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MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed May 31, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000531 520.00 520.50 515.75 517.50 +0.50 45,313 82,659 -3,641
Aug00 000531 521.50 522.50 517.75 519.50 +0.75 3,652 13,925 +454
Sep00 000531 523.00 523.00 518.50 520.25 +0.50 3,077 11,005 +530
Nov00 000531 527.00 528.00 523.50 525.50 +1.50 16,716 49,896 -2,064
Jan01 000531 534.50 535.75 531.50 532.50 +1.00 1,480 5,378 +354
Mar01 000531 541.50 542.00 537.50 539.50 +1.50 647 5,583 -3
May01 000531 545.50 545.50 542.00 543.75 +1.25 189 5,628 -2
Total Volume and Open Interest 71,763 179,235 -4,475
Soybean Meal(CBOT)
Jul00 000531 176.50 177.50 175.80 176.70 +1.40 17,323 50,013 -836
Aug00 000531 175.30 175.80 174.50 175.40 +1.20 3,140 14,872 +405
Sep00 000531 174.30 174.70 173.50 174.60 +1.10 1,761 8,730 -180
Oct00 000531 172.50 173.50 172.00 173.40 +1.70 826 7,168 -127
Dec00 000531 173.00 174.30 172.50 174.10 +1.70 3,660 23,039 +412
Jan01 000531 173.50 174.00 173.00 174.00 +1.40 80 2,268 +59
Mar01 000531 174.00 175.00 173.60 174.50 +1.30 110 2,715 -53
May01 000531 174.20 174.80 174.00 174.70 +1.00 72 2,093 +38
Total Volume and Open Interest 26,980 111,187 -225
Soybean Oil(CBOT)
Jul00 000531 15.98 16.04 15.86 15.87 +0.01 21,887 49,530 +1,594
Aug00 000531 16.22 16.25 16.05 16.06 -0.02 5,422 16,966 +948
Sep00 000531 16.42 16.45 16.30 16.32 +0.04 2,127 13,269 +239
Oct00 000531 16.63 16.65 16.50 16.50 +0.02 1,810 9,833 +1,199
Dec00 000531 16.90 16.99 16.82 16.83 +0.01 3,888 22,067 +591
Jan01 000531 17.30 17.30 17.20 17.20 +0.01 381 9,194 -61
Mar01 000531 17.60 17.63 17.50 17.50 +0.02 87 4,220 +59
May01 000531 17.92 17.92 17.80 17.80 +0.08 58 4,284 +8
Total Volume and Open Interest 36,229 132,778 +4,922
Canola(WCE)
Aug00 000531 262.5 262.5 262.5 262.5 +0.6 26 4,694 +4,694
Sep00 000531 264.5 264.5 264.5 264.5 +2.5 18 824 +824
Nov00 000531 270.5 272.3 270.4 270.6 +1.1 10 32,893 +92
Jan01 000531 276.5 277.6 275.5 275.5 +1.2 90 4,477 -37
Mar01 000531 281.4 281.4 281.4 281.4 +2.6 21 244 +4
Total Volume and Open Interest 7,782 71,998 +2,089
Corn(CBOT)
Jul00 000531 225.50 226.00 223.25 225.00 +0.75 65,854 208,073 -8,418
Sep00 000531 234.00 234.50 232.00 233.00 unch 10,150 66,758 +3,263
Nov00 000531 239.50 239.75 239.00 239.25 +1.00 96 988 +61
Dec00 000531 244.50 244.50 241.25 244.00 +1.00 22,374 142,301 +1,227
Jan01 000531 247.50 247.50 247.50 247.50 +1.50 9 164 +0
Mar01 000531 252.75 253.00 249.75 252.50 +0.75 1,252 18,244 -13
Total Volume and Open Interest 101,017 451,502 -3,597
Wheat(CBOT)
Jul00 000531 275.75 276.50 274.25 274.75 +0.50 20,488 73,137 -2,527
Sep00 000531 287.50 288.50 286.00 286.75 +0.75 3,659 22,536 +76
Dec00 000531 304.00 304.00 301.00 301.75 unch 2,847 26,612 -29
Mar01 000531 315.50 316.50 314.50 315.25 +1.00 210 7,061 -48
May01 000531 320.00 320.00 320.00 320.00 +0.50 0 73 +0
Total Volume and Open Interest 27,475 133,713 -2,343
Wheat(KCBT)
Jul00 000531 303.75 305.50 303.50 304.25 +2.00 6,716 34,001 -1,046
Sep00 000531 315.50 316.00 314.25 314.75 +0.75 2,285 10,946 +186
Dec00 000531 329.00 329.75 328.00 328.75 +1.00 2,168 15,982 +256
Mar01 000531 339.50 339.50 339.00 339.50 +0.50 22 1,996 +20
May01 000531 341.25 341.25 341.25 341.25 +1.25 40 318 +0
Total Volume and Open Interest 11,233 63,724 -584
Wheat(MGE)
Jul00 000531 329.25 335.25 326.00 327.50 -0.50 2,857 10,231 +137
Sep00 000531 339.50 340.00 337.75 338.25 -0.75 1,166 5,915 -53
Dec00 000531 353.50 353.50 352.25 352.25 -0.50 289 3,486 -61
Mar01 000531 364.00 365.00 364.00 364.75 -0.75 8 367 +367
May01 000531 370.50 370.50 370.50 370.50 unch 10 71 +71
Total Volume and Open Interest 4,330 20,083 +461
Oats(CBOT)
Jul00 000531 113.75 114.00 112.25 113.00 unch 847 8,505 -96
Sep00 000531 119.75 119.75 118.25 119.00 unch 355 2,795 +3
Dec00 000531 126.50 126.50 125.50 126.25 +0.25 1,289 4,278 -182
Mar01 000531 134.50 134.50 134.00 134.00 unch 100 476 +50
Total Volume and Open Interest 2,591 16,055 -225
Rough Rice(CBOT)
Jul00 000531 5.55 5.55 5.46 5.48 -0.03 278 4,095 -1
Sep00 000531 6.47 6.49 6.45 6.45 +0.01 53 992 +4
Nov00 000531 6.61 6.62 6.59 6.60 +0.02 28 1,547 +7
Jan01 000531 6.79 6.79 6.76 6.76 +0.02 10 781 -5
Total Volume and Open Interest 369 7,475 +5
Live Cattle(CME)
Jun00 000531 67.175 67.900 67.150 67.775 +0.700 7,660 24,730 -3,126
Aug00 000531 66.800 67.550 66.775 67.250 +0.500 9,082 45,397 +1,182
Oct00 000531 69.750 70.200 69.725 70.025 +0.350 3,382 24,858 +1,232
Dec00 000531 71.400 71.900 71.350 71.700 +0.375 314 8,721 -17
Feb01 000531 73.200 73.400 73.125 73.225 +0.125 263 4,455 -15
Apr01 000531 75.125 75.450 75.125 75.375 +0.275 196 4,302 -40
Total Volume and Open Interest 20,981 114,954 +1,707
Feeder Cattle(CME)
Aug00 000531 84.325 84.850 84.325 84.775 +0.450 1,257 9,674 +61
Sep00 000531 84.450 84.850 84.350 84.775 +0.350 275 2,002 +8
Oct00 000531 85.350 85.650 85.300 85.625 +0.375 146 2,325 +20
Nov00 000531 86.300 86.650 86.300 86.650 +0.300 105 1,517 -29
Jan01 000531 87.350 87.650 87.300 87.650 +0.325 33 979 -7
Mar01 000531 87.500 87.500 87.500 87.500 +0.200 11 176 +176
Apr01 000531 87.450 87.450 87.450 87.450 +0.050      
Total Volume and Open Interest 1,827 18,505 +230
Lean Hogs(CME)
Jun00 000531 68.100 69.175 67.825 68.300 +0.475 3,526 0 -18,060
Jul00 000531 67.850 69.350 67.650 68.600 +0.900 2,501 0 -15,811
Aug00 000531 66.550 67.950 66.450 67.450 +1.075 1,162 0 -11,414
Oct00 000531 58.600 60.000 58.500 59.875 +1.275 524 0 -6,579
Dec00 000531 56.600 58.000 56.600 57.675 +1.125 177 0 -5,626
Feb01 000531 57.500 58.500 57.500 58.450 +0.950 18 0 -1,601
Apr01 000531 55.600 56.450 55.600 55.900 +0.300 5 0 -509
Jun01 000531 62.300 62.675 62.300 62.675 +0.225 4 0 -37
Total Volume and Open Interest      
Pork Bellies(CME)
Jul00 000531 85.450 88.450 84.900 87.300 +1.850 830 4,053 -58
Aug00 000531 83.000 86.250 82.700 84.000 +0.750 200 1,621 +61
Feb01 000531 73.300 74.450 73.300 74.450 -0.250 2 0 -99
Mar01 000531 73.050 73.050 73.050 73.050 -0.950      
Total Volume and Open Interest 1,032 5,674 -96
Cocoa(NYBOT)
Jul00 000531 837 844 829 842 +12 2,671 33,119 -638
Sep00 000531 866 872 858 871 +13 569 27,340 +16
Dec00 000531 898 905 895 905 +13 615 18,824 +139
Mar01 000531 939 939 939 939 +13 359 7,774 +73
May01 000531 964 964 964 964 +13 0 5,519 +0
Jul01 000531 990 990 990 990 +13 0 7,024 +0
Sep01 000531 1016 1016 1016 1016 +12 0 3,627 +0
Total Volume and Open Interest 4,214 112,310 -410
Coffee "C"(NYBOT)
Jul00 000531 101.25 101.70 92.60 93.00 -7.40 3,895 26,134 -220
Sep00 000531 104.30 104.50 96.00 96.20 -7.10 750 14,732 +81
Dec00 000531 107.90 108.00 99.85 99.85 -7.00 140 5,168 +12
Mar01 000531 111.50 111.70 103.50 103.60 -6.80 32 2,027 +8
May01 000531 105.60 105.60 105.60 105.60 -6.80 0 292 +0
Jul01 000531 116.00 116.00 107.60 107.60 -6.80 0 52 +0
Total Volume and Open Interest 4,817 48,061 -119
Orange Juice(NYBOT)
Jul00 000531 82.00 82.80 81.10 81.35 -0.85 696 11,651 +50
Sep00 000531 81.90 82.70 81.25 81.40 -0.70 196 5,895 +81
Nov00 000531 82.00 82.40 81.30 81.50 -0.70 89 3,628 +17
Jan01 000531 82.50 83.00 81.90 82.00 -0.45 22 1,325 +9
Mar01 000531 82.50 82.50 82.00 82.00 -0.95 17 1,211 -3
Total Volume and Open Interest 1,020 24,175 +154
Sugar #11(NYBOT)
Jul00 000531 7.66 7.70 7.53 7.55 -0.15 10,209 99,895 -2,712
Oct00 000531 7.66 7.67 7.57 7.63 -0.04 5,959 54,974 +1,992
Mar01 000531 7.61 7.65 7.57 7.61 -0.04 1,995 34,523 +596
May01 000531 7.52 7.57 7.50 7.57 +0.02 170 4,972 -28
Jul01 000531 7.47 7.47 7.47 7.47 -0.05 170 6,339 +114
Total Volume and Open Interest 18,953 208,611 +98
London Cocoa(LCE)
May00 000515 601 607 599 599 -6 1,822 11,607 -3,028
Jul00 000531 629 636 625 635 +10 3,550 28,829 -322
Sep00 000531 648 656 645 655 +10 818 33,562 +1,697
Dec00 000531 680 689 680 689 +10 4,071 33,796 +37
Mar01 000531 696 704 696 704 +10 33 25,666 -83
May01 000531 715 719 715 719 +10 11 17,729 +0
Jul01 000531 729 733 729 733 +10 1 4,900 -58
Total Volume and Open Interest      
London Coffee(LCE)
May00 000531 910.00 925.00 910.00 923.00 +18.00 53 173 -3
Jul00 000531 929.00 947.00 920.00 923.00 -5.00 3,646 32,625 -57
Sep00 000531 944.00 960.00 935.00 937.00 -5.00 1,415 18,838 +13
Nov00 000531 960.00 972.00 950.00 951.00 -3.00 228 6,841 -38
Jan01 000531 982.00 984.00 962.00 962.00 -4.00 214 2,468 +6
Mar01 000531 997.00 997.00 975.00 975.00 -4.00 6 857 +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 000531 215.20 216.50 214.90 216.50 +1.10 1,079 21,192 +21,192
Oct00 000531 215.60 216.90 215.30 216.90 +1.30 962 12,234 +12,234
Dec00 000531 217.90 219.40 217.90 219.40 +1.60 69 2,464 +2,464
Mar01 000531 219.10 220.80 218.50 220.70 +1.60 6 4,212 +4,212
Total Volume and Open Interest      
Cotton(NYBOT)
Jul00 000531 61.50 63.00 60.60 62.64 +1.54 8,972 26,723 -1,218
Oct00 000531 63.20 64.25 62.20 64.15 +1.35 370 2,097 +116
Dec00 000531 63.60 65.30 63.10 65.03 +1.44 4,997 21,709 -17
Mar01 000531 64.55 65.95 64.20 65.95 +1.40 287 2,637 +77
May01 000531 65.20 66.65 64.60 66.55 +1.35 14 1,354 +1
Jul01 000531 65.80 67.15 65.50 67.15 +1.35 19 519 -1
Total Volume and Open Interest 14,664 55,321 -1,037
Lumber(CME)
Jul00 000531 298.5 298.5 294.0 297.0 -1.0 710 2,367 -30
Sep00 000531 296.7 298.7 294.1 296.0 -0.7 137 552 +20
Nov00 000531 296.8 297.0 296.0 296.6 -1.0 153 380 -13
Jan01 000531 299.6 299.6 299.6 299.6 +0.6      
Total Volume and Open Interest 1,000 3,299 -23
Crude Oil(NYM)
Jul00 000531 30.65 30.77 28.95 29.01 -1.34 49,355 136,162 +463
Aug00 000531 29.70 29.83 28.35 28.42 -0.99 22,974 59,166 +371
Sep00 000531 29.00 29.25 27.80 27.89 -0.88 5,422 32,874 +928
Oct00 000531 28.65 28.65 27.40 27.40 -0.84 675 19,346 -139
Nov00 000531 28.05 28.05 26.92 26.92 -0.81 1,120 17,113 +20
Dec00 000531 27.50 27.60 26.47 26.47 -0.78 2,279 40,517 +102
Jan01 000531 26.06 26.06 26.06 26.06 -0.76 551 15,551 +74
Feb01 000531 25.69 25.69 25.69 25.69 -0.74 418 8,021 -51
Mar01 000531 26.00 26.00 25.32 25.32 -0.72 65 9,287 +2
Apr01 000531 24.95 24.95 24.95 24.95 -0.70 200 4,218 +66
Total Volume and Open Interest 85,936 420,409 +420,409
Heating Oil(NYM)
Jun00 000531 77.70 77.80 72.50 73.98 -2.50 34,930 124,901 +105,587
Jul00 000531 76.00 76.20 72.00 72.33 -2.52 16,392 38,362 +2,492
Aug00 000531 75.50 75.90 72.40 72.48 -2.37 2,115 14,591 +331
Sep00 000531 75.65 76.10 72.50 72.83 -2.27 1,162 8,471 -277
Oct00 000531 76.40 76.40 73.18 73.18 -2.12 1,134 6,387 +237
Nov00 000531 76.70 76.70 73.53 73.53 -1.87 285 8,604 +107
Dec00 000531 76.30 76.90 73.00 73.83 -2.07 900 18,512 -56
Jan01 000531 76.00 76.00 73.43 73.43 -2.17 155 6,240 +96
Feb01 000531 74.75 74.75 72.13 72.13 -2.12 236 5,669 +44
Mar01 000531 72.15 72.15 69.63 69.63 -1.77 70 4,218 +8
Total Volume and Open Interest 34,930 124,901 +105,587
Unleaded Gas(NYM)
Jun00 000531 107.50 109.00 102.00 103.80 -2.72 23,230 12,392 -5,728
Jul00 000531 101.00 101.30 97.00 97.55 -2.95 18,409 41,030 +1,432
Aug00 000531 95.20 95.40 92.00 92.58 -1.82 3,574 14,635 -102
Sep00 000531 89.30 89.80 86.75 87.38 -1.22 1,819 14,519 -39
Oct00 000531 83.20 83.20 81.20 81.38 -2.06 179 8,117 -65
Nov00 000531 78.90 79.20 77.78 77.78 -0.22 11 3,235 -10
Dec00 000531 77.55 77.55 75.78 75.78 -0.67 35 2,239 +22
Jan01 000531 73.80 74.33 73.80 74.33 -0.37 1 301 +0
Total Volume and Open Interest 47,304 96,332 +79,557
Natural Gas(NYM)
Jul00 000531 4.450 4.555 4.345 4.356 +0.002 32,798 64,275 +509
Aug00 000531 4.430 4.530 4.340 4.343 -0.002 8,018 30,678 +696
Sep00 000531 4.405 4.515 4.320 4.328 +0.013 2,687 26,659 +358
Oct00 000531 4.420 4.510 4.335 4.343 +0.013 5,402 24,823 -476
Nov00 000531 4.520 4.610 4.443 4.443 +0.003 1,502 15,747 -690
Dec00 000531 4.620 4.710 4.543 4.543 +0.003 2,635 25,204 +43
Jan01 000531 4.610 4.720 4.540 4.553 -0.007 2,697 22,383 +152
Feb01 000531 4.400 4.490 4.330 4.338 +0.013 1,304 12,136 +254
Total Volume and Open Interest 66,746 331,487 +283,857
Brent Crude Oil(IPE)
Jul00 000531 29.10 29.52 28.20 28.31 -0.65 38,344 93,922 +3,143
Aug00 000531 28.08 28.33 27.10 27.10 -0.94 23,468 73,586 -719
Sep00 000531 27.30 27.54 26.34 26.34 -0.98 8,787 24,859 +685
Oct00 000531 25.90 25.90 25.90 25.90 -0.99 4,263 15,697 +1,318
Nov00 000531 26.49 26.70 25.60 25.60 -0.93 727 9,859 +375
Dec00 000531 25.27 25.27 25.27 25.27 -0.86 3,829 29,899 -115
Jan01 000531 25.65 25.83 24.86 24.86 -0.82 82 11,867 +26
Feb01 000531 25.21 25.40 24.47 24.47 -0.77 76 6,999 +116
Total Volume and Open Interest      
Gas Oil(IPE)
Jun00 000531 230.00 233.00 227.75 228.50 -2.00 9,331 29,545 -840
Jul00 000531 227.75 230.75 224.50 225.25 -3.25 6,551 27,991 +2,065
Aug00 000531 227.00 230.00 225.50 225.50 -1.75 2,263 9,077 +294
Sep00 000531 230.00 230.50 226.50 226.50 -2.25 708 7,245 +37
Oct00 000531 230.75 231.25 227.50 227.50 -2.25 149 4,210 -356
Nov00 000531 230.75 230.75 227.25 227.25 -2.00 4 2,614 +0
Dec00 000531 228.50 230.00 227.00 227.00 -1.75 1,740 20,007 +14
Jan01 000531 227.00 227.50 224.75 224.75 -1.75 607 2,241 +202
Total Volume and Open Interest      
US Dollar Index(NYBOT)
Jun00 000531 109.09 109.40 108.60 108.69 -0.16 3,097 4,995 -1,767
Sep00 000531 108.65 109.00 108.25 108.35 -0.15 87 2,108 -7
Dec00 000531 107.99 107.99 107.99 107.99 -0.16 0 2 +0
Total Volume and Open Interest 3,184 7,105 -1,605
Australian Dollar(IMM)
Jun00 000531 57.22 57.34 57.00 57.28 -0.46 2,232 22,883 -716
Sep00 000531 57.30 57.45 57.15 57.38 -0.48 128 271 +92
Dec00 000531 57.48 57.48 57.48 57.48 -0.50 1 64 +1
Total Volume and Open Interest 2,361 23,560 -623
British Pound(IMM)
Jun00 000531 149.42 149.92 149.38 149.82 +0.14 6,559 51,781 +941
Sep00 000531 149.80 150.24 149.64 150.10 +0.14 340 798 +149
Dec00 000531 150.38 150.38 150.38 150.38 +0.14 11 253 +1
Total Volume and Open Interest 6,910 52,836 +1,091
Canadian Dollar(IMM)
Jun00 000531 66.54 66.92 66.52 66.87 +0.49 4,721 68,893 -1,805
Sep00 000531 66.72 67.06 66.70 67.02 +0.49 434 14,343 +2,656
Dec00 000531 67.03 67.19 67.03 67.19 +0.49 59 2,741 +27
Mar01 000531 67.36 67.36 67.36 67.36 +0.49 19 693 +7
Total Volume and Open Interest 5,233 86,836 +885
Japanese Yen(IMM)
Jun00 000531 93.37 93.53 92.95 93.15 -1.04 14,715 76,350 -19
Sep00 000531 94.98 95.10 94.54 94.76 -1.05 453 1,669 +98
Dec00 000531 96.83 96.83 96.47 96.47 -1.06 17 593 +1
Total Volume and Open Interest 15,185 78,630 +80
Swiss Franc(IMM)
Jun00 000531 59.26 59.62 59.07 59.50 +0.10 19,039 43,031 -468
Sep00 000531 59.78 60.17 59.74 60.04 +0.10 85 362 +22
Dec00 000531 60.43 60.56 60.40 60.56 +0.10 0 36 +0
Total Volume and Open Interest 19,128 43,436 -443
EuroFX(IMM)
Jun00 000531 93.13 93.78 92.76 93.70 +0.39 20,678 62,697 -1,910
Sep00 000531 93.70 94.35 93.35 94.27 +0.39 508 2,544 +237
Dec00 000531 94.75 94.84 94.18 94.84 +0.39 62 241 -36
Total Volume and Open Interest 21,248 65,497 -1,709
Mexican Peso(IMM)
Jun00 000531 10458.0 10480.0 10440.0 10460.0 +10.0 4,913 16,460 -521
Sep00 000531 10175.0 10190.0 10175.0 10180.0 +10.0 107 2,885 +5
Total Volume and Open Interest 5,080 20,857 -457
30-Year T-Bonds(CBOT)
Jun00 000531 94~29 95~28 94~29 95~22 +0~02 104,436 141,890 -70,045
Sep00 000531 94~27 95~26 94~27 95~20 +0~29 218,081 241,078 +46,064
Dec00 000531 94~29 95~24 94~29 95~20 +0~30 125 2,453 -29
Total Volume and Open Interest 322,642 385,663 -24,010
Municipal Bonds(CBOT)
Jun00 000531 92~29 93~27 92~30 93~21 +0~26 2,824 15,513 -1,047
Sep00 000531 92~09 93~04 92~09 93~00 +0~27 0 8,998 +935
Total Volume and Open Interest 6,079 24,511 -112
10-Year T-Notes(CBOT)
Jun00 000531 96~170 97~015 96~155 96~305 +0~175 106,102 223,423 -60,233
Sep00 000531 96~120 96~285 96~105 96~250 +0~175 156,177 368,671 +39,463
Total Volume and Open Interest 262,279 592,094 -20,770
5-Year T-Notes(CBOT)
Jun00 000531 97~135 97~240 97~120 97~225 +0~105 66,528 171,483 -40,430
Sep00 000531 97~090 97~205 97~085 97~190 +0~110 108,731 238,586 +37,476
Total Volume and Open Interest 175,259 410,069 -2,954
2 Year T-Notes(CBOT)
Jun00 000531 98~061 98~077 98~061 98~069 +0~008      
Sep00 000531 98~045 98~061 98~044 98~056 +0~011      
Total Volume and Open Interest      
3-Mth T-Bills(IMM)
Jun00 000531 93.95 94.22 93.95 94.20 +0.27 26 666 +666
Total Volume and Open Interest 34 680 +4
Eurodollars(IMM)
Jun00 000531 93.045 93.060 93.037 93.050 -0.002 38,176 486,154 -3,566
Sep00 000531 92.695 92.745 92.685 92.720 +0.015 64,582 576,299 -2,693
Dec00 000531 92.400 92.465 92.390 92.445 +0.030 61,070 510,556 +2,373
Mar01 000531 92.395 92.465 92.385 92.450 +0.055 38,056 359,725 +670
Jun01 000531 92.385 92.460 92.370 92.435 +0.045 24,232 259,495 +5,654
Sep01 000531 92.380 92.470 92.380 92.445 +0.055 16,518 197,529 +3,025
Dec01 000531 92.360 92.440 92.350 92.420 +0.070 12,211 154,046 +1,513
Mar02 000531 92.405 92.500 92.405 92.490 +0.080 7,552 140,529 +599
Jun02 000531 92.420 92.505 92.420 92.500 +0.085 3,853 98,817 +77
Sep02 000531 92.430 92.520 92.430 92.510 +0.085 3,055 91,400 +945
Dec02 000531 92.395 92.485 92.395 92.475 +0.090 1,656 73,779 +348
Mar03 000531 92.450 92.540 92.450 92.535 +0.095 1,819 70,126 +505
Total Volume and Open Interest 282,807 3,411,648 +9,658
3-Mth Euro-Yen(IMM)
Jun00 000531 99.89 99.89 99.89 99.89 +0.01 1,120 14,656 -1,167
Sep00 000531 99.79 99.79 99.79 99.79 +0.01 1,197 13,030 +625
Dec00 000531 99.64 99.64 99.63 99.63 unch 1,617 14,279 +949
Mar01 000531 99.54 99.54 99.53 99.53 unch 2,782 15,240 -158
Jun01 000531 99.43 99.43 99.42 99.42 unch 284 4,183 +44
Sep01 000531 99.29 99.29 99.29 99.29 +0.01 360 20,014 +73
Dec01 000531 99.15 99.15 99.15 99.15 +0.01 250 1,553 +47
Mar02 000531 99.02 99.02 99.02 99.02 unch 0 1,591 +1,591
Jun02 000531 98.78 98.78 98.78 98.78 unch      
Sep02 000531 98.63 98.63 98.63 98.63 unch      
Total Volume and Open Interest 7,610 84,685 +613
3-Mth Euro-Yen(SIMEX)
Jun00 000531 99.88 99.89 99.88 99.89 +0.01 2,136 77,072 -1,235
Sep00 000531 99.78 99.79 99.77 99.79 unch 5,668 68,651 +1,123
Dec00 000531 99.62 99.64 99.61 99.64 unch 7,618 77,422 +411
Mar01 000531 99.52 99.55 99.51 99.54 unch 6,716 69,492 -1,366
Jun01 000531 99.41 99.44 99.40 99.43 unch 3,393 61,850 +1,926
Sep01 000531 99.27 99.31 99.27 99.29 unch 2,683 57,349 +814
Dec01 000531 99.14 99.15 99.12 99.14 unch 226 17,446 +1,355
Mar02 000531 99.03 99.03 99.03 99.03 +0.01 0 12,276 +220
Total Volume and Open Interest      
German Euro-Bund(EUREX)
Jun00 000531 105.12 105.60 104.85 105.51 +0.39 879,350 632,571 -17,544
Sep00 000531 104.93 105.31 104.58 105.25 +0.40 75,858 163,819 +13,670
Dec00 000531 104.88 104.88 104.88 104.88 +0.43 1,963 1,697 -863
Total Volume and Open Interest      
German Euro-Bobl(EUREX)
Jun00 000531 102.93 103.04 102.77 103.00 +0.05 331,802 318,059 -13,400
Sep00 000531 102.83 103.08 102.83 103.06 +0.05 36,293 54,437 +7,684
Dec00 000531 102.67 102.67 102.67 102.67 +0.30 725 1,455 +0
Total Volume and Open Interest      
Long Gilt(LIFFE)
Jun00 000531 113~13 114~08 113~04 114~02 +0~19 22,379 29,617 -6,955
Sep00 000531 113~04 113~31 112~28 113~26 +0~20 11,394 37,377 +2,468
Total Volume and Open Interest      
3-Mth Short Sterling(LIFFE)
Jun00 000531 93.69 93.71 93.68 93.70 unch 9,640 182,519 -2,657
Sep00 000531 93.49 93.51 93.47 93.50 unch 24,973 201,529 -572
Dec00 000531 93.34 93.35 93.30 93.33 -0.01 20,975 161,535 +1,900
Total Volume and Open Interest      
3-Mth Euribor(LIFFE)
Jun00 000531 95.455 95.465 95.425 95.455 -0.010 67,621 302,072 -773
Sep00 000531 95.130 95.150 95.100 95.140 -0.005 91,309 346,714 -3,773
Dec00 000531 94.845 94.865 94.815 94.855 -0.010 55,799 203,622 -2,038
Total Volume and Open Interest      
3-Mth Aus T-Bills(SFE)
Jun00 000531 93.73 93.75 93.72 93.73 -0.02 5,590 137,431 -57
Sep00 000531 93.57 93.63 93.56 93.59 -0.02 14,733 165,839 +5,169
Dec00 000531 93.45 93.49 93.42 93.44 -0.03 3,616 48,156 +1,111
Mar01 000531 93.39 93.41 93.34 93.37 -0.02 464 25,073 +291
Jun01 000531 93.31 93.34 93.29 93.31 -0.02 37 14,855 -251
Sep01 000531 93.28 93.28 93.25 93.25 -0.03 8 8,592 -42
Dec01 000531 93.21 93.24 93.20 93.20 -0.03 16 6,397 +12
Mar02 000531 93.17 93.18 93.17 93.18 -0.01 4 5,323 -9
Jun02 000531 93.15 93.15 93.15 93.15 -0.01 0 2,510 +0
Sep02 000531 93.14 93.14 93.14 93.14 -0.01 0 2,059 -5
Total Volume and Open Interest      
10-Year Aus T-Bonds(SFE)
Jun00 000531 93.71 93.75 93.67 93.73 +0.02 12,507 190,495 +6,657
Sep00 000531 93.70 93.74 93.67 93.72 +0.02 202 578 +202
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Jun00 000531 93.77 93.84 93.76 93.80 -0.01 31,692 362,005 -4,243
Sep00 000531 93.76 93.76 93.75 93.75 unch 497 634 +500
Total Volume and Open Interest      
Gold(CMX)
Jun00 000531 272.5 272.7 271.3 271.7 -0.6 23,846 6,860 -18,147
Aug00 000531 275.3 275.7 274.5 274.8 -0.7 28,747 88,771 +11,391
Oct00 000531 278.6 278.6 277.4 277.8 -0.7 272 4,157 +127
Dec00 000531 281.7 281.9 280.5 280.7 -0.7 2,166 21,776 +761
Feb01 000531 284.0 284.0 283.4 283.4 -0.7 6 9,887 +5
Apr01 000531 286.2 286.2 286.2 286.2 -0.7 0 3,595 +0
Total Volume and Open Interest 55,162 140,121 -5,779
Silver(CMX)
Jul00 000531 495.0 499.0 494.5 496.5 +1.7 6,770 61,995 +341
Sep00 000531 501.0 503.0 499.5 500.4 +1.4 408 5,669 -2
Dec00 000531 506.0 509.0 505.0 506.0 +1.4 245 7,986 +129
Mar01 000531 509.5 512.0 509.5 509.9 +1.2 6 865 +3
May01 000531 513.0 513.0 512.2 512.2 +1.0 0 807 +0
Total Volume and Open Interest 7,433 81,352 +473
Platinum(NYM)
Jul00 000531 538.5 545.0 536.5 539.4 -6.5 675 10,078 +171
Oct00 000531 510.0 522.0 510.0 516.9 -8.0 77 1,009 +49
Jan01 000531 500.9 500.9 500.9 500.9 -8.0 0 18 +0
Total Volume and Open Interest 752 11,087 +11,087
Palladium(NYME)
Jun00 000531 574.00 581.85 570.00 581.85 +11.65 241 470 -163
Sep00 000531 576.00 584.00 571.70 582.85 +10.15 168 1,853 +96
Dec00 000531 579.85 579.85 579.85 579.85 +10.15 0 100 +0
Total Volume and Open Interest 409 2,323 +2,323
Copper(CMX)
Jul00 000531 80.60 81.50 79.90 81.45 +0.30 15,076 35,450 -2,293
Sep00 000531 81.30 81.80 80.50 81.75 +0.15 540 7,573 +145
Dec00 000531 81.70 82.00 80.80 82.00 +0.10 190 6,619 +85
Mar01 000531 81.20 82.20 81.20 82.20 +0.10 227 2,010 +107
May01 000531 81.50 82.20 81.50 82.20 +0.10 9 797 +9
Total Volume and Open Interest 17,880 61,840 +1,342
DJIA Index(CBOT)
Jun00 000531 10540 10624 10510 10550 -17 12,020 18,053 +774
Sep00 000531 10670 10740 10660 10688 -17 61 798 +30
Dec00 000531 10845 10870 10840 10850 -7 3 2,048 +4
Total Volume and Open Interest 12,084 20,905 +393
S & P 500(CME)
Jun00 000531 1422.00 1439.00 1420.00 1422.20 -5.00 75,754 360,116 -6,689
Sep00 000531 1446.00 1460.00 1442.00 1443.80 -4.70 9,657 29,054 +5,020
Dec00 000531 1466.00 1481.50 1464.50 1467.00 -4.50 77 3,528 +9
Mar01 000531 1502.70 1505.50 1488.50 1490.80 -4.70 42 655 +655
Total Volume and Open Interest 85,552 393,997 -1,637
S & P 500 E-Mini(Globex)
Jun00 000531 1427.25 1439.00 1419.50 1422.25 -5.00 69,621 38,834 +1,652
Sep00 000531 1447.00 1460.00 1442.25 1443.75 -4.75 54 76 +9
Total Volume and Open Interest 69,675 38,910 +1,661
NASDAQ 100(CME)
Jun00 000531 3385.00 3475.00 3325.00 3325.00 -102.00 21,871 39,150 +590
Sep00 000531 3480.00 3480.00 3379.00 3379.00 -100.00 61 712 +20
Dec00 000531 3433.00 3461.00 3433.00 3433.00 -98.00 0 10 +10
Total Volume and Open Interest 21,932 39,872 +620
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000531 3425.5 3474.0 3325.0 3325.0 -102.0 33,375 27,343 +1,189
Sep00 000531 3440.0 3521.5 3379.0 3379.0 -100.0 15 12 +5
Total Volume and Open Interest 33,390 27,355 +1,194
NYSE Composite(NYBOT)
Jun00 000531 641.75 648.50 641.50 644.90 +1.00 435 2,098 -22
Sep00 000531 657.00 657.00 653.65 653.65 +1.00 0 368 +138
Dec00 000531 666.50 666.50 662.40 662.40 +1.00 0 114 +0
Total Volume and Open Interest 308 1,773 -1,929
S & P Midcap 400(CME)
Jun00 000531 475.00 481.50 474.25 477.80 +0.90 778 12,682 -1
Sep00 000531 484.80 484.80 484.80 484.80 +1.30      
Dec00 000531 488.40 489.30 488.40 489.30 +0.90      
Total Volume and Open Interest 778 12,682 -1
Russell 2000(CME)
Jun00 000531 478.00 483.90 474.20 475.50 -4.75 1,811 13,082 +140
Sep00 000531 481.30 481.30 481.30 481.30 -4.75 50 144 +144
Dec00 000531 489.30 489.30 489.30 489.30 -4.75      
Total Volume and Open Interest 1,861 13,226 +284
Value Line(KCBT)
Jun00 000531 1055.00 1065.00 1051.00 1053.00 -8.55      
Total Volume and Open Interest      
Nikkei 225(CME)
Jun00 000531 16270 16420 16240 16270 -340 1,561 18,574 +276
Sep00 000531 16270 16400 16270 16290 -335 13 1,331 +6
Total Volume and Open Interest 1,574 19,905 +282
Nikkei 225(SIMEX)
Jun00 000531 16620 16630 16250 16350 +45 8,185 109,586 +109,586
Sep00 000531 16615 16615 16280 16350 +45 77 12,096 +12,096
Dec00 000531 16330 16330 16330 16330 +45 0 2,063 +2,063
Total Volume and Open Interest 26,561 111,187 +111,187
CAC 40(MATIF)
May00 000531 6391.0 6392.5 6337.0 6383.5 +72.0 59,167 0 +0
Jun00 000531 6357.5 6438.0 6330.0 6405.0 +101.0 57,530 0 +0
Jul00 000531 6393.0 6445.0 6374.0 6423.0 +102.5 163 0 +0
Total Volume and Open Interest      
DAX Index(EUREX)
Jun00 000531 7210.0 7215.0 7112.0 7130.0 +1.0 30,372 425,057 +394
Sep00 000531 7290.5 7290.5 7198.5 7209.5 +2.0 119 1,081 +61
Dec00 000531 7287.5 7294.5 7287.5 7294.5 +3.0 1 393 -6
Total Volume and Open Interest      
FT-SE 100(LIFFE)
Jun00 000531 6430.00 6445.00 6325.00 6367.50 -2.50 33,267 218,354 +70
Sep00 000531 6429.50 6429.50 6429.50 6429.50 -0.50 2,597 23,839 +374
Dec00 000531 6481.00 6527.50 6476.00 6510.50 +3.50 0 1,284 +0
Total Volume and Open Interest      
SPI 200(SFE)
Jun00 000531 3075.0 3097.0 3075.0 3089.0 +52.0 16,202 137,056 +9,044
Sep00 000531 3097.0 3111.0 3094.0 3107.0 +52.0 534 4,611 +333
Dec00 000531 3130.0 3130.0 3130.0 3123.0 +52.0 42 2,341 -5
Total Volume and Open Interest      
GSCI(CME)
Jun00 000531 229.10 229.40 222.60 222.80 -4.40 1,546 37,889 -1,039
Jul00 000531 227.50 227.50 220.80 220.80 -4.40 152 1,135 +150
Aug00 000531 219.50 219.50 219.50 219.50 -3.10      
Total Volume and Open Interest 1,698 39,024 -889
Bridge CRB Index(NYBOT)
Jun00 000531 225.20 225.70 223.60 223.80 -0.70 162 1,250 -142
Aug00 000531 225.20 225.60 223.95 224.10 -0.60 82 1,139 +21
Nov00 000531 225.25 225.25 224.40 224.40 -0.50 0 435 +0
Total Volume and Open Interest 2,778    
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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