.50 79 158 +31
Total Volume and Open Interest 79 159 +31
Nikkei 225(CME)
Jun00 000505 18280 18450 18230 18380 +90 682 15,667 -15
Sep00 000505 18390 18390 18250 18390 +90 0 5 +0
Total Volume and Open Interest 682 15,673 -15
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 000505 6495.0 6570.0 6415.5 6570.0 +70.0 53,855 230,997 +11,581
Jun00 000505 6500.0 6552.5 6417.0 6552.0 +67.0 1,323 82,769 +355
Jul00 000505 6555.5 6555.5 6555.5 6555.5 +68.0      
Total Volume and Open Interest 55,178 360,019 +11,936
DAX Index(EUREX)
Jun00 000505 7430.0 7529.5 7355.0 7526.0 +117.5 35,100 383,606 +1,526
Sep00 000505 7534.0 7604.5 7440.0 7604.5 +119.0 101 791 +13
Dec00 000505 7601.5 7690.0 7601.5 7690.0 +120.5 16 433 +31
Total Volume and Open Interest 35,217 384,830 +1,570
FT-SE 100(LIFFE)
Jun00 000505 6222.00 6298.50 6215.50 6270.00 +77.00 25,742 224,083 +2,570
Sep00 000505 6337.50 6340.50 6304.00 6334.00 +77.00 591 1,451 -284
Dec00 000505 6417.50 6417.50 6415.00 6415.00 +77.00 0 275 +0
Total Volume and Open Interest 26,425 225,809 +2,286
SPI 200(SFE)
Jun00 000505 3090.0 3133.0 3082.0 3133.0 +57.0 10,638 121,634 +6,756
Sep00 000505 3109.0 3149.0 3107.0 3149.0 +57.0 61 4,132 -354
Dec00 000505 3172.0 3172.0 3172.0 3172.0 +57.0 0 1,761 -26
Total Volume and Open Interest 10,699 128,445 +6,376
GSCI(CME)
May00 000505 209.50 210.50 208.80 209.95 -0.05 2,071 37,274 -1,772
Jun00 000505 207.65 208.70 207.50 208.40 +0.20 1,914 2,755 +1,700
Jul00 000505 207.00 207.00 206.50 207.00 -0.50      
Total Volume and Open Interest 3,985 40,029 -72
Bridge CRB Index(NYBOT)
Jun00 000505 216.80 217.10 216.05 216.45 -0.65 171 1,884 -66
Aug00 000505 216.80 216.85 216.80 216.85 -0.65 1 1,080 +0
Nov00 000505 217.25 217.25 217.25 217.25 -0.65 0 530 +0
Total Volume and Open Interest 2,531    
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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