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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 30, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000530 517.00 519.00 512.25 517.00 -17.25 29,282 86,300 -2,304
Aug00 000530 517.50 521.00 514.00 518.75 -17.50 2,053 13,471 +58
Sep00 000530 520.00 522.00 515.00 519.75 -18.25 1,414 10,475 +408
Nov00 000530 524.00 526.50 519.25 524.00 -18.50 9,951 51,960 -303
Jan01 000530 533.50 533.50 528.00 531.50 -18.00 274 5,024 -9
Mar01 000530 540.50 540.50 534.50 538.00 -18.50 84 5,586 +44
May01 000530 542.50 543.50 539.00 542.50 -17.75 124 5,630 +20
Total Volume and Open Interest 43,387 183,710 -2,127
Soybean Meal(CBOT)
Jul00 000530 173.50 175.40 173.00 175.30 -3.10 16,576 50,849 -2,156
Aug00 000530 173.20 174.30 173.00 174.20 -3.60 2,183 14,467 -29
Sep00 000530 173.50 173.50 172.00 173.50 -3.80 990 8,910 -73
Oct00 000530 172.50 172.50 170.50 171.70 -4.80 739 7,295 -210
Dec00 000530 172.50 173.00 171.10 172.40 -5.00 4,280 22,627 -1,007
Jan01 000530 171.70 173.00 171.60 172.60 -5.10 61 2,209 +19
Mar01 000530 174.50 174.50 172.50 173.20 -4.80 65 2,768 +20
May01 000530 172.50 174.00 172.50 173.70 -4.50 111 2,055 +39
Total Volume and Open Interest 25,005 111,412 -3,397
Soybean Oil(CBOT)
Jul00 000530 16.25 16.27 15.84 15.86 -0.80 8,804 47,936 -122
Aug00 000530 16.40 16.47 16.05 16.08 -0.76 1,857 16,018 +358
Sep00 000530 16.65 16.65 16.26 16.28 -0.76 629 13,030 +151
Oct00 000530 16.90 16.90 16.45 16.48 -0.74 188 8,634 +86
Dec00 000530 17.20 17.20 16.79 16.82 -0.74 1,803 21,476 -423
Jan01 000530 17.45 17.50 17.18 17.19 -0.71 299 9,255 +510
Mar01 000530 17.85 17.85 17.48 17.48 -0.70 17 4,161 +17
May01 000530 18.15 18.15 17.72 17.72 -0.78 232 4,276 -196
Total Volume and Open Interest 14,046 127,856 +598
Canola(WCE)
Aug00 000530 261.9 261.9 261.9 261.9 -2.6      
Sep00 000530 262.8 263.5 262.0 262.0 -4.1      
Nov00 000530 269.0 270.5 267.7 269.5 -3.0 70 32,801 -497
Jan01 000530 274.5 276.0 273.3 274.3 -3.5 63 4,514 +10
Mar01 000530 281.0 281.0 278.8 278.8 -4.4 30 240 +25
Total Volume and Open Interest 4,816 69,909 +50
Corn(CBOT)
Jul00 000530 225.50 226.50 222.50 224.25 -9.25 33,255 216,491 -2,124
Sep00 000530 234.50 235.25 231.50 233.00 -9.25 3,461 63,495 +241
Nov00 000530 242.00 242.00 238.00 238.25 -9.75 37 927 -17
Dec00 000530 245.00 245.50 241.50 243.00 -9.25 11,753 141,074 -1,224
Jan01 000530 247.00 247.00 245.50 246.00 -10.00 0 164 +0
Mar01 000530 253.25 253.50 250.25 251.75 -9.00 460 18,257 +141
Total Volume and Open Interest 49,520 455,099 -3,047
Wheat(CBOT)
Jul00 000530 275.50 277.50 272.50 274.25 -6.50 12,425 75,664 -1,757
Sep00 000530 288.00 289.25 284.75 286.00 -6.50 1,437 22,460 +106
Dec00 000530 303.00 304.50 300.00 301.75 -6.50 3,214 26,641 +361
Mar01 000530 315.50 317.00 313.50 314.25 -6.25 474 7,109 -62
May01 000530 319.50 319.50 319.50 319.50 -6.00 0 73 +0
Total Volume and Open Interest 17,816 136,056 -1,192
Wheat(KCBT)
Jul00 000530 302.00 305.25 299.25 302.25 -4.75 3,861 35,047 -305
Sep00 000530 314.00 316.00 310.00 314.00 -3.50 1,929 10,760 +266
Dec00 000530 326.50 330.50 324.00 327.75 -4.00 1,652 15,726 +725
Mar01 000530 340.00 341.00 339.00 339.00 -4.00 388 1,976 +348
May01 000530 343.00 343.00 340.00 340.00 -7.00 10 318 +10
Total Volume and Open Interest 7,862 64,308 +1,063
Wheat(MGE)
Jul00 000530 330.00 335.25 326.00 328.00 -4.50 1,303 10,094 -138
Sep00 000530 339.00 340.00 336.50 339.00 -3.75 1,024 5,968 -174
Dec00 000530 353.00 353.50 350.00 352.75 -5.00 202 3,547 +89
Mar01 000530 363.00 365.50 361.75 365.50 -5.25 5 0 -360
May01 000530 370.00 370.50 370.00 370.50 -3.50 1 0 -69
Total Volume and Open Interest 2,529 19,622 -645
Oats(CBOT)
Jul00 000530 114.00 114.50 112.50 113.00 -3.00 876 8,601 -194
Sep00 000530 120.50 120.50 118.75 119.00 -3.00 129 2,792 +11
Dec00 000530 127.00 127.25 125.50 126.00 -3.00 176 4,460 +12
Mar01 000530 134.50 134.50 134.00 134.00 -2.25 0 426 +0
Total Volume and Open Interest 1,181 16,280 -171
Rough Rice(CBOT)
Jul00 000530 5.45 5.55 5.44 5.51 +0.02 483 4,096 -81
Sep00 000530 6.35 6.47 6.35 6.44 +0.04 84 988 +6
Nov00 000530 6.50 6.58 6.50 6.58 +0.05 90 1,540 +13
Jan01 000530 6.66 6.76 6.66 6.74 +0.04 51 786 +12
Total Volume and Open Interest 748 7,470 -10
Live Cattle(CME)
Jun00 000530 67.225 67.400 66.925 67.075 +0.150 4,782 27,856 -1,936
Aug00 000530 67.250 67.300 66.600 66.750 -0.375 4,113 44,215 +1,292
Oct00 000530 70.150 70.275 69.625 69.675 -0.350 1,133 23,626 -15
Dec00 000530 71.900 72.000 71.300 71.325 -0.475 202 8,738 -14
Feb01 000530 73.450 73.450 73.000 73.100 -0.350 101 4,470 +67
Apr01 000530 75.400 75.400 75.100 75.100 -0.550 19 4,342 +2
Total Volume and Open Interest 10,420 113,247 -604
Feeder Cattle(CME)
Aug00 000530 84.750 84.800 84.250 84.325 +0.125 1,032 9,613 -139
Sep00 000530 84.800 84.850 84.350 84.425 +0.075 47 1,994 -12
Oct00 000530 85.800 85.800 85.250 85.250 -0.150 42 2,305 +2
Nov00 000530 86.800 86.850 86.200 86.350 +0.050 32 1,546 +7
Jan01 000530 87.800 87.900 87.200 87.325 -0.275 9 986 -5
Mar01 000530 87.500 87.500 87.000 87.300 -0.050 1 0 -171
Apr01 000530 87.400 87.400 87.400 87.400 unch      
Total Volume and Open Interest 1,163 18,275 -505
Lean Hogs(CME)
Jun00 000530 68.450 68.600 67.800 67.825 -0.925 3,160 18,060 +18,060
Jul00 000530 68.350 68.600 67.650 67.700 -0.975 2,351 15,811 +15,811
Aug00 000530 66.450 66.900 66.275 66.375 -0.550 1,376 11,414 +11,414
Oct00 000530 58.450 58.800 58.250 58.600 -0.425 262 6,579 +6,579
Dec00 000530 56.600 56.800 56.500 56.550 -0.050 94 5,626 +5,626
Feb01 000530 57.300 57.500 57.300 57.500 -0.200 94 1,601 +1,601
Apr01 000530 55.700 55.700 55.400 55.600 unch 7 509 +509
Jun01 000530 62.750 62.750 62.450 62.450 -0.250 3 37 +37
Total Volume and Open Interest 7,347 59,637 +59,637
Pork Bellies(CME)
Jul00 000530 87.400 87.700 85.400 85.450 -1.750 702 4,111 +88
Aug00 000530 84.600 84.950 83.200 83.250 -1.025 153 1,560 +1
Feb01 000530 74.700 74.700 74.700 74.700 unch 5 99 +99
Mar01 000530 74.000 74.000 74.000 74.000 unch      
Total Volume and Open Interest 860 5,770 +171
Cocoa(NYBOT)
Jul00 000530 835 842 828 830 -5 3,538 33,757 -1,283
Sep00 000530 858 869 856 858 -5 1,304 27,324 -223
Dec00 000530 895 900 891 892 -5 945 18,685 +454
Mar01 000530 931 931 926 926 -6 45 7,701 +2
May01 000530 951 951 951 951 -6 0 5,519 +0
Jul01 000530 977 977 977 977 -6 0 7,024 +0
Sep01 000530 1004 1004 1004 1004 -6 0 3,627 +0
Total Volume and Open Interest 5,832 112,720 -1,050
Coffee "C"(NYBOT)
Jul00 000530 99.00 100.90 99.00 100.40 +1.20 3,239 26,354 +220
Sep00 000530 102.35 103.90 102.30 103.30 +1.15 684 14,651 +260
Dec00 000530 106.00 107.40 106.00 106.85 +1.15 170 5,156 +55
Mar01 000530 109.60 110.40 109.00 110.40 +1.10 46 2,019 +7
May01 000530 112.40 112.40 112.40 112.40 +1.10 0 292 +0
Jul01 000530 114.40 114.40 114.40 114.40 +1.10 0 52 +0
Total Volume and Open Interest 4,139 48,180 +223
Orange Juice(NYBOT)
Jul00 000530 82.35 82.70 82.10 82.20 +0.35 446 11,601 -161
Sep00 000530 82.35 82.40 82.00 82.10 +0.30 108 5,814 +1
Nov00 000530 82.40 82.70 82.00 82.20 +0.30 92 3,611 +23
Jan01 000530 82.45 82.50 82.45 82.45 +0.40 35 1,316 -14
Mar01 000530 83.00 83.95 82.80 82.95 +0.50 2 1,214 -1
Total Volume and Open Interest 683 24,021 -152
Sugar #11(NYBOT)
Jul00 000530 7.73 7.78 7.64 7.70 -0.11 15,535 102,607 -6,936
Oct00 000530 7.65 7.71 7.61 7.67 -0.03 10,717 52,982 +828
Mar01 000530 7.70 7.72 7.60 7.65 -0.07 2,843 33,927 +26
May01 000530 7.59 7.64 7.55 7.55 -0.06 240 5,000 +65
Jul01 000530 7.55 7.55 7.52 7.52 -0.03 239 6,225 +2
Total Volume and Open Interest 29,908 208,513 -8,797
London Cocoa(LCE)
May00 000515 601 607 599 599 -6 1,822 11,607 -3,028
Jul00 000530 631 631 624 625 -13 1,270 29,151 -313
Sep00 000530 650 651 644 645 -13 2,643 31,865 -89
Dec00 000530 680 685 678 679 -13 351 33,759 +8
Mar01 000530 695 697 694 694 -13 163 25,749 +99
May01 000530 708 713 708 709 -13 86 17,729 +0
Jul01 000530 725 725 723 723 -13 61 4,958 +15
Total Volume and Open Interest      
London Coffee(LCE)
May00 000530 909.00 909.00 900.00 905.00 -1.00 50 176 -204
Jul00 000530 920.00 929.00 920.00 928.00 +7.00 1,376 32,682 -146
Sep00 000530 935.00 944.00 935.00 942.00 +9.00 1,131 18,825 +810
Nov00 000530 945.00 954.00 945.00 954.00 +9.00 105 6,879 +118
Jan01 000530 962.00 966.00 958.00 966.00 +10.00 58 2,462 +95
Mar01 000530 977.00 979.00 977.00 979.00 +10.00 3 857 +2
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 000530 216.50 216.50 214.50 215.40 +0.10      
Oct00 000530 216.50 216.50 214.80 215.60 -0.20      
Dec00 000530 218.20 218.70 216.60 217.80 -0.20      
Mar01 000530 219.90 219.90 219.10 219.10 -0.20      
Total Volume and Open Interest      
Cotton(NYBOT)
Jul00 000530 63.22 63.32 60.90 61.10 -2.12 9,653 27,941 -1,269
Oct00 000530 65.05 65.10 62.70 62.80 -2.20 281 1,981 -12
Dec00 000530 65.40 65.50 63.40 63.59 -1.91 5,534 21,726 +673
Mar01 000530 66.35 66.35 64.50 64.55 -1.93 297 2,560 +28
May01 000530 66.80 66.80 65.20 65.20 -1.80 88 1,353 -6
Jul01 000530 67.50 67.50 65.70 65.80 -1.80 7 520 +3
Total Volume and Open Interest 15,860 56,358 -583
Lumber(CME)
Jul00 000530 295.0 299.8 291.5 298.0 +5.3 348 2,397 +30
Sep00 000530 295.8 298.7 294.8 296.7 +2.2 95 532 -11
Nov00 000530 295.8 299.0 295.8 297.6 +2.6 22 393 -11
Jan01 000530 299.0 299.0 299.0 299.0 +1.8 1 0 +0
Total Volume and Open Interest 466 3,322 +8
Crude Oil(NYM)
Jul00 000530 30.01 30.45 29.98 30.35 +0.35 48,226 135,699 -4,602
Aug00 000530 29.20 29.58 29.15 29.41 +0.34 19,347 58,795 -852
Sep00 000530 28.45 28.93 28.45 28.77 +0.37 4,961 31,946 -96
Oct00 000530 28.23 28.36 28.16 28.24 +0.39 2,087 19,485 +34
Nov00 000530 27.44 27.82 27.44 27.73 +0.40 1,285 17,093 -34
Dec00 000530 26.90 27.38 26.85 27.25 +0.42 3,179 40,415 -175
Jan01 000530 26.59 26.88 26.59 26.82 +0.43 117 15,477 -51
Feb01 000530 26.23 26.48 26.23 26.43 +0.44 65 8,072 +60
Mar01 000530 26.00 26.04 26.00 26.04 +0.45 713 9,285 +670
Apr01 000530 24.82 25.65 24.82 25.65 +0.46 45 4,152 +34
Total Volume and Open Interest 83,306    
Heating Oil(NYM)
Jun00 000530 76.90 77.50 76.25 76.48 +0.09 22,494 19,314 -106,909
Jul00 000530 75.00 75.50 74.50 74.85 +0.57 9,237 35,870 +387
Aug00 000530 74.85 75.20 74.50 74.85 +0.92 1,720 14,260 +553
Sep00 000530 74.80 75.45 74.75 75.10 +1.07 760 8,748 +313
Oct00 000530 75.20 75.65 75.10 75.30 +1.12 139 6,150 +5
Nov00 000530 75.40 75.75 75.30 75.40 +1.07 200 8,497 +152
Dec00 000530 75.40 75.90 75.30 75.90 +1.47 590 18,568 +0
Jan01 000530 74.80 75.60 74.80 75.60 +1.77 345 6,144 +187
Feb01 000530 73.30 74.25 73.30 74.25 +1.92 80 5,625 +2
Mar01 000530 70.80 71.75 70.80 71.40 +1.72 78 4,210 +24
Total Volume and Open Interest 22,494 19,314 -106,909
Unleaded Gas(NYM)
Jun00 000530 100.30 107.00 100.25 106.52 +6.28 13,348 18,120 -4,636
Jul00 000530 96.65 100.80 96.65 100.50 +3.91 12,470 39,598 +1,896
Aug00 000530 92.30 95.00 92.30 94.40 +2.40 1,976 14,737 +201
Sep00 000530 87.40 88.60 87.20 88.60 +1.50 567 14,558 +0
Oct00 000530 83.44 83.44 83.44 83.44 +2.19 211 8,182 -19
Nov00 000530 78.00 78.00 78.00 78.00 +0.35 35 3,245 +35
Dec00 000530 76.40 76.45 76.40 76.45 +0.65 0 2,217 +0
Jan01 000530 74.70 74.70 74.70 74.70 +0.30 2 301 +2
Total Volume and Open Interest 28,610 16,775 -86,704
Natural Gas(NYM)
Jul00 000530 4.320 4.360 4.230 4.354 +0.086 39,010 63,766 +2,592
Aug00 000530 4.305 4.345 4.240 4.345 +0.077 11,140 29,982 +1,732
Sep00 000530 4.300 4.320 4.240 4.315 +0.065 3,335 26,301 +283
Oct00 000530 4.310 4.330 4.255 4.330 +0.065 5,975 25,299 +645
Nov00 000530 4.405 4.440 4.360 4.440 +0.075 942 16,437 -130
Dec00 000530 4.510 4.540 4.445 4.540 +0.075 1,564 25,161 +78
Jan01 000530 4.500 4.560 4.460 4.560 +0.085 3,148 22,231 +775
Feb01 000530 4.290 4.325 4.260 4.325 +0.070 1,082 11,882 +449
Total Volume and Open Interest 124,928 47,630 -290,258
Brent Crude Oil(IPE)
Jul00 000530 28.65 29.13 28.65 28.96 -0.26 24,234 90,779 -1,884
Aug00 000530 27.70 28.10 27.70 28.04 -0.04 11,253 74,305 -215
Sep00 000530 27.01 27.37 27.01 27.32 +0.01 4,608 24,174 -499
Oct00 000530 26.67 26.90 26.64 26.89 +0.06 2,004 14,379 -346
Nov00 000530 26.25 26.54 26.25 26.53 +0.09 573 9,484 -500
Dec00 000530 25.80 26.15 25.80 26.13 +0.12 1,931 30,014 -1,013
Jan01 000530 25.42 25.68 25.42 25.68 +0.15 126 11,841 +427
Feb01 000530 24.99 25.33 24.90 25.24 +0.17 245 6,883 +50
Total Volume and Open Interest      
Gas Oil(IPE)
Jun00 000530 228.00 230.50 226.50 230.50 -0.75 10,102 30,385 -675
Jul00 000530 225.00 228.50 224.25 228.50 -1.50 4,878 25,926 +768
Aug00 000530 223.50 227.50 223.50 227.25 -1.75 2,218 8,783 -153
Sep00 000530 224.75 228.75 224.75 228.75 -1.50 1,150 7,208 +123
Oct00 000530 226.00 229.75 226.00 229.75 -1.50 558 4,566 +413
Nov00 000530 229.25 229.25 229.25 229.25 -2.50 0 2,614 +4
Dec00 000530 225.00 228.75 225.00 228.75 -3.50 839 19,993 +216
Jan01 000530 223.00 226.50 223.00 226.50 -3.00 202 2,039 +97
Total Volume and Open Interest      
US Dollar Index(NYBOT)
Jun00 000530 108.88 109.00 108.14 108.85 -0.15 2,095 6,762 +146
Sep00 000530 108.64 108.64 107.76 108.50 -0.13 101 2,115 +23
Dec00 000530 108.15 108.15 108.15 108.15 -0.14 0 2 +0
Total Volume and Open Interest 1,900 8,710 +0
Australian Dollar(IMM)
Jun00 000530 57.72 57.93 57.61 57.74 +0.51 815 23,599 -67
Sep00 000530 57.82 58.04 57.78 57.86 +0.54 15 179 +14
Dec00 000530 57.95 57.98 57.95 57.98 +0.57 0 63 +0
Total Volume and Open Interest 850 24,183 -43
British Pound(IMM)
Jun00 000530 150.40 150.42 149.42 149.68 +1.10 8,077 50,840 -1,260
Sep00 000530 150.80 150.80 149.80 149.96 +1.10 54 649 +8
Dec00 000530 151.00 151.00 150.24 150.24 +1.10 11 252 -2
Total Volume and Open Interest 8,142 51,745 -1,254
Canadian Dollar(IMM)
Jun00 000530 66.54 66.71 66.37 66.38 -0.20 4,772 70,698 -1,296
Sep00 000530 66.67 66.86 66.51 66.53 -0.20 141 11,687 +246
Dec00 000530 66.90 66.90 66.70 66.70 -0.20 6 2,714 +3
Mar01 000530 67.12 67.12 66.87 66.87 -0.20 7 686 +3
Total Volume and Open Interest 4,931 85,951 -1,039
Japanese Yen(IMM)
Jun00 000530 94.10 94.65 94.03 94.19 +0.33 12,075 76,369 -891
Sep00 000530 95.70 96.25 95.67 95.81 +0.34 97 1,571 +16
Dec00 000530 97.50 98.00 97.50 97.53 +0.35 0 592 +0
Total Volume and Open Interest 12,172 78,550 -875
Swiss Franc(IMM)
Jun00 000530 59.65 59.78 59.29 59.40 -0.24 25,519 43,499 -3,321
Sep00 000530 60.23 60.31 59.85 59.94 -0.24 203 340 -7
Dec00 000530 60.46 60.46 60.46 60.46 -0.24 4 36 +1
Total Volume and Open Interest 25,726 43,879 -3,327
EuroFX(IMM)
Jun00 000530 93.67 93.90 93.18 93.31 +0.04 24,639 64,607 -1,141
Sep00 000530 94.28 94.46 93.79 93.88 +0.05 407 2,307 +40
Dec00 000530 94.67 94.95 94.35 94.45 +0.06 195 277 +16
Total Volume and Open Interest 25,241 67,206 -1,085
Mexican Peso(IMM)
Jun00 000530 10435.0 10470.0 10425.0 10450.0 +27.0 1,278 16,981 -373
Sep00 000530 10170.0 10170.0 10160.0 10170.0 +27.0 142 2,880 +18
Total Volume and Open Interest 1,420 21,314 -355
30-Year T-Bonds(CBOT)
Jun00 000530 94~27 95~26 94~27 95~20 +0~11 0 211,935 -31,570
Sep00 000530 94~21 94~25 94~21 94~23 -0~15 0 195,014 +31,545
Dec00 000530 95~02 95~02 94~22 94~22 -0~17 114 2,482 -18
Total Volume and Open Interest 114 409,673 -43
Municipal Bonds(CBOT)
Jun00 000530 93~08 93~12 92~23 92~27 -0~14 3,477 16,560 -1,767
Sep00 000530 92~17 92~20 92~00 92~05 -0~24 2,694 8,063 +1,852
Total Volume and Open Interest 6,171 24,623 +85
10-Year T-Notes(CBOT)
Jun00 000530 96~145 96~150 96~130 96~130 +0~080 0 283,656 -44,351
Sep00 000530 96~075 96~090 96~075 96~075 -0~105 0 329,208 +32,687
Total Volume and Open Interest 0 612,864 -11,664
5-Year T-Notes(CBOT)
Jun00 000530 97~150 97~165 97~105 97~120 -0~065 86,250 211,913 -26,841
Sep00 000530 97~110 97~125 97~065 97~080 -0~065 37,148 201,110 +16,510
Total Volume and Open Interest 123,398 413,023 -10,331
2 Year T-Notes(CBOT)
Jun00 000530 98~076 98~076 98~061 98~061 -0~020      
Sep00 000530 98~057 98~060 98~045 98~045 -0~017      
Total Volume and Open Interest      
3-Mth T-Bills(IMM)
Jun00 000530 93.90 93.93 93.90 93.93 +0.01 25 0 -678
Total Volume and Open Interest 23 676 -2
Eurodollars(IMM)
Jun00 000530 93.065 93.070 93.050 93.052 -0.035 28,664 489,720 -391
Sep00 000530 92.725 92.745 92.700 92.705 -0.060 67,291 578,992 -800
Dec00 000530 92.435 92.470 92.410 92.415 -0.080 77,011 508,183 +823
Mar01 000530 92.435 92.465 92.390 92.395 -0.095 50,670 359,055 +4,665
Jun01 000530 92.425 92.450 92.385 92.390 -0.085 25,515 253,841 -2,483
Sep01 000530 92.445 92.460 92.390 92.390 -0.095 20,974 194,504 +1,557
Dec01 000530 92.410 92.430 92.350 92.350 -0.100 11,864 152,533 -2,957
Mar02 000530 92.470 92.485 92.410 92.410 -0.100 8,604 139,930 +1,080
Jun02 000530 92.480 92.490 92.420 92.415 -0.095 4,631 98,740 +880
Sep02 000530 92.495 92.495 92.430 92.425 -0.090 3,593 90,455 +616
Dec02 000530 92.455 92.455 92.390 92.385 -0.090 4,214 73,431 +400
Mar03 000530 92.500 92.505 92.440 92.440 -0.085 3,027 69,621 +1,073
Total Volume and Open Interest 325,131 3,401,990 +10,025
3-Mth Euro-Yen(IMM)
Jun00 000530 99.88 99.88 99.88 99.88 unch 596 15,823 +106
Sep00 000530 99.78 99.79 99.78 99.78 -0.03 542 12,405 +53
Dec00 000530 99.63 99.64 99.63 99.63 -0.05 300 13,330 +60
Mar01 000530 99.54 99.54 99.52 99.53 -0.05 86 15,398 -17
Jun01 000530 99.42 99.43 99.42 99.42 -0.06 313 4,139 +95
Sep01 000530 99.29 99.29 99.28 99.28 -0.06 29 19,941 -51
Dec01 000530 99.14 99.14 99.14 99.14 -0.07 5 1,506 +5
Mar02 000530 99.02 99.02 99.02 99.02 -0.06      
Jun02 000530 98.78 98.78 98.78 98.78 unch      
Sep02 000530 98.63 98.63 98.63 98.63 unch      
Total Volume and Open Interest 1,871 84,072 +251
3-Mth Euro-Yen(SIMEX)
Jun00 000530 99.88 99.89 99.88 99.88 unch 4,066 78,307 -775
Sep00 000530 99.79 99.79 99.78 99.79 -0.01 5,665 67,528 -2,709
Dec00 000530 99.64 99.64 99.63 99.64 -0.02 10,378 77,011 -1,474
Mar01 000530 99.54 99.55 99.54 99.54 -0.03 7,995 70,858 +563
Jun01 000530 99.43 99.44 99.42 99.43 -0.03 5,870 59,924 -1,003
Sep01 000530 99.30 99.31 99.29 99.29 -0.04 2,535 56,535 -263
Dec01 000530 99.14 99.14 99.14 99.14 -0.04 2,240 16,091 -6
Mar02 000530 99.03 99.03 99.01 99.02 -0.05 320 12,056 +0
Total Volume and Open Interest      
German Euro-Bund(EUREX)
Jun00 000530 105.27 105.58 104.98 105.12 -0.07 895,009 650,115 -26,933
Sep00 000530 105.06 105.27 104.70 104.85 -0.06 82,924 150,149 +1,008
Dec00 000530 104.80 104.80 104.45 104.45 -0.14 5,566 2,560 +0
Total Volume and Open Interest      
German Euro-Bobl(EUREX)
Jun00 000530 103.10 103.22 102.85 102.95 -0.08 294,399 331,459 -12,561
Sep00 000530 103.10 103.27 102.89 103.01 -0.02 26,604 46,753 -286
Dec00 000530 102.37 102.37 102.37 102.37 -0.08 100 1,455 -90
Total Volume and Open Interest      
Long Gilt(LIFFE)
Jun00 000530 113~18 113~27 113~05 113~15 -0~05 0 36,572 -15,621
Sep00 000530 113~13 113~16 112~27 113~06 -0~05 0 34,909 +12,377
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Jun00 000530 93.69 93.70 93.68 93.70 +0.01 0 185,176 +2,116
Sep00 000530 93.49 93.52 93.47 93.50 -0.01 0 202,101 -2,818
Dec00 000530 93.33 93.37 93.30 93.34 -0.02 0 159,635 -153
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Jun00 000530 95.520 95.555 95.455 95.465 -0.060 12,476 302,845 -1
Sep00 000530 95.210 95.255 95.130 95.145 -0.065 9,364 350,487 +2,076
Dec00 000530 94.940 94.985 94.845 94.865 -0.080 6,909 205,660 +1,758
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Jun00 000530 93.73 93.77 93.72 93.75 unch 6,834 137,488 -1,360
Sep00 000530 93.59 93.64 93.56 93.61 +0.01 15,329 160,670 +6,177
Dec00 000530 93.45 93.49 93.42 93.47 +0.01 3,333 47,045 +390
Mar01 000530 93.40 93.41 93.34 93.39 unch 1,191 24,782 +347
Jun01 000530 93.35 93.36 93.29 93.33 -0.01 382 15,106 +343
Sep01 000530 93.25 93.29 93.25 93.28 unch 46 8,634 -54
Dec01 000530 93.24 93.24 93.23 93.23 -0.01 20 6,385 +20
Mar02 000530 93.21 93.21 93.19 93.19 -0.03 55 5,332 +30
Jun02 000530 93.18 93.18 93.18 93.16 -0.02 10 2,510 +0
Sep02 000530 93.15 93.15 93.15 93.15 -0.02 0 2,064 +0
Total Volume and Open Interest      
10-Year Aus T-Bonds(SFE)
Jun00 000530 93.77 93.77 93.71 93.71 -0.06 8,131 183,838 +2,964
Sep00 000530 93.72 93.72 93.72 93.70 -0.06 4 376 -14
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Jun00 000530 93.81 93.85 93.79 93.81 -0.02 19,943 366,248 +1,596
Sep00 000530 93.75 93.75 93.75 93.75 -0.03 0 134 +0
Total Volume and Open Interest      
Gold(CMX)
Jun00 000530 273.5 274.3 271.7 272.3 +0.1 30,192 25,007 -9,904
Aug00 000530 276.6 277.0 275.1 275.5 +0.5 21,903 77,380 +11,683
Oct00 000530 281.2 281.2 278.3 278.5 +0.6 29 4,030 +8
Dec00 000530 282.9 282.9 281.1 281.4 +0.6 1,507 21,015 +83
Feb01 000530 285.1 285.1 284.1 284.1 +0.6 1 9,882 +1
Apr01 000530 286.9 286.9 286.9 286.9 +0.6 0 3,595 +0
Total Volume and Open Interest 53,675 145,900 -1,729
Silver(CMX)
Jul00 000530 498.0 498.0 491.5 494.8 -1.5 5,723 61,654 +313
Sep00 000530 503.0 503.0 497.0 499.0 -1.5 399 5,671 +37
Dec00 000530 509.0 509.0 499.0 504.6 -1.2 133 7,857 -13
Mar01 000530 510.0 510.0 506.0 508.7 -1.0 0 862 +0
May01 000530 511.2 511.2 508.7 511.2 -1.0 0 807 +0
Total Volume and Open Interest 6,255 80,879 +696
Platinum(NYM)
Jul00 000530 540.0 549.8 538.2 545.9 +6.5 746 9,907 -43
Oct00 000530 531.0 542.9 508.9 524.9 +7.5 29 960 +20
Jan01 000530 509.4 509.4 508.9 508.9 +7.5 0 18 +0
Total Volume and Open Interest 775    
Palladium(NYME)
Jun00 000530 565.50 572.00 565.00 570.20 +4.70 259 633 -187
Sep00 000530 568.00 573.00 567.00 572.70 +5.20 233 1,757 +131
Dec00 000530 569.70 569.70 569.70 569.70 +5.20 0 100 +0
Total Volume and Open Interest 492    
Copper(CMX)
Jul00 000530 82.80 82.80 80.60 81.15 -2.40 2,662 37,743 -323
Sep00 000530 82.60 82.60 81.00 81.60 -2.15 95 7,428 -15
Dec00 000530 83.00 83.00 81.50 81.90 -1.85 62 6,534 -29
Mar01 000530 82.80 82.80 82.10 82.10 -1.75 0 1,903 +0
May01 000530 82.90 82.90 82.10 82.10 -1.75 0 788 +0
Total Volume and Open Interest 4,452 60,498 -7,987
DJIA Index(CBOT)
Jun00 000530 10405 10585 10381 10567 +234 13,253 17,279 +0
Sep00 000530 10550 10705 10530 10705 +237 201 768 +0
Dec00 000530 10685 10857 10685 10857 +239 10 2,044 +0
Total Volume and Open Interest 9,733 20,512 +20,512
S & P 500(CME)
Jun00 000530 1395.50 1429.50 1394.00 1427.20 +45.90 57,109 366,805 -2,600
Sep00 000530 1416.50 1450.00 1416.50 1448.50 +46.40 5,892 24,034 +4,098
Dec00 000530 1448.00 1470.80 1445.80 1471.50 +47.70 100 3,519 +90
Mar01 000530 1468.40 1493.60 1462.60 1495.50 +48.90 622 0 -622
Total Volume and Open Interest 63,208 395,634 +1,663
S & P 500 E-Mini(Globex)
Jun00 000530 1383.50 1428.75 1381.50 1427.25 +46.00 64,459 37,182 +487
Sep00 000530 1416.25 1449.25 1415.75 1448.50 +46.50 37 67 +6
Total Volume and Open Interest 64,496 37,249 +493
NASDAQ 100(CME)
Jun00 000530 3210.00 3435.00 3210.00 3427.00 +297.00 14,000 38,560 -358
Sep00 000530 3320.00 3481.00 3315.00 3479.00 +300.00 10 692 +10
Dec00 000530 3531.00 3531.00 3531.00 3531.00 +303.00      
Total Volume and Open Interest 14,010 39,252 -348
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000530 3123.5 3440.0 3123.0 3427.0 +297.0 26,523 26,154 -242
Sep00 000530 3280.5 3483.0 3246.0 3479.0 +300.0 4 7 +0
Total Volume and Open Interest 26,527 26,161 -242
NYSE Composite(NYBOT)
Jun00 000530 635.50 644.00 634.00 643.90 +13.60 498 2,120 +26
Sep00 000530 652.65 652.65 652.65 652.65 +13.60 12 230 +0
Dec00 000530 661.40 661.40 661.40 661.40 +13.60 6 114 +0
Total Volume and Open Interest 445 3,702 +1,861
S & P Midcap 400(CME)
Jun00 000530 466.00 478.00 466.00 476.90 +15.90 672 12,683 -77
Sep00 000530 483.50 483.50 483.50 483.50 +15.90      
Dec00 000530 488.40 488.40 488.40 488.40 +15.90      
Total Volume and Open Interest 672 12,683 -77
Russell 2000(CME)
Jun00 000530 465.00 480.50 464.50 480.25 +22.50 1,435 12,942 -175
Sep00 000530 486.05 486.05 486.05 486.05 +22.50      
Dec00 000530 494.05 494.05 494.05 494.05 +22.50      
Total Volume and Open Interest 1,435 12,942 -175
Value Line(KCBT)
Jun00 000530 1046.00 1062.25 1044.00 1061.55 +23.55      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun00 000530 16460 16620 16380 16610 +565 808 18,298 +45
Sep00 000530 16400 16625 16400 16625 +565 26 1,325 +0
Total Volume and Open Interest 834 19,623 +45
Nikkei 225(SIMEX)
Jun00 000530 16310 16480 16200 16305 +50 10,084 0 -110,497
Sep00 000530 16330 16445 16240 16305 +50 212 0 -11,992
Dec00 000530 16285 16285 16285 16285 +50      
Total Volume and Open Interest 10,296    
CAC 40(MATIF)
May00 000530 6240.0 6339.5 6205.0 6311.5 +119.5 99,151 0 +0
Jun00 000530 6235.0 6329.5 6200.0 6304.0 +120.5 65,909 0 +0
Jul00 000530 6235.5 6338.5 6235.5 6320.5 +120.5 528 0 +0
Total Volume and Open Interest      
DAX Index(EUREX)
Jun00 000530 7052.0 7167.5 7047.0 7129.0 +93.0 29,683 424,663 -1,342
Sep00 000530 7143.0 7237.5 7143.0 7207.5 +94.0 228 1,020 +25
Dec00 000530 7231.5 7291.5 7231.5 7291.5 +92.0 28 399 +0
Total Volume and Open Interest      
FT-SE 100(LIFFE)
Jun00 000530 6281.00 6415.00 6281.00 6370.00 +136.00 0 218,284 -92
Sep00 000530 6380.00 6442.00 6354.00 6430.00 +137.50 0 23,465 +179
Dec00 000530 6507.00 6507.00 6507.00 6507.00 +137.50 0 1,284 +0
Total Volume and Open Interest 0 243,033 +243,033
SPI 200(SFE)
Jun00 000530 3032.0 3051.0 3029.0 3037.0 unch 6,103 128,012 +3,905
Sep00 000530 3058.0 3060.0 3058.0 3055.0 +1.0 82 4,278 +6
Dec00 000530 3071.0 3071.0 3071.0 3071.0 unch 0 2,346 +0
Total Volume and Open Interest      
GSCI(CME)
Jun00 000530 227.20 228.55 225.80 227.20 unch 597 38,928 -646
Jul00 000530 225.05 225.20 224.90 225.20 unch 552 985 +435
Aug00 000530 222.50 223.30 222.50 222.60 unch      
Total Volume and Open Interest 1,149 39,913 -211
Bridge CRB Index(NYBOT)
Jun00 000530 225.30 225.50 224.25 224.50 -1.50 569 1,392 -211
Aug00 000530 225.20 225.50 224.25 224.70 -1.20 378 1,118 +181
Nov00 000530 224.90 224.90 224.90 224.90 -0.90 6 435 +2
Total Volume and Open Interest 6,455 62,715 +62,715
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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