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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 19, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000519 546.50 555.00 546.00 554.50 +6.75 57,246 97,852 +272
Aug00 000519 550.00 557.75 549.50 557.00 +6.50 2,887 13,435 +321
Sep00 000519 553.00 560.00 552.00 559.00 +5.25 2,465 8,862 +23
Nov00 000519 559.00 566.25 558.00 564.75 +4.50 17,074 52,839 -852
Jan01 000519 566.00 573.50 566.00 572.25 +6.50 208 4,857 +19
Mar01 000519 572.00 579.00 572.00 578.50 +4.25 231 5,480 +10
May01 000519 580.00 582.00 580.00 581.00 +4.00 83 5,524 +33
Total Volume and Open Interest 80,529 193,981 -97
Soybean Meal(CBOT)
Jul00 000519 181.50 183.80 181.20 183.60 +2.00 15,204 62,623 -192
Aug00 000519 181.50 183.40 181.10 183.30 +1.80 1,847 14,063 +14
Sep00 000519 181.50 183.50 181.30 183.40 +2.00 602 7,912 +61
Oct00 000519 181.00 182.30 181.00 182.30 +1.30 512 7,117 -369
Dec00 000519 181.50 183.60 181.30 183.30 +1.30 3,446 20,459 +682
Jan01 000519 183.20 183.40 183.20 183.20 +1.20 208 2,070 -105
Mar01 000519 183.50 183.50 183.00 183.00 +1.60 119 2,574 +11
May01 000519 183.00 183.50 183.00 183.50 +1.30 70 2,010 +0
Total Volume and Open Interest 22,017 119,007 +109
Soybean Oil(CBOT)
Jul00 000519 17.08 17.30 17.08 17.19 -0.04 10,536 52,136 -131
Aug00 000519 17.32 17.49 17.32 17.39 -0.04 776 14,049 -119
Sep00 000519 17.52 17.70 17.52 17.57 -0.05 348 12,785 +41
Oct00 000519 17.72 17.78 17.72 17.75 -0.04 562 8,061 +175
Dec00 000519 18.02 18.20 18.02 18.08 -0.06 2,937 22,271 +416
Jan01 000519 18.42 18.43 18.42 18.43 -0.04 273 8,047 +1
Mar01 000519 18.85 18.85 18.72 18.72 -0.03 78 3,688 +31
May01 000519 18.98 18.98 18.98 18.98 -0.09 96 4,382 +94
Total Volume and Open Interest 15,666 128,098 +550
Canola(WCE)
May00 000519 267.8 267.8 267.8 267.8 +0.1      
Jul00 000519 272.7 274.9 272.0 274.7 +2.0 3,588 26,205 -137
Aug00 000519 278.0 278.0 278.0 278.0 +2.7 0 4,757 -1
Sep00 000519 278.5 280.5 278.0 280.5 +2.2 31 693 +693
Nov00 000519 284.2 286.9 283.9 286.7 +1.7 19 28,850 +92
Total Volume and Open Interest 5,320 65,072 +0
Corn(CBOT)
Jul00 000519 238.50 241.00 237.50 240.00 +2.00 45,111 237,698 -608
Sep00 000519 246.50 249.50 246.25 248.50 +2.25 6,058 60,398 -329
Nov00 000519 255.50 255.50 254.50 254.75 +2.50 52 920 +22
Dec00 000519 256.50 259.50 255.75 258.75 +2.50 18,222 139,295 +285
Jan01 000519 258.50 262.50 258.50 262.25 +2.75 2 153 +4
Mar01 000519 264.00 267.50 264.00 266.75 +2.25 674 18,014 +3
Total Volume and Open Interest 70,642 470,999 -452
Wheat(CBOT)
Jul00 000519 271.50 277.00 271.50 276.25 +4.25 25,393 76,706 -2,331
Sep00 000519 283.00 288.50 282.50 287.50 +4.25 3,230 22,182 +1,014
Dec00 000519 298.00 304.00 298.00 303.50 +5.00 5,063 25,946 +161
Mar01 000519 311.50 316.00 311.00 316.00 +4.50 254 7,239 -20
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 000519 291.00 291.00 291.00 291.00 +4.00      
Jul00 000519 295.00 299.50 294.50 299.00 +4.00 6,556 35,724 -67
Sep00 000519 306.25 310.00 306.00 310.00 +4.50 1,232 9,263 +397
Dec00 000519 320.00 325.00 320.00 325.00 +4.25 1,541 12,180 +845
Mar01 000519 334.50 337.00 334.50 337.00 +5.50 291 1,457 +81
Total Volume and Open Interest 9,620 59,353 +1,255
Wheat(MGE)
May00 000519 331.75 331.75 323.00 323.00 unch      
Jul00 000519 329.50 332.25 329.25 331.50 +2.00 1,963 10,542 +50
Sep00 000519 340.00 342.25 339.50 342.00 +2.50 992 5,793 +91
Dec00 000519 354.75 356.50 354.25 356.00 +2.75 281 3,180 +105
Mar01 000519 366.00 367.50 366.00 367.50 +2.50 26 0 -349
Total Volume and Open Interest 3,262 19,515 -103
Oats(CBOT)
Jul00 000519 120.50 125.75 120.50 121.75 +1.75 1,103 9,623 -349
Sep00 000519 125.75 127.00 125.75 126.50 +1.50 105 2,783 -22
Dec00 000519 131.00 132.25 131.00 132.25 +1.75 267 4,202 -27
Mar01 000519 138.50 138.75 138.50 138.75 +1.25 0 389 +0
Total Volume and Open Interest 1,475 16,998 -398
Rough Rice(CBOT)
May00 000519 5.18 5.22 5.18 5.22 +0.04 6 6 -4
Jul00 000519 5.41 5.47 5.40 5.44 +0.04 628 4,291 -103
Sep00 000519 6.30 6.33 6.30 6.30 +0.04 28 922 +1
Nov00 000519 6.38 6.45 6.38 6.40 +0.04 24 1,438 +21
Total Volume and Open Interest 756 7,266 -16
Live Cattle(CME)
Jun00 000519 68.200 68.350 68.050 68.125 -0.075 4,507 35,825 -1,550
Aug00 000519 68.000 68.050 67.700 67.875 -0.075 2,964 42,127 +1,103
Oct00 000519 70.700 70.725 70.400 70.475 -0.225 1,247 22,406 +19
Dec00 000519 72.275 72.300 72.025 72.100 -0.150 390 8,402 +30
Feb01 000519 73.600 73.650 73.450 73.500 -0.150 146 4,281 +42
Apr01 000519 75.650 75.650 75.500 75.600 -0.175 43 0 -4,300
Total Volume and Open Interest 9,342 115,519 -4,651
Feeder Cattle(CME)
May00 000519 82.950 83.250 82.900 83.250 +0.250 177 2,365 +29
Aug00 000519 83.850 83.950 83.575 83.825 unch 1,229 9,575 +92
Sep00 000519 84.000 84.200 83.800 83.900 -0.200 134 1,958 +34
Oct00 000519 85.000 85.075 84.650 84.850 -0.150 222 2,254 +4
Nov00 000519 86.000 86.150 85.800 85.950 -0.125 42 1,379 -8
Jan01 000519 86.775 87.100 86.650 86.950 -0.150 20 792 +10
Mar01 000519 86.750 86.750 86.750 86.750 -0.250      
Total Volume and Open Interest 1,825 18,324 +27
Lean Hogs(CME)
Jun00 000519 70.200 70.300 68.850 68.850 -2.000 2,905 25,390 +176
Jul00 000519 69.000 69.300 67.800 67.925 -1.825 1,775 17,761 -32
Aug00 000519 66.350 66.400 65.200 65.575 -1.325 857 11,433 +46
Oct00 000519 57.900 57.900 57.000 57.525 -0.625 179 6,583 +24
Dec00 000519 55.900 55.900 55.250 55.425 -0.575 234 5,115 +36
Feb01 000519 56.475 56.475 56.000 56.400 -0.300 11 1,414 +1
Apr01 000519 55.450 55.450 55.300 55.300 -0.175 67 470 +57
Jun01 000519 62.850 62.850 62.500 62.500 -0.500 2 31 +1
Total Volume and Open Interest 6,031 68,200 +310
Pork Bellies(CME)
May00 000519 90.000 91.600 89.500 91.500 +1.500 71 164 -51
Jul00 000519 86.475 87.400 85.650 86.775 +0.300 1,020 3,954 +52
Aug00 000519 84.250 85.200 83.450 83.950 unch 241 1,317 +59
Feb01 000519 77.800 77.800 76.800 76.800 unch 18 92 +7
Mar01 000519 77.800 77.800 77.800 77.800 -0.025      
Total Volume and Open Interest 1,350 5,527 +67
Cocoa(NYBOT)
Jul00 000519 842 865 842 857 +28 2,770 40,391 -570
Sep00 000519 872 890 871 885 +28 937 26,150 +263
Dec00 000519 906 925 905 918 +28 544 16,737 +367
Mar01 000519 952 952 952 952 +26 2 7,640 -1
May01 000519 977 977 977 977 +26 0 5,519 +0
Jul01 000519 1003 1003 1003 1003 +26 6 7,025 +7,025
Sep01 000519 1030 1030 1030 1030 +26 0 3,627 +3,627
Total Volume and Open Interest 4,259 97,943 -3,937
Coffee "C"(NYBOT)
May00 000518 91.00 93.00 91.00 91.50 -0.30 296 418 +33
Jul00 000519 95.50 98.75 94.80 97.95 +3.85 5,795 30,724 +220
Sep00 000519 98.75 101.75 98.20 100.90 +3.50 863 13,967 +140
Dec00 000519 102.90 105.00 101.60 104.30 +3.30 312 5,191 +42
Mar01 000519 106.60 107.80 106.25 107.80 +3.30 69 1,908 +42
May01 000519 108.10 109.80 108.10 109.80 +3.30 60 277 +11
Total Volume and Open Interest 7,101 52,067 -20
Orange Juice(NYBOT)
Jul00 000519 81.50 81.60 80.50 80.55 -1.10 447 11,691 +37
Sep00 000519 81.50 81.50 80.60 80.65 -1.30 82 4,752 +49
Nov00 000519 81.80 81.80 81.00 81.00 -1.15 5 3,182 -3
Jan01 000519 82.00 82.00 81.40 81.50 -0.85 40 1,188 +7
Mar01 000519 83.00 83.00 82.20 82.20 -0.90 9 1,071 +9
Total Volume and Open Interest 583 22,327 +99
Sugar #11(NYBOT)
Jul00 000519 7.11 7.30 7.11 7.21 +0.14 11,849 111,844 +561
Oct00 000519 7.20 7.30 7.17 7.26 +0.10 3,950 45,868 +800
Mar01 000519 7.27 7.31 7.24 7.26 +0.04 1,066 30,942 +218
May01 000519 7.27 7.28 7.21 7.21 unch 169 4,590 +114
Jul01 000519 7.25 7.25 7.20 7.20 +0.02 66 5,217 -14
Total Volume and Open Interest 17,183 205,855 -201
London Cocoa(LCE)
May00 000515 601 607 599 599 -6 1,822 11,607 -3,028
Jul00 000519 629 648 629 647 +22 5,153 37,418 -183
Sep00 000519 647 667 647 666 +22 1,727 30,817 +203
Dec00 000519 684 703 682 701 +21 3,502 33,013 +441
Mar01 000519 706 716 706 716 +21 585 24,527 +10
May01 000519 711 731 711 731 +22 1,030 17,431 +180
Jul01 000519 746 746 746 746 +23 28 4,943 +6
Total Volume and Open Interest      
London Coffee(LCE)
May00 000519 905.00 917.00 905.00 908.00 +17.00 105 676 -52
Jul00 000519 913.00 940.00 913.00 933.00 +22.00 4,400 37,029 -173
Sep00 000519 930.00 950.00 930.00 943.00 +17.00 816 16,731 +177
Nov00 000519 955.00 960.00 950.00 955.00 +15.00 281 6,220 +93
Jan01 000519 963.00 971.00 959.00 962.00 +12.00 224 2,142 +32
Mar01 000519 977.00 981.00 974.00 975.00 +11.00 21 835 +0
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 000519 196.00 201.00 196.00 201.00 +4.60 827 22,472 +737
Oct00 000519 199.40 203.70 199.40 203.70 +4.30 479 10,092 -130
Dec00 000519 201.60 206.30 201.60 206.30 +4.10 120 1,157 +69
Mar01 000519 205.50 208.70 205.50 208.70 +3.60 206 2,780 +0
Total Volume and Open Interest      
Cotton(NYBOT)
Jul00 000519 61.85 62.30 61.25 61.30 -0.82 4,652 29,740 -141
Oct00 000519 63.20 63.50 62.50 62.50 -0.93 84 1,783 +10
Dec00 000519 63.50 63.70 62.80 62.86 -0.85 1,890 18,942 +336
Mar01 000519 64.35 64.50 63.91 63.91 -0.62 89 2,245 -6
May01 000519 64.90 64.90 64.40 64.40 -0.65 29 1,245 +17
Jul01 000519 65.45 65.45 65.15 65.15 -0.55 35 457 +16
Total Volume and Open Interest 6,779 54,412 -28
Lumber(CME)
Jul00 000519 281.5 281.5 279.1 279.2 -3.4 583 2,334 +44
Sep00 000519 287.2 288.0 285.8 286.7 -1.6 119 552 -7
Nov00 000519 291.5 291.6 291.2 291.3 -1.1 58 228 +12
Jan01 000519 302.0 302.0 296.2 296.2 +4.2      
Total Volume and Open Interest 760 3,114 +8
Crude Oil(NYM)
Jun00 000519 29.37 30.00 29.37 29.89 -0.44 49,335 35,767 -13,121
Jul00 000519 29.50 30.00 29.50 29.85 -0.37 67,979 130,094 +3,454
Aug00 000519 29.50 29.58 29.08 29.41 -0.25 22,963 51,102 +3,262
Sep00 000519 28.93 28.95 28.50 28.84 -0.17 6,387 27,966 -54
Oct00 000519 28.16 28.30 27.95 28.27 -0.14 1,685 19,837 +299
Nov00 000519 27.60 27.78 27.50 27.74 -0.12 965 16,265 +93
Dec00 000519 26.85 27.26 26.85 27.26 -0.10 4,070 39,060 -698
Jan01 000519 26.70 26.83 26.60 26.83 -0.10 701 14,760 +237
Feb01 000519 26.15 26.43 26.15 26.43 -0.09 438 7,115 +121
Mar01 000519 25.80 26.03 25.80 26.03 -0.08 326 8,269 +175
Total Volume and Open Interest 163,610 438,836 -12,096
Heating Oil(NYM)
Jun00 000519 79.20 81.00 78.50 78.88 -0.99 36,442 121,041 +3,788
Jul00 000519 76.40 77.50 75.40 75.78 -1.27 11,819 28,665 +1,696
Aug00 000519 76.00 76.50 74.88 74.88 -1.57 3,055 11,975 +366
Sep00 000519 75.30 76.30 74.78 74.78 -1.62 1,067 7,823 +363
Oct00 000519 75.80 76.30 74.68 74.68 -1.62 837 5,781 +205
Nov00 000519 76.00 76.20 74.63 74.63 -1.62 626 7,513 +466
Dec00 000519 75.30 76.00 74.53 74.53 -1.62 2,376 16,189 +624
Jan01 000519 75.50 75.60 73.73 73.73 -1.62 767 6,030 +123
Feb01 000519 73.30 74.50 72.13 72.13 -1.67 177 5,069 +16
Mar01 000519 71.00 71.30 69.38 69.38 -1.77 193 3,320 +41
Total Volume and Open Interest 36,442 121,041 +3,788
Unleaded Gas(NYM)
Jun00 000519 98.00 98.00 94.50 95.33 -3.70 27,011 31,343 -2,736
Jul00 000519 95.40 95.40 92.50 93.00 -3.24 15,696 39,062 +7,131
Aug00 000519 90.00 91.50 88.60 89.20 -2.39 5,342 14,368 -1,376
Sep00 000519 86.00 86.20 84.90 84.90 -1.84 3,163 14,736 +14
Oct00 000519 80.60 80.80 79.70 79.70 -1.44 625 7,182 +96
Nov00 000519 77.25 77.25 76.80 76.80 -1.34 10 0 -3,218
Dec00 000519 75.30 76.00 75.10 75.10 -1.20 187 2,208 +94
Jan01 000519 73.80 73.85 73.80 73.85 -1.05 50 292 +292
Total Volume and Open Interest 52,074 109,311 +297
Natural Gas(NYM)
Jun00 000519 3.755 3.840 3.735 3.825 +0.115 34,467 49,631 -2,962
Jul00 000519 3.775 3.850 3.750 3.841 +0.123 16,351 44,405 +901
Aug00 000519 3.761 3.850 3.760 3.846 +0.118 7,908 27,236 +829
Sep00 000519 3.780 3.845 3.750 3.836 +0.116 3,646 23,838 -1,645
Oct00 000519 3.800 3.851 3.770 3.851 +0.109 2,950 21,736 -813
Nov00 000519 3.865 3.949 3.865 3.949 +0.105 1,351 15,614 +96
Dec00 000519 3.990 4.046 3.970 4.046 +0.101 2,815 25,416 +496
Jan01 000519 4.000 4.060 3.975 4.051 +0.096 4,045 20,028 -135
Total Volume and Open Interest 80,805 342,922 +8,230
Brent Crude Oil(IPE)
Jul00 000519 28.70 29.20 28.15 28.59 -0.33 39,913 84,584 -2,919
Aug00 000519 27.90 28.21 27.42 27.86 -0.12 16,783 65,722 +1,057
Sep00 000519 27.24 27.42 26.75 27.22 -0.06 8,114 21,712 +92
Oct00 000519 26.84 26.91 26.50 26.81 -0.02 1,314 14,587 -19
Nov00 000519 26.50 26.50 26.18 26.45 +0.02 484 8,066 +93
Dec00 000519 26.00 26.15 25.68 26.04 +0.04 2,550 29,049 +484
Jan01 000519 25.50 25.59 25.50 25.59 +0.03 5 10,168 -442
Feb01 000519 25.07 25.15 24.85 25.15 +0.02 222 5,304 +168
Total Volume and Open Interest      
Gas Oil(IPE)
Jun00 000519 234.50 237.00 231.00 233.00 +1.50 13,806 38,922 +1,526
Jul00 000519 230.75 233.50 228.50 229.00 -0.50 8,581 16,747 -222
Aug00 000519 229.25 232.00 228.00 228.00 -0.50 1,675 8,600 -139
Sep00 000519 229.00 232.00 227.50 227.50 -1.25 932 6,371 +270
Oct00 000519 229.00 229.00 227.75 227.75 -1.00 10 3,927 +14
Nov00 000519 227.25 227.25 227.25 227.25 -1.00 375 2,735 +15
Dec00 000519 227.50 230.00 226.75 226.75 -0.75 1,355 17,556 +610
Jan01 000519 224.50 224.50 224.50 224.50 -1.00 0 1,850 +0
Total Volume and Open Interest      
US Dollar Index(NYBOT)
Jun00 000519 111.93 112.66 111.16 111.35 -0.74 251 5,677 -57
Sep00 000519 112.00 112.07 110.99 110.99 -0.77 13 2,078 -10
Dec00 000519 110.63 110.63 110.63 110.63 -0.80 0 3 +0
Total Volume and Open Interest 264 7,758 -67
Australian Dollar(IMM)
Jun00 000519 57.07 57.40 56.80 57.34 +0.24 1,209 23,766 -286
Sep00 000519 57.09 57.42 57.00 57.42 +0.24 11 51 +0
Dec00 000519 57.50 57.50 57.50 57.50 +0.24 1 67 +67
Total Volume and Open Interest 1,221 23,833 -270
British Pound(IMM)
Jun00 000519 148.28 148.98 148.08 148.56 +0.30 6,176 52,579 +2,370
Sep00 000519 149.20 149.20 148.60 148.82 +0.30 52 324 +11
Dec00 000519 149.40 149.40 149.10 149.10 +0.30 3 248 +1
Total Volume and Open Interest 6,231 53,151 +2,382
Canadian Dollar(IMM)
Jun00 000519 66.64 67.03 66.59 66.90 +0.09 8,515 67,080 +427
Sep00 000519 66.80 67.18 66.78 67.06 +0.09 592 8,170 +132
Dec00 000519 66.98 67.26 66.96 67.23 +0.09 201 2,651 +136
Mar01 000519 67.40 67.40 67.40 67.40 +0.09 2 668 +2
Total Volume and Open Interest 9,390 78,719 +737
Japanese Yen(IMM)
Jun00 000519 93.34 94.55 93.32 94.13 +1.68 11,568 80,112 -1,223
Sep00 000519 95.00 96.20 94.95 95.76 +1.72 110 1,211 +50
Dec00 000519 96.80 97.55 96.80 97.48 +1.76 0 597 +597
Total Volume and Open Interest 11,682 81,340 -1,175
Swiss Franc(IMM)
Jun00 000519 57.35 58.16 57.31 58.06 +0.45 6,981 48,383 +258
Sep00 000519 57.83 58.68 57.83 58.58 +0.45 29 313 +16
Dec00 000519 59.09 59.09 59.09 59.09 +0.45 2 24 +24
Total Volume and Open Interest 7,012 48,720 +298
EuroFX(IMM)
Jun00 000519 88.88 90.18 88.80 90.07 +0.56 6,315 63,697 -899
Sep00 000519 89.35 90.68 89.35 90.60 +0.55 161 2,100 +139
Dec00 000519 90.15 91.14 90.00 91.14 +0.54 232 0 +0
Total Volume and Open Interest 6,476 66,044 -760
Mexican Peso(IMM)
Jun00 000519 10300.0 10380.0 10280.0 10365.0 -8.0 2,878 16,546 +549
Sep00 000519 10030.0 10075.0 10015.0 10075.0 -8.0 79 2,306 -60
Total Volume and Open Interest 3,002 18,957 +479
30-Year T-Bonds(CBOT)
Jun00 000519 92~30 93~15 92~27 93~09 +0~07 263,198 389,203 -2,549
Sep00 000519 93~00 93~09 92~23 93~05 +0~08 13,921 48,122 +9,072
Dec00 000519 93~07 93~07 92~30 93~05 +0~07 146 2,240 +101
Total Volume and Open Interest 277,265 439,777 +6,624
Municipal Bonds(CBOT)
Jun00 000519 91~03 91~12 91~01 91~08 +0~05 2,226 21,577 -370
Sep00 000519 90~07 90~13 90~07 90~13 +0~05 646 3,361 +554
Total Volume and Open Interest 2,872 24,938 +184
10-Year T-Notes(CBOT)
Jun00 000519 94~300 95~115 94~260 95~095 +0~100 14,128 546,804 -4,768
Sep00 000519 94~260 95~060 94~260 95~050 +0~120 38,472 89,570 +24,951
Total Volume and Open Interest 52,600 636,374 -37,915
5-Year T-Notes(CBOT)
Jun00 000519 96~240 96~305 96~235 96~275 +0~095 107,300 409,875 +8,088
Sep00 000519 96~200 96~250 96~200 96~235 +0~090 16,504 53,549 +11,677
Total Volume and Open Interest 123,804 463,424 +19,765
2 Year T-Notes(CBOT)
Jun00 000519 98~044 98~053 98~042 98~049 +0~017      
Sep00 000519 98~025 98~029 98~024 98~029 +0~020      
Total Volume and Open Interest      
3-Mth T-Bills(IMM)
Jun00 000519 93.84 93.87 93.84 93.87 +0.04 10 730 +2
Total Volume and Open Interest 10 730 +2
Eurodollars(IMM)
Jun00 000519 93.045 93.067 93.045 93.062 +0.030 58,066 497,921 -6,777
Sep00 000519 92.665 92.710 92.665 92.700 +0.065 94,984 595,281 -7,377
Dec00 000519 92.415 92.465 92.410 92.460 +0.080 94,875 472,608 -6,244
Mar01 000519 92.380 92.420 92.360 92.415 +0.080 78,837 350,439 +4,966
Jun01 000519 92.320 92.365 92.315 92.360 +0.075 42,032 249,213 -2,214
Sep01 000519 92.315 92.350 92.300 92.345 +0.070 35,324 192,397 +2,212
Dec01 000519 92.270 92.310 92.270 92.300 +0.060 20,713 139,223 +4,549
Mar02 000519 92.335 92.370 92.325 92.365 +0.060 34,311 131,108 +9,440
Jun02 000519 92.325 92.350 92.310 92.355 +0.060 8,713 92,373 +1,198
Sep02 000519 92.305 92.355 92.305 92.355 +0.060 10,414 89,200 +391
Dec02 000519 92.265 92.300 92.265 92.300 +0.060 7,279 71,602 -615
Mar03 000519 92.305 92.335 92.295 92.335 +0.060 7,627 70,598 +664
Total Volume and Open Interest 532,433 3,333,065 -2,339
3-Mth Euro-Yen(IMM)
Jun00 000519 99.88 99.89 99.88 99.88 unch 1,387 15,712 +293
Sep00 000519 99.79 99.80 99.78 99.79 unch 1,300 18,241 +246
Dec00 000519 99.63 99.65 99.63 99.64 unch 438 11,434 -712
Mar01 000519 99.53 99.54 99.53 99.54 +0.01 721 17,807 +190
Jun01 000519 99.40 99.42 99.40 99.41 +0.02 164 3,175 +71
Sep01 000519 99.26 99.28 99.26 99.27 +0.02 111 13,939 +494
Dec01 000519 99.11 99.13 99.11 99.12 +0.02 1,491 0 -1,491
Mar02 000519 99.00 99.00 99.00 99.00 +0.04 1,338 0 -1,338
Jun02 000519 98.78 98.78 98.78 98.78 unch      
Sep02 000519 98.63 98.63 98.63 98.63 unch      
Total Volume and Open Interest 4,121 83,276 +2,059
3-Mth Euro-Yen(SIMEX)
Jun00 000519 99.88 99.88 99.87 99.88 unch 1,008 79,632 -22
Sep00 000519 99.78 99.79 99.76 99.78 unch 6,040 73,912 -678
Dec00 000519 99.64 99.64 99.61 99.63 unch 9,928 74,766 -605
Mar01 000519 99.52 99.53 99.50 99.52 unch 8,545 76,755 -84
Jun01 000519 99.39 99.40 99.36 99.39 unch 1,968 59,518 +653
Sep01 000519 99.25 99.26 99.22 99.25 unch 2,757 59,457 +263
Dec01 000519 99.10 99.11 99.09 99.10 +0.01 665 14,716 +0
Mar02 000519 98.97 98.97 98.97 98.97 +0.01 70 11,796 +0
Total Volume and Open Interest      
German Euro-Bund(EUREX)
Jun00 000519 103.45 103.69 102.90 103.56 +0.15 973,607 747,665 +16,838
Sep00 000519 103.10 103.45 102.78 103.37 +0.20 45,693 93,938 +13,985
Dec00 000519 102.96 102.96 102.96 102.96 +0.20 6,662 4,604 +972
Total Volume and Open Interest      
German Euro-Bobl(EUREX)
Jun00 000519 102.17 102.21 101.84 102.16 +0.04 326,265 357,383 +15,257
Sep00 000519 102.03 102.03 101.74 102.01 +0.05 2,171 19,065 +1,975
Dec00 000519 101.46 101.46 101.46 101.46 +0.04 2,791 851 +0
Total Volume and Open Interest      
Long Gilt(LIFFE)
Jun00 000519 111~11 111~14 110~30 111~09 -0~05 19,014 68,710 +2,302
Sep00 000519 111~03 111~04 110~26 111~02 -0~05 827 666 -50
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Jun00 000519 93.67 93.73 93.67 93.71 +0.03 25,798 182,911 +295
Sep00 000519 93.47 93.54 93.44 93.50 +0.04 52,628 195,764 +2,608
Dec00 000519 93.25 93.34 93.24 93.31 +0.04 34,369 126,492 +3,002
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Jun00 000519 95.410 95.450 95.345 95.410 -0.025 79,666 311,492 -1,869
Sep00 000519 95.095 95.145 95.020 95.085 -0.040 106,185 344,408 -2,093
Dec00 000519 94.820 94.850 94.725 94.795 -0.040 63,038 195,655 +3,802
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Jun00 000519 93.51 93.54 93.49 93.53 +0.02 5,852 179,148 -1,902
Sep00 000519 93.18 93.25 93.17 93.23 +0.05 14,662 176,794 +4,404
Dec00 000519 93.04 93.09 93.03 93.09 +0.05 2,351 47,767 +285
Mar01 000519 92.97 93.04 92.96 93.04 +0.05 1,422 23,347 +564
Jun01 000519 92.92 92.97 92.92 92.97 +0.02 261 14,665 -384
Sep01 000519 92.90 92.92 92.90 92.91 -0.01 155 8,530 -415
Dec01 000519 92.88 92.88 92.86 92.87 unch 50 5,762 -381
Mar02 000519 92.83 92.84 92.83 92.84 unch 2 4,744 -320
Jun02 000519 92.81 92.81 92.79 92.81 +0.02 62 2,376 +60
Sep02 000519 92.75 92.77 92.75 92.76 -0.01 60 1,934 +60
Total Volume and Open Interest      
10-Year Aus T-Bonds(SFE)
Jun00 000519 93.46 93.47 93.39 93.39 -0.07 10,644 174,431 -3,077
Sep00 000519 93.36 93.36 93.36 93.36 -0.08 0 4 +0
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Jun00 000519 93.44 93.49 93.43 93.46 +0.01 25,825 334,758 +4,458
Sep00 000519 93.32 93.32 93.32 93.32 -0.06 0 100 +0
Total Volume and Open Interest      
Gold(CMX)
Jun00 000519 274.2 274.9 273.3 274.6 +0.9 18,760 70,220 -2,783
Aug00 000519 276.8 277.7 276.0 277.3 +0.8 3,915 29,663 +2,601
Oct00 000519 280.5 280.9 279.6 280.3 +0.8 19 3,829 +2
Dec00 000519 282.6 283.7 282.0 283.2 +0.8 1,012 19,617 +332
Feb01 000519 285.3 285.9 285.3 285.9 +0.8 153 10,011 -8
Apr01 000519 288.8 288.8 288.8 288.8 +0.8 4 3,183 +3,183
Total Volume and Open Interest 24,323 150,891 +3,529
Silver(CMX)
May00 000519 500.5 500.5 498.0 499.5 -2.5 14 97 -30
Jul00 000519 504.5 505.5 501.0 503.0 -2.5 10,921 55,441 +711
Sep00 000519 508.0 509.5 505.5 507.2 -2.6 687 4,787 +302
Dec00 000519 512.5 515.5 512.0 512.7 -2.6 101 7,389 -9
Mar01 000519 516.5 516.7 516.5 516.7 -2.3 30 860 +10
Total Volume and Open Interest 12,002 70,204 +1,822
Platinum(NYM)
Jul00 000519 508.0 526.0 505.0 524.4 +18.6 1,542 7,902 +355
Oct00 000519 495.0 506.4 493.0 506.4 +16.6 122 725 +14
Jan01 000519 492.4 492.4 492.4 492.4 +13.6 0 18 +18
Total Volume and Open Interest 1,664 8,627 +369
Palladium(NYME)
Jun00 000519 575.00 592.00 574.50 578.50 +4.00 175 1,770 -136
Sep00 000519 575.00 578.00 575.00 576.00 +4.50 172 946 +164
Dec00 000519 570.00 570.00 569.00 570.00 +5.50 0 10 +10
Total Volume and Open Interest 347 2,716 +28
Copper(CMX)
May00 000519 84.00 84.10 83.60 84.00 -0.20 426 3,348 -31
Jul00 000519 84.50 84.60 83.60 84.25 -0.25 6,139 39,131 +213
Sep00 000519 84.50 84.50 83.80 84.30 -0.20 509 7,184 -159
Dec00 000519 84.30 84.60 84.00 84.30 -0.20 453 6,285 +52
Mar01 000519 84.50 84.50 84.50 84.50 -0.20      
Total Volume and Open Interest 7,864 66,843 +323
DJIA Index(CBOT)
Jun00 000519 10675 10740 10600 10700 -85 12,297 17,419 +183
Sep00 000519 10855 10855 10740 10842 -90 245 385 -142
Dec00 000519 10915 10999 10915 10999 -92 2 1,768 +2
Total Volume and Open Interest 12,544 19,578 +43
S & P 500(CME)
Jun00 000519 1429.50 1465.30 1407.00 1415.00 -27.00 64,402 367,007 +1,745
Sep00 000519 1451.00 1485.00 1432.00 1436.20 -27.50 792 9,175 +341
Dec00 000519 1467.80 1467.80 1459.00 1459.00 -28.40 63 3,411 +4
Mar01 000519 1501.00 1501.00 1482.70 1482.70 -29.70 4 0 -443
Total Volume and Open Interest 65,309 380,176 +1,649
S & P 500 E-Mini(Globex)
Jun00 000519 1441.75 1447.00 1407.00 1415.00 -27.00 75,011 42,260 +1,245
Sep00 000519 1454.00 1454.00 1428.75 1436.25 -27.50 1 20 +1
Total Volume and Open Interest 75,012 42,280 +1,246
NASDAQ 100(CME)
Jun00 000519 3385.00 3420.00 3267.00 3280.00 -180.00 19,350 36,769 +638
Sep00 000519 3365.00 3365.00 3331.00 3331.00 -183.00 123 511 +120
Dec00 000519 3382.00 3382.00 3382.00 3382.00 -186.00 3 0 +0
Total Volume and Open Interest 19,476 37,280 +758
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000519 3457.5 3475.0 3266.0 3280.0 -180.0 30,367 23,846 +958
Sep00 000519 3331.0 3331.0 3331.0 3331.0 -183.0 4 0 -2
Total Volume and Open Interest 30,369 23,850 +960
NYSE Composite(NYBOT)
Jun00 000519 647.50 648.25 638.00 642.15 -9.85 395 2,624 +74
Sep00 000519 650.40 650.40 650.40 650.40 -9.85 50 228 +16
Dec00 000519 660.75 660.75 658.65 658.65 -9.85 0 102 +0
Total Volume and Open Interest 405 2,029 +121
S & P Midcap 400(CME)
Jun00 000519 477.00 478.50 469.00 469.25 -10.00 711 13,646 -310
Sep00 000519 477.00 477.00 476.25 476.25 -10.00 0 214 +0
Dec00 000519 480.75 481.50 480.75 480.75 -10.00      
Total Volume and Open Interest 711 13,860 -310
Russell 2000(CME)
Jun00 000519 485.10 490.95 479.00 479.40 -10.85 1,241 13,531 -155
Sep00 000519 485.65 485.65 485.50 485.65 -10.85      
Dec00 000519 493.20 493.20 493.05 493.20 -10.85      
Total Volume and Open Interest 1,241 13,531 -155
Value Line(KCBT)
Jun00 000519 1067.00 1069.00 1055.00 1057.00 -14.00 41 127 +5
Total Volume and Open Interest 41 128 +5
Nikkei 225(CME)
Jun00 000519 16600 16690 16450 16550 -435 1,253 16,984 -353
Sep00 000519 16700 16700 16490 16575 -435 2 203 +1
Total Volume and Open Interest 1,255 17,187 -352
Nikkei 225(SIMEX)
Jun00 000519 16910 16910 16580 16785 -250 11,931 109,033 +556
Sep00 000519 16640 16800 16640 16800 -250 0 10,882 +0
Dec00 000519 16780 16780 16780 16780 -250 0 2,063 +0
Total Volume and Open Interest 21,926 119,007 +109
CAC 40(MATIF)
May00 000519 6428.5 6440.0 6193.5 6203.0 -254.5 74,811 279,509 +0
Jun00 000519 6422.0 6429.0 6194.0 6196.5 -242.0 2,332 88,835 +0
Jul00 000519 6211.0 6211.0 6211.0 6211.0 -249.5 0 263 +0
Total Volume and Open Interest      
DAX Index(EUREX)
Jun00 000519 7168.0 7168.0 6968.5 7010.5 -164.5 50,071 405,930 +3,046
Sep00 000519 7249.5 7249.5 7050.0 7089.0 -167.5 232 859 +36
Dec00 000519 7155.0 7180.5 7139.0 7175.0 -169.5 25 407 -5
Total Volume and Open Interest      
FT-SE 100(LIFFE)
Jun00 000519 6245.00 6247.50 6044.00 6060.00 -200.00 26,359 235,565 +881
Sep00 000519 6231.00 6231.00 6121.00 6121.00 -202.00 124 4,151 +0
Dec00 000519 6292.50 6293.00 6200.00 6200.00 -205.00 35 784 -12
Total Volume and Open Interest      
SPI 200(SFE)
Jun00 000519 3042.0 3047.0 3029.0 3035.0 +3.0 4,385 137,765 -241
Sep00 000519 3053.0 3053.0 3053.0 3053.0 +4.0 0 4,256 -24
Dec00 000519 3076.0 3076.0 3076.0 3076.0 +3.0 0 2,164 +0
Total Volume and Open Interest      
GSCI(CME)
Jun00 000519 226.20 226.20 223.50 224.40 -1.40 169 41,040 +69
Jul00 000519 224.30 224.40 222.70 223.20 -1.10 0 1 +1
Aug00 000519 220.50 221.60 220.50 221.00 -0.50      
Total Volume and Open Interest 169 41,041 -629
Bridge CRB Index(NYBOT)
Jun00 000519 222.70 224.50 222.50 224.30 +2.15 257 1,699 -6
Aug00 000519 223.00 224.40 223.00 224.30 +1.90 11 885 -2
Nov00 000519 224.30 224.30 224.30 224.30 +1.65 0 430 +0
Total Volume and Open Interest 3,625    
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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