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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 25, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000525 543.50 544.00 525.00 527.25 -15.00 38,263 96,197 -2,640
Aug00 000525 546.00 547.00 527.00 529.50 -15.75 2,744 13,806 +91
Sep00 000525 547.00 548.00 527.50 530.50 -16.00 1,991 9,424 -63
Nov00 000525 552.50 553.25 532.50 535.75 -16.25 12,200 55,595 +433
Jan01 000525 559.50 559.50 541.00 544.25 -14.75 141 4,891 +30
Mar01 000525 566.00 566.00 548.00 550.00 -16.50 345 5,497 -96
May01 000525 569.00 569.00 551.50 553.50 -16.50 133 5,650 +116
Total Volume and Open Interest 56,000 196,409 -2,149
Soybean Meal(CBOT)
Jul00 000525 179.20 179.60 172.80 174.60 -4.50 17,677 60,331 -1,818
Aug00 000525 178.80 179.00 172.00 173.90 -4.90 2,055 14,681 +297
Sep00 000525 178.20 178.50 172.00 173.50 -5.00 744 8,666 +275
Oct00 000525 177.00 177.40 171.00 172.60 -4.90 884 7,507 +396
Dec00 000525 178.20 178.40 171.80 173.40 -4.90 2,510 22,545 +302
Jan01 000525 178.30 178.30 172.50 173.10 -5.50 99 2,089 +12
Mar01 000525 177.50 177.50 172.50 174.00 -4.40 12 2,583 +10
May01 000525 178.00 178.00 172.00 173.80 -4.80 12 2,012 +2
Total Volume and Open Interest 23,993 120,638 -524
Soybean Oil(CBOT)
Jul00 000525 17.05 17.08 16.70 16.76 -0.41 9,528 50,187 +380
Aug00 000525 17.27 17.27 16.90 16.96 -0.40 1,022 14,385 +392
Sep00 000525 17.45 17.46 17.11 17.16 -0.39 1,118 12,666 -355
Oct00 000525 17.63 17.63 17.30 17.35 -0.36 232 8,450 +66
Dec00 000525 17.98 18.00 17.63 17.67 -0.40 1,226 22,038 -305
Jan01 000525 18.30 18.30 17.95 18.00 -0.40 282 8,585 +165
Mar01 000525 18.63 18.63 18.30 18.30 -0.43 130 3,810 +107
May01 000525 18.90 18.90 18.60 18.60 -0.43 154 4,307 +21
Total Volume and Open Interest 13,773 127,170 +505
Canola(WCE)
Aug00 000525 266.2 267.0 266.0 267.0 -2.2 328 4,785 +78
Sep00 000525 271.0 271.0 269.0 269.2 -2.8 205 775 +775
Nov00 000525 277.1 278.7 274.6 275.2 -3.1 3,381 30,597 +1,020
Jan01 000525 280.4 280.7 280.4 280.5 -3.1 110 44,990 +40,556
Mar01 000525 285.0 285.0 285.0 285.0 -2.0      
Total Volume and Open Interest 8,666 106,280 +41,074
Corn(CBOT)
Jul00 000525 234.25 236.00 229.00 230.50 -4.50 42,869 229,047 -2,996
Sep00 000525 242.50 244.50 237.75 239.25 -3.75 4,107 61,913 +717
Nov00 000525 249.00 249.75 245.00 245.25 -3.50 12 926 -6
Dec00 000525 252.75 254.25 247.75 249.50 -3.75 15,394 143,123 +1,953
Jan01 000525 251.50 252.50 251.50 252.50 -4.00 0 163 +0
Mar01 000525 261.25 262.25 256.50 258.25 -3.75 773 18,284 +112
Total Volume and Open Interest 63,933 468,098 -42
Wheat(CBOT)
Jul00 000525 280.50 282.00 276.00 279.50 unch 10,925 76,072 -212
Sep00 000525 291.50 293.75 287.50 291.25 unch 1,554 22,554 -112
Dec00 000525 307.00 309.00 303.00 306.75 +0.50 2,137 26,078 -240
Mar01 000525 319.75 321.50 316.00 320.00 +0.50 446 7,135 +24
May01 000525 325.00 325.00 325.00 325.00 +0.75 0 73 +0
Total Volume and Open Interest 15,255 135,720 -513
Wheat(KCBT)
Jul00 000525 305.00 307.50 302.75 307.50 +2.50 4,730 35,434 -426
Sep00 000525 316.00 318.50 313.50 318.00 +2.00 1,245 10,448 +76
Dec00 000525 331.00 332.75 328.00 331.50 +0.75 2,608 14,219 +790
Mar01 000525 343.00 344.00 339.50 341.75 -0.25 139 1,544 +35
May01 000525 347.00 347.00 347.00 347.00 -1.50 0 308 +0
Total Volume and Open Interest 8,722 62,415 +475
Wheat(MGE)
Jul00 000525 336.00 337.50 332.00 333.75 -1.25 1,644 10,283 -51
Sep00 000525 345.00 346.75 343.00 344.50 -0.50 311 6,141 +35
Dec00 000525 360.00 360.00 357.00 358.50 -0.75 111 3,440 +53
Mar01 000525 368.00 371.00 368.00 370.75 -1.25 19 359 -5
May01 000525 376.00 376.00 376.00 376.00 -2.00      
Total Volume and Open Interest 2,066 20,223 +27
Oats(CBOT)
Jul00 000525 117.00 119.25 114.50 115.25 -4.00 1,141 9,451 -30
Sep00 000525 124.00 125.00 121.00 121.00 -4.00 364 2,817 -44
Dec00 000525 131.00 131.50 127.50 128.25 -3.75 548 4,473 +207
Mar01 000525 135.50 135.50 135.00 135.00 -4.50 23 425 +15
Total Volume and Open Interest 2,076 17,167 +148
Rough Rice(CBOT)
Jul00 000525 5.64 5.65 5.50 5.51 -0.12 530 4,248 -105
Sep00 000525 6.50 6.50 6.38 6.40 -0.06 48 932 +18
Nov00 000525 6.59 6.59 6.52 6.52 -0.04 43 1,495 +13
Jan01 000525 6.77 6.78 6.70 6.70 -0.04 51 751 +47
Total Volume and Open Interest 672 7,427 -27
Live Cattle(CME)
Jun00 000525 67.550 67.650 67.250 67.425 -0.250 7,844 30,539 -2,385
Aug00 000525 67.400 67.575 67.125 67.500 +0.100 6,375 43,637 +1,299
Oct00 000525 70.250 70.375 69.950 70.300 +0.075 3,285 23,119 +434
Dec00 000525 71.975 72.100 71.800 71.925 unch 742 8,551 +31
Feb01 000525 73.500 73.550 73.400 73.550 +0.050 172 4,394 +28
Apr01 000525 75.650 75.950 75.600 75.700 +0.050 133 4,359 +47
Total Volume and Open Interest 18,561 114,599 -3,028
Feeder Cattle(CME)
May00 000525 83.500 83.500 83.400 83.425 -0.050 248 1,987 -94
Aug00 000525 84.050 84.600 83.800 84.550 +0.500 2,082 9,718 -271
Sep00 000525 84.150 84.700 84.025 84.650 +0.500 155 2,001 +24
Oct00 000525 85.200 85.550 85.050 85.500 +0.300 246 2,294 +22
Nov00 000525 86.300 86.650 86.300 86.525 -0.025 124 1,541 +14
Jan01 000525 87.350 87.800 87.200 87.750 +0.175 66 953 +48
Mar01 000525 87.250 87.400 87.250 87.400 unch 17 169 +15
Total Volume and Open Interest 2,950 18,687 -235
Lean Hogs(CME)
Jun00 000525 68.250 68.500 67.550 68.025 unch 6,130 0 +0
Jul00 000525 67.550 68.000 67.300 67.675 +0.125 5,000 0 +0
Aug00 000525 65.650 66.000 65.450 65.875 +0.225 2,066 0 +0
Oct00 000525 57.600 58.350 57.225 58.025 +0.275 705 0 +0
Dec00 000525 56.000 56.375 55.900 56.100 +0.200 332 0 +0
Feb01 000525 56.700 56.950 56.700 56.825 +0.075 53 0 +0
Apr01 000525 55.400 55.400 55.400 55.400 +0.100 9 0 +0
Jun01 000525 62.700 62.700 62.700 62.700 unch 3 0 +0
Total Volume and Open Interest      
Pork Bellies(CME)
May00 000525 89.600 89.600 88.300 88.300 -3.000 8 16 -34
Jul00 000525 86.100 87.400 85.825 86.125 -0.625 1,435 4,005 -128
Aug00 000525 84.200 85.300 83.725 83.850 -0.350 373 1,481 +18
Feb01 000525 74.800 74.800 74.700 74.700 +0.100 15 97 +97
Mar01 000525 74.000 74.000 74.000 74.000 -1.750 2 0 +0
Total Volume and Open Interest 1,833 5,599 -47
Cocoa(NYBOT)
Jul00 000525 866 874 826 831 -19 6,341 36,876 -590
Sep00 000525 895 901 855 858 -19 1,663 26,399 +0
Dec00 000525 928 932 890 891 -20 1,197 17,568 +701
Mar01 000525 965 969 926 928 -18 19 7,676 +17
May01 000525 953 953 953 953 -18 0 5,519 +0
Jul01 000525 991 991 979 979 -18 0 7,025 +0
Sep01 000525 1006 1006 1006 1006 -18 0 3,627 +0
Total Volume and Open Interest 9,220 114,708 +26,317
Coffee "C"(NYBOT)
Jul00 000525 100.00 101.40 98.50 99.25 -2.60 4,667 26,324 +161
Sep00 000525 102.10 104.25 101.60 102.25 -2.45 1,204 14,167 +164
Dec00 000525 105.50 107.75 105.25 105.75 -2.30 347 5,069 +95
Mar01 000525 108.75 110.00 108.60 109.25 -2.15 129 2,008 +27
May01 000525 110.50 111.25 110.50 111.25 -2.15 3 292 -1
Jul01 000525 114.00 114.00 113.25 113.25 -2.15 4 52 +3
Total Volume and Open Interest 6,354 47,912 +479
Orange Juice(NYBOT)
Jul00 000525 83.05 83.40 81.25 81.95 -1.30 6,450 12,526 +245
Sep00 000525 82.80 83.15 81.25 81.85 -1.40 1,400 5,805 +531
Nov00 000525 82.65 83.40 81.40 81.75 -1.75 452 3,563 +235
Jan01 000525 83.00 83.00 81.80 81.80 -1.65 122 1,323 +28
Mar01 000525 83.00 83.00 82.05 82.05 -1.75 15 1,205 +5
Total Volume and Open Interest 8,439 24,887 +1,044
Sugar #11(NYBOT)
Jul00 000525 7.68 8.04 7.58 7.76 +0.20 11,479 109,792 +735
Oct00 000525 7.54 7.81 7.50 7.62 +0.13 4,177 48,831 +683
Mar01 000525 7.60 7.80 7.56 7.65 +0.09 3,351 32,997 +1,048
May01 000525 7.58 7.62 7.50 7.58 +0.05 250 4,721 +107
Jul01 000525 7.49 7.66 7.49 7.50 +0.06 205 5,888 +87
Total Volume and Open Interest 20,224 212,799 +5,192
London Cocoa(LCE)
May00 000515 601 607 599 599 -6 1,822 11,607 -3,028
Jul00 000525 644 662 644 645 unch 5,127 32,723 -892
Sep00 000525 664 682 664 665 +1 2,089 31,246 -73
Dec00 000525 700 716 699 699 unch 3,923 31,878 +213
Mar01 000525 716 730 714 714 unch 881 24,959 +43
May01 000525 740 743 729 729 unch 99 17,704 +1
Jul01 000525 743 743 743 743 unch 0 4,943 +0
Total Volume and Open Interest 13,386 165,970 -658
London Coffee(LCE)
May00 000525 920.00 920.00 907.00 913.00 -28.00 105 378 -147
Jul00 000525 957.00 948.00 931.00 943.00 -15.00 2,003 33,449 -721
Sep00 000525 960.00 960.00 945.00 955.00 -15.00 1,247 17,675 +181
Nov00 000525 970.00 970.00 960.00 967.00 -14.00 58 6,762 +6
Jan01 000525 980.00 980.00 970.00 978.00 -14.00 24 2,371 +23
Mar01 000525 990.00 991.00 990.00 991.00 -14.00 4 855 +4
Total Volume and Open Interest 3,445 62,084 -1,101
London Sugar(LCE)
May00 000414 190.80 194.60 188.00 189.50 -1.30 2,157 2,521 -1,172
Aug00 000525 212.60 218.50 212.60 215.30 +2.70 4,603 22,947 +139
Oct00 000525 214.40 219.00 214.40 215.30 +1.40 1,538 9,733 -161
Dec00 000525 216.00 221.20 216.00 217.60 +1.80 379 1,510 +160
Mar01 000525 218.20 222.00 218.20 219.30 +1.60 350 3,777 +639
Total Volume and Open Interest      
Cotton(NYBOT)
Jul00 000525 63.00 64.15 62.80 63.28 +0.55 6,495 29,466 -1,400
Oct00 000525 64.10 65.40 64.10 64.70 +0.70 160 1,908 +43
Dec00 000525 64.60 65.90 64.50 65.30 +0.84 4,404 20,648 -63
Mar01 000525 65.45 66.70 65.45 66.15 +0.84 212 2,572 +92
May01 000525 66.50 66.75 66.45 66.65 +0.80 58 1,329 +31
Jul01 000525 67.20 67.45 67.00 67.25 +0.75 44 491 +23
Total Volume and Open Interest 11,373 56,691 -1,258
Lumber(CME)
Jul00 000525 289.7 295.1 288.6 293.6 +5.8 691 2,381 -17
Sep00 000525 295.0 296.7 293.5 294.6 +1.9 209 547 +4
Nov00 000525 295.2 299.0 294.3 294.5 +0.2 151 300 -12
Jan01 000525 297.5 297.5 297.5 297.5 -0.7 4 10 +10
Total Volume and Open Interest 1,057 3,256 +3
Crude Oil(NYM)
Jul00 000525 29.90 30.55 29.67 30.51 +0.58 71,060 135,881 -1,776
Aug00 000525 29.28 29.70 28.95 29.63 +0.45 26,974 59,451 +2,336
Sep00 000525 28.65 29.05 28.42 28.98 +0.38 8,864 31,018 +1,287
Oct00 000525 28.12 28.50 27.97 28.43 +0.34 4,908 19,202 +375
Nov00 000525 27.60 27.91 27.40 27.91 +0.32 3,611 16,739 +111
Dec00 000525 27.15 27.50 26.90 27.41 +0.30 7,939 40,051 +995
Jan01 000525 26.60 27.00 26.60 26.97 +0.29 2,108 15,576 +762
Feb01 000525 26.23 26.57 26.23 26.57 +0.28 1,031 7,973 +182
Mar01 000525 26.17 26.17 26.17 26.17 +0.27 478 8,765 +303
Apr01 000525 25.50 25.77 25.47 25.77 +0.26 322 4,113 +222
Total Volume and Open Interest 139,996 437,886 +21,187
Heating Oil(NYM)
Jun00 000525 78.70 79.30 77.45 79.09 +0.58 33,628 128,576 +2,155
Jul00 000525 76.10 77.20 75.40 76.96 +1.11 12,439 34,580 +1,245
Aug00 000525 75.25 76.50 75.00 76.41 +1.26 2,748 13,119 +102
Sep00 000525 75.65 76.46 75.00 76.46 +1.31 1,244 8,254 +132
Oct00 000525 75.40 76.51 75.20 76.51 +1.36 720 6,026 +206
Nov00 000525 75.60 76.56 74.60 76.56 +1.41 224 8,229 +3
Dec00 000525 75.65 76.56 75.00 76.56 +1.41 1,791 18,085 +761
Jan01 000525 74.70 75.86 74.40 75.86 +1.36 251 5,972 -168
Feb01 000525 73.20 74.26 73.00 74.26 +1.26 174 5,598 -12
Mar01 000525 70.80 71.51 70.65 71.51 +1.21 11 3,686 -2
Total Volume and Open Interest 33,628 128,576 +2,155
Unleaded Gas(NYM)
Jun00 000525 97.80 101.50 97.70 101.21 +3.19 21,317 25,646 -149
Jul00 000525 95.30 98.20 95.20 98.00 +2.21 15,501 37,825 +1,010
Aug00 000525 90.90 93.00 90.90 92.90 +1.61 5,599 14,539 -456
Sep00 000525 86.70 87.60 86.20 87.20 +0.88 2,440 14,907 +40
Oct00 000525 80.45 81.20 80.45 81.20 +0.63 524 7,606 +52
Nov00 000525 75.80 77.80 75.80 77.80 +0.63 53 3,199 -39
Dec00 000525 75.25 75.25 75.25 75.25 -0.12 60 2,262 +22
Jan01 000525 74.25 74.25 74.25 74.25 +0.23 2 298 +0
Total Volume and Open Interest 45,496 106,282 +479
Natural Gas(NYM)
Jun00 000525 4.145 4.250 4.080 4.236 +0.163 47,335 39,295 +890
Jul00 000525 4.125 4.240 4.080 4.228 +0.138 32,298 62,794 +5,233
Aug00 000525 4.120 4.220 4.095 4.220 +0.140 7,099 28,145 +703
Sep00 000525 4.090 4.225 4.080 4.210 +0.190 3,254 25,767 +483
Oct00 000525 4.105 4.240 4.090 4.240 +0.180 6,773 23,471 +1,022
Nov00 000525 4.195 4.285 4.195 4.270 +0.150 2,466 16,401 -32
Dec00 000525 4.300 4.400 4.290 4.400 +0.165 6,197 25,456 -777
Jan01 000525 4.310 4.420 4.305 4.410 +0.160 3,874 20,813 +316
Total Volume and Open Interest 121,137 358,394 +33,822
Brent Crude Oil(IPE)
Jul00 000525 28.61 29.20 28.37 29.19 +0.58 33,002 88,123 +1,038
Aug00 000525 27.81 28.20 27.53 28.19 +0.44 15,325 73,941 +1,933
Sep00 000525 27.18 27.55 26.85 27.54 +0.42 5,290 22,660 +1,061
Oct00 000525 26.74 27.08 26.55 27.08 +0.38 3,156 13,741 -96
Nov00 000525 26.71 26.71 26.71 26.71 +0.35 2,002 9,160 +164
Dec00 000525 26.10 26.29 25.70 26.29 +0.33 3,537 29,962 -14
Jan01 000525 25.83 25.83 25.83 25.83 +0.31 330 11,389 +1,224
Feb01 000525 25.40 25.40 25.40 25.40 +0.29 356 6,695 +62
Total Volume and Open Interest 63,298 302,254 -292,601
Gas Oil(IPE)
Jun00 000525 233.00 233.00 229.50 232.00 +3.25 7,848 33,285 -1,186
Jul00 000525 229.00 229.75 226.50 228.50 +3.00 5,681 23,324 +343
Aug00 000525 227.75 228.25 226.00 227.50 +2.75 1,076 9,149 -149
Sep00 000525 229.00 229.00 226.50 228.25 +2.50 1,132 6,667 -704
Oct00 000525 229.50 229.50 226.75 228.75 +2.25 582 4,208 +70
Nov00 000525 228.00 228.00 228.00 228.00 +1.50 65 2,610 +200
Dec00 000525 228.00 228.25 225.75 227.25 +2.25 1,346 19,134 +360
Jan01 000525 224.00 225.25 224.00 225.25 +2.50 610 1,921 -30
Total Volume and Open Interest 19,326 104,448 -1,096
US Dollar Index(NYBOT)
Jun00 000525 111.40 111.85 110.61 110.63 -0.49 585 5,791 -7
Sep00 000525 111.02 111.43 110.29 110.29 -0.47 39 2,092 -4
Dec00 000525 109.95 109.95 109.95 109.95 -0.45 0 3 +0
Total Volume and Open Interest 624 7,886 -11
Australian Dollar(IMM)
Jun00 000525 56.80 57.20 56.77 56.99 -0.13 1,080 23,479 -164
Sep00 000525 56.95 57.22 56.95 57.08 -0.12 41 128 +19
Dec00 000525 57.17 57.17 57.17 57.17 -0.11 0 63 +0
Total Volume and Open Interest 1,177 24,002 +187
British Pound(IMM)
Jun00 000525 147.34 147.46 146.70 147.12 -0.58 3,932 52,508 -409
Sep00 000525 147.20 147.70 147.00 147.40 -0.58 31 378 -27
Dec00 000525 147.68 147.68 147.68 147.68 -0.58 1 254 +0
Total Volume and Open Interest 3,964 53,144 -432
Canadian Dollar(IMM)
Jun00 000525 66.10 66.52 66.04 66.48 +0.25 6,035 70,119 -975
Sep00 000525 66.28 66.68 66.23 66.64 +0.25 351 8,293 +95
Dec00 000525 66.50 66.82 66.50 66.81 +0.25 92 2,700 +7
Mar01 000525 66.87 66.98 66.87 66.98 +0.25 13 688 +11
Total Volume and Open Interest 6,497 81,961 -707
Japanese Yen(IMM)
Jun00 000525 93.23 93.48 93.07 93.41 +0.23 15,539 78,228 +823
Sep00 000525 94.90 95.10 94.74 95.02 +0.23 396 1,595 +66
Dec00 000525 96.37 96.73 96.37 96.73 +0.23 21 593 -9
Total Volume and Open Interest 15,956 80,434 +1,482
Swiss Franc(IMM)
Jun00 000525 57.85 58.52 57.85 58.49 +0.24 12,425 46,889 -253
Sep00 000525 58.43 59.03 58.38 59.01 +0.24 47 348 +24
Dec00 000525 59.10 59.52 59.10 59.52 +0.24 1 25 +0
Total Volume and Open Interest 12,473 47,266 -200
EuroFX(IMM)
Jun00 000525 90.06 91.38 90.04 91.37 +0.52 14,108 65,492 -220
Sep00 000525 90.60 91.92 90.60 91.92 +0.53 115 2,165 -27
Dec00 000525 91.25 92.45 91.25 92.47 +0.54 1 233 +0
Total Volume and Open Interest 14,224 67,905 -247
Mexican Peso(IMM)
Jun00 000525 10480.0 10490.0 10428.0 10438.0 +10.0 2,798 17,782 -348
Sep00 000525 10200.0 10200.0 10153.0 10153.0 +10.0 92 2,760 +44
Total Volume and Open Interest 2,905 21,958 -289
30-Year T-Bonds(CBOT)
Jun00 000525 93~17 94~28 93~12 94~26 +1~04 222,979 272,355 -32,999
Sep00 000525 94~24 94~24 94~22 94~24 +1~05 32,675 125,104 +29,665
Dec00 000525 93~29 94~24 93~29 94~24 +1~05 277 2,501 +214
Total Volume and Open Interest 255,931 400,172 -3,120
Municipal Bonds(CBOT)
Jun00 000525 91~25 92~28 91~23 92~26 +0~31 3,050 18,874 -1,416
Sep00 000525 90~31 92~02 90~31 92~01 +1~00 1,480 5,835 +1,121
Total Volume and Open Interest 4,530 24,709 -295
10-Year T-Notes(CBOT)
Jun00 000525 96~080 96~095 96~070 96~090 +0~200 22,139 407,324 -34,982
Sep00 000525 95~100 96~065 95~090 96~035 +0~190 3,619 216,803 +35,528
Total Volume and Open Interest 25,758 624,127 +546
5-Year T-Notes(CBOT)
Jun00 000525 96~290 97~125 96~250 97~110 +0~105 109,841 265,453 -32,941
Sep00 000525 96~250 97~085 96~205 97~070 +0~105 37,167 152,041 +27,156
Total Volume and Open Interest 147,008 417,494 -5,785
2 Year T-Notes(CBOT)
Jun00 000525 98~045 98~073 98~040 98~072 +0~016      
Sep00 000525 98~032 98~056 98~028 98~056 +0~011      
Total Volume and Open Interest      
3-Mth T-Bills(IMM)
Jun00 000525 93.89 93.92 93.89 93.92 +0.01 122 688 -30
Total Volume and Open Interest 123 690 -29
Eurodollars(IMM)
Jun00 000525 93.062 93.095 93.060 93.085 +0.005 54,744 493,452 -1,760
Sep00 000525 92.710 92.770 92.695 92.760 +0.025 96,552 572,287 +1,081
Dec00 000525 92.410 92.485 92.395 92.480 +0.040 92,577 495,922 -10,337
Mar01 000525 92.390 92.485 92.375 92.475 +0.055 83,006 350,261 +7,504
Jun01 000525 92.350 92.455 92.335 92.445 +0.065 41,573 251,747 +2,168
Sep01 000525 92.350 92.465 92.335 92.460 +0.085 21,151 194,180 +3,130
Dec01 000525 92.320 92.430 92.310 92.430 +0.090 15,907 150,263 +1,469
Mar02 000525 92.385 92.490 92.370 92.485 +0.095 11,643 136,894 +2,353
Jun02 000525 92.365 92.485 92.365 92.480 +0.095 7,648 96,979 +2,453
Sep02 000525 92.385 92.505 92.385 92.485 +0.095 5,856 89,052 +1,241
Dec02 000525 92.340 92.450 92.340 92.440 +0.095 3,940 72,713 -150
Mar03 000525 92.390 92.505 92.390 92.490 +0.100 4,543 69,021 -84
Total Volume and Open Interest 460,948 3,353,836 +6,182
3-Mth Euro-Yen(IMM)
Jun00 000525 99.89 99.89 99.88 99.89 +0.01 506 15,123 +261
Sep00 000525 99.79 99.79 99.79 99.79 +0.01 1,333 13,202 +722
Dec00 000525 99.65 99.66 99.65 99.66 +0.02 632 13,397 -275
Mar01 000525 99.56 99.56 99.56 99.56 +0.02 1,685 15,839 +315
Jun01 000525 99.44 99.44 99.44 99.44 +0.01 277 4,308 +147
Sep01 000525 99.31 99.31 99.31 99.31 +0.01 154 19,994 +190
Dec01 000525 99.17 99.17 99.17 99.17 +0.02 52 2,036 +52
Mar02 000525 99.04 99.04 99.04 99.04 +0.02 1,378 0 -1,378
Jun02 000525 98.78 98.78 98.78 98.78 unch      
Sep02 000525 98.63 98.63 98.63 98.63 unch      
Total Volume and Open Interest 4,639 83,899 +34
3-Mth Euro-Yen(SIMEX)
Jun00 000525 99.89 99.89 99.88 99.89 +0.01 1,980 79,538 -37
Sep00 000525 99.78 99.79 99.78 99.79 unch 10,056 70,520 -954
Dec00 000525 99.64 99.66 99.64 99.65 unch 2,395 76,357 -916
Mar01 000525 99.54 99.56 99.54 99.56 unch 6,466 74,551 -2,105
Jun01 000525 99.43 99.44 99.43 99.44 +0.01 851 59,418 -869
Sep01 000525 99.29 99.32 99.29 99.32 +0.02 4,131 59,792 -1,264
Dec01 000525 99.17 99.17 99.16 99.17 +0.02 381 15,898 +75
Mar02 000525 99.04 99.04 99.04 99.04 +0.01 104 11,849 -17
Total Volume and Open Interest 26,364 450,923 -6,087
German Euro-Bund(EUREX)
Jun00 000525 104.38 105.07 104.29 105.05 +0.48 791,529 779,713 +35,222
Sep00 000525 104.25 104.80 104.09 104.80 +0.44 32,314 127,394 +12,372
Dec00 000525 104.55 104.55 104.55 104.55 +0.53 729 2,709 -258
Total Volume and Open Interest 824,572 909,816 +47,336
German Euro-Bobl(EUREX)
Jun00 000525 102.66 103.01 102.55 102.97 +0.21 255,431 344,729 -13,764
Sep00 000525 102.63 102.97 102.51 102.97 +0.24 10,096 38,212 +6,029
Dec00 000525 102.25 102.37 102.25 102.37 +0.21 1,074 1,401 +462
Total Volume and Open Interest 266,601 384,342 -7,273
Long Gilt(LIFFE)
Jun00 000525 112~02 113~02 111~29 112~28 +0~20 32,540 67,041 -2,250
Sep00 000525 111~25 112~22 111~19 112~17 +0~23 5,051 7,142 +3,933
Total Volume and Open Interest 37,591 74,183 +1,683
3-Mth Short Sterling(LIFFE)
Jun00 000525 93.70 93.72 93.69 93.71 +0.01 7,394 183,459 +2,010
Sep00 000525 93.50 93.55 93.49 93.52 +0.02 26,607 206,579 -5,474
Dec00 000525 93.34 93.41 93.33 93.37 +0.03 17,632 147,002 +4,964
Total Volume and Open Interest 80,245 859,777 +8,864
3-Mth Euribor(LIFFE)
Jun00 000525 95.490 95.530 95.470 95.515 +0.015 71,286 315,210 +4,506
Sep00 000525 95.185 95.230 95.155 95.210 +0.005 83,688 335,129 -2,942
Dec00 000525 94.925 94.960 94.875 94.940 +0.010 50,087 196,892 -801
Total Volume and Open Interest 299,021 1,360,709 +5,233
3-Mth Aus T-Bills(SFE)
Jun00 000525 93.65 93.66 93.63 93.64 -0.02 2,909 137,846 -36,325
Sep00 000525 93.44 93.44 93.40 93.42 -0.04 9,266 145,492 -42,755
Dec00 000525 93.28 93.28 93.25 93.26 -0.04 2,962 46,357 -194
Mar01 000525 93.20 93.21 93.17 93.19 -0.04 1,020 24,356 +669
Jun01 000525 93.15 93.15 93.13 93.13 -0.04 131 14,277 +76
Sep01 000525 93.10 93.11 93.09 93.09 -0.02 29 8,585 +0
Dec01 000525 93.05 93.05 93.03 93.05 -0.01 110 6,398 +60
Mar02 000525 93.01 93.03 93.01 93.03 unch 203 5,319 +191
Jun02 000525 93.01 93.01 93.01 93.01 +0.01 20 2,475 -25
Sep02 000525 92.98 92.99 92.98 92.99 +0.02 11 2,064 +1
Total Volume and Open Interest      
10-Year Aus T-Bonds(SFE)
Jun00 000525 93.57 93.57 93.53 93.54 -0.03 14,588 185,663 -2,760
Sep00 000525 93.52 93.52 93.52 93.52 -0.03 0 4 +0
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Jun00 000525 93.65 93.65 93.61 93.64 -0.03 28,413 386,280 +1,321
Sep00 000525 93.52 93.52 93.52 93.52 -0.08 0 134 +0
Total Volume and Open Interest      
Gold(CMX)
Jun00 000525 273.6 275.0 269.5 270.7 -3.1 15,927 50,897 -4,003
Aug00 000525 276.0 278.0 272.2 273.4 -3.1 7,163 49,874 +3,049
Oct00 000525 280.0 280.0 275.0 276.4 -3.1 27 3,926 +24
Dec00 000525 282.7 283.5 277.5 279.3 -3.2 2,161 20,683 +679
Feb01 000525 283.2 283.2 282.0 282.0 -3.2 153 9,874 -73
Apr01 000525 284.9 284.9 284.9 284.9 -3.2 13 3,500 -6
Total Volume and Open Interest 25,511 147,766 +7,645
Silver(CMX)
May00 000525 497.0 497.0 490.0 492.0 -7.2 41 45 +5
Jul00 000525 503.0 504.0 492.0 494.8 -7.2 8,373 58,831 +1,341
Sep00 000525 507.0 507.0 496.0 499.0 -7.0 704 5,399 +352
Dec00 000525 512.0 512.0 502.5 504.1 -7.0 288 7,561 +138
Mar01 000525 510.0 510.0 508.0 508.0 -7.0 0 861 +0
Total Volume and Open Interest 9,454 77,505 +4,385
Platinum(NYM)
Jul00 000525 542.6 545.0 535.0 535.4 -13.4 1,759 9,611 +292
Oct00 000525 516.0 525.0 512.0 513.4 -15.4 135 762 +18
Jan01 000525 499.4 499.4 499.4 499.4 -15.4 0 18 +0
Total Volume and Open Interest 1,894 10,373 +292
Palladium(NYME)
Jun00 000525 565.00 566.00 563.00 565.00 -4.00 260 1,143 -100
Sep00 000525 563.00 567.00 563.00 565.00 -3.00 289 1,368 +55
Dec00 000525 562.00 562.00 562.00 562.00 -3.00 100 100 +90
Total Volume and Open Interest 649 2,611 +55
Copper(CMX)
May00 000525 83.00 83.25 82.40 83.10 -0.50 370 2,649 -220
Jul00 000525 83.35 83.60 82.70 83.25 -0.60 8,859 38,092 +140
Sep00 000525 83.60 83.60 83.10 83.50 -0.55 583 7,425 +94
Dec00 000525 83.60 83.70 83.20 83.55 -0.50 32 6,484 -5
Mar01 000525 83.60 83.65 83.60 83.65 -0.50 16 0 +0
Total Volume and Open Interest 10,117 64,153 +3,660
DJIA Index(CBOT)
Jun00 000525 10595 10620 10285 10380 -185 18,093 16,973 -219
Sep00 000525 10735 10755 10437 10515 -186 598 685 +152
Dec00 000525 10850 10850 10665 10665 -187 204 2,034 +200
Total Volume and Open Interest 18,895 19,698 +133
S & P 500(CME)
Jun00 000525 1406.00 1418.00 1377.50 1389.00 -12.70 114,122 371,171 +3,210
Sep00 000525 1433.00 1438.00 1399.00 1409.80 -12.80 3,707 15,059 +1,763
Dec00 000525 1428.00 1457.10 1425.10 1432.10 -13.00 143 3,431 +76
Mar01 000525 1482.80 1482.80 1448.10 1455.10 -13.00 143 620 +118
Total Volume and Open Interest 118,125 390,856 +5,164
S & P 500 E-Mini(Globex)
Jun00 000525 1404.00 1417.75 1378.00 1389.00 -12.75 100,968 40,519 +3,079
Sep00 000525 1426.75 1438.00 1400.00 1409.75 -12.75 22 41 +10
Total Volume and Open Interest 100,990 40,560 +3,089
NASDAQ 100(CME)
Jun00 000525 3215.00 3305.00 3080.00 3125.50 -42.00 29,406 39,377 +2,016
Sep00 000525 3310.00 3315.00 3175.50 3175.50 -40.00 3 618 -1
Dec00 000525 3222.50 3225.50 3222.50 3225.50 -37.00      
Total Volume and Open Interest 29,409 39,995 +2,015
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000525 3166.0 3308.0 3081.0 3125.5 -42.0 52,590 27,321 +1,185
Sep00 000525 3309.5 3342.5 3136.0 3175.5 -40.0 5 5 +1
Total Volume and Open Interest 52,595 27,326 +1,186
NYSE Composite(NYBOT)
Jun00 000525 638.50 640.00 628.00 631.90 -4.30 547 2,333 +80
Sep00 000525 648.00 648.00 640.65 640.65 -4.05 20 228 +0
Dec00 000525 657.25 657.25 649.40 649.40 -3.80 0 108 -2
Total Volume and Open Interest 259 1,887 +21
S & P Midcap 400(CME)
Jun00 000525 466.00 470.80 458.50 460.60 -3.40 1,685 13,061 -210
Sep00 000525 466.00 467.60 466.00 467.60 -3.40      
Dec00 000525 470.50 472.10 470.50 472.10 -3.40      
Total Volume and Open Interest 1,685 13,061 -210
Russell 2000(CME)
Jun00 000525 469.00 472.50 454.50 456.00 -9.00 2,180 13,168 -3
Sep00 000525 462.20 462.75 462.20 462.20 -9.05      
Dec00 000525 469.80 470.30 469.80 469.80 -9.00      
Total Volume and Open Interest 2,180 13,168 -3
Value Line(KCBT)
Jun00 000525 1055.00 1056.00 1028.50 1032.25 -16.40 104 161 +161
Total Volume and Open Interest      
Nikkei 225(CME)
Jun00 000525 16300 16450 16040 16045 -200 2,097 17,934 +110
Sep00 000525 16210 16420 16060 16060 -200 229 1,122 +204
Total Volume and Open Interest 2,326 19,056 +314
Nikkei 225(SIMEX)
Jun00 000525 16270 16380 16190 16240 +300 21,328 114,213 +2,469
Sep00 000525 16300 16320 16200 16245 +300 51 11,065 +27
Dec00 000525 16225 16225 16225 16225 +300 0 2,063 +0
Total Volume and Open Interest 23,945 120,638 -524
CAC 40(MATIF)
May00 000525 6114.5 6182.5 6090.5 6100.0 +53.0 61,997 0 +0
Jun00 000525 6112.5 6175.0 6085.0 6092.5 +53.0 20,144 0 +0
Jul00 000525 6109.0 6109.0 6109.0 6109.0 +54.0      
Total Volume and Open Interest 82,359    
DAX Index(EUREX)
Jun00 000525 6913.0 7012.5 6898.0 6962.0 +98.0 33,607 421,800 +3,177
Sep00 000525 6990.0 7081.5 6989.0 7040.0 +99.5 159 1,004 +24
Dec00 000525 7122.5 7140.0 7122.5 7125.0 +100.0 20 389 +1
Total Volume and Open Interest 33,786 423,193 +3,202
FT-SE 100(LIFFE)
Jun00 000525 6172.00 6255.00 6171.00 6253.50 +114.50 48,473 219,031 -14,716
Sep00 000525 6253.00 6313.00 6245.00 6313.00 +114.00 12,726 23,133 +12,003
Dec00 000525 6389.00 6389.00 6389.00 6389.00 +113.50 510 1,284 +500
Total Volume and Open Interest      
SPI 200(SFE)
Jun00 000525 3025.0 3025.0 3006.0 3022.0 +21.0 6,822 136,412 -505
Sep00 000525 3037.0 3039.0 3030.0 3039.0 +23.0 14 4,152 -24
Dec00 000525 3050.0 3063.0 3050.0 3063.0 +21.0 31 2,258 -48
Total Volume and Open Interest      
GSCI(CME)
Jun00 000525 227.10 229.00 225.95 228.70 +2.00 290 39,886 +26
Jul00 000525 226.70 226.70 226.70 226.70 +2.30      
Aug00 000525 223.50 223.50 223.50 223.50 +1.70 5 0 +0
Total Volume and Open Interest 290 39,886 +26
Bridge CRB Index(NYBOT)
Jun00 000525 226.60 227.25 225.30 225.55 -0.25 87 1,599 -1
Aug00 000525 226.70 226.90 225.10 225.45 -0.35 26 939 +6
Nov00 000525 226.80 226.80 225.35 225.35 -0.45 1 432 +1
Total Volume and Open Interest 2,323    
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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