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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 18, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000518 553.00 560.50 545.50 547.75 +6.50 41,101 97,580 -3,133
Aug00 000518 557.00 563.00 549.00 550.50 +6.00 2,395 13,114 -129
Sep00 000518 560.00 565.00 551.00 553.75 +7.00 1,894 8,839 +572
Nov00 000518 568.00 572.50 557.00 560.25 +7.25 11,491 53,691 +83
Jan01 000518 576.00 578.50 565.00 565.75 +5.25 350 4,838 +34
Mar01 000518 580.00 585.00 571.00 574.25 +7.25 400 5,470 -43
May01 000518 582.00 587.00 573.00 577.00 +7.50 338 5,491 +179
Total Volume and Open Interest 58,219 194,078 -2,407
Soybean Meal(CBOT)
Jul00 000518 183.50 185.70 181.10 181.60 +1.90 17,914 62,815 -2,628
Aug00 000518 183.50 185.30 181.10 181.50 +1.90 1,988 14,049 +16
Sep00 000518 183.50 185.20 181.20 181.40 +1.90 342 7,851 -34
Oct00 000518 183.00 184.10 180.40 181.00 +1.70 254 7,486 -59
Dec00 000518 184.50 185.90 181.40 182.00 +1.70 3,879 19,777 -3
Jan01 000518 183.60 185.00 181.40 182.00 +1.80 169 2,175 +30
Mar01 000518 184.50 185.00 181.40 181.40 +1.00 114 2,563 +95
May01 000518 185.00 185.00 182.20 182.20 +1.30 203 2,010 +169
Total Volume and Open Interest 24,894 118,898 -2,388
Soybean Oil(CBOT)
Jul00 000518 17.25 17.44 17.07 17.23 +0.18 9,015 52,267 -925
Aug00 000518 17.52 17.64 17.29 17.43 +0.17 1,173 14,168 +58
Sep00 000518 17.68 17.83 17.48 17.62 +0.18 483 12,744 +180
Oct00 000518 17.90 17.92 17.70 17.79 +0.18 493 7,886 +294
Dec00 000518 18.18 18.35 17.98 18.14 +0.19 3,179 21,855 +269
Jan01 000518 18.60 18.60 18.42 18.47 +0.17 19 8,046 -1
Mar01 000518 18.95 18.95 18.65 18.75 +0.15 44 3,657 +34
May01 000518 19.30 19.30 19.05 19.07 +0.20 168 4,288 +133
Total Volume and Open Interest 14,592 127,548 +58
Canola(WCE)
May00 000518 267.7 267.7 267.7 267.7 +3.5      
Jul00 000518 273.8 275.5 272.0 272.7 +3.8 19 26,342 -721
Aug00 000518 275.3 275.3 275.3 275.3 +3.6 925 4,758 +425
Sep00 000518 278.5 278.5 278.1 278.3 +4.1      
Nov00 000518 285.0 287.3 284.0 285.0 +4.3 16 28,758 +365
Total Volume and Open Interest 9,048 65,072 +69
Corn(CBOT)
Jul00 000518 241.00 242.00 237.00 238.00 +2.50 53,295 238,306 -2,268
Sep00 000518 248.50 250.50 245.50 246.25 +3.00 4,823 60,727 +204
Nov00 000518 257.00 257.00 252.00 252.25 +2.75 4 898 -116
Dec00 000518 260.00 260.25 255.25 256.25 +2.75 17,690 139,010 +597
Jan01 000518 261.00 261.00 259.00 259.50 +2.75 0 149 +0
Mar01 000518 267.50 268.00 263.25 264.50 +2.75 1,637 18,011 -577
Total Volume and Open Interest 78,679 471,451 -1,860
Wheat(CBOT)
Jul00 000518 280.00 281.50 271.00 272.00 -5.00 21,476 79,037 +184
Sep00 000518 291.00 292.50 283.00 283.25 -5.50 2,205 21,168 +984
Dec00 000518 307.00 307.00 297.75 298.50 -5.25 3,343 25,785 +1,044
Mar01 000518 318.50 319.50 311.50 311.50 -4.75 271 7,259 +1
May01 000518 322.00 323.00 316.00 316.50 -5.00 13 52 +7
Total Volume and Open Interest 27,363 135,889 +2,248
Wheat(KCBT)
May00 000518 287.00 287.00 287.00 287.00 -6.00 4 0 -4
Jul00 000518 301.50 303.00 294.50 295.00 -3.50 5,289 35,791 -1,484
Sep00 000518 311.75 313.75 305.00 305.50 -3.00 711 8,866 -202
Dec00 000518 326.50 327.75 320.00 320.75 -3.75 907 11,335 +236
Mar01 000518 337.50 338.00 331.00 331.50 -3.50 85 1,376 +57
Total Volume and Open Interest 6,996 58,098 -1,397
Wheat(MGE)
May00 000518 323.00 323.00 323.00 323.00 unch      
Jul00 000518 332.00 335.00 328.00 329.50 -1.25 1,708 10,492 +194
Sep00 000518 344.00 345.50 339.00 339.50 -2.00 1,360 5,702 +346
Dec00 000518 358.50 358.50 352.50 353.25 -2.00 304 3,075 +75
Mar01 000518 368.00 368.00 365.00 365.00 -2.00 48 349 +7
Total Volume and Open Interest 3,420 19,618 +550
Oats(CBOT)
Jul00 000518 121.25 122.50 120.00 120.00 +1.00 1,356 9,972 -549
Sep00 000518 126.00 127.00 125.00 125.00 +1.25 69 2,805 -11
Dec00 000518 131.50 132.75 130.50 130.50 +0.75 166 4,229 +5
Mar01 000518 137.50 137.50 137.50 137.50 +1.00 5 389 +5
Total Volume and Open Interest 1,596 17,396 -550
Rough Rice(CBOT)
May00 000518 5.18 5.18 5.16 5.18 -0.06 0 10 +0
Jul00 000518 5.46 5.55 5.38 5.40 -0.04 262 4,394 +17
Sep00 000518 6.30 6.34 6.26 6.26 -0.04 11 921 +4
Nov00 000518 6.44 6.44 6.36 6.36 -0.04 18 1,417 +11
Total Volume and Open Interest 332 7,282 +30
Live Cattle(CME)
Jun00 000518 68.050 68.375 68.050 68.200 unch 6,733 37,375 -1,171
Aug00 000518 68.000 68.150 67.850 67.950 -0.125 3,467 41,024 +645
Oct00 000518 70.600 70.775 70.500 70.700 -0.050 1,569 22,387 +460
Dec00 000518 72.200 72.375 72.100 72.250 unch 382 8,372 +61
Feb01 000518 73.650 73.700 73.575 73.650 -0.050 90 4,239 +52
Apr01 000518 75.850 75.850 75.700 75.775 -0.125 83 4,300 +14
Total Volume and Open Interest 12,380 120,170 +2,534
Feeder Cattle(CME)
May00 000518 82.950 83.000 82.950 83.000 -0.250 222 2,336 -17
Aug00 000518 83.650 83.925 83.550 83.825 -0.275 1,155 9,483 +169
Sep00 000518 83.950 84.100 83.800 84.100 -0.150 67 1,924 +5
Oct00 000518 84.850 85.050 84.750 85.000 -0.125 101 2,250 -10
Nov00 000518 86.100 86.150 85.950 86.075 -0.225 120 1,387 +11
Jan01 000518 87.025 87.100 86.750 87.100 -0.075 19 782 +12
Mar01 000518 87.000 87.000 87.000 87.000 unch 0 135 +135
Total Volume and Open Interest 1,684 18,297 +305
Lean Hogs(CME)
Jun00 000518 71.025 71.825 70.750 70.850 -0.175 4,447 25,214 -872
Jul00 000518 69.900 70.400 69.675 69.750 -0.275 2,522 17,793 +19
Aug00 000518 66.700 67.200 66.425 66.900 +0.075 1,595 11,387 -85
Oct00 000518 58.250 58.700 58.000 58.150 -0.350 490 6,559 -32
Dec00 000518 56.075 56.600 55.950 56.000 -0.150 652 5,079 +257
Feb01 000518 56.900 56.950 56.700 56.700 -0.125 214 1,413 +139
Apr01 000518 55.750 55.875 55.475 55.475 -0.150 133 413 +93
Jun01 000518 63.250 63.400 63.000 63.000 -0.400 4 30 +30
Total Volume and Open Interest 10,058 67,890 -450
Pork Bellies(CME)
May00 000518 89.825 91.000 89.500 90.000 -0.825 71 215 -76
Jul00 000518 85.800 87.050 85.400 86.475 -0.250 1,090 3,902 -76
Aug00 000518 83.700 84.900 83.450 83.950 -0.725 261 1,258 +46
Feb01 000518 76.950 76.950 76.800 76.800 -0.200 7 85 +6
Mar01 000518 77.825 77.825 77.825 77.825 -0.650      
Total Volume and Open Interest 1,429 5,460 -100
Cocoa(NYBOT)
Jul00 000518 812 833 812 829 +8 4,760 40,961 -800
Sep00 000518 842 860 841 857 +7 938 25,887 +302
Dec00 000518 876 894 876 890 +7 731 16,370 +228
Mar01 000518 912 926 912 926 +8 393 7,641 +328
May01 000518 943 951 943 951 +8 0 5,519 +0
Jul01 000518 964 977 964 977 +8      
Sep01 000518 1004 1004 1004 1004 +8      
Total Volume and Open Interest 7,222 101,880 -13,769
Coffee "C"(NYBOT)
May00 000518 91.00 93.00 91.00 91.50 -0.30 296 418 +33
Jul00 000518 93.90 96.25 92.30 94.10 +0.40 6,133 30,504 +146
Sep00 000518 97.25 99.00 95.70 97.40 +0.40 1,648 13,827 +263
Dec00 000518 102.00 103.50 99.50 101.00 +0.50 537 5,149 +172
Mar01 000518 105.60 105.70 103.00 104.50 +0.40 202 1,866 +58
May01 000518 108.00 108.00 106.50 106.50 +0.40 43 266 +266
Total Volume and Open Interest 8,883 52,087 +936
Orange Juice(NYBOT)
Jul00 000518 82.15 82.70 81.60 81.65 -0.50 819 11,654 -278
Sep00 000518 82.40 82.85 81.90 81.95 -0.55 112 4,703 -33
Nov00 000518 83.00 83.00 82.15 82.15 -0.50 30 3,185 +9
Jan01 000518 83.00 83.00 82.35 82.35 -0.50 27 1,181 -19
Mar01 000518 83.50 83.50 83.10 83.10 -0.45 12 1,062 -8
Total Volume and Open Interest 1,000 22,228 -329
Sugar #11(NYBOT)
Jul00 000518 7.01 7.13 6.94 7.07 +0.01 14,288 111,283 +454
Oct00 000518 7.16 7.27 7.12 7.16 -0.08 6,171 45,068 +721
Mar01 000518 7.21 7.30 7.18 7.22 -0.07 3,271 30,724 +1,074
May01 000518 7.19 7.25 7.16 7.21 -0.07 421 4,476 +202
Jul01 000518 7.17 7.25 7.15 7.18 -0.07 520 5,231 +218
Total Volume and Open Interest 25,358 206,056 +2,901
London Cocoa(LCE)
May00 000515 601 607 599 599 -6 1,822 11,607 -3,028
Jul00 000518 620 626 615 625 +7 1,448 37,601 -93
Sep00 000518 639 644 633 644 +7 747 30,614 +353
Dec00 000518 673 680 668 680 +8 996 32,572 +1,326
Mar01 000518 693 695 693 695 +8 10 24,517 -39
May01 000518 700 709 700 709 +8 230 17,251 +1,692
Jul01 000518 715 723 715 723 +8 28 4,937 +0
Total Volume and Open Interest      
London Coffee(LCE)
May00 000518 900.00 900.00 891.00 891.00 -9.00 73 728 -52
Jul00 000518 920.00 921.00 911.00 911.00 -7.00 1,298 37,202 -392
Sep00 000518 930.00 930.00 926.00 926.00 -3.00 629 16,554 -261
Nov00 000518 944.00 944.00 940.00 940.00 -4.00 196 6,127 +184
Jan01 000518 958.00 958.00 950.00 950.00 -7.00 282 2,110 +18
Mar01 000518 972.00 972.00 964.00 964.00 -7.00 3 835 +30
Total Volume and Open Interest      
London Sugar(LCE)
May00 000414 190.80 194.60 188.00 189.50 -1.30 2,157 2,521 -1,172
Aug00 000518 196.00 197.80 196.00 196.40 -0.20 2,469 21,735 -262
Oct00 000518 199.90 200.60 198.70 199.40 unch 272 10,222 +210
Dec00 000518 201.50 203.40 201.50 202.20 +0.30 181 1,088 +81
Mar01 000518 204.50 205.90 204.50 205.10 +0.20 20 2,780 +100
Total Volume and Open Interest      
Cotton(NYBOT)
Jul00 000518 61.68 62.40 61.65 62.12 +0.05 4,884 29,881 +255
Oct00 000518 63.00 63.45 63.00 63.43 +0.03 119 1,773 +42
Dec00 000518 63.25 63.75 63.25 63.71 +0.07 2,355 18,606 +421
Mar01 000518 64.30 64.53 64.25 64.53 +0.03 388 2,251 +6
May01 000518 64.97 65.05 64.97 65.05 -0.10 24 1,228 +12
Jul01 000518 65.75 65.80 65.70 65.70 -0.15 6 441 +1
Total Volume and Open Interest 7,778 54,440 +728
Lumber(CME)
Jul00 000518 283.8 285.9 281.6 282.6 +0.5 883 2,290 +80
Sep00 000518 287.4 291.0 287.0 288.3 +1.7 209 559 +34
Nov00 000518 290.4 294.0 290.4 292.4 +1.8 92 216 +26
Jan01 000518 292.0 292.0 292.0 292.0 -4.1 3 9 +9
Total Volume and Open Interest 1,188 3,106 +143
Crude Oil(NYM)
Jun00 000518 29.80 30.48 29.55 30.33 +1.01 67,347 48,888 -10,458
Jul00 000518 29.90 30.35 29.63 30.22 +0.78 58,646 126,640 +5,495
Aug00 000518 29.25 29.80 29.18 29.66 +0.70 22,864 47,840 +3,758
Sep00 000518 28.70 29.05 28.56 29.01 +0.63 6,464 28,020 +1,019
Oct00 000518 28.15 28.41 28.05 28.41 +0.60 1,257 19,538 +9
Nov00 000518 27.60 27.86 27.50 27.86 +0.56 2,572 16,172 -838
Dec00 000518 27.08 27.36 27.00 27.36 +0.52 4,814 39,758 -135
Jan01 000518 26.87 26.93 26.55 26.93 +0.49 316 14,523 +52
Feb01 000518 26.13 26.52 26.13 26.52 +0.46 121 6,994 +81
Mar01 000518 25.70 26.11 25.70 26.11 +0.43 56 8,094 +26
Total Volume and Open Interest 168,241 450,932 +1,380
Heating Oil(NYM)
Jun00 000518 79.50 80.60 78.10 79.87 +2.51 26,948 117,253 +3,432
Jul00 000518 75.70 77.50 75.60 77.05 +2.25 9,345 26,969 +1,833
Aug00 000518 75.40 76.80 75.00 76.45 +2.20 2,637 11,609 +178
Sep00 000518 75.30 76.40 75.20 76.40 +2.15 378 7,460 +108
Oct00 000518 75.30 76.30 75.00 76.30 +1.95 515 5,576 +189
Nov00 000518 75.30 76.25 75.30 76.25 +1.85 356 7,047 +275
Dec00 000518 75.30 76.25 75.10 76.15 +1.75 1,699 15,565 -147
Jan01 000518 74.70 75.40 74.50 75.35 +1.55 701 5,907 +122
Feb01 000518 73.30 73.90 73.10 73.80 +1.40 657 5,053 +138
Mar01 000518 70.70 72.40 70.70 71.15 +1.20 263 3,279 +15
Total Volume and Open Interest 26,948 117,253 +3,432
Unleaded Gas(NYM)
Jun00 000518 99.40 99.90 97.60 99.03 +1.05 17,100 34,079 -430
Jul00 000518 95.80 97.00 95.30 96.24 +1.57 8,779 31,931 +285
Aug00 000518 91.00 92.10 90.70 91.59 +1.47 4,299 15,744 +341
Sep00 000518 86.00 87.00 86.00 86.74 +1.27 3,263 14,722 +746
Oct00 000518 81.14 81.14 81.14 81.14 +1.02 1,434 7,086 -504
Nov00 000518 78.14 78.14 78.14 78.14 +0.92 10 3,218 +8
Dec00 000518 76.00 76.30 75.60 76.30 +0.88 154 2,114 +73
Jan01 000518 73.50 74.90 73.50 74.90 +0.83 9 0 -268
Total Volume and Open Interest 35,078 109,014 +290
Natural Gas(NYM)
Jun00 000518 3.720 3.740 3.630 3.710 +0.021 44,684 52,593 -4,589
Jul00 000518 3.715 3.745 3.640 3.718 +0.007 21,796 43,504 +3,562
Aug00 000518 3.730 3.750 3.665 3.728 +0.003 6,973 26,407 +372
Sep00 000518 3.740 3.745 3.695 3.720 +0.002 5,132 25,483 -113
Oct00 000518 3.760 3.760 3.680 3.742 +0.004 8,157 22,549 -569
Nov00 000518 3.860 3.860 3.810 3.844 +0.003 2,933 15,518 -368
Dec00 000518 3.910 3.965 3.910 3.945 +0.002 2,651 24,920 -14
Jan01 000518 3.970 3.980 3.930 3.955 +0.002 4,472 20,163 -54
Total Volume and Open Interest 105,709 334,692 +3,686
Brent Crude Oil(IPE)
Jul00 000518 28.00 29.02 28.00 28.92 +1.03 38,697 87,503 +3,951
Aug00 000518 27.37 28.06 27.37 27.98 +0.73 17,225 64,665 +4,385
Sep00 000518 26.90 27.35 26.83 27.28 +0.56 5,545 21,620 +476
Oct00 000518 26.45 26.84 26.40 26.83 +0.53 1,630 14,606 +1,251
Nov00 000518 26.07 26.44 26.02 26.43 +0.50 1,253 7,973 +880
Dec00 000518 25.68 26.07 25.60 26.00 +0.46 3,273 28,565 +423
Jan01 000518 25.25 25.56 25.25 25.56 +0.45 296 10,610 -58
Feb01 000518 24.82 25.25 24.70 25.13 +0.44 574 5,136 +0
Total Volume and Open Interest      
Gas Oil(IPE)
Jun00 000518 228.00 233.50 228.00 231.50 +5.00 12,122 37,396 -1,609
Jul00 000518 226.50 230.00 225.50 229.50 +6.25 5,629 16,969 +720
Aug00 000518 225.25 229.00 225.25 228.50 +5.25 1,249 8,739 +235
Sep00 000518 225.50 228.75 225.50 228.75 +4.75 1,684 6,101 +157
Oct00 000518 227.25 228.75 226.50 228.75 +4.25 175 3,913 +0
Nov00 000518 227.00 228.25 227.00 228.25 +4.25 65 2,720 +0
Dec00 000518 224.75 227.75 224.75 227.50 +4.00 1,203 16,946 +477
Jan01 000518 225.25 225.50 225.25 225.50 +4.00 33 1,850 +195
Total Volume and Open Interest      
US Dollar Index(NYBOT)
Jun00 000518 111.90 112.35 111.77 112.09 +0.10 1,572 5,734 +58
Sep00 000518 111.36 111.80 111.36 111.76 +0.13 72 2,088 +26
Dec00 000518 111.43 111.43 111.43 111.43 +0.16 1 3 +0
Total Volume and Open Interest 1,645 7,825 +84
Australian Dollar(IMM)
Jun00 000518 56.65 57.50 56.63 57.10 +0.25 2,072 24,052 +338
Sep00 000518 56.90 57.30 56.85 57.18 +0.25 15 51 +6
Dec00 000518 57.01 57.26 57.01 57.26 +0.25      
Total Volume and Open Interest 2,088 24,103 +344
British Pound(IMM)
Jun00 000518 148.14 148.66 147.92 148.26 -1.10 5,592 50,209 +950
Sep00 000518 148.30 149.00 148.30 148.52 -1.10 34 313 -31
Dec00 000518 148.50 149.20 148.48 148.80 -1.10 3 247 +3
Total Volume and Open Interest 5,629 50,769 +918
Canadian Dollar(IMM)
Jun00 000518 66.53 66.83 66.50 66.81 -0.01 14,165 66,653 +5,178
Sep00 000518 66.75 67.00 66.68 66.97 -0.01 357 8,038 +214
Dec00 000518 66.95 67.14 66.88 67.14 -0.01 48 2,515 +4
Mar01 000518 67.15 67.31 67.10 67.31 -0.01 135 666 +666
Total Volume and Open Interest 14,706 77,982 +6,172
Japanese Yen(IMM)
Jun00 000518 92.07 92.67 92.07 92.45 +0.49 8,742 81,335 +131
Sep00 000518 93.67 94.16 93.67 94.04 +0.52 140 1,161 +79
Dec00 000518 95.76 95.76 95.70 95.72 +0.55      
Total Volume and Open Interest 8,882 82,515 -368
Swiss Franc(IMM)
Jun00 000518 57.71 57.92 57.55 57.61 -0.26 18,036 48,125 +3,658
Sep00 000518 58.27 58.42 58.09 58.13 -0.26 81 297 -12
Dec00 000518 58.85 58.85 58.64 58.64 -0.26 1 0 -22
Total Volume and Open Interest 18,118 48,422 +3,624
EuroFX(IMM)
Jun00 000518 89.53 89.89 89.37 89.51 -0.20 17,026 64,596 +1,645
Sep00 000518 90.10 90.40 89.98 90.05 -0.20 232 1,961 +108
Dec00 000518 90.60 90.60 90.60 90.60 -0.20 232 0 -230
Total Volume and Open Interest 17,274 66,804 +1,755
Mexican Peso(IMM)
Jun00 000518 10360.0 10380.0 10330.0 10373.0 -2.0 1,848 15,997 -91
Sep00 000518 10080.0 10083.0 10050.0 10083.0 -7.0 57 2,366 -27
Total Volume and Open Interest 1,905 18,478 -1,352
30-Year T-Bonds(CBOT)
Jun00 000518 94~03 94~05 92~28 93~02 -0~29 0 391,752 -3,775
Sep00 000518 93~29 93~31 92~24 92~29 -0~29 0 39,050 +3,913
Dec00 000518 93~08 93~12 92~30 92~30 -0~29 0 2,139 +10
Total Volume and Open Interest 217,308 433,153 +148
Municipal Bonds(CBOT)
Jun00 000518 91~21 91~24 90~29 91~03 -0~20 0 21,947 -1,303
Sep00 000518 90~26 90~26 90~03 90~08 -0~18 0 2,807 +1,246
Total Volume and Open Interest 0 24,754 -57
10-Year T-Notes(CBOT)
Jun00 000518 94~300 94~315 94~300 94~315 -0~135 11,655 551,572 -14,316
Sep00 000518 95~075 95~085 94~220 94~250 -0~160 15,734 64,619 +7,943
Total Volume and Open Interest 171,536 674,289 +51,725
5-Year T-Notes(CBOT)
Jun00 000518 96~270 96~290 96~160 96~180 -0~070 101,478 401,787 -6,138
Sep00 000518 96~225 96~225 96~140 96~145 -0~110 17,871 41,872 +12,717
Total Volume and Open Interest 119,349 443,659 +6,579
2 Year T-Notes(CBOT)
Jun00 000518 98~040 98~044 98~026 98~032 -0~009      
Sep00 000518 98~021 98~021 98~009 98~009 -0~019      
Total Volume and Open Interest      
3-Mth T-Bills(IMM)
Jun00 000518 93.80 93.86 93.80 93.83 +0.03 24 728 -22
Total Volume and Open Interest 24 728 -22
Eurodollars(IMM)
Jun00 000518 93.037 93.037 93.015 93.033 -0.005 96,560 504,698 +7,180
Sep00 000518 92.650 92.655 92.625 92.635 -0.010 130,481 602,658 +16,272
Dec00 000518 92.405 92.415 92.365 92.380 -0.020 130,429 478,852 +2,295
Mar01 000518 92.375 92.390 92.325 92.335 -0.040 105,577 345,473 +3,314
Jun01 000518 92.330 92.340 92.275 92.285 -0.040 61,816 251,427 +2,582
Sep01 000518 92.320 92.330 92.265 92.275 -0.040 41,021 190,185 +5,009
Dec01 000518 92.290 92.300 92.230 92.240 -0.050 20,302 134,674 -1,504
Mar02 000518 92.360 92.360 92.290 92.305 -0.050 29,242 121,668 -700
Jun02 000518 92.350 92.355 92.280 92.295 -0.060 7,376 91,175 +1,463
Sep02 000518 92.365 92.365 92.280 92.295 -0.070 6,743 88,809 +1,480
Dec02 000518 92.315 92.315 92.230 92.240 -0.080 5,717 72,217 +923
Mar03 000518 92.330 92.330 92.255 92.275 -0.085 5,595 69,934 +17
Total Volume and Open Interest 668,409 3,335,404 +44,376
3-Mth Euro-Yen(IMM)
Jun00 000518 99.88 99.88 99.88 99.88 unch 427 15,419 -147
Sep00 000518 99.78 99.79 99.78 99.79 +0.01 654 17,995 +157
Dec00 000518 99.63 99.64 99.63 99.64 +0.02 1,132 12,146 +742
Mar01 000518 99.52 99.53 99.51 99.53 +0.03 474 17,617 -28
Jun01 000518 99.39 99.39 99.39 99.39 +0.03 60 3,104 -226
Sep01 000518 99.25 99.25 99.25 99.25 +0.03 10 13,445 -601
Dec01 000518 99.10 99.10 99.10 99.10 +0.04 5 1,491 -100
Mar02 000518 98.96 98.96 98.96 98.96 +0.03 0 1,338 +0
Jun02 000518 98.78 98.78 98.78 98.78 unch 0 79 +0
Sep02 000518 98.63 98.63 98.63 98.63 unch 0 30 +0
Total Volume and Open Interest 2,762 81,217 -1,680
3-Mth Euro-Yen(SIMEX)
Jun00 000518 99.88 99.88 99.87 99.88 +0.01 2,590 79,654 -418
Sep00 000518 99.78 99.79 99.77 99.78 +0.02 2,260 74,590 -81
Dec00 000518 99.61 99.63 99.61 99.63 +0.02 4,672 75,371 -544
Mar01 000518 99.50 99.52 99.50 99.52 +0.02 5,282 76,839 -1,103
Jun01 000518 99.36 99.39 99.36 99.39 +0.03 3,543 58,865 -318
Sep01 000518 99.22 99.25 99.21 99.25 +0.04 1,804 59,194 +18
Dec01 000518 99.10 99.10 99.09 99.09 +0.03 211 14,716 -248
Mar02 000518 98.97 98.97 98.96 98.96 +0.03 70 11,796 -50
Total Volume and Open Interest      
German Euro-Bund(EUREX)
Jun00 000518 103.63 103.67 103.29 103.41 -0.22 814,316 730,827 +40,733
Sep00 000518 103.28 103.39 103.05 103.17 -0.20 25,245 79,953 +12,332
Dec00 000518 102.66 102.85 102.66 102.76 -0.20 6,751 3,632 -51
Total Volume and Open Interest      
German Euro-Bobl(EUREX)
Jun00 000518 102.22 102.26 102.08 102.12 -0.09 296,554 342,126 +11,841
Sep00 000518 102.03 102.03 101.92 101.96 -0.09 3,515 17,090 +2,298
Dec00 000518 101.42 101.42 101.42 101.42 -0.09 675 851 +95
Total Volume and Open Interest      
Long Gilt(LIFFE)
Jun00 000518 111~32 112~05 111~04 111~14 -0~17 23,744 66,408 -680
Sep00 000518 111~29 111~29 111~08 111~08 -0~18 52 716 +2
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Jun00 000518 93.64 93.70 93.64 93.68 +0.05 32,558 182,616 +2,783
Sep00 000518 93.37 93.48 93.36 93.46 +0.10 48,149 193,156 -864
Dec00 000518 93.17 93.28 93.16 93.27 +0.11 23,305 123,490 +941
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Jun00 000518 95.420 95.450 95.400 95.435 +0.020 52,580 313,361 +3,780
Sep00 000518 95.105 95.150 95.100 95.125 +0.020 68,383 346,501 +10,542
Dec00 000518 94.820 94.860 94.810 94.835 +0.015 35,020 191,853 +3,292
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Jun00 000518 93.48 93.51 93.46 93.51 unch 6,537 181,050 +377
Sep00 000518 93.20 93.21 93.14 93.18 -0.04 16,634 172,390 -1,331
Dec00 000518 93.07 93.08 93.01 93.04 -0.05 2,595 47,482 -605
Mar01 000518 93.02 93.03 92.96 92.99 -0.05 1,267 22,783 +19
Jun01 000518 92.97 92.98 92.91 92.95 -0.04 958 15,049 -242
Sep01 000518 92.92 92.92 92.89 92.92 -0.05 604 8,945 +26
Dec01 000518 92.87 92.87 92.87 92.87 -0.05 392 6,143 +114
Mar02 000518 92.85 92.84 92.82 92.84 -0.04 372 5,064 +75
Jun02 000518 92.81 92.81 92.78 92.79 -0.06 55 2,316 -20
Sep02 000518 92.76 92.76 92.76 92.77 -0.06 5 1,874 +5
Total Volume and Open Interest      
10-Year Aus T-Bonds(SFE)
Jun00 000518 93.54 93.56 93.43 93.46 -0.08 13,668 177,508 +2,788
Sep00 000518 93.44 93.44 93.44 93.44 -0.08 0 4 +0
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Jun00 000518 93.47 93.49 93.42 93.45 -0.07 46,935 330,300 -3,988
Sep00 000518 93.38 93.38 93.38 93.38 -0.02 0 100 +0
Total Volume and Open Interest      
Gold(CMX)
Jun00 000518 273.1 274.8 272.7 273.7 -0.1 35,652 73,003 -4,826
Aug00 000518 275.7 277.6 275.7 276.5 -0.1 10,749 27,062 +4,935
Oct00 000518 280.5 281.0 279.2 279.5 -0.1 717 3,827 -334
Dec00 000518 283.5 283.5 281.5 282.4 -0.2 387 19,285 +108
Feb01 000518 285.0 286.0 285.0 285.1 -0.2 419 10,019 +10,019
Apr01 000518 288.0 288.0 288.0 288.0 -0.2      
Total Volume and Open Interest 48,212 147,362 +12,195
Silver(CMX)
May00 000518 500.0 502.0 500.0 502.0 +1.7 12 127 -1
Jul00 000518 503.0 506.0 500.0 505.5 +1.5 14,863 54,730 -59
Sep00 000518 508.0 510.0 505.5 509.8 +1.7 336 4,485 +124
Dec00 000518 513.5 516.0 512.0 515.3 +2.2 165 7,398 +11
Mar01 000518 527.0 527.0 519.0 519.0 +2.2 42 850 -27
Total Volume and Open Interest 15,448 68,382 -314
Platinum(NYM)
Jul00 000518 488.3 507.0 488.3 505.8 +18.9 314 7,547 -134
Oct00 000518 485.0 489.8 485.0 489.8 +17.9 30 711 +6
Jan01 000518 478.8 478.8 478.8 478.8 +17.9      
Total Volume and Open Interest 344 8,258 -128
Palladium(NYME)
Jun00 000518 572.90 574.50 572.25 574.50 +2.25 142 1,906 -146
Sep00 000518 570.00 572.00 570.00 571.50 +1.75 130 782 +127
Dec00 000518 564.50 564.50 564.50 564.50 +1.75      
Total Volume and Open Interest 272 2,688 -19
Copper(CMX)
May00 000518 84.60 85.10 84.20 84.20 +0.30 191 3,379 -195
Jul00 000518 85.50 85.50 84.45 84.50 +0.20 9,716 38,918 +864
Sep00 000518 84.90 85.40 84.25 84.50 +0.20 1,236 7,343 +904
Dec00 000518 85.30 85.30 84.50 84.50 -0.05 194 6,233 -22
Mar01 000518 84.70 84.70 84.70 84.70 -0.05 4 0 +0
Total Volume and Open Interest 11,917 66,520 +4,119
DJIA Index(CBOT)
Jun00 000518 10790 10905 10775 10785 -25 11,361 17,236 +247
Sep00 000518 10930 11000 10930 10932 -21 123 527 -99
Dec00 000518 11125 11125 11091 11091 -20 1 1,766 -1
Total Volume and Open Interest 11,485 19,535 +147
S & P 500(CME)
Jun00 000518 1456.00 1465.30 1441.50 1442.00 -14.70 67,843 365,262 -674
Sep00 000518 1479.00 1485.00 1463.70 1463.70 -14.70 699 8,834 +494
Dec00 000518 1487.40 1490.40 1487.40 1487.40 -15.00 19 3,407 +22
Mar01 000518 1512.40 1515.40 1512.40 1512.40 -15.00 4 443 +2
Total Volume and Open Interest 68,640 378,527 -106
S & P 500 E-Mini(Globex)
Jun00 000518 1456.00 1465.75 1441.50 1442.00 -14.75 82,128 41,015 -711
Sep00 000518 1486.00 1486.00 1475.75 1463.75 -14.75 8 19 +2
Total Volume and Open Interest 82,136 41,034 -709
NASDAQ 100(CME)
Jun00 000518 3583.00 3598.00 3440.00 3460.00 -127.50 19,400 36,131 -486
Sep00 000518 3495.00 3514.00 3495.00 3514.00 -127.50 285 391 +391
Dec00 000518 3590.00 3610.00 3568.00 3568.00 -127.50      
Total Volume and Open Interest 19,685 36,522 -105
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000518 3589.0 3605.0 3440.0 3460.0 -127.5 32,377 22,888 -1,046
Sep00 000518 3514.0 3514.0 3514.0 3514.0 -127.5 0 2 -1
Total Volume and Open Interest 32,377 22,890 -1,047
NYSE Composite(NYBOT)
Jun00 000518 654.00 658.70 651.00 652.00 -2.65 451 2,550 +61
Sep00 000518 661.00 664.00 660.25 660.25 -2.65 0 212 +0
Dec00 000518 668.50 668.50 668.50 668.50 -2.65 0 102 +0
Total Volume and Open Interest 256 1,908 +67
S & P Midcap 400(CME)
Jun00 000518 488.00 488.80 479.00 479.25 -8.75 697 13,956 +50
Sep00 000518 487.50 487.50 486.25 486.25 -8.75 3 214 +214
Dec00 000518 490.75 492.00 490.75 490.75 -8.75      
Total Volume and Open Interest 697 14,170 +264
Russell 2000(CME)
Jun00 000518 500.00 504.00 490.00 490.25 -9.50 1,774 13,686 -519
Sep00 000518 496.50 497.25 496.50 496.50 -9.50      
Dec00 000518 504.05 504.80 504.05 504.05 -9.50      
Total Volume and Open Interest 1,774 13,686 -617
Value Line(KCBT)
Jun00 000518 1080.45 1086.00 1070.00 1071.00 -10.00 34 122 -28
Total Volume and Open Interest 34 123 -28
Nikkei 225(CME)
Jun00 000518 17100 17170 16970 16985 -240 2,052 17,337 +153
Sep00 000518 17150 17150 17010 17010 -240 133 202 +91
Total Volume and Open Interest 2,185 17,539 +244
Nikkei 225(SIMEX)
Jun00 000518 17240 17300 16940 17035 -310 14,087 108,477 +476
Sep00 000518 17050 17050 17050 17050 -310 20 10,882 +20
Dec00 000518 17030 17030 17030 17030 -310 0 2,063 +0
Total Volume and Open Interest 24,749 118,898 -2,391
CAC 40(MATIF)
May00 000518 6441.5 6550.0 6410.5 6457.5 +0.5 41,656 279,509 +8,865
Jun00 000518 6428.0 6498.5 6424.5 6438.5 -7.0 1,296 88,835 +2,031
Jul00 000518 6460.5 6460.5 6460.5 6460.5 -0.5 0 263 +0
Total Volume and Open Interest      
DAX Index(EUREX)
Jun00 000518 7205.0 7277.0 7170.0 7175.0 -54.0 38,143 402,884 +1,333
Sep00 000518 7285.0 7356.0 7256.5 7256.5 -54.0 126 823 +22
Dec00 000518 7428.5 7428.5 7344.5 7344.5 -55.5 5 412 +0
Total Volume and Open Interest      
FT-SE 100(LIFFE)
Jun00 000518 6210.50 6286.00 6201.50 6260.00 +49.50 21,089 234,684 +3,654
Sep00 000518 6316.00 6344.50 6287.50 6323.00 +48.50 124 4,151 +0
Dec00 000518 6397.00 6418.00 6379.00 6405.00 +46.50 35 796 +7
Total Volume and Open Interest      
SPI 200(SFE)
Jun00 000518 3055.0 3063.0 3030.0 3032.0 -39.0 7,309 138,006 +714
Sep00 000518 3070.0 3072.0 3053.0 3049.0 -39.0 216 4,280 +130
Dec00 000518 3073.0 3073.0 3073.0 3073.0 -39.0 0 2,164 -26
Total Volume and Open Interest      
GSCI(CME)
Jun00 000518 223.75 226.45 223.70 225.80 +3.30 725 40,971 +341
Jul00 000518 224.30 224.30 224.30 224.30 +3.30      
Aug00 000518 221.50 221.50 221.50 221.50 +3.00      
Total Volume and Open Interest 725 41,670 +341
Bridge CRB Index(NYBOT)
Jun00 000518 221.80 223.30 221.80 222.15 +1.05 147 1,705 -58
Aug00 000518 223.10 223.35 222.00 222.40 +1.05 7 887 +6
Nov00 000518 222.65 222.65 222.65 222.65 +1.05 0 430 +0
Total Volume and Open Interest 3,571    
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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