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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 23, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000523 550.50 554.50 548.00 548.75 -4.25 29,623 98,777 +1,282
Aug00 000523 553.00 557.00 551.25 552.00 -4.00 1,905 13,443 -62
Sep00 000523 556.00 559.50 553.00 554.50 -3.50 1,051 8,984 +138
Nov00 000523 561.75 566.00 559.00 559.75 -4.00 9,391 54,213 +382
Jan01 000523 569.00 572.50 566.00 568.00 -5.00 159 4,807 -63
Mar01 000523 575.50 578.00 574.00 574.00 -5.00 102 5,548 +36
May01 000523 579.00 579.00 576.00 576.00 -5.00 72 5,487 -44
Total Volume and Open Interest 42,754 196,570 +1,768
Soybean Meal(CBOT)
Jul00 000523 183.00 183.80 181.60 181.80 -2.00 10,414 62,794 +104
Aug00 000523 182.60 183.50 181.20 181.50 -1.80 1,036 14,209 -65
Sep00 000523 182.50 183.40 181.20 181.30 -2.00 551 8,096 +240
Oct00 000523 180.60 181.20 180.00 180.10 -2.20 293 7,055 -38
Dec00 000523 182.20 183.50 180.70 181.10 -2.20 3,374 21,969 +949
Jan01 000523 183.70 183.70 180.90 181.00 -2.20 68 2,072 +8
Mar01 000523 182.50 183.30 181.20 181.30 -1.90 131 2,572 +0
May01 000523 182.30 182.30 182.30 182.30 -1.40 71 2,010 +0
Total Volume and Open Interest 15,969 121,001 +1,229
Soybean Oil(CBOT)
Jul00 000523 17.18 17.30 17.13 17.24 +0.03 6,395 50,109 -1,392
Aug00 000523 17.40 17.45 17.34 17.44 +0.01 394 14,137 +2
Sep00 000523 17.60 17.68 17.54 17.62 -0.01 273 12,896 +97
Oct00 000523 17.78 17.85 17.75 17.81 +0.02 70 8,130 +24
Dec00 000523 18.12 18.17 18.04 18.15 unch 1,777 22,293 -18
Jan01 000523 18.42 18.45 18.42 18.45 unch 375 8,420 +374
Mar01 000523 18.75 18.75 18.73 18.73 -0.02 1 3,698 +0
May01 000523 19.00 19.05 19.00 19.05 unch 46 4,336 -46
Total Volume and Open Interest 9,336 126,704 -956
Canola(WCE)
May00 000523 267.8 267.8 267.8 267.8 unch      
Jul00 000523 273.0 273.6 269.5 269.8 -4.9 78 26,205 +0
Aug00 000523 274.0 274.0 273.5 273.5 -4.5 0 4,757 +0
Sep00 000523 277.5 277.5 277.5 277.5 -3.0 8 693 +0
Nov00 000523 286.7 286.7 281.5 282.0 -4.7 47 28,850 +0
Total Volume and Open Interest 2,892 66,164 +1,092
Corn(CBOT)
Jul00 000523 240.00 241.25 238.00 238.25 -2.75 31,151 235,115 -993
Sep00 000523 248.50 249.50 246.50 246.75 -2.75 3,693 61,081 +1,037
Nov00 000523 254.50 255.00 252.50 252.75 -2.75 11 927 +3
Dec00 000523 258.75 259.75 256.50 257.00 -2.75 12,272 140,898 +1,053
Jan01 000523 263.75 263.75 260.00 260.00 -3.00 2 163 +0
Mar01 000523 266.25 267.50 264.75 265.50 -2.25 281 18,147 +2
Total Volume and Open Interest 48,119 470,831 +1,108
Wheat(CBOT)
Jul00 000523 281.50 284.50 280.00 281.25 +1.00 19,061 76,677 +508
Sep00 000523 292.00 295.75 291.50 292.75 +1.00 2,298 22,367 +240
Dec00 000523 308.50 311.50 307.00 308.00 +0.50 4,480 26,126 +66
Mar01 000523 321.00 324.00 320.75 321.50 +1.25 353 6,963 -196
May01 000523 326.00 326.00 326.00 326.00 +0.75 0 73 +0
Total Volume and Open Interest 26,520 135,595 +819
Wheat(KCBT)
Jul00 000523 306.00 310.00 305.50 307.25 +2.25 6,763 35,164 -236
Sep00 000523 317.00 320.50 316.00 318.00 +3.25 970 9,499 +81
Dec00 000523 331.50 335.00 331.00 333.25 +3.00 1,206 12,535 +195
Mar01 000523 344.75 345.50 344.75 345.00 +3.00 44 1,470 -12
May01 000523 348.50 349.50 348.50 349.50 +2.00 5 268 +5
Total Volume and Open Interest 9,013 59,398 +28
Wheat(MGE)
May00 000522 323.00 323.00 323.00 323.00 unch      
Jul00 000523 334.50 340.00 334.00 335.75 +2.00 1,503 10,176 -104
Sep00 000523 345.00 350.25 344.75 346.25 +1.75 411 5,958 +110
Dec00 000523 358.75 364.00 358.75 360.75 +2.00 226 3,381 +120
Mar01 000523 373.00 375.50 371.00 372.00 +1.00 6 0 -350
Total Volume and Open Interest 2,146 19,515 -237
Oats(CBOT)
Jul00 000523 122.25 122.75 121.00 121.25 -0.75 418 9,567 -101
Sep00 000523 127.25 127.50 126.50 126.50 -0.50 62 2,857 +37
Dec00 000523 133.00 133.00 132.25 133.00 unch 100 4,250 +43
Mar01 000523 140.00 140.00 140.00 140.00 unch 56 410 +7
Total Volume and Open Interest 636 17,085 -14
Rough Rice(CBOT)
Jul00 000523 5.65 5.65 5.46 5.59 +0.14 263 4,256 -25
Sep00 000523 6.31 6.45 6.31 6.40 +0.12 56 895 +12
Nov00 000523 6.46 6.60 6.46 6.52 +0.11 94 1,504 +36
Jan01 000523 6.64 6.77 6.64 6.70 +0.11 42 641 +32
Total Volume and Open Interest 456 7,297 +46
Live Cattle(CME)
Jun00 000523 67.850 68.300 67.825 68.250 +0.425 4,077 33,306 -650
Aug00 000523 67.775 68.175 67.750 68.100 +0.325 2,981 42,173 -60
Oct00 000523 70.350 70.650 70.350 70.625 +0.275 1,506 22,369 -110
Dec00 000523 72.000 72.325 72.000 72.275 +0.350 471 8,496 +55
Feb01 000523 73.475 73.775 73.475 73.750 +0.325 129 4,363 +55
Apr01 000523 75.550 75.900 75.550 75.875 +0.350 78 4,295 -20
Total Volume and Open Interest 9,258 117,488 +1,756
Feeder Cattle(CME)
May00 000523 83.350 83.650 83.325 83.625 +0.425 182 2,276 -29
Aug00 000523 83.350 84.375 83.350 84.350 +0.975 1,395 9,935 +274
Sep00 000523 83.650 84.500 83.650 84.500 +0.975 100 1,954 +26
Oct00 000523 84.650 85.550 84.650 85.525 +1.000 90 2,297 +39
Nov00 000523 85.875 86.900 85.875 86.850 +0.975 72 1,387 +7
Jan01 000523 86.850 87.800 86.750 87.800 +0.950 25 793 +793
Mar01 000523 86.550 87.500 86.550 87.500 +0.950 10 139 +139
Total Volume and Open Interest 1,874 18,781 +1,249
Lean Hogs(CME)
Jun00 000523 69.275 69.750 69.000 69.625 +0.700 5,433 0 +0
Jul00 000523 68.550 69.100 68.350 68.875 +0.650 3,914 0 +0
Aug00 000523 65.800 66.750 65.800 66.550 +0.775 1,900 0 +0
Oct00 000523 57.900 58.500 57.900 58.450 +0.550 373 0 +0
Dec00 000523 55.850 56.450 55.575 56.250 +0.650 290 0 +0
Feb01 000523 56.750 56.750 56.700 56.750 +0.100 32 0 +0
Apr01 000523 55.700 55.800 55.550 55.550 +0.250 2 0 +0
Jun01 000523 62.700 62.700 62.700 62.700 +0.150      
Total Volume and Open Interest      
Pork Bellies(CME)
May00 000523 94.500 94.500 94.000 94.300 +1.025 16 117 -11
Jul00 000523 90.000 90.250 89.025 89.450 +0.575 1,125 4,077 +95
Aug00 000523 87.000 87.900 86.550 86.625 +0.475 263 1,392 +50
Feb01 000523 76.500 77.000 76.500 77.000 +0.450 1 93 -1
Mar01 000523 77.800 77.800 77.800 77.800 unch      
Total Volume and Open Interest 1,405 5,679 +133
Cocoa(NYBOT)
Jul00 000523 838 848 833 834 -6 3,720 38,130 -327
Sep00 000523 866 876 862 863 -6 809 26,077 -137
Dec00 000523 902 908 897 897 -6 691 16,582 -199
Mar01 000523 936 938 932 932 -6 21 7,645 +4
May01 000523 957 957 957 957 -6 0 5,519 +0
Jul01 000523 983 983 983 983 -6 0 7,025 +0
Sep01 000523 1010 1010 1010 1010 -6 0 3,627 +0
Total Volume and Open Interest 5,241 88,434 -659
Coffee "C"(NYBOT)
Jul00 000523 103.50 104.25 101.30 103.70 +0.40 14,769 26,634 -3,114
Sep00 000523 106.00 106.95 104.20 106.45 +0.65 2,989 14,153 +22
Dec00 000523 108.50 110.00 107.50 109.80 +0.70 650 5,004 -46
Mar01 000523 112.40 113.30 111.15 113.15 +0.60 103 1,949 +16
May01 000523 114.25 115.15 113.15 115.15 +0.90 46 287 +8
Jul01 000523 117.15 117.15 115.15 117.15 +0.35 7 49 -7
Total Volume and Open Interest 15,709 48,076 -3,121
Orange Juice(NYBOT)
Jul00 000523 81.15 81.40 80.55 80.95 -0.20 1,074 11,963 -35
Sep00 000523 81.30 81.45 80.90 81.10 -0.15 239 5,260 +60
Nov00 000523 81.40 81.50 81.15 81.15 -0.20 5 3,312 +2
Jan01 000523 82.00 82.00 81.55 81.55 -0.20 84 1,280 +13
Mar01 000523 82.45 82.45 82.05 82.15 -0.10 54 1,100 +24
Total Volume and Open Interest 1,456 23,358 +64
Sugar #11(NYBOT)
Jul00 000523 7.49 7.49 7.28 7.45 +0.03 14,409 110,945 -2,386
Oct00 000523 7.41 7.48 7.30 7.46 +0.06 5,502 47,335 +1,060
Mar01 000523 7.45 7.54 7.38 7.52 +0.09 3,914 31,748 +629
May01 000523 7.40 7.48 7.35 7.48 +0.12 231 4,586 -7
Jul01 000523 7.39 7.46 7.33 7.46 +0.12 517 5,676 +309
Total Volume and Open Interest 25,830 210,584 +416
London Cocoa(LCE)
May00 000515 601 607 599 599 -6 1,822 11,607 -3,028
Jul00 000523 642 642 635 638 -6 3,528 35,043 -170
Sep00 000523 659 659 653 657 -6 1,973 31,164 +214
Dec00 000523 692 694 689 692 -6 1,914 31,707 +10
Mar01 000523 707 709 705 707 -6 478 24,836 +25
May01 000523 723 723 718 722 -6 490 17,426 +0
Jul01 000523 736 736 736 736 -6 0 4,943 +0
Total Volume and Open Interest      
London Coffee(LCE)
May00 000523 960.00 960.00 940.00 945.00 unch 72 606 -30
Jul00 000523 975.00 978.00 957.00 965.00 -5.00 4,069 34,809 -1,218
Sep00 000523 983.00 988.00 970.00 978.00 -2.00 1,029 17,379 +298
Nov00 000523 993.00 994.00 981.00 989.00 -2.00 394 6,587 +284
Jan01 000523 1003.00 1003.00 995.00 998.00 -2.00 83 2,292 +3
Mar01 000523 1006.00 1011.00 1006.00 1011.00 -2.00 1 852 +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 000523 204.90 208.00 204.60 207.50 +3.00 3,301 22,619 +294
Oct00 000523 207.00 209.60 206.80 209.50 +2.70 910 9,957 +11
Dec00 000523 209.70 211.40 209.50 211.40 +2.40 190 1,206 -52
Mar01 000523 211.00 213.40 210.80 213.40 +2.20 420 2,804 +10
Total Volume and Open Interest      
Cotton(NYBOT)
Jul00 000523 63.45 63.50 62.90 63.42 -0.02 9,069 30,823 +1,223
Oct00 000523 64.60 64.70 64.20 64.45 -0.10 223 1,809 +33
Dec00 000523 64.69 65.00 64.55 64.98 +0.26 4,837 20,309 +1,089
Mar01 000523 65.50 65.85 65.50 65.85 +0.30 209 2,451 +50
May01 000523 65.93 66.30 65.90 66.30 +1.60 65 1,287 +32
Jul01 000523 66.50 66.95 66.50 66.95 +0.35 5 462 +5
Total Volume and Open Interest 14,187 57,397 +3,139
Lumber(CME)
Jul00 000523 286.9 286.9 281.7 284.5 +7.6 375 2,386 +11
Sep00 000523 289.7 294.8 288.0 291.0 +6.2 108 532 +25
Nov00 000523 293.8 298.5 293.8 295.7 +5.4 16 232 +5
Jan01 000523 299.9 299.9 298.2 298.2 +4.2      
Total Volume and Open Interest 499 3,150 +29
Crude Oil(NYM)
Jul00 000523 28.68 28.93 28.35 28.78 +0.05 83,725 137,557 +3,912
Aug00 000523 28.29 28.47 27.98 28.30 -0.02 21,660 55,346 +2,327
Sep00 000523 27.80 27.97 27.50 27.83 unch 8,203 29,610 +149
Oct00 000523 27.30 27.33 27.16 27.26 -0.10 1,655 19,232 +66
Nov00 000523 26.94 27.00 26.78 26.81 -0.07 1,368 15,920 +294
Dec00 000523 26.49 26.55 26.20 26.55 +0.12 7,130 39,165 +396
Jan01 000523 26.08 26.20 26.02 26.10 +0.07 551 14,654 -100
Feb01 000523 25.65 25.72 25.65 25.70 +0.04 464 7,580 +457
Mar01 000523 25.39 25.39 25.21 25.34 +0.05 190 8,461 +190
Apr01 000523 24.05 24.98 24.05 24.98 +0.06      
Total Volume and Open Interest 171,920 395,301 -42,697
Heating Oil(NYM)
Jun00 000523 76.50 76.50 74.65 75.36 -0.76 31,245 126,837 -596
Jul00 000523 73.45 73.70 72.65 73.03 -0.44 10,782 32,557 +65
Aug00 000523 73.10 73.20 72.35 72.55 -0.57 2,079 12,706 +268
Sep00 000523 73.25 73.30 72.60 72.60 -0.52 843 8,016 +68
Oct00 000523 73.10 73.50 72.65 73.00 -0.12 637 5,882 +20
Nov00 000523 73.10 73.80 72.90 73.80 +0.63 821 8,277 +510
Dec00 000523 73.10 73.80 73.00 73.40 +0.23 2,534 17,484 +762
Jan01 000523 72.40 73.25 72.40 72.75 +0.13 429 6,104 +42
Feb01 000523 71.30 71.75 71.30 71.75 +0.48 381 5,562 +131
Mar01 000523 68.60 69.35 68.60 69.30 +0.58 384 3,597 +262
Total Volume and Open Interest 31,245 126,837 -596
Unleaded Gas(NYM)
Jun00 000523 93.35 94.90 92.10 93.60 +0.49 16,149 26,185 -1,544
Jul00 000523 91.10 92.65 90.40 91.50 +0.57 12,589 37,010 +454
Aug00 000523 87.50 88.35 86.80 87.70 +0.22 2,919 14,583 -463
Sep00 000523 83.40 84.10 82.70 82.70 -0.73 1,948 14,631 -323
Oct00 000523 78.60 78.85 78.25 78.50 +0.12 812 7,143 -248
Nov00 000523 75.55 75.55 75.40 75.40 -0.18 58 3,233 +10
Dec00 000523 74.00 74.00 74.00 74.00 +0.02 28 2,199 -9
Jan01 000523 73.00 73.15 72.30 73.15 +0.42 10 297 +5
Total Volume and Open Interest 34,513 40,816 -64,083
Natural Gas(NYM)
Jun00 000523 3.810 3.825 3.740 3.814 +0.067 58,665 41,542 -5,420
Jul00 000523 3.810 3.835 3.750 3.820 +0.061 34,093 54,270 +6,901
Aug00 000523 3.805 3.840 3.780 3.825 +0.052 9,617 28,746 +1,907
Sep00 000523 3.800 3.835 3.775 3.820 +0.055 4,279 24,919 +1,020
Oct00 000523 3.810 3.840 3.790 3.835 +0.051 8,776 22,489 +295
Nov00 000523 3.910 3.935 3.890 3.930 +0.040 3,620 17,456 +970
Dec00 000523 4.020 4.040 4.000 4.035 +0.040 6,310 26,796 +891
Jan01 000523 4.030 4.050 3.990 4.050 +0.045 5,703 21,127 -68
Total Volume and Open Interest 135,833 46,202 -289,656
Brent Crude Oil(IPE)
Jul00 000523 27.50 27.60 27.10 27.50 +0.07 29,942 87,600 -2,478
Aug00 000523 26.78 26.90 26.53 26.86 +0.01 13,443 72,092 +1,678
Sep00 000523 26.25 26.35 26.09 26.33 +0.02 5,319 22,784 +796
Oct00 000523 25.87 26.00 25.77 26.00 +0.03 1,499 14,867 +439
Nov00 000523 25.72 25.72 25.72 25.72 +0.05 689 8,885 +675
Dec00 000523 25.31 25.36 25.13 25.36 +0.05 2,098 29,922 +160
Jan01 000523 24.80 24.95 24.80 24.95 +0.06 50 10,115 -53
Feb01 000523 24.35 24.56 24.35 24.56 +0.07 1,000 5,633 +304
Total Volume and Open Interest 55,740 297,902 +297,902
Gas Oil(IPE)
Jun00 000523 223.50 225.00 220.50 223.25 -2.00 12,403 39,959 -1,613
Jul00 000523 219.75 221.00 217.00 219.75 -2.00 4,059 22,211 +797
Aug00 000523 219.75 220.50 217.50 219.75 -2.25 2,877 8,742 +102
Sep00 000523 220.25 220.75 218.75 220.75 -2.00 602 7,150 +604
Oct00 000523 219.00 222.00 219.00 221.75 -1.50 364 4,134 +217
Nov00 000523 222.00 222.00 221.25 221.25 -1.25 50 2,360 +0
Dec00 000523 219.75 221.00 218.75 220.75 -1.00 1,950 18,510 +641
Jan01 000523 218.25 219.00 218.25 219.00 -0.50 230 1,900 +50
Total Volume and Open Interest 22,808 108,843 +108,843
US Dollar Index(NYBOT)
Jun00 000523 111.02 111.36 110.08 111.05 +0.07 987 5,636 +93
Sep00 000523 110.50 111.00 109.86 110.69 +0.07 39 2,072 +1
Dec00 000523 109.70 110.33 109.70 110.33 +0.07 0 3 +0
Total Volume and Open Interest 1,026 7,711 +94
Australian Dollar(IMM)
Jun00 000523 57.70 57.79 57.17 57.43 +0.08 942 23,686 +44
Sep00 000523 57.83 57.83 57.33 57.51 +0.08 12 78 +6
Dec00 000523 57.59 57.59 57.59 57.59 +0.08 0 67 +0
Total Volume and Open Interest 954 23,764 -321
British Pound(IMM)
Jun00 000523 147.86 148.08 147.30 147.70 -1.58 2,817 52,343 -18
Sep00 000523 148.00 148.40 147.60 147.98 -1.58 40 324 -4
Dec00 000523 148.70 148.70 148.26 148.26 -1.58 0 248 +0
Total Volume and Open Interest 2,857 52,667 -22
Canadian Dollar(IMM)
Jun00 000523 66.90 66.95 66.37 66.41 -0.40 3,289 67,577 +393
Sep00 000523 67.10 67.10 66.55 66.57 -0.40 40 8,211 +4
Dec00 000523 67.05 67.05 66.73 66.74 -0.40 5 2,685 +0
Mar01 000523 67.20 67.20 66.85 66.91 -0.40 4 664 -4
Total Volume and Open Interest 3,339 76,452 -1,776
Japanese Yen(IMM)
Jun00 000523 94.17 94.45 94.03 94.26 +0.37 9,089 76,962 -1,279
Sep00 000523 95.73 96.07 95.68 95.88 +0.37 122 1,489 +46
Dec00 000523 97.59 97.59 97.59 97.59 +0.37 5 602 +3
Total Volume and Open Interest 9,216 79,053 -1,230
Swiss Franc(IMM)
Jun00 000523 58.38 58.47 57.87 58.14 -0.21 9,989 46,808 -632
Sep00 000523 58.94 59.00 58.42 58.66 -0.21 23 318 +4
Dec00 000523 59.20 59.45 59.00 59.17 -0.21 3 25 +1
Total Volume and Open Interest 10,015 47,151 -631
EuroFX(IMM)
Jun00 000523 91.18 91.38 90.33 90.75 +0.11 14,852 66,595 +1,349
Sep00 000523 91.68 91.91 90.90 91.28 -0.49 157 2,145 +15
Dec00 000523 92.38 92.40 91.50 91.82 +0.11 233 0 -233
Total Volume and Open Interest 15,009 68,988 +1,364
Mexican Peso(IMM)
Jun00 000523 10470.0 10470.0 10400.0 10415.0 -3.0 6,673 17,956 +1,017
Sep00 000523 10170.0 10180.0 10135.0 10135.0 +7.0 42 2,311 +5
Total Volume and Open Interest 6,729 21,518 +3,235
30-Year T-Bonds(CBOT)
Jun00 000523 93~21 93~31 93~15 93~31 unch 238,350 344,726 -21,101
Sep00 000523 93~23 93~28 93~23 93~28 unch 31,061 76,167 +14,818
Dec00 000523 93~29 93~29 93~29 93~29 +0~01 0 2,290 +3
Total Volume and Open Interest 269,411 423,395 -6,280
Municipal Bonds(CBOT)
Jun00 000523 91~19 91~30 91~15 91~29 +0~05 1,542 21,088 -273
Sep00 000523 90~20 91~04 90~20 91~04 +0~07 634 4,135 +336
Total Volume and Open Interest 2,176 25,223 +63
10-Year T-Notes(CBOT)
Jun00 000523 95~260 95~290 95~155 95~250 +0~020 11,175 489,597 -27,087
Sep00 000523 95~190 95~200 95~200 95~200 -0~030 40,204 146,263 +25,536
Total Volume and Open Interest 51,379 635,860 -1,551
5-Year T-Notes(CBOT)
Jun00 000523 97~015 97~035 96~285 97~030 -0~035 134,738 334,788 -40,850
Sep00 000523 96~285 96~310 96~265 96~310 -0~030 34,842 99,798 +21,646
Total Volume and Open Interest 169,580 434,586 -19,204
2 Year T-Notes(CBOT)
Jun00 000523 98~053 98~056 98~045 98~056 -0~008      
Sep00 000523 98~036 98~040 98~032 98~040 -0~008      
Total Volume and Open Interest      
3-Mth T-Bills(IMM)
Jun00 000523 93.85 93.91 93.85 93.89 unch 36 721 -1
Total Volume and Open Interest 37 721 -1
Eurodollars(IMM)
Jun00 000523 93.065 93.085 93.055 93.073 -0.017 62,786 494,119 +14,694
Sep00 000523 92.730 92.750 92.715 92.740 -0.020 136,085 574,135 -1,689
Dec00 000523 92.460 92.475 92.435 92.470 -0.030 108,430 503,010 +37,068
Mar01 000523 92.430 92.450 92.405 92.440 -0.035 80,567 346,884 +3,937
Jun01 000523 92.380 92.405 92.355 92.405 -0.025 42,608 250,124 +4,870
Sep01 000523 92.375 92.395 92.355 92.395 -0.025 25,645 190,898 +6,795
Dec01 000523 92.330 92.360 92.310 92.360 -0.020 16,032 141,171 +11,052
Mar02 000523 92.395 92.420 92.375 92.420 -0.025 12,134 133,434 +11,859
Jun02 000523 92.400 92.410 92.370 92.410 -0.025 9,041 93,869 +15,489
Sep02 000523 92.400 92.410 92.370 92.415 -0.020 4,779 88,598 +9,092
Dec02 000523 92.350 92.365 92.330 92.365 -0.020 3,372 71,759 +10,034
Mar03 000523 92.390 92.415 92.370 92.410 -0.015 3,395 70,299 +7,323
Total Volume and Open Interest 518,664 3,340,968 +154,779
3-Mth Euro-Yen(IMM)
Jun00 000523 99.88 99.88 99.88 99.88 unch 506 15,564 -15
Sep00 000523 99.78 99.78 99.78 99.78 -0.01 1,317 17,598 -933
Dec00 000523 99.64 99.64 99.63 99.64 -0.02 2,079 13,683 +919
Mar01 000523 99.54 99.54 99.53 99.54 -0.03 3,379 13,206 -4,714
Jun01 000523 99.43 99.43 99.42 99.43 -0.03 1,170 4,257 +942
Sep01 000523 99.29 99.29 99.29 99.29 -0.04 2,106 16,633 +2,626
Dec01 000523 99.14 99.15 99.14 99.14 -0.06 716 2,465 +708
Mar02 000523 99.02 99.02 99.02 99.02 -0.04 1 1,439 +1
Jun02 000523 98.78 98.78 98.78 98.78 unch      
Sep02 000523 98.63 98.63 98.63 98.63 unch      
Total Volume and Open Interest 11,274 84,845 -466
3-Mth Euro-Yen(SIMEX)
Jun00 000523 99.89 99.89 99.88 99.88 unch 1,506 79,812 +180
Sep00 000523 99.79 99.79 99.78 99.79 unch 16,566 74,505 +593
Dec00 000523 99.65 99.65 99.63 99.64 -0.01 5,677 77,526 +2,760
Mar01 000523 99.57 99.57 99.53 99.54 -0.02 19,432 77,276 +521
Jun01 000523 99.46 99.46 99.42 99.43 -0.01 2,589 61,649 +2,131
Sep01 000523 99.33 99.33 99.28 99.29 -0.02 9,044 59,894 +437
Dec01 000523 99.16 99.16 99.14 99.14 -0.03 1,103 15,506 +790
Mar02 000523 99.02 99.02 99.01 99.02 -0.02 23 11,807 +11
Total Volume and Open Interest      
German Euro-Bund(EUREX)
Jun00 000523 103.99 104.28 103.83 104.23 +0.13 767,280 729,851 -112,348
Sep00 000523 103.80 104.05 103.67 104.04 +0.11 19,318 111,470 +5,616
Dec00 000523 103.66 103.66 103.66 103.66 +0.16 6,483 4,728 -659
Total Volume and Open Interest      
German Euro-Bobl(EUREX)
Jun00 000523 102.33 102.52 102.23 102.47 +0.09 263,555 363,127 -17,243
Sep00 000523 102.21 102.41 102.21 102.37 +0.07 9,441 25,063 +4,240
Dec00 000523 101.82 101.82 101.82 101.82 -0.01 1,188 751 -750
Total Volume and Open Interest      
Long Gilt(LIFFE)
Jun00 000523 111~23 112~00 111~18 111~24 -0~06 18,519 71,312 -233
Sep00 000523 111~23 111~23 111~13 111~16 -0~07 1,742 1,469 +26
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Jun00 000523 93.73 93.74 93.68 93.70 -0.05 16,787 178,290 -741
Sep00 000523 93.56 93.58 93.47 93.50 -0.08 38,376 205,980 +1,225
Dec00 000523 93.40 93.41 93.31 93.35 -0.07 36,539 138,995 +5,521
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Jun00 000523 95.430 95.480 95.420 95.460 +0.015 52,793 310,544 -482
Sep00 000523 95.120 95.175 95.110 95.155 +0.015 76,280 337,378 -7,965
Dec00 000523 94.835 94.895 94.815 94.870 +0.020 40,198 196,716 -1,791
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Jun00 000523 93.64 93.68 93.64 93.67 +0.06 7,257 172,279 -4,032
Sep00 000523 93.39 93.47 93.39 93.46 +0.11 37,650 179,853 +8,302
Dec00 000523 93.28 93.31 93.26 93.30 +0.09 4,828 45,590 +224
Mar01 000523 93.22 93.24 93.20 93.23 +0.08 1,232 23,679 +86
Jun01 000523 93.16 93.16 93.14 93.16 +0.07 178 14,145 -507
Sep01 000523 93.09 93.11 93.09 93.10 +0.06 145 8,585 +5
Dec01 000523 93.09 93.09 93.05 93.06 +0.05 725 6,318 +456
Mar02 000523 93.07 93.07 93.03 93.04 +0.05 565 5,273 +405
Jun02 000523 93.02 93.02 93.00 93.02 +0.06 170 2,490 +59
Sep02 000523 92.97 92.97 92.97 92.99 +0.06 50 2,053 +19
Total Volume and Open Interest      
10-Year Aus T-Bonds(SFE)
Jun00 000523 93.46 93.54 93.44 93.52 +0.05 15,823 180,094 +6,156
Sep00 000523 93.52 93.52 93.52 93.52 +0.08 0 4 +0
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Jun00 000523 93.63 93.69 93.63 93.67 +0.08 53,061 358,787 +23,845
Sep00 000523 93.60 93.60 93.60 93.60 +0.11 0 134 +0
Total Volume and Open Interest      
Gold(CMX)
Jun00 000523 276.4 276.5 273.8 274.7 -1.5 30,181 59,672 -5,855
Aug00 000523 278.8 279.0 276.2 277.3 -1.6 9,808 41,093 +6,270
Oct00 000523 279.8 280.5 279.8 280.3 -1.6 36 3,894 +19
Dec00 000523 284.5 284.5 282.6 283.3 -1.5 916 19,800 +219
Feb01 000523 286.0 286.0 286.0 286.0 -1.5 235 9,967 +0
Apr01 000523 288.9 288.9 288.9 288.9 -1.5 442 3,480 +297
Total Volume and Open Interest 41,668 136,527 -13,223
Silver(CMX)
May00 000523 500.5 501.6 500.5 501.6 -2.4 40 79 -6
Jul00 000523 505.0 505.5 503.5 504.8 unch 4,517 57,235 -230
Sep00 000523 508.0 509.0 508.0 508.7 -0.1 128 4,875 +20
Dec00 000523 516.5 516.5 513.5 513.8 -0.4 122 7,394 +5
Mar01 000523 517.7 517.7 517.7 517.7 -0.4 0 861 +0
Total Volume and Open Interest 4,817 70,868 +3,877
Platinum(NYM)
Jul00 000523 525.0 546.0 520.0 541.5 +10.8 1,325 8,825 +342
Oct00 000523 510.0 527.0 510.0 524.5 +10.8 65 727 -24
Jan01 000523 510.5 510.5 510.5 510.5 +10.8 0 18 +0
Total Volume and Open Interest 1,390    
Palladium(NYME)
Jun00 000523 566.00 578.00 566.00 575.00 +4.90 378 1,398 -320
Sep00 000523 571.00 577.00 571.00 573.00 +5.15 194 1,244 +116
Dec00 000523 568.00 568.00 568.00 568.00 +6.15 0 10 +0
Total Volume and Open Interest 572    
Copper(CMX)
May00 000523 83.35 83.50 82.85 83.10 +0.25 327 3,144 -115
Jul00 000523 83.60 83.80 83.00 83.45 +0.35 7,772 38,093 -473
Sep00 000523 83.65 83.80 83.50 83.65 +0.40 323 7,301 +177
Dec00 000523 83.70 83.80 83.45 83.70 +0.40 175 6,425 +117
Mar01 000523 83.90 83.90 83.80 83.80 +0.40 1 0 +0
Total Volume and Open Interest 9,223 63,583 -2,003
DJIA Index(CBOT)
Jun00 000523 10610 10615 10445 10485 -92 17,418 17,924 -136
Sep00 000523 10745 10745 10595 10623 -95 105 465 +1
Dec00 000523 10854 10890 10777 10777 -95 55 1,785 +17
Total Volume and Open Interest 17,578 20,180 -118
S & P 500(CME)
Jun00 000523 1403.50 1409.50 1379.00 1382.60 -21.20 101,458 369,920 +2,555
Sep00 000523 1417.50 1428.00 1401.60 1403.30 -21.40 2,016 10,346 +562
Dec00 000523 1427.90 1427.90 1425.30 1425.30 -21.90 14 3,375 +1
Mar01 000523 1448.10 1448.10 1447.80 1447.80 -22.90 41 479 +25
Total Volume and Open Interest 103,564 384,695 +3,138
S & P 500 E-Mini(Globex)
Jun00 000523 1404.00 1411.50 1378.75 1382.50 -21.25 99,210 42,667 -662
Sep00 000523 1429.00 1435.75 1404.25 1403.25 -21.50 17 31 +7
Total Volume and Open Interest 42,698    
NASDAQ 100(CME)
Jun00 000523 3265.00 3325.00 3010.00 3012.50 -285.00 28,167 38,354 +1,853
Sep00 000523 3260.00 3270.00 3055.00 3061.00 -287.50 16 596 +34
Dec00 000523 3109.60 3399.50 3109.50 3109.50 -290.00      
Total Volume and Open Interest 28,183 38,950 +1,887
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000523 3284.5 3346.0 3008.5 3012.5 -285.0 44,218 25,877 +521
Sep00 000523 3238.5 3278.5 3099.5 3061.0 -287.5 1 4 +0
Total Volume and Open Interest 44,219 25,881 +525
NYSE Composite(NYBOT)
Jun00 000523 637.25 638.50 632.50 634.15 -2.50 553 2,224 +7
Sep00 000523 642.65 642.65 642.65 642.65 -2.50 4 228 +2
Dec00 000523 651.15 651.15 651.15 651.15 -2.50 14 108 +4
Total Volume and Open Interest 188 1,941 -1
S & P Midcap 400(CME)
Jun00 000523 464.50 470.00 455.70 458.40 -4.85 825 13,244 -79
Sep00 000523 465.40 465.40 465.40 465.40 -4.85      
Dec00 000523 469.90 469.90 469.90 469.90 -4.85      
Total Volume and Open Interest 825 13,244 -79
Russell 2000(CME)
Jun00 000523 473.40 477.50 456.00 458.30 -14.20 1,706 13,270 -113
Sep00 000523 478.40 478.40 463.85 464.55 -14.20      
Dec00 000523 472.10 472.10 471.40 472.10 -14.20      
Total Volume and Open Interest 1,706 13,270 -211
Value Line(KCBT)
Jun00 000523 1051.00 1056.50 1036.00 1038.00 -15.00 65 145 +121
Total Volume and Open Interest 65 145 -1
Nikkei 225(CME)
Jun00 000523 16250 16280 15940 15945 -325 3,013 17,851 +599
Sep00 000523 16200 16300 15960 15960 -325 575 705 +500
Total Volume and Open Interest 3,588 18,556 +1,099
Nikkei 225(SIMEX)
Jun00 000523 16290 16480 16170 16230 -40 21,557 109,951 +918
Sep00 000523 16260 16260 16235 16235 -40 74 10,948 +66
Dec00 000523 16215 16215 16215 16215 -40 0 2,063 +0
Total Volume and Open Interest 15,910 121,001 +1,229
CAC 40(MATIF)
May00 000523 6170.0 6213.5 6091.5 6160.0 +58.0 57,283 0 +0
Jun00 000523 6158.5 6204.0 6091.0 6153.5 +58.5 2,814 0 +0
Jul00 000523 6168.5 6168.5 6168.5 6168.5 +58.5      
Total Volume and Open Interest      
DAX Index(EUREX)
Jun00 000523 6992.0 7033.5 6893.0 6947.0 +11.5 42,154 416,316 +5,873
Sep00 000523 7065.5 7098.0 6975.5 7024.5 +13.5 227 1,073 +93
Dec00 000523 7180.0 7180.0 7078.0 7110.0 +14.5 3 389 -19
Total Volume and Open Interest      
FT-SE 100(LIFFE)
Jun00 000523 6129.00 6147.00 6039.50 6100.00 +34.00 48,460 234,303 -2,874
Sep00 000523 6189.50 6191.50 6131.00 6160.00 +33.00 4,388 6,930 +2,778
Dec00 000523 6239.00 6239.00 6239.00 6239.00 +33.00 0 784 +0
Total Volume and Open Interest      
SPI 200(SFE)
Jun00 000523 3008.0 3026.0 3002.0 3016.0 +16.0 9,518 143,830 +2,779
Sep00 000523 3031.0 3037.0 3024.0 3034.0 +15.0 892 4,145 -98
Dec00 000523 3057.0 3057.0 3057.0 3057.0 +16.0 0 2,216 +0
Total Volume and Open Interest      
GSCI(CME)
Jun00 000523 220.70 221.30 219.60 220.50 unch 469 40,937 -202
Jul00 000523 219.90 220.70 219.00 219.90 +0.30 6 0 +0
Aug00 000523 218.45 218.50 218.00 218.20 +0.05 60 50 +50
Total Volume and Open Interest 535 40,987 -152
Bridge CRB Index(NYBOT)
Jun00 000523 224.90 225.40 224.50 225.20 +0.40 190 1,607 -29
Aug00 000523 225.00 225.30 224.40 225.30 +0.50 45 920 +22
Nov00 000523 225.40 225.40 225.40 225.40 +0.60 1 431 +1
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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