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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 Tue May 16, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000516 548.50 551.75 542.00 543.75 -6.00 60,128 101,598 -5,054
Aug00 000516 552.00 555.25 546.00 547.50 -5.75 2,181 12,729 +390
Sep00 000516 554.50 558.00 548.50 550.00 -6.00 938 8,526 -19
Nov00 000516 562.50 565.50 555.00 557.00 -6.50 15,851 54,243 +371
Jan01 000516 570.00 572.50 563.50 565.00 -6.00 433 4,946 -248
Mar01 000516 575.00 578.00 569.50 570.75 -7.25 105 5,517 -8
May01 000516 577.00 581.00 573.00 574.50 -6.50 40 5,308 -11
Total Volume and Open Interest 79,913 197,866 -4,556
Soybean Meal(CBOT)
Jul00 000516 182.70 183.80 180.50 181.70 -1.40 25,878 67,181 -3,711
Aug00 000516 182.80 183.50 180.50 181.60 -1.40 2,176 13,710 -233
Sep00 000516 182.50 183.20 180.50 181.40 -1.60 1,671 7,748 +96
Oct00 000516 182.50 183.10 180.40 181.20 -2.00 441 7,507 -135
Dec00 000516 183.80 184.50 181.10 182.20 -2.10 3,044 19,897 -384
Jan01 000516 183.70 184.00 182.00 182.40 -2.00 128 2,131 -56
Mar01 000516 184.10 184.10 182.00 182.00 -2.10 7 2,465 -346
May01 000516 184.50 184.50 182.00 182.80 -2.10 1 1,840 +0
Total Volume and Open Interest 33,346 122,625 -4,769
Soybean Oil(CBOT)
Jul00 000516 17.02 17.31 16.96 17.00 -0.03 28,729 53,392 -7,056
Aug00 000516 18.20 18.20 17.18 17.19 -0.04 3,495 13,873 -397
Sep00 000516 17.40 17.70 17.37 17.37 -0.07 1,499 12,413 +521
Oct00 000516 17.60 17.85 17.55 17.55 -0.08 506 7,327 +90
Dec00 000516 17.92 18.20 17.89 17.89 -0.07 6,049 21,706 -2,130
Jan01 000516 18.25 18.42 18.20 18.20 -0.06 31 8,033 -21
Mar01 000516 18.60 18.80 18.50 18.50 -0.13 156 3,471 +89
May01 000516 18.93 19.10 18.80 18.80 -0.13 6 4,094 +6
Total Volume and Open Interest 40,757 126,787 -8,697
Canola(WCE)
May00 000516 264.2 264.2 264.2 264.2 unch      
Jul00 000516 269.5 270.9 267.9 268.3 -0.8 134 29,454 -572
Aug00 000516 273.1 273.5 271.1 271.7 -0.7 71 4,442 -30
Sep00 000516 275.0 276.5 274.0 274.0 -1.0 6 664 +664
Nov00 000516 281.0 282.1 279.5 280.5 -0.6 41 25,475 +583
Total Volume and Open Interest 7,871 64,177 +2
Corn(CBOT)
Jul00 000516 238.25 240.25 235.25 235.50 -3.25 80,307 246,811 -9,764
Sep00 000516 247.00 248.50 243.50 243.75 -3.50 6,779 60,236 +13
Nov00 000516 252.50 254.00 249.00 249.00 -3.25 10 958 +5
Dec00 000516 256.50 258.25 252.75 253.00 -3.50 23,642 137,865 -682
Jan01 000516 256.00 256.00 256.00 256.00 -3.75 99 149 +55
Mar01 000516 264.00 266.00 260.75 261.00 -3.50 985 18,362 +119
Total Volume and Open Interest 112,386 478,432 -10,252
Wheat(CBOT)
Jul00 000516 282.75 285.50 280.50 281.25 -1.00 27,471 80,206 +1,049
Sep00 000516 293.50 296.00 291.50 291.75 -1.75 2,993 19,826 -391
Dec00 000516 308.50 311.50 306.25 307.50 -1.75 3,785 24,664 +636
Mar01 000516 321.00 323.00 318.50 319.25 -2.75 145 7,156 +41
May01 000516 325.50 325.50 325.50 325.50 -1.00 0 45 +0
Total Volume and Open Interest 34,660 134,404 +1,491
Wheat(KCBT)
May00 000516 295.50 295.50 295.50 295.50 +1.50      
Jul00 000516 304.00 307.00 302.00 302.50 -0.75      
Sep00 000516 314.25 317.00 312.50 313.00 -1.00      
Dec00 000516 328.50 331.00 327.00 327.50 -0.75      
Mar01 000516 339.00 342.00 338.00 338.50 -1.50      
Total Volume and Open Interest      
Wheat(MGE)
May00 000516 323.00 323.00 323.00 323.00 +1.00      
Jul00 000516 333.25 333.50 333.25 333.50 -3.50 2,659 0 +0
Sep00 000516 344.00 344.00 344.00 344.00 -4.50 1,227 0 -5,234
Dec00 000516 357.25 357.50 357.25 357.50 -1.50 344 0 +0
Mar01 000516 369.00 369.50 369.00 369.00 -1.25 1 0 +0
Total Volume and Open Interest      
Oats(CBOT)
Jul00 000516 119.75 121.00 118.75 119.00 -0.75 1,883 10,609 -245
Sep00 000516 124.00 125.50 123.75 123.75 -0.25 153 2,816 +35
Dec00 000516 129.00 130.75 129.00 129.00 -0.75 184 4,235 -12
Mar01 000516 136.00 136.00 136.00 136.00 unch 0 384 +0
Total Volume and Open Interest 2,220 18,045 -222
Rough Rice(CBOT)
May00 000516 5.18 5.18 5.18 5.18 +0.03 0 10 +0
Jul00 000516 5.37 5.42 5.35 5.38 +0.03 221 4,358 -247
Sep00 000516 6.30 6.32 6.28 6.29 +0.01 27 911 -56
Nov00 000516 6.40 6.42 6.40 6.40 +0.02 43 1,423 -29
Total Volume and Open Interest 335 7,222 -327
Live Cattle(CME)
Jun00 000516 68.050 68.325 67.900 68.125 +0.200 6,654 40,062 -640
Aug00 000516 68.250 68.475 67.975 68.125 -0.025 3,440 40,093 +1,014
Oct00 000516 70.900 71.000 70.650 70.850 +0.050 1,679 21,525 +837
Dec00 000516 72.650 72.650 72.300 72.425 -0.025 640 8,188 +122
Feb01 000516 74.050 74.250 73.900 73.950 unch 242 4,122 +114
Apr01 000516 76.100 76.125 75.950 76.075 unch 106 4,333 +46
Total Volume and Open Interest 13,084 120,792 +1,510
Feeder Cattle(CME)
May00 000516 83.100 83.200 83.000 83.175 +0.200 340 2,428 -135
Aug00 000516 84.150 84.350 83.650 83.825 -0.125 1,041 9,110 +135
Sep00 000516 84.200 84.400 84.000 84.000 unch 115 1,917 -21
Oct00 000516 85.200 85.300 84.800 84.975 -0.025 183 2,226 +34
Nov00 000516 86.300 86.425 85.950 86.250 unch 55 1,395 -7
Jan01 000516 87.000 87.200 86.950 87.200 +0.150 26 772 +20
Mar01 000516 87.000 87.000 87.000 87.000 unch 2 135 +2
Total Volume and Open Interest 1,762 17,983 +28
Lean Hogs(CME)
Jun00 000516 70.100 71.400 70.100 70.900 +0.050 6,176 28,401 +112
Jul00 000516 69.500 70.275 69.500 69.900 +0.225 3,724 17,691 +784
Aug00 000516 66.300 66.950 66.250 66.725 +0.125 2,311 11,662 +903
Oct00 000516 57.750 58.300 57.550 58.225 +0.425 352 6,496 +391
Dec00 000516 55.800 56.300 55.750 56.150 +0.350 309 4,778 +290
Feb01 000516 56.400 56.750 56.400 56.600 +0.275 67 1,148 +31
Apr01 000516 55.450 55.800 55.425 55.425 -0.050 42 321 +49
Jun01 000516 63.000 63.000 63.000 63.000 -0.100 3 37 +7
Total Volume and Open Interest 12,984 70,534 +2,567
Pork Bellies(CME)
May00 000516 90.250 91.150 90.250 90.350 +1.050 128 346 -107
Jul00 000516 86.350 87.950 86.350 87.100 +0.950 1,268 3,898 -16
Aug00 000516 84.500 86.050 84.500 85.075 +0.700 273 1,194 +60
Feb01 000516 77.100 77.300 77.100 77.300 +0.275 27 80 +2
Mar01 000516 78.300 78.300 78.300 78.300 -0.050      
Total Volume and Open Interest 1,696 5,518 -61
Cocoa(NYBOT)
May00 000516 783 783 783 783 unch      
Jul00 000516 810 840 810 837 +27 3,026 42,262 -189
Sep00 000516 845 868 845 863 +25 966 25,034 -128
Dec00 000516 878 900 878 896 +25 174 16,187 +36
Mar01 000516 914 932 914 932 +25 35 7,208 -24
May01 000516 940 957 940 957 +25      
Jul01 000516 983 988 983 983 +25      
Total Volume and Open Interest 4,201 90,691 -317
Coffee "C"(NYBOT)
May00 000516 92.50 92.50 92.00 92.25 +1.00 67 521 -91
Jul00 000516 93.00 95.75 93.00 94.65 +0.90 5,646 30,125 -158
Sep00 000516 98.30 98.80 96.50 97.75 +0.90 1,351 13,322 +355
Dec00 000516 100.60 102.00 100.30 101.35 +0.90 673 4,939 -129
Mar01 000516 104.00 105.50 104.00 104.95 +0.85 410 1,761 +208
May01 000516 107.00 107.00 107.00 107.00 +0.80 7 252 +7
Total Volume and Open Interest 8,195 50,979 +251
Orange Juice(NYBOT)
Jul00 000516 82.55 83.40 82.40 83.10 +0.55 708 11,874 -147
Sep00 000516 82.80 83.50 82.60 83.20 +0.40 149 4,695 +42
Nov00 000516 82.90 83.60 82.90 83.20 +0.45 61 3,181 -12
Jan01 000516 83.50 83.50 83.30 83.30 +0.30 17 1,197 -13
Mar01 000516 84.25 84.25 83.80 83.80 +0.20 24 1,051 +13
Total Volume and Open Interest 959 22,441 -117
Sugar #11(NYBOT)
Jul00 000516 6.96 7.17 6.95 7.13 +0.18 14,706 112,767 -786
Oct00 000516 7.20 7.38 7.17 7.35 +0.17 6,387 42,029 +1,286
Mar01 000516 7.44 7.45 7.37 7.43 +0.07 2,943 29,097 +1,381
May01 000516 7.40 7.44 7.40 7.42 +0.07 68 4,180 +52
Jul01 000516 7.41 7.44 7.38 7.40 +0.07 14 4,896 +4
Total Volume and Open Interest 24,782 201,873 +2,186
London Cocoa(LCE)
May00 000515 601 607 599 599 -6 1,822 11,607 -3,028
Jul00 000516 605 629 602 624 +24 3,252 38,754 +181
Sep00 000516 622 647 622 644 +25 1,344 30,243 +168
Dec00 000516 654 683 653 679 +28 1,253 31,345 +168
Mar01 000516 670 698 670 694 +27 449 24,322 +50
May01 000516 695 712 695 709 +27 9,131 9,405 +93
Jul01 000516 723 723 723 723 +27 0 4,937 +0
Total Volume and Open Interest 24,429 151,683 +151,683
London Coffee(LCE)
May00 000516 901.00 901.00 899.00 901.00 unch 79 804 -56
Jul00 000516 918.00 920.00 914.00 918.00 -5.00 1,785 38,061 +18
Sep00 000516 929.00 930.00 925.00 929.00 -4.00 570 16,690 +201
Nov00 000516 945.00 945.00 940.00 943.00 -4.00 176 5,798 +142
Jan01 000516 958.00 958.00 956.00 956.00 -4.00 5 2,087 -17
Mar01 000516 970.00 970.00 970.00 970.00 unch 0 805 +14
Total Volume and Open Interest 2,615 64,803 +64,803
London Sugar(LCE)
May00 000414 190.80 194.60 188.00 189.50 -1.30 2,157 2,521 -1,172
Aug00 000516 197.50 199.30 197.40 198.30 +1.20 937 22,164 -101
Oct00 000516 199.70 202.00 199.70 201.00 +1.30 445 10,199 +52
Dec00 000516 201.40 203.40 201.40 203.10 +1.40 24 996 +136
Mar01 000516 206.00 206.00 205.80 205.80 +1.10 0 2,680 +158
Total Volume and Open Interest      
Cotton(NYBOT)
Jul00 000516 62.80 62.90 62.35 62.62 -0.13 6,784 29,455 +400
Oct00 000516 63.45 63.85 63.30 63.47 -0.09 298 1,717 +97
Dec00 000516 63.85 63.99 63.50 63.64 -0.29 3,331 18,152 +764
Mar01 000516 64.80 64.85 64.50 64.60 -0.20 142 2,230 +22
May01 000516 65.40 65.40 65.15 65.15 -0.20 32 1,216 +20
Jul01 000516 66.00 66.00 65.85 65.85 -0.20 7 440 -1
Total Volume and Open Interest 10,599 53,463 +1,322
Lumber(CME)
Jul00 000516 286.5 292.7 286.5 291.9 +3.3 469 2,262 +96
Sep00 000516 291.6 294.6 291.1 294.1 +2.7 96 504 +7
Nov00 000516 291.2 295.2 291.1 295.1 +3.6 24 181 +13
Jan01 000516 298.2 298.2 298.2 298.2 +5.7      
Total Volume and Open Interest 838 3,003 +24
Crude Oil(NYM)
Jun00 000516 30.10 30.22 29.60 29.73 -0.19 47,413 67,713 -2,902
Jul00 000516 29.55 29.89 29.54 29.65 -0.08 34,004 116,467 +2,454
Aug00 000516 29.30 29.40 29.04 29.08 +0.01 9,316 42,848 +1,870
Sep00 000516 28.70 28.70 28.30 28.41 unch 4,297 25,117 -422
Oct00 000516 27.99 27.99 27.72 27.81 -0.02 1,596 20,020 +423
Nov00 000516 27.33 27.33 27.25 27.28 -0.04 1,314 15,395 +23
Dec00 000516 27.00 27.00 26.65 26.80 -0.06 4,485 39,444 +872
Jan01 000516 26.40 26.45 26.40 26.40 -0.07 517 14,423 +130
Feb01 000516 25.95 26.01 25.95 26.01 -0.08 339 6,908 +249
Mar01 000516 25.70 25.70 25.47 25.62 -0.09 519 7,786 +62
Total Volume and Open Interest 107,776 469,337 +2,537
Heating Oil(NYM)
Jun00 000516 77.60 77.90 76.60 76.84 -0.41 19,584 112,606 -1,169
Jul00 000516 75.30 75.65 74.45 74.59 -0.28 4,661 24,049 -352
Aug00 000516 74.70 74.70 73.85 73.89 -0.08 704 11,433 +119
Sep00 000516 74.40 74.60 73.84 73.84 -0.03 372 7,398 +61
Oct00 000516 74.40 74.40 73.80 73.94 +0.02 321 5,386 +49
Nov00 000516 74.35 74.35 73.99 73.99 +0.02 217 6,758 +7
Dec00 000516 74.30 74.50 73.80 73.99 +0.02 1,856 15,304 -358
Jan01 000516 73.80 73.80 73.25 73.34 +0.07 602 5,734 -210
Feb01 000516 71.85 72.80 71.85 71.94 +0.07 431 4,807 +161
Mar01 000516 69.15 70.00 69.15 69.49 +0.17 510 2,956 +5
Total Volume and Open Interest 19,584 112,606 -1,169
Unleaded Gas(NYM)
Jun00 000516 97.50 98.90 97.50 98.31 +1.52 20,617 34,819 -1,526
Jul00 000516 94.87 95.35 93.85 94.38 +0.87 9,525 30,078 -75
Aug00 000516 89.70 90.25 89.30 89.63 +0.62 2,826 15,624 +15
Sep00 000516 85.40 85.40 84.70 84.83 +0.52 1,253 14,071 +271
Oct00 000516 79.70 79.85 79.25 79.55 +0.39 392 7,419 +45
Nov00 000516 76.30 76.55 76.30 76.55 +0.24 414 3,098 -21
Dec00 000516 75.00 75.00 73.90 74.85 +0.19 148 1,924 +72
Jan01 000516 73.50 73.50 73.50 73.50 +0.15 1 261 +1
Total Volume and Open Interest 54,830 219,980 +111,447
Natural Gas(NYM)
Jun00 000516 3.425 3.475 3.410 3.448 +0.052 30,374 61,815 +1,048
Jul00 000516 3.450 3.500 3.435 3.475 +0.051 8,916 36,972 +85
Aug00 000516 3.460 3.520 3.460 3.497 +0.054 2,476 26,285 -55
Sep00 000516 3.460 3.515 3.455 3.495 +0.057 1,045 25,362 -48
Oct00 000516 3.470 3.540 3.470 3.516 +0.062 2,425 23,424 -362
Nov00 000516 3.590 3.650 3.580 3.627 +0.069 949 15,373 +276
Dec00 000516 3.695 3.755 3.685 3.733 +0.073 1,672 24,769 +360
Jan01 000516 3.710 3.770 3.700 3.751 +0.074 1,404 19,673 +395
Total Volume and Open Interest 54,280 348,128 +1,720
Brent Crude Oil(IPE)
Jun00 000516 28.36 28.85 28.35 28.78 +0.45 8,047 13,620 -9,867
Jul00 000516 27.95 28.41 27.90 28.10 +0.21 37,408 82,487 +6,939
Aug00 000516 27.18 27.63 27.18 27.36 +0.21 15,809 55,696 +2,304
Sep00 000516 26.60 26.96 26.35 26.75 +0.18 5,994 20,810 +99
Oct00 000516 26.17 26.52 26.13 26.33 +0.21 1,557 13,757 +373
Nov00 000516 25.70 26.15 25.70 25.97 +0.20 767 7,246 +426
Dec00 000516 25.45 25.75 25.41 25.58 +0.17 4,031 28,025 +928
Jan01 000516 25.12 25.12 25.12 25.12 +0.14 500 10,805 -40
Total Volume and Open Interest      
Gas Oil(IPE)
Jun00 000516 227.75 228.75 225.50 227.00 +0.25 10,510 39,171 -843
Jul00 000516 224.00 226.25 223.25 224.75 +0.75 5,664 15,782 +411
Aug00 000516 223.50 225.50 223.25 224.25 +0.50 1,691 8,050 +252
Sep00 000516 223.75 225.50 223.75 225.50 +1.75 97 5,970 -12
Oct00 000516 225.50 225.50 225.50 225.50 +1.75 0 3,913 -1,253
Nov00 000516 224.25 225.00 224.25 225.00 +1.50 125 2,825 -40
Dec00 000516 225.00 225.00 223.00 224.50 +1.50 2,469 16,207 -418
Jan01 000516 222.00 222.75 222.00 222.75 +1.75 641 1,193 -15
Total Volume and Open Interest      
US Dollar Index(NYBOT)
Jun00 000516 110.72 111.25 110.58 111.23 +0.83 404 5,526 -25
Sep00 000516 110.37 110.86 110.37 110.85 +0.83 21 2,056 -8
Dec00 000516 110.47 110.47 110.47 110.47 +0.83 0 3 +0
Total Volume and Open Interest 425 7,585 -33
Australian Dollar(IMM)
Jun00 000516 57.55 57.90 57.46 57.64 +0.27 2,103 23,734 +223
Sep00 000516 57.60 57.90 57.60 57.72 +0.30 11 36 +36
Dec00 000516 57.88 57.88 57.75 57.80 +0.33 5 0 -66
Total Volume and Open Interest 2,120 23,770 +193
British Pound(IMM)
Jun00 000516 150.00 150.22 149.50 149.58 -1.18 3,540 48,798 -112
Sep00 000516 150.20 150.40 149.78 149.78 -1.18 52 342 -57
Dec00 000516 150.60 150.60 150.02 150.02 -1.18 1 242 +242
Total Volume and Open Interest 3,593 49,382 +73
Canadian Dollar(IMM)
Jun00 000516 67.38 67.48 67.22 67.29 -0.04 4,805 61,638 -321
Sep00 000516 67.55 67.56 67.39 67.45 -0.04 87 7,785 +266
Dec00 000516 67.73 67.73 67.60 67.62 -0.04 48 2,479 +199
Mar01 000516 67.87 67.87 67.78 67.79 -0.04 31 603 +34
Total Volume and Open Interest 4,987 72,616 +289
Japanese Yen(IMM)
Jun00 000516 92.30 92.42 91.53 91.96 +0.10 7,520 80,437 +1,460
Sep00 000516 93.90 93.97 93.12 93.52 +0.10 33 1,020 +9
Dec00 000516 94.86 95.17 94.80 95.17 +0.11 76 548 +548
Total Volume and Open Interest 7,633 82,024 +2,021
Swiss Franc(IMM)
Jun00 000516 58.61 58.67 58.34 58.39 -0.42 10,698 44,682 -1,507
Sep00 000516 59.11 59.15 58.87 58.91 -0.42 31 308 +14
Dec00 000516 59.60 59.60 59.42 59.42 -0.42      
Total Volume and Open Interest 10,732 44,994 -1,489
EuroFX(IMM)
Jun00 000516 90.86 90.95 90.46 90.55 -0.92 10,239 62,244 -995
Sep00 000516 91.40 91.50 91.10 91.11 -0.92 29 1,853 +13
Dec00 000516 91.80 92.00 91.80 91.67 -0.92 0 228 +0
Total Volume and Open Interest 10,270 64,340 -980
Mexican Peso(IMM)
Jun00 000516 10405.0 10458.0 10380.0 10408.0 +13.0 2,272 16,409 -127
Sep00 000516 10150.0 10150.0 10115.0 10128.0 +13.0 20 0 -2,388
Total Volume and Open Interest 2,310 17,748 -2,398
30-Year T-Bonds(CBOT)
Jun00 000516 94~11 94~29 94~04 94~17 +0~15 152,397 404,126 -7,281
Sep00 000516 94~05 94~25 93~31 94~12 +0~15 8,286 26,005 +4,910
Dec00 000516 94~08 94~12 94~08 94~12 +0~16 27 2,109 -27
Total Volume and Open Interest 160,710 432,452 -2,398
Municipal Bonds(CBOT)
Jun00 000516 92~00 92~11 91~26 92~03 +0~08 4,225 24,528 -507
Sep00 000516 91~13 91~17 91~05 91~12 +0~07 221 712 +545
Total Volume and Open Interest 4,446 25,240 +38
10-Year T-Notes(CBOT)
Jun00 000516 95~245 95~255 95~230 95~255 +0~060 8,167 573,085 -13,674
Sep00 000516 95~180 95~280 95~110 95~205 +0~085 15,300 47,200 +10,602
Total Volume and Open Interest 23,467 620,285 -3,072
5-Year T-Notes(CBOT)
Jun00 000516 96~280 96~290 96~265 96~290 +0~015 9,764 408,896 -3,275
Sep00 000516 96~260 96~260 96~260 96~260 +0~020 1,544 18,767 +2,608
Total Volume and Open Interest 11,308 427,663 -667
2 Year T-Notes(CBOT)
Jun00 000516 98~049 98~060 98~040 98~045 +0~001      
Sep00 000516 98~028 98~029 98~028 98~029 +0~007      
Total Volume and Open Interest      
3-Mth T-Bills(IMM)
Jun00 000516 93.81 93.86 93.76 93.79 +0.01 17 763 +7
Total Volume and Open Interest 17 763 +7
Eurodollars(IMM)
Jun00 000516 93.115 93.130 93.045 93.048 -0.055 57,793 491,867 -7,025
Sep00 000516 92.755 92.770 92.680 92.695 -0.045 63,862 569,960 -7,468
Dec00 000516 92.470 92.510 92.410 92.450 -0.005 39,504 471,896 +1,422
Mar01 000516 92.400 92.445 92.355 92.400 +0.020 39,607 346,422 -5,189
Jun01 000516 92.320 92.385 92.290 92.335 +0.030 20,619 237,491 +4,595
Sep01 000516 92.305 92.370 92.280 92.325 +0.040 16,963 184,224 +2,008
Dec01 000516 92.260 92.330 92.240 92.290 +0.050 7,522 136,383 +529
Mar02 000516 92.305 92.390 92.300 92.350 +0.055 7,350 122,677 +309
Jun02 000516 92.320 92.395 92.300 92.360 +0.060 3,983 89,158 -840
Sep02 000516 92.320 92.405 92.305 92.375 +0.070 3,765 86,874 -279
Dec02 000516 92.280 92.365 92.260 92.340 +0.080 3,510 70,957 -384
Mar03 000516 92.330 92.410 92.310 92.395 +0.085 3,240 70,156 -412
Total Volume and Open Interest 282,291 3,256,349 -43,105
3-Mth Euro-Yen(IMM)
Jun00 000516 99.88 99.89 99.88 99.88 unch 241 15,678 +91
Sep00 000516 99.75 99.76 99.75 99.75 -0.02 479 18,228 -506
Dec00 000516 99.59 99.60 99.59 99.60 -0.01 409 12,190 -1,268
Mar01 000516 99.47 99.47 99.47 99.47 -0.03 463 17,876 +480
Jun01 000516 99.33 99.34 99.33 99.33 -0.03 43 3,600 -72
Sep01 000516 99.19 99.19 99.19 99.19 -0.02 52 13,802 -150
Dec01 000516 99.04 99.04 99.04 99.04 -0.03 0 1,491 -500
Mar02 000516 98.93 98.93 98.93 98.93 -0.01 0 1,338 -35
Jun02 000516 98.78 98.78 98.78 98.78 unch 0 79 +0
Sep02 000516 98.63 98.63 98.63 98.63 unch 0 30 +0
Total Volume and Open Interest 1,687 84,263 -527
3-Mth Euro-Yen(SIMEX)
Jun00 000516 99.88 99.88 99.87 99.88 unch 1,838 80,117 +36
Sep00 000516 99.78 99.78 99.75 99.75 -0.03 3,228 74,804 -1,114
Dec00 000516 99.62 99.62 99.59 99.59 -0.03 8,732 78,446 -997
Mar01 000516 99.50 99.50 99.47 99.47 -0.03 5,626 78,324 -2,465
Jun01 000516 99.36 99.36 99.33 99.33 -0.03 2,109 59,801 -1,105
Sep01 000516 99.21 99.21 99.19 99.19 -0.03 384 58,897 -95
Dec01 000516 99.07 99.07 99.04 99.04 -0.03 560 14,689 -586
Mar02 000516 98.93 98.93 98.92 98.92 -0.02 130 11,751 -200
Total Volume and Open Interest 22,607 459,659 +459,659
German Euro-Bund(EUREX)
Jun00 000516 104.02 104.38 103.88 104.25 +0.25 634,577 670,293 -12,004
Sep00 000516 103.74 104.02 103.59 103.95 +0.29 11,582 61,786 +4,704
Dec00 000516 103.53 103.53 103.53 103.53 +0.35 2,963 2,865 -210
Total Volume and Open Interest 649,122 734,944 +734,944
German Euro-Bobl(EUREX)
Jun00 000516 102.60 102.69 102.48 102.62 +0.02 198,637 331,029 -3,302
Sep00 000516 102.39 102.52 102.35 102.47 +0.03 5,025 11,852 +54
Dec00 000516 101.92 101.92 101.92 101.92 +0.02 764 865 +0
Total Volume and Open Interest 204,426 343,746 +343,746
Long Gilt(LIFFE)
Jun00 000516 112~12 112~30 112~12 112~28 +0~10 12,946 68,178 +340
Sep00 000516 112~03 112~23 112~03 112~23 +0~10 0 700 +0
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Jun00 000516 93.57 93.61 93.49 93.60 +0.01 10,933 183,395 +84
Sep00 000516 93.30 93.35 93.29 93.32 unch 22,678 186,662 +1,225
Dec00 000516 93.08 93.15 93.08 93.13 +0.01 18,125 119,914 -337
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Jun00 000516 95.575 95.575 95.500 95.535 -0.040 41,718 301,691 +1,536
Sep00 000516 95.290 95.290 95.210 95.255 -0.040 58,839 326,453 -1,128
Dec00 000516 95.005 95.005 94.935 94.975 -0.035 35,097 187,640 +1,206
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Jun00 000516 93.52 93.56 93.52 93.55 +0.01 4,161 178,539 +307
Sep00 000516 93.24 93.30 93.23 93.31 +0.03 8,892 157,883 +958
Dec00 000516 93.11 93.16 93.11 93.16 +0.03 2,751 46,921 +410
Mar01 000516 93.07 93.10 93.05 93.10 +0.04 887 21,821 +141
Jun01 000516 92.99 93.04 92.99 93.03 +0.04 826 14,952 +723
Sep01 000516 92.92 92.97 92.92 92.98 +0.06 601 8,880 +342
Dec01 000516 92.87 92.89 92.87 92.93 +0.06 244 5,769 +235
Mar02 000516 92.83 92.86 92.83 92.89 +0.06 224 4,979 +223
Jun02 000516 92.82 92.87 92.82 92.91 +0.12 29 2,326 +5
Sep02 000516 92.79 92.81 92.79 92.84 +0.08 24 1,869 +0
Total Volume and Open Interest      
10-Year Aus T-Bonds(SFE)
Jun00 000516 93.47 93.57 93.44 93.56 +0.08 9,842 166,733 -1,971
Sep00 000516 93.53 93.53 93.53 93.53 +0.08 0 4 +0
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Jun00 000516 93.52 93.60 93.52 93.59 +0.04 29,187 309,254 +432
Sep00 000516 93.52 93.52 93.52 93.52 +0.04 0 100 +0
Total Volume and Open Interest      
Gold(CMX)
Jun00 000516 276.4 278.0 276.0 276.2 -0.2 19,334 81,702 -772
Aug00 000516 279.7 280.9 279.0 279.1 -0.2 5,452 20,478 +783
Oct00 000516 282.9 283.0 282.0 282.0 -0.3 121 4,195 +4,195
Dec00 000516 286.0 286.8 284.9 284.9 -0.4 951 19,232 +508
Feb01 000516 287.6 287.6 287.6 287.6 -0.5 12 0 -9,716
Apr01 000516 290.5 290.5 290.5 290.5 -0.5      
Total Volume and Open Interest 26,449 144,092 +1,574
Silver(CMX)
May00 000516 507.0 512.0 507.0 510.8 +8.5 132 175 -298
Jul00 000516 506.0 519.0 501.5 514.5 +8.5 6,416 55,618 +15
Sep00 000516 514.5 522.0 514.0 518.3 +8.1 322 4,325 +148
Dec00 000516 520.0 527.0 519.5 523.3 +8.1 74 7,406 +3
Mar01 000516 527.0 527.0 527.0 527.0 +8.4 7 877 +877
Total Volume and Open Interest 7,021 70,736 +1,963
Platinum(NYM)
Jul00 000516 478.0 484.0 475.5 483.5 +4.5 744 0 +0
Oct00 000516 467.0 472.0 467.0 469.5 +4.5 15 0 +0
Jan01 000516 458.5 458.5 458.5 458.5 +4.5      
Total Volume and Open Interest 759    
Palladium(NYME)
Jun00 000516 565.50 579.90 565.50 576.00 +8.50 127 2,115 +2,115
Sep00 000516 570.00 573.25 570.00 573.25 +8.25 37 0 +0
Dec00 000516 566.25 566.25 566.25 566.25 +8.25      
Total Volume and Open Interest 164 2,115 +2,115
Copper(CMX)
May00 000516 84.10 84.85 84.10 84.60 +1.05 275 3,711 -251
Jul00 000516 85.07 85.50 84.60 85.10 +1.05 5,179 37,379 +217
Sep00 000516 84.60 85.45 84.60 85.00 +0.95 573 6,386 -126
Dec00 000516 84.85 85.50 84.85 85.25 +0.95 536 6,257 +189
Mar01 000516 85.60 85.60 85.50 85.50 +0.95 15 1,904 +1,904
Total Volume and Open Interest 7,076 63,607 +922
DJIA Index(CBOT)
Jun00 000516 10850 11005 10840 10957 +107 8,880 16,763 +514
Sep00 000516 11000 11120 11000 11099 +106 12 465 +10
Dec00 000516 11220 11257 11220 11257 +107 3 1,794 +0
Total Volume and Open Interest 8,895 19,028 +524
S & P 500(CME)
Jun00 000516 1469.00 1479.00 1457.50 1471.70 +14.00 57,055 368,100 -583
Sep00 000516 1490.00 1500.00 1479.00 1493.40 +14.20 469 8,157 +279
Dec00 000516 1520.00 1520.00 1517.40 1517.40 +14.70 86 3,333 +63
Mar01 000516 1536.00 1542.40 1528.00 1542.40 +15.20 4 0 -395
Total Volume and Open Interest      
S & P 500 E-Mini(Globex)
Jun00 000516 1457.50 1478.75 1456.25 1471.75 +14.25 68,022 40,948 +1,501
Sep00 000516 1490.00 1495.75 1481.25 1493.50 +21.00 6 16 +1
Total Volume and Open Interest 68,028 40,964 +40,964
NASDAQ 100(CME)
Jun00 000516 3625.00 3685.00 3550.00 3670.00 +110.50 17,655 36,707 +160
Sep00 000516 3705.00 3725.00 3705.00 3722.00 +112.50 1 0 -106
Dec00 000516 3774.00 3774.00 3774.00 3774.00 +114.50      
Total Volume and Open Interest      
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000516 3555.0 3683.5 3547.0 3670.0 +110.5 31,751 23,911 +576
Sep00 000516 3722.0 3722.0 3722.0 3722.0 +112.5 1 3 +0
Total Volume and Open Interest 31,752 23,914 +576
NYSE Composite(NYBOT)
Jun00 000516 663.00 664.50 657.00 661.85 +3.50 341 2,459 -56
Sep00 000516 670.10 670.10 670.10 670.10 +3.50 310 212 -304
Dec00 000516 678.35 678.35 678.35 678.35 +3.50 150 102 -150
Total Volume and Open Interest 405 1,833 +13
S & P Midcap 400(CME)
Jun00 000516 489.00 493.50 488.00 491.00 +11.95 784 13,745 +93
Sep00 000516 498.00 498.00 498.00 498.00 +12.45      
Dec00 000516 502.50 503.00 502.50 502.50 +11.95      
Total Volume and Open Interest 784 13,745 +93
Russell 2000(CME)
Jun00 000516 507.90 513.00 500.50 512.35 +20.85 1,404 13,946 +30
Sep00 000516 518.60 518.60 518.60 518.60 +20.85      
Dec00 000516 526.15 526.15 526.15 526.15 +20.85      
Total Volume and Open Interest 1,404 13,946 -118
Value Line(KCBT)
Jun00 000516 1093.00 1098.00 1081.00 1093.00 +6.00 44 164 +164
Total Volume and Open Interest 44 165 +165
Nikkei 225(CME)
Jun00 000516 17600 17745 17600 17705 +395 748 16,974 +42
Sep00 000516 17750 17750 17730 17730 +410      
Total Volume and Open Interest 748 16,974 +42
Nikkei 225(SIMEX)
Jun00 000516 17360 17615 17295 17565 +275 10,167 108,033 -3,166
Sep00 000516 17580 17580 17580 17580 +275 0 10,812 +0
Dec00 000516 17560 17560 17560 17560 +275 0 2,063 +0
Total Volume and Open Interest 33,179 122,625 -4,769
CAC 40(MATIF)
May00 000516 6475.0 6577.5 6450.0 6544.0 +98.0 47,717 286,367 +13,121
Jun00 000516 6467.0 6564.5 6449.0 6530.0 +130.0 1,097 87,661 +1,405
Jul00 000516 6505.5 6581.0 6505.5 6581.0 +166.0 40 165 +155
Total Volume and Open Interest 49,469 422,504 +422,504
DAX Index(EUREX)
Jun00 000516 7281.0 7420.0 7268.5 7403.0 +183.0 32,895 397,773 -443
Sep00 000516 7358.0 7490.0 7350.0 7483.0 +185.0 94 757 +8
Dec00 000516 7450.0 7575.0 7450.0 7568.0 +184.5 12 416 -32
Total Volume and Open Interest 33,001 398,946 +398,946
FT-SE 100(LIFFE)
Jun00 000516 6322.00 6377.00 6305.50 6350.50 +88.50 25,049 229,728 -557
Sep00 000516 6399.00 6421.00 6396.50 6415.50 +88.50 12 3,124 +1
Dec00 000516 6476.00 6498.50 6476.00 6498.50 +88.50 1 789 +0
Total Volume and Open Interest      
SPI 200(SFE)
Jun00 000516 3067.0 3099.0 3062.0 3093.0 +40.0 7,309 134,213 +149
Sep00 000516 3090.0 3115.0 3083.0 3111.0 +41.0 374 4,092 -42
Dec00 000516 3110.0 3134.0 3110.0 3134.0 +40.0 65 2,190 +29
Total Volume and Open Interest      
GSCI(CME)
Jun00 000516 222.80 223.50 221.60 222.00 +0.10 3,771 41,367 +2,730
Jul00 000516 220.50 221.60 220.50 220.50 +0.70      
Aug00 000516 218.20 218.20 218.20 218.20 +1.50      
Total Volume and Open Interest 6,498 42,188 -348
Bridge CRB Index(NYBOT)
Jun00 000516 220.90 222.55 220.90 221.65 +1.75 283 1,770 -62
Aug00 000516 221.00 222.60 221.00 221.75 +1.65 3 879 +1
Nov00 000516 221.85 221.85 221.85 221.85 +1.55 0 430 +0
Total Volume and Open Interest 3,970    
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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