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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 Mon June 05, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000605 537.75 542.00 526.00 529.25 -4.50 28,128 81,470 -368
Aug00 000605 539.25 542.75 529.00 531.50 -4.25 2,290 14,358 -145
Sep00 000605 543.00 543.00 530.25 533.50 -3.25 2,780 12,658 +1,006
Nov00 000605 546.75 552.00 536.50 539.00 -3.50 10,408 51,071 +684
Jan01 000605 548.00 551.00 545.50 546.75 -3.25 195 5,458 +75
Mar01 000605 560.00 560.00 551.50 553.75 -2.75 231 5,087 -138
May01 000605 561.00 561.00 556.00 559.00 -1.00 32 5,826 -9
Total Volume and Open Interest 44,144 181,177 +1,105
Soybean Meal(CBOT)
Jul00 000605 181.80 182.10 178.50 180.30 +0.60 11,424 46,339 -575
Aug00 000605 180.00 180.40 176.80 178.10 +0.40 4,324 15,946 +513
Sep00 000605 176.30 177.50 175.70 176.90 unch 2,480 9,917 +1,086
Oct00 000605 175.00 176.00 174.40 175.20 -0.20 559 6,816 +27
Dec00 000605 179.00 179.00 175.00 176.30 unch 2,345 25,151 -24
Jan01 000605 176.50 177.20 175.60 176.50 -0.20 176 2,293 +31
Mar01 000605 177.30 177.50 176.50 177.20 unch 36 2,667 +16
May01 000605 176.50 177.90 175.50 177.90 -0.10 0 2,269 +0
Total Volume and Open Interest 21,344 111,684 +1,074
Soybean Oil(CBOT)
Jul00 000605 16.82 16.85 16.46 16.52 -0.24 12,809 45,799 -783
Aug00 000605 16.83 16.96 16.67 16.75 -0.21 4,525 19,040 +379
Sep00 000605 17.05 17.17 16.88 16.95 -0.24 2,001 15,071 +17
Oct00 000605 17.25 17.30 17.10 17.15 -0.20 383 9,849 -87
Dec00 000605 17.55 17.72 17.43 17.50 -0.24 2,291 25,185 +426
Jan01 000605 17.85 18.00 17.79 17.83 -0.22 572 9,657 +472
Mar01 000605 18.20 18.20 18.15 18.15 -0.23 64 4,316 +57
May01 000605 18.50 18.50 18.45 18.45 -0.23 29 4,505 +23
Total Volume and Open Interest 22,695 136,822 +510
Canola(WCE)
Aug00 000605 266.0 266.0 266.0 266.0 -1.5 904 5,088 +379
Sep00 000605 268.0 268.0 268.0 268.0 -1.2 12 815 +2
Nov00 000605 275.0 275.0 273.0 273.2 -2.8 71 33,593 +257
Jan01 000605 280.0 280.0 278.6 278.6 -2.5 5 4,557 +5
Mar01 000605 284.2 284.2 284.2 284.2 unch 10 244 +5
Total Volume and Open Interest 9,490 70,077 +519
Corn(CBOT)
Jul00 000605 227.00 228.00 223.25 224.25 -4.75 34,130 200,211 -3,637
Sep00 000605 235.00 236.50 232.25 233.00 -4.75 5,324 69,428 +510
Nov00 000605 241.50 242.50 239.00 239.50 -4.00 51 928 -34
Dec00 000605 245.00 247.00 242.75 243.75 -4.75 15,122 145,942 +730
Jan01 000605 247.25 247.25 247.25 247.25 +215.75 1 163 -1
Mar01 000605 254.00 255.75 251.75 252.50 -4.75 566 18,942 -42
Total Volume and Open Interest 55,433 451,013 -2,472
Wheat(CBOT)
Jul00 000605 266.00 267.50 266.00 267.00 -4.25 20,821 68,779 -2,315
Sep00 000605 278.50 280.00 278.00 278.75 -4.75 3,350 23,307 +497
Dec00 000605 294.00 294.00 293.50 293.50 -6.00 4,552 27,773 +265
Mar01 000605 306.00 306.50 306.00 306.50 -5.50 210 7,247 +40
May01 000605 311.00 311.00 311.00 311.00 -6.00 10 148 +10
Total Volume and Open Interest 29,079 131,897 -1,440
Wheat(KCBT)
Jul00 000605 297.00 299.00 292.75 295.00 -4.25 5,602 33,816 -384
Sep00 000605 307.50 309.50 303.00 305.50 -4.25 1,680 11,647 +602
Dec00 000605 322.75 323.75 317.50 318.50 -6.00 982 15,953 +288
Mar01 000605 334.00 334.00 329.00 329.50 -5.50 133 2,210 +95
May01 000605 335.25 335.25 335.25 335.25 -3.75 16 325 +6
Total Volume and Open Interest 8,413 64,433 +607
Wheat(MGE)
Jul00 000605 326.00 326.25 321.50 324.00 -2.50 2,681 10,455 +567
Sep00 000605 336.00 336.50 331.50 333.50 -3.25 855 5,932 -15
Dec00 000605 349.00 349.75 345.75 347.50 -3.50 236 3,547 +149
Mar01 000605 359.00 360.00 359.00 360.00 -3.75 13 382 +10
May01 000605 365.00 366.00 365.00 366.00 -2.00 9 71 +0
Total Volume and Open Interest 3,794 20,316 +621
Oats(CBOT)
Jul00 000605 115.00 115.00 113.00 113.25 -0.25 855 8,325 -38
Sep00 000605 119.00 120.25 119.00 119.00 unch 469 3,301 +347
Dec00 000605 125.75 126.75 125.25 125.50 -0.50 626 4,351 +33
Mar01 000605 133.00 133.00 132.50 132.50 -0.50 40 541 +40
Total Volume and Open Interest 1,990 16,520 +382
Rough Rice(CBOT)
Jul00 000605 5.47 5.52 5.45 5.49 +0.05 412 4,114 -7
Sep00 000605 6.55 6.63 6.55 6.61 +0.09 243 1,220 +99
Nov00 000605 6.69 6.80 6.69 6.80 +0.13 71 1,611 +52
Jan01 000605 6.90 7.00 6.90 7.00 +0.14 191 968 +56
Total Volume and Open Interest 912 7,973 +200
Live Cattle(CME)
Jun00 000605 68.550 68.925 68.450 68.825 +0.400 6,824 16,028 -4,977
Aug00 000605 68.075 68.725 68.075 68.575 +0.500 6,738 47,487 +1,223
Oct00 000605 70.875 71.300 70.825 71.050 +0.175 1,991 25,928 +433
Dec00 000605 72.600 72.775 72.425 72.575 +0.050 470 8,827 +104
Feb01 000605 74.200 74.200 74.000 74.050 -0.050 329 4,538 +40
Apr01 000605 76.150 76.200 75.950 76.050 -0.100 113 4,384 +83
Total Volume and Open Interest 16,489 109,715 -3,085
Feeder Cattle(CME)
Aug00 000605 85.175 85.900 85.175 85.775 +0.800 1,631 9,436 +168
Sep00 000605 85.450 85.850 85.300 85.725 +0.575 116 2,029 +9
Oct00 000605 86.100 86.600 86.000 86.500 +0.550 224 2,418 -12
Nov00 000605 87.000 87.500 87.000 87.325 +0.500 103 1,781 +41
Jan01 000605 87.950 88.250 87.850 88.150 +0.350 78 1,220 +14
Mar01 000605 87.900 88.250 87.900 88.200 +0.300 17 239 +17
Apr01 000605 88.000 88.100 88.000 88.100 +0.200 0 37 +0
Total Volume and Open Interest 2,170 17,124 +201
Lean Hogs(CME)
Jun00 000605 68.700 68.800 68.100 68.500 -0.100 3,670 13,982 -301
Jul00 000605 70.800 70.800 69.925 70.575 +0.375 4,130 16,268 +16
Aug00 000605 69.250 69.400 68.600 69.225 +0.450 2,923 12,496 +434
Oct00 000605 60.300 60.300 59.550 59.975 -0.425 1,197 7,610 +694
Dec00 000605 58.000 58.000 57.250 57.325 -0.175 640 5,925 +207
Feb01 000605 58.200 58.225 57.825 57.900 -0.300 74 1,691 +17
Apr01 000605 56.000 56.000 55.400 55.400 -0.650 5 513 +1
Jun01 000605 62.100 62.750 62.100 62.100 -0.450 1 44 +1
Total Volume and Open Interest 12,640 58,534 +1,069
Pork Bellies(CME)
Jul00 000605 87.900 88.725 86.300 87.800 -0.050 811 3,900 +92
Aug00 000605 85.750 86.500 84.200 84.550 -0.725 213 1,700 +51
Feb01 000605 73.500 73.500 73.200 73.200 -0.400 2 99 +0
Mar01 000605 72.250 73.000 72.250 73.000 +0.750 1 6 +1
May01 000605 75.000 75.450 75.000 75.450 -0.800 0 1 +0
Total Volume and Open Interest 1,027 5,606 +44
Cocoa(NYBOT)
Jul00 000605 842 845 828 831 -17 5,317 29,445 -2,480
Sep00 000605 868 873 857 860 -15 1,933 28,165 +120
Dec00 000605 907 907 895 895 -16 737 19,042 +103
Mar01 000605 942 942 928 928 -16 19 7,808 +2
May01 000605 957 957 954 954 -15 53 5,573 +53
Jul01 000605 995 995 979 979 -16 0 7,024 +0
Sep01 000605 1008 1009 1004 1004 -18 0 5,000 +0
Total Volume and Open Interest 8,102 98,790 -15,723
Coffee "C"(NYBOT)
Jul00 000605 94.10 94.90 93.00 93.35 -2.20 3,308 25,706 -328
Sep00 000605 97.10 97.90 96.50 96.70 -2.05 1,445 16,368 +125
Dec00 000605 101.10 101.50 100.50 100.75 -1.80 1,028 5,727 +259
Mar01 000605 104.50 105.75 104.50 104.95 -1.55 309 2,263 +150
May01 000605 109.00 109.00 108.50 108.50 unch 1 296 +1
Jul01 000605 112.00 112.00 109.20 109.20 -1.30 8 57 +2
Total Volume and Open Interest 6,105 50,451 +215
Orange Juice(NYBOT)
Jul00 000605 81.90 83.10 81.90 81.90 -0.10 882 11,400 -85
Sep00 000605 82.05 83.10 82.05 82.05 unch 344 6,028 +33
Nov00 000605 82.35 83.05 82.00 82.05 -0.20 43 3,701 +10
Jan01 000605 83.00 83.50 82.60 82.60 -0.10 66 1,445 +16
Mar01 000605 83.70 83.70 82.90 82.90 -0.10 8 1,373 +5
Total Volume and Open Interest 1,343 24,412 -21
Sugar #11(NYBOT)
Jul00 000605 8.07 8.11 7.97 8.00 -0.14 19,849 89,213 -2,322
Oct00 000605 8.07 8.14 8.03 8.06 -0.10 14,764 61,562 +1,451
Mar01 000605 8.01 8.07 7.98 8.00 -0.05 5,721 36,842 +2,101
May01 000605 7.99 8.02 7.95 7.96 -0.02 464 5,345 +281
Jul01 000605 7.98 7.98 7.91 7.91 -0.02 247 6,865 +126
Total Volume and Open Interest 41,530 210,579 +1,800
London Cocoa(LCE)
Jul00 000605 627 629 620 620 -11 634 29,481 +759
Sep00 000605 648 649 638 640 -11 575 33,455 -102
Dec00 000605 678 680 673 674 -11 1,076 37,820 +407
Mar01 000605 698 698 689 689 -11 582 25,969 +179
May01 000605 708 708 704 704 -11 289 17,958 +229
Jul01 000605 718 718 718 718 -11 47 4,938 +47
Sep01 000605 734 735 733 733 -11 0 3,723 +0
Total Volume and Open Interest 3,204 177,623 +1,518
London Coffee(LCE)
Jul00 000605 949.00 951.00 931.00 933.00 -21.00 3,141 29,758 -1,320
Sep00 000605 965.00 968.00 946.00 949.00 -21.00 1,590 19,652 +130
Nov00 000605 981.00 981.00 961.00 961.00 -23.00 141 6,903 -121
Jan01 000605 980.00 980.00 974.00 974.00 -23.00 70 2,374 +1
Mar01 000605 1003.00 1003.00 987.00 987.00 -23.00 12 854 -1
May01 000605 1010.00 1010.00 1000.00 1000.00 -23.00 30 597 -15
Total Volume and Open Interest 4,984 60,138 -1,326
London Sugar(LCE)
Aug00 000605 227.00 227.00 224.00 224.20 -2.90 3,569 22,416 +1,068
Oct00 000605 224.50 225.70 224.50 224.60 -2.00 3,116 12,715 +305
Dec00 000605 225.50 226.30 225.00 225.10 -2.20 683 2,912 +163
Mar01 000605 225.70 226.30 224.60 224.60 -2.90 182 4,380 +104
May01 000605 223.10 223.10 223.10 223.10 -3.10 167 394 +108
Total Volume and Open Interest 7,888 45,523 +97
Cotton(NYBOT)
Jul00 000605 58.70 59.25 58.35 58.67 -0.32 7,027 24,167 -552
Oct00 000605 60.65 60.90 60.10 60.65 -0.15 267 2,222 +24
Dec00 000605 61.30 61.90 61.10 61.55 +0.01 6,160 21,633 -313
Mar01 000605 62.40 62.85 62.40 62.75 -0.05 653 3,197 +307
May01 000605 63.05 63.24 62.90 63.24 -0.06 264 1,549 +94
Jul01 000605 63.85 64.00 63.75 64.00 -0.05 40 556 +30
Total Volume and Open Interest 14,505 53,679 -343
Lumber(CME)
Jul00 000605 296.8 302.7 296.1 298.2 +0.5 314 2,134 -89
Sep00 000605 297.8 300.5 295.9 297.5 +0.6 68 555 +4
Nov00 000605 294.0 297.4 294.0 296.4 +0.4 34 367 -2
Jan01 000605 299.7 301.0 298.0 298.1 -2.0 2 10 +0
Total Volume and Open Interest 418 3,056 -97
Crude Oil(NYM)
Jul00 000605 30.00 30.09 29.47 29.70 -0.65 59,863 121,074 -414
Aug00 000605 29.10 29.30 28.83 28.92 -0.52 28,383 70,841 +6,696
Sep00 000605 28.50 28.55 28.20 28.25 -0.49 3,466 35,765 +1,004
Oct00 000605 27.80 28.00 27.70 27.72 -0.46 138 20,192 -579
Nov00 000605 27.25 27.51 27.24 27.24 -0.43 4,499 18,392 -602
Dec00 000605 26.95 27.10 26.75 26.80 -0.40 5,543 41,282 -107
Jan01 000605 26.55 26.56 26.35 26.38 -0.39 1,644 16,273 +421
Feb01 000605 26.25 26.25 26.01 26.01 -0.38 148 7,595 -12
Mar01 000605 25.76 25.77 25.65 25.65 -0.37 337 9,586 +205
Apr01 000605 25.65 25.65 25.29 25.29 -0.36 200 4,376 +8
Total Volume and Open Interest 108,536 411,950 -37,827
Heating Oil(NYM)
Jul00 000605 75.25 75.50 74.00 74.67 -0.94 12,899 34,546 -1,100
Aug00 000605 75.20 75.40 74.25 74.71 -0.92 5,131 14,697 +609
Sep00 000605 75.00 75.60 74.60 75.01 -0.87 1,611 8,741 +302
Oct00 000605 75.25 75.90 75.00 75.31 -0.82 388 6,606 +125
Nov00 000605 76.00 76.20 75.40 75.56 -0.82 421 10,408 +235
Dec00 000605 76.00 76.15 75.20 75.76 -0.82 1,860 18,022 -300
Jan01 000605 75.80 75.80 74.80 75.21 -0.82 1,459 7,344 +267
Feb01 000605 74.20 74.20 73.60 73.66 -0.77 559 6,702 +218
Mar01 000605 71.10 71.50 70.90 71.06 -0.72 48 4,594 +5
Apr01 000605 68.50 68.50 68.26 68.26 -0.72 236 1,694 +106
Total Volume and Open Interest 25,212 114,771 -3,433
Unleaded Gas(NYM)
Jul00 000605 101.00 101.00 98.40 99.89 -1.97 15,159 44,052 +577
Aug00 000605 96.40 96.70 95.10 96.17 -0.97 11,745 17,483 +548
Sep00 000605 90.20 90.80 89.75 90.67 -0.77 6,004 15,694 +953
Oct00 000605 84.20 84.20 83.20 83.92 -0.67 2,189 9,453 +633
Nov00 000605 79.10 79.60 79.10 79.60 -0.64 1,151 4,068 +323
Dec00 000605 77.20 77.40 77.20 77.40 -0.64 149 2,203 -18
Jan01 000605 76.50 76.50 75.50 75.50 -0.64 9 310 +4
Feb01 000605 76.00 76.00 74.50 74.50 -0.64 178 401 +161
Total Volume and Open Interest 37,121 94,221 +3,718
Natural Gas(NYM)
Jul00 000605 4.080 4.410 4.050 4.398 +0.355 40,198 60,402 -2,900
Aug00 000605 4.060 4.380 4.040 4.365 +0.343 11,335 32,380 +582
Sep00 000605 3.870 4.300 3.870 4.300 +0.300 4,938 27,205 +329
Oct00 000605 4.050 4.300 4.040 4.300 +0.300 6,895 27,599 +617
Nov00 000605 4.060 4.383 4.060 4.383 +0.291 1,746 16,374 +248
Dec00 000605 4.260 4.470 4.190 4.465 +0.278 4,844 26,328 +1,071
Jan01 000605 4.250 4.470 4.195 4.465 +0.273 4,157 24,090 +43
Feb01 000605 4.010 4.245 4.010 4.245 +0.255 1,383 12,188 +220
Total Volume and Open Interest 83,167 338,807 -5,397
Brent Crude Oil(IPE)
Jul00 000605 29.38 29.41 28.27 28.37 -0.68 20,954 77,129 -3,506
Aug00 000605 28.28 28.28 27.33 27.48 -0.64 16,487 71,786 +935
Sep00 000605 27.45 27.45 26.69 26.79 -0.51 5,059 24,923 +689
Oct00 000605 27.01 27.01 26.20 26.37 -0.49 1,940 16,364 -282
Nov00 000605 26.45 26.45 25.86 26.07 -0.44 1,363 10,034 +488
Dec00 000605 26.08 26.08 25.50 25.72 -0.42 3,344 29,849 +1,466
Jan01 000605 25.64 25.64 25.28 25.28 -0.42 1,209 11,705 -8
Feb01 000605 25.27 25.27 24.85 24.85 -0.42 2,036 7,482 +394
Total Volume and Open Interest 57,406 296,606 -1,255
Gas Oil(IPE)
Jun00 000605 232.75 233.25 225.25 225.75 -5.75 9,341 26,073 -2,501
Jul00 000605 230.00 230.00 223.00 223.25 -5.25 6,407 27,738 -1,057
Aug00 000605 229.00 229.00 222.75 223.00 -4.75 3,636 11,235 +1,603
Sep00 000605 229.00 229.00 224.50 224.50 -4.50 930 7,178 +141
Oct00 000605 230.50 230.50 225.00 225.50 -4.50 803 4,825 +297
Nov00 000605 225.00 225.00 225.00 225.00 -4.50 300 2,851 +189
Dec00 000605 229.00 229.00 224.00 224.25 -4.25 1,176 19,944 +83
Jan01 000605 225.75 225.75 222.00 222.00 -4.25 155 2,275 -155
Total Volume and Open Interest 22,903 107,357 -1,300
US Dollar Index(NYBOT)
Jun00 000605 107.65 107.97 107.35 107.37 -0.67 2,127 5,283 +359
Sep00 000605 107.45 107.58 107.00 107.00 -0.72 168 2,192 -13
Dec00 000605 106.63 106.63 106.63 106.63 -0.77 0 2 +0
Total Volume and Open Interest 2,295 7,477 +346
Australian Dollar(IMM)
Jun00 000605 58.33 58.58 58.07 58.27 +0.36 2,603 22,668 -470
Sep00 000605 58.40 58.60 58.15 58.37 +0.36 266 1,141 +103
Dec00 000605 58.60 58.60 58.47 58.47 +0.36 0 64 +0
Total Volume and Open Interest 2,869 23,809 -773
British Pound(IMM)
Jun00 000605 150.96 152.04 150.76 151.98 +1.38 16,301 49,477 -2,854
Sep00 000605 151.46 152.30 151.00 152.24 +1.38 543 1,945 +378
Dec00 000605 152.00 152.60 151.20 152.54 +1.38 7 253 +0
Total Volume and Open Interest 16,851 51,675 -2,480
Canadian Dollar(IMM)
Jun00 000605 67.71 67.91 67.63 67.69 unch 16,584 55,664 -5,280
Sep00 000605 67.99 68.05 67.77 67.84 unch 1,639 15,719 +489
Dec00 000605 68.15 68.20 67.97 68.00 -0.01 105 2,838 +26
Mar01 000605 68.18 68.18 68.17 68.17 -0.01 23 706 +13
Total Volume and Open Interest 18,351 74,927 -4,918
Japanese Yen(IMM)
Jun00 000605 92.77 93.47 92.59 93.09 +0.52 11,059 75,571 -1,563
Sep00 000605 94.38 95.02 94.35 94.66 +0.52 814 2,862 +483
Dec00 000605 96.32 96.32 95.81 96.32 +0.51 12 588 -1
Total Volume and Open Interest 11,888 79,041 -1,079
Swiss Franc(IMM)
Jun00 000605 60.01 60.32 59.93 60.31 +0.33 15,428 41,811 +723
Sep00 000605 60.58 60.88 60.47 60.85 +0.34 724 1,194 +419
Dec00 000605 61.02 61.36 61.02 61.36 +0.34 0 38 +0
Total Volume and Open Interest 16,152 43,005 +1,097
EuroFX(IMM)
Jun00 000605 94.36 94.98 94.21 94.93 +0.63 16,768 63,367 +959
Sep00 000605 94.94 95.55 94.80 95.49 +0.63 1,749 3,753 +868
Dec00 000605 95.45 96.08 95.45 96.05 +0.63 162 326 +82
Total Volume and Open Interest 18,680 67,460 +1,908
Mexican Peso(IMM)
Jun00 000605 10443.0 10455.0 10380.0 10390.0 -48.0 8,405 16,820 +396
Sep00 000605 10180.0 10180.0 10105.0 10125.0 -40.0 366 3,203 +158
Total Volume and Open Interest 8,838 21,650 +597
30-Year T-Bonds(CBOT)
Jun00 000605 96~28 97~04 96~18 97~02 +0~11 34,164 85,555 -14,930
Sep00 000605 96~26 97~01 96~15 96~31 +0~11 346,209 315,946 +19,370
Dec00 000605 96~18 97~00 96~15 96~30 +0~11 1,260 3,220 +787
Total Volume and Open Interest 381,676 404,955 +5,256
Municipal Bonds(CBOT)
Jun00 000605 94~21 94~30 94~17 94~29 +0~10 2,017 12,762 -1,168
Sep00 000605 94~08 94~10 93~26 94~07 +0~09 2,668 12,952 +1,064
Total Volume and Open Interest 4,685 26,109 -104
10-Year T-Notes(CBOT)
Jun00 000605 97~310 98~035 97~215 98~015 +0~080 55,922 147,747 -25,022
Sep00 000605 97~240 97~300 97~145 97~270 +0~075 284,107 435,286 +18,421
Total Volume and Open Interest 340,029 583,124 -6,601
5-Year T-Notes(CBOT)
Jun00 000605 98~135 98~160 98~085 98~150 +0~040 35,019 95,430 -13,404
Sep00 000605 98~105 98~130 98~050 98~120 +0~040 136,822 289,051 +15,320
Total Volume and Open Interest 171,841 384,481 +1,916
2 Year T-Notes(CBOT)
Jun00 000605 98~125 99~002 98~120 99~002 +0~007 4,158 15,545 -2,426
Sep00 000605 98~110 98~116 98~104 98~116 +0~007 11,388 34,775 +3,156
Total Volume and Open Interest 15,546 50,320 +730
3-Mth T-Bills(IMM)
Sep00 000605 93.92 93.92 93.87 93.87 -0.02 2 68 -2
Total Volume and Open Interest 9 704 -5
Eurodollars(IMM)
Jun00 000605 93.160 93.190 93.160 93.188 +0.033 119,982 472,684 -442
Sep00 000605 92.935 92.985 92.930 92.980 +0.060 260,664 566,712 +572
Dec00 000605 92.770 92.825 92.755 92.820 +0.075 289,098 486,920 -23,299
Mar01 000605 92.760 92.810 92.745 92.805 +0.070 185,158 372,629 +7,933
Jun01 000605 92.740 92.790 92.720 92.785 +0.075 99,433 255,895 -10,494
Sep01 000605 92.735 92.795 92.715 92.790 +0.085 62,761 205,516 -729
Dec01 000605 92.700 92.750 92.680 92.750 +0.080 42,938 153,353 -5,543
Mar02 000605 92.760 92.815 92.735 92.810 +0.080 33,499 136,971 -4,650
Jun02 000605 92.770 92.820 92.740 92.815 +0.085 19,582 98,579 -3,350
Sep02 000605 92.780 92.825 92.750 92.825 +0.085 14,254 94,101 +1,951
Dec02 000605 92.745 92.790 92.715 92.790 +0.085 8,137 75,131 +657
Mar03 000605 92.795 92.845 92.770 92.845 +0.085 10,356 73,924 +1,107
Total Volume and Open Interest 1,184,797 3,384,675 -40,365
3-Mth Euro-Yen(IMM)
Jun00 000605 99.88 99.88 99.87 99.88 unch 856 15,010 +310
Sep00 000605 99.72 99.72 99.71 99.72 -0.01 2,714 13,583 +1,062
Dec00 000605 99.56 99.56 99.55 99.56 -0.02 1,650 15,792 +690
Mar01 000605 99.44 99.45 99.44 99.45 -0.02 1,855 15,126 +51
Jun01 000605 99.34 99.34 99.33 99.33 -0.02 1,041 4,851 +250
Sep01 000605 99.19 99.19 99.18 99.18 -0.02 942 19,066 -383
Dec01 000605 99.04 99.04 99.04 99.04 -0.03 50 1,442 +49
Mar02 000605 98.93 98.93 98.93 98.93 -0.02 0 1,591 +0
Jun02 000605 98.81 98.81 98.81 98.81 -0.05 0 79 +0
Sep02 000605 98.67 98.67 98.66 98.67 -0.03 0 30 +0
Total Volume and Open Interest 9,108 84,949 +378
3-Mth Euro-Yen(SIMEX)
Jun00 000605 99.88 99.89 99.88 99.88 unch 2,943 76,269 -1,863
Sep00 000605 99.73 99.73 99.71 99.72 -0.02 17,230 73,408 +4,271
Dec00 000605 99.58 99.58 99.54 99.56 -0.02 13,815 81,291 +3,391
Mar01 000605 99.46 99.47 99.44 99.45 -0.03 13,279 74,170 +3,288
Jun01 000605 99.34 99.34 99.32 99.33 -0.03 6,904 61,759 +703
Sep01 000605 99.20 99.21 99.18 99.19 -0.03 5,317 57,723 -36
Dec01 000605 99.03 99.05 99.03 99.04 -0.03 1,377 18,493 +1,242
Mar02 000605 98.92 98.93 98.92 98.93 -0.01 20 12,196 -80
Total Volume and Open Interest 60,885 458,329 +10,910
German Euro-Bund(EUREX)
Jun00 000605 106.20 106.54 106.18 106.39 +0.02 868,852 547,727 +49
Sep00 000605 106.05 106.26 105.92 106.13 -0.04 155,189 217,425 +32,294
Dec00 000605 105.60 105.77 105.60 105.77 -0.01 825 2,378 +548
Total Volume and Open Interest 1,024,866 767,530 +32,891
German Euro-Bobl(EUREX)
Jun00 000605 103.49 103.71 103.44 103.63 +0.07 452,962 278,762 -14,813
Sep00 000605 103.66 103.89 103.64 103.84 +0.07 85,825 82,516 +11,847
Dec00 000605 103.46 103.46 103.46 103.46 +0.07 0 1,455 +0
Total Volume and Open Interest 538,787 362,733 -2,966
Long Gilt(LIFFE)
Jun00 000605 114~27 115~13 114~22 114~30 -0~02 5,240 15,510 -2,663
Sep00 000605 114~25 115~03 114~12 114~20 -0~01 25,314 50,884 +2,867
Total Volume and Open Interest 30,554 66,394 -78
3-Mth Short Sterling(LIFFE)
Jun00 000605 93.73 93.74 93.71 93.72 -0.01 31,967 177,876 -3,322
Sep00 000605 93.59 93.59 93.56 93.56 -0.02 43,967 208,849 +9,166
Dec00 000605 93.44 93.45 93.40 93.41 -0.03 26,981 165,413 -79
Total Volume and Open Interest 144,855 909,798 +6,719
3-Mth Euribor(LIFFE)
Jun00 000605 95.525 95.550 95.525 95.530 -0.005 74,974 291,006 -8,771
Sep00 000605 95.225 95.260 95.225 95.245 +0.015 144,541 352,515 +11,230
Dec00 000605 94.985 95.025 94.985 95.010 +0.020 74,738 196,302 -5,501
Total Volume and Open Interest 414,591 1,720,111 +352,144
3-Mth Aus T-Bills(SFE)
Jun00 000605 93.82 93.82 93.79 93.80 +0.03 3,234 143,655 +1,805
Sep00 000605 93.78 93.78 93.71 93.73 +0.04 13,292 185,893 -6,368
Dec00 000605 93.69 93.69 93.61 93.62 +0.04 2,508 50,794 -822
Mar01 000605 93.63 93.63 93.55 93.56 +0.04 1,614 27,098 +482
Jun01 000605 93.51 93.51 93.48 93.50 +0.05 696 15,628 +454
Sep01 000605 93.44 93.45 93.44 93.45 +0.04 50 8,643 +34
Dec01 000605 93.41 93.41 93.41 93.41 +0.05 50 6,465 +26
Mar02 000605 93.38 93.38 93.38 93.38 +0.04 50 5,348 +25
Jun02 000605 93.35 93.35 93.35 93.35 +0.04 30 2,540 +20
Sep02 000605 93.32 93.32 93.32 93.32 +0.04 0 2,059 -10
Total Volume and Open Interest 21,884 452,187 -4,194
10-Year Aus T-Bonds(SFE)
Jun00 000605 93.97 93.97 93.85 93.89 -0.07 11,087 192,618 +1,998
Sep00 000605 93.96 93.96 93.85 93.86 -0.13 23 852 +59
Total Volume and Open Interest 11,110 193,470 +2,057
3-Year Aus T-Bonds(SFE)
Jun00 000605 94.03 94.05 93.94 93.96 +0.01 8,987 397,504 +8,701
Sep00 000605 93.91 93.91 93.91 93.91 +0.01 268 802 +168
Total Volume and Open Interest 9,255 398,306 +8,869
Gold(CMX)
Jun00 000605 282.5 285.9 282.5 285.0 +3.6 1,000 1,030 -616
Aug00 000605 283.8 289.1 283.2 288.2 +4.0 65,969 84,657 -6,083
Oct00 000605 290.0 293.0 288.5 291.1 +4.0 93 4,221 +26
Dec00 000605 289.9 294.9 289.6 294.1 +4.1 2,300 22,367 +569
Feb01 000605 296.0 296.8 294.0 296.8 +4.1 160 9,979 +92
Apr01 000605 295.5 299.6 286.2 299.6 +4.1 42 3,591 +0
Total Volume and Open Interest 70,458 131,910 -24,150
Silver(CMX)
Jul00 000605 505.0 510.5 504.5 507.5 +2.5 29,823 57,938 -4,403
Sep00 000605 509.0 514.0 509.0 511.2 +2.4 1,369 8,082 +329
Dec00 000605 513.5 519.5 513.5 516.2 +2.4 632 8,659 +222
Mar01 000605 521.0 521.0 519.5 519.8 +2.4 1 872 +0
May01 000605 519.4 521.8 512.0 521.8 +2.4 0 810 +0
Total Volume and Open Interest 32,135 77,140 -7,197
Platinum(NYM)
Jul00 000605 559.8 562.0 551.2 558.3 +6.0 927 10,078 +52
Oct00 000605 537.0 543.0 537.0 541.3 +7.0 121 1,329 +89
Jan01 000605 520.0 525.3 520.0 525.3 +7.0 0 18 +0
Total Volume and Open Interest 1,048 11,407 +123
Palladium(NYME)
Jun00 000605 614.00 618.65 614.00 618.65 +24.30 8 99 -29
Sep00 000605 605.00 620.00 603.00 619.15 +22.80 283 1,927 +44
Dec00 000605 597.00 617.15 594.35 617.15 +22.80 12 112 +12
Total Volume and Open Interest 303 2,138 +27
Copper(CMX)
Jul00 000605 79.40 80.80 79.30 80.20 +0.90 14,514 33,598 -1,533
Sep00 000605 79.85 80.90 79.75 80.65 +0.90 1,210 9,050 +777
Dec00 000605 80.00 80.95 79.70 80.95 +0.90 725 6,793 +85
Mar01 000605 80.35 81.20 80.35 81.20 +0.85 67 2,061 +18
May01 000605 80.45 81.20 80.45 81.20 +0.85 17 819 +17
Total Volume and Open Interest 17,455 61,504 -4,473
DJIA Index(CBOT)
Jun00 000605 10740 10860 10720 10860 +88 10,509 17,866 +253
Sep00 000605 10890 10997 10870 10997 +84 211 868 +16
Dec00 000605 11115 11120 11090 11115 +48 1 2,046 +0
Total Volume and Open Interest 10,721 20,786 +269
S & P 500(CME)
Jun00 000605 1476.50 1480.50 1468.00 1470.50 -5.50 86,012 341,147 -4,718
Sep00 000605 1495.00 1502.00 1490.00 1492.70 -5.50 17,690 58,209 +11,884
Dec00 000605 1521.70 1524.70 1514.70 1516.00 -5.70 114 4,040 -14
Mar01 000605 1545.40 1548.40 1538.40 1539.70 -5.70 14 684 -39
Total Volume and Open Interest 103,846 404,741 +7,113
S & P 500 E-Mini(Globex)
Jun00 000605 1477.00 1480.50 1467.80 1470.50 -5.50 66,927 44,663 +4,012
Sep00 000605 1495.00 1502.20 1490.50 1492.70 -5.55 187 281 +32
Total Volume and Open Interest 67,114 44,944 +4,044
NASDAQ 100(CME)
Jun00 000605 3710.00 3830.00 3690.00 3752.50 +1.00 18,669 37,928 +298
Sep00 000605 3770.00 3870.00 3770.00 3810.00 +0.50 246 1,292 +195
Dec00 000605 3867.50 3867.50 3867.50 3867.50 unch 0 10 +0
Total Volume and Open Interest 18,915 39,220 +483
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000605 3752.0 3830.0 3691.0 3752.5 +1.0 29,667 29,376 +1,421
Sep00 000605 3753.5 3881.5 3753.5 3810.0 +0.5 28 31 +13
Total Volume and Open Interest 29,695 29,047 +1,074
NYSE Composite(NYBOT)
Jun00 000605 657.75 659.25 656.00 656.25 -2.75 477 2,265 +69
Sep00 000605 667.00 667.00 665.25 665.25 -2.75 2 372 -4
Dec00 000605 676.75 676.75 674.25 674.25 -2.75 0 118 +0
Total Volume and Open Interest 347 1,780 -12
S & P Midcap 400(CME)
Jun00 000605 502.90 506.90 495.00 498.00 -5.50 889 12,075 -212
Sep00 000605 506.50 506.50 505.40 505.40 -5.30 131 1,057 +263
Dec00 000605 509.95 509.95 509.95 509.95 -5.30      
Total Volume and Open Interest 1,020 13,132 +51
Russell 2000(CME)
Jun00 000605 510.50 520.40 508.50 516.50 +3.35 960 13,037 +5
Sep00 000605 522.70 522.70 522.70 522.70 +3.45 20 391 +13
Dec00 000605 530.50 530.50 530.50 530.50 +3.45      
Total Volume and Open Interest 980 13,428 +18
Value Line(KCBT)
Jun00 000605 1091.25 1096.75 1083.00 1085.00 -6.25 54 154 -40
Total Volume and Open Interest 58 159 -38
Nikkei 225(CME)
Jun00 000605 17150 17190 17080 17100 -115 2,456 18,755 +784
Sep00 000605 17120 17230 17120 17140 -110 1,232 2,835 +948
Total Volume and Open Interest 3,688 21,590 +1,731
Nikkei 225(SIMEX)
Jun00 000605 17180 17255 17115 17195 +370 23,757 96,963 -12,668
Sep00 000605 17230 17255 17145 17190 +365 10,610 35,501 +14,721
Dec00 000605 17180 17180 17170 17170 +365 0 2,063 +0
Total Volume and Open Interest 21,221 111,682 +1,072
CAC 40(MATIF)
Jun00 000605 6686.0 6700.0 6606.0 6673.0 -22.0 56,546 257,421 +11,126
Jul00 000605 6683.0 6693.0 6627.0 6682.0 -8.5 90 3,198 -52
Aug00 000605 6706.5 6706.5 6706.5 6706.5 -9.0      
Total Volume and Open Interest 65,172 319,383 +15,596
DAX Index(EUREX)
Jun00 000605 7446.0 7455.5 7361.0 7411.0 -34.0 35,739 426,553 +239
Sep00 000605 7535.0 7535.0 7445.5 7493.0 -34.5 1,046 1,143 +12
Dec00 000605 7569.0 7585.0 7546.0 7585.0 -30.0 17 383 -9
Total Volume and Open Interest 36,802 428,079 +242
FT-SE 100(LIFFE)
Jun00 000605 6698.00 6699.00 6545.50 6583.00 -67.00 64,408 198,675 -1,030
Sep00 000605 6740.00 6740.00 6620.00 6648.00 -67.00 6,049 45,623 +2,236
Dec00 000605 6704.50 6736.00 6704.50 6736.00 -68.00 32 1,311 +12
Total Volume and Open Interest 70,489 245,609 +1,218
SPI 200(SFE)
Jun00 000605 3183.0 3183.0 3149.0 3156.0 +12.0 8,585 144,128 +1,973
Sep00 000605 3186.0 3187.0 3167.0 3173.0 +14.0 897 4,256 -459
Dec00 000605 3190.0 3190.0 3190.0 3190.0 +14.0 0 2,341 +0
Total Volume and Open Interest 9,482 151,865 +1,514
GSCI(CME)
Jun00 000605 226.60 226.65 223.80 226.35 -0.60 374 37,220 -72
Jul00 000605 224.30 224.85 222.70 224.85 unch 146 1,329 +144
Aug00 000605 222.80 223.00 221.30 221.50 -1.30 3 64 +3
Total Volume and Open Interest 523 38,613 +1,260
Bridge CRB Index(NYBOT)
Aug00 000605 225.60 225.60 224.90 225.10 -1.10 326 1,560 +212
Nov00 000605 225.80 225.80 225.00 225.40 -1.35 4 439 +1
Jan01 000605 225.00 225.45 225.00 225.45 -1.30 0 1 +0
Total Volume and Open Interest 3,786    
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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