MRCI Logo
MRCI's Free Historical Futures Prices for

MRCI Logo
MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue June 06, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000606 531.00 531.00 521.50 530.50 +1.25 32,971 78,187 -3,283
Aug00 000606 533.00 533.50 524.50 533.25 +1.75 2,248 14,899 +541
Sep00 000606 535.00 535.50 526.00 535.25 +1.75 1,200 12,937 +279
Nov00 000606 540.50 542.50 532.00 542.00 +3.00 10,658 52,012 +941
Jan01 000606 549.00 550.00 541.00 549.75 +3.00 913 5,505 +47
Mar01 000606 555.00 557.00 546.75 556.50 +2.75 388 5,088 +1
May01 000606 553.50 562.00 552.00 561.25 +2.25 214 5,820 -6
Total Volume and Open Interest 48,871 179,763 -1,414
Soybean Meal(CBOT)
Jul00 000606 180.70 181.20 177.40 180.80 +0.50 10,992 46,637 +298
Aug00 000606 178.80 178.80 175.50 178.10 unch 2,498 16,184 +238
Sep00 000606 177.50 177.50 174.30 176.70 -0.20 915 10,062 +145
Oct00 000606 175.50 176.30 172.60 176.10 +0.90 127 6,771 -45
Dec00 000606 177.00 177.50 173.40 177.10 +0.80 2,465 25,847 +696
Jan01 000606 177.00 177.80 174.30 177.50 +1.00 89 2,295 +2
Mar01 000606 178.00 178.00 175.20 177.70 +0.50 70 2,653 -14
May01 000606 178.00 178.50 175.50 178.50 +0.60 0 2,269 +0
Total Volume and Open Interest 17,156 113,004 +1,320
Soybean Oil(CBOT)
Jul00 000606 16.55 16.58 16.30 16.44 -0.08 11,782 44,997 -802
Aug00 000606 16.78 16.80 16.51 16.66 -0.09 4,007 20,846 +1,806
Sep00 000606 17.02 17.02 16.73 16.87 -0.08 1,321 15,495 +424
Oct00 000606 17.20 17.20 16.98 17.06 -0.09 219 9,956 +107
Dec00 000606 17.55 17.57 17.30 17.46 -0.04 1,711 25,625 +440
Jan01 000606 17.74 17.77 17.69 17.77 -0.06 20 9,657 +0
Mar01 000606 18.06 18.07 18.03 18.07 -0.08 2 4,318 +2
May01 000606 18.40 18.45 18.33 18.43 -0.02 1 4,505 +0
Total Volume and Open Interest 19,064 138,800 +1,978
Canola(WCE)
Aug00 000606 266.4 266.4 263.7 265.8 -0.2 3 5,088 +0
Sep00 000606 266.8 266.8 266.8 266.8 -1.2 1 816 +1
Nov00 000606 274.0 274.0 271.0 273.3 +0.1 19 32,894 -699
Jan01 000606 278.0 278.8 276.8 278.8 +0.2 10 4,567 +10
Mar01 000606 283.7 284.3 282.5 284.3 +0.1 0 244 +0
Total Volume and Open Interest 6,103 69,004 -1,073
Corn(CBOT)
Jul00 000606 224.25 226.00 222.75 225.75 +1.50 38,579 197,023 -3,188
Sep00 000606 233.50 234.25 231.50 234.00 +1.00 5,507 70,457 +1,029
Nov00 000606 240.00 240.00 238.50 240.00 +0.50 35 952 +24
Dec00 000606 244.50 245.00 241.75 244.75 +1.00 16,405 147,822 +1,880
Jan01 000606 248.00 248.00 248.00 248.00 +0.75 0 163 +0
Mar01 000606 252.75 254.00 251.00 253.75 +1.25 1,066 18,904 -38
Total Volume and Open Interest 62,564 451,087 +74
Wheat(CBOT)
Jul00 000606 266.50 268.00 263.00 267.00 unch 24,788 67,361 -1,418
Sep00 000606 279.00 280.00 275.00 279.50 +0.75 5,319 23,315 +8
Dec00 000606 294.00 295.50 290.50 295.00 +1.50 6,700 27,757 -16
Mar01 000606 307.50 308.00 304.00 307.50 +1.00 336 7,384 +137
May01 000606 312.50 312.50 312.50 312.50 +1.50 1 148 +0
Total Volume and Open Interest 37,210 130,628 -1,269
Wheat(KCBT)
Jul00 000606 296.00 298.00 293.00 297.75 +2.75 5,406 33,929 +113
Sep00 000606 306.75 307.50 303.50 307.25 +1.75 1,942 11,977 +330
Dec00 000606 321.00 322.00 317.00 321.75 +3.25 1,714 15,566 -387
Mar01 000606 329.50 332.50 329.00 332.50 +3.00 76 2,271 +61
May01 000606 335.50 338.00 335.50 338.00 +2.75 1 326 +1
Total Volume and Open Interest 9,139 64,551 +118
Wheat(MGE)
Jul00 000606 324.50 326.25 322.50 325.50 +1.50 2,343 10,132 -323
Sep00 000606 334.50 335.50 332.00 335.00 +1.50 867 6,083 +151
Dec00 000606 347.50 349.50 345.50 349.25 +1.75 276 3,550 +3
Mar01 000606 359.00 361.00 357.75 361.00 +1.00 1 381 -1
May01 000606 365.00 366.50 365.00 366.50 +0.50 1 72 +1
Total Volume and Open Interest 3,488 20,218 -98
Oats(CBOT)
Jul00 000606 113.75 114.00 113.25 113.75 +0.50 480 8,140 -185
Sep00 000606 119.75 119.75 119.25 119.75 +0.75 248 3,097 -204
Dec00 000606 126.00 126.50 125.75 126.25 +0.75 103 4,420 +69
Mar01 000606 133.50 133.50 133.50 133.50 +1.00 32 573 +32
Total Volume and Open Interest 863 16,232 -288
Rough Rice(CBOT)
Jul00 000606 5.78 5.78 5.54 5.54 +0.05 364 4,090 -24
Sep00 000606 6.85 6.90 6.65 6.65 +0.04 99 1,191 -29
Nov00 000606 6.95 6.95 6.83 6.83 +0.03 199 1,537 -74
Jan01 000606 7.10 7.12 7.02 7.03 +0.03 37 988 +20
Total Volume and Open Interest 706 7,866 -107
Live Cattle(CME)
Jun00 000606 68.975 69.000 68.550 68.800 -0.025 4,570 16,050 +22
Aug00 000606 68.950 68.950 68.375 68.600 +0.025 5,611 48,005 +518
Oct00 000606 71.150 71.225 70.800 70.850 -0.200 2,451 25,914 -14
Dec00 000606 72.800 72.825 72.350 72.400 -0.175 534 8,957 +130
Feb01 000606 74.075 74.075 73.700 73.800 -0.250 231 4,532 -6
Apr01 000606 75.950 76.000 75.775 75.775 -0.275 292 4,597 +213
Total Volume and Open Interest 13,768 110,582 +867
Feeder Cattle(CME)
Aug00 000606 85.800 85.800 85.350 85.475 -0.300 1,931 9,356 -80
Sep00 000606 85.750 85.750 85.375 85.475 -0.250 69 2,018 -11
Oct00 000606 86.550 86.575 86.125 86.300 -0.200 177 2,492 +74
Nov00 000606 87.250 87.325 87.000 87.050 -0.275 93 1,823 +42
Jan01 000606 88.000 88.100 87.850 87.975 -0.175 49 1,244 +24
Mar01 000606 87.950 88.050 87.850 88.000 -0.200 19 257 +18
Apr01 000606 88.000 88.000 87.750 88.000 -0.100 3 37 +0
Total Volume and Open Interest 2,342 17,229 +105
Lean Hogs(CME)
Jun00 000606 68.750 69.075 68.150 69.025 +0.525 2,910 13,824 -158
Jul00 000606 71.050 71.350 70.250 71.250 +0.675 3,266 16,497 +229
Aug00 000606 69.700 70.000 69.100 69.900 +0.675 2,111 12,827 +331
Oct00 000606 59.900 60.000 59.500 59.975 unch 575 7,711 +101
Dec00 000606 57.400 57.575 57.150 57.425 +0.100 231 6,003 +78
Feb01 000606 57.800 57.900 57.500 57.900 unch 6 1,694 +3
Apr01 000606 55.500 55.500 55.400 55.400 unch 24 527 +14
Jun01 000606 62.100 62.200 62.100 62.100 unch 0 44 +0
Total Volume and Open Interest 9,124 59,132 +598
Pork Bellies(CME)
Jul00 000606 88.250 90.700 87.250 90.425 +2.625 794 3,946 +46
Aug00 000606 85.400 87.550 84.700 87.125 +2.575 227 1,721 +21
Feb01 000606 73.250 75.200 73.250 75.200 +2.000 7 100 +1
Mar01 000606 73.000 75.500 72.950 75.500 +2.500 2 7 +1
May01 000606 76.500 76.750 74.300 76.750 +1.300 1 1 +0
Total Volume and Open Interest 1,031 5,775 +169
Cocoa(NYBOT)
Jul00 000606 834 840 828 832 +1 5,182 28,030 -1,415
Sep00 000606 862 867 858 861 +1 2,827 29,433 +1,268
Dec00 000606 898 902 893 896 +1 919 19,675 +633
Mar01 000606 934 937 929 929 +1 69 7,821 +13
May01 000606 959 961 955 955 +1 21 5,594 +21
Jul01 000606 978 980 978 980 +1 0 7,024 +0
Sep01 000606 1000 1005 1000 1005 +1 78 5,078 +78
Total Volume and Open Interest 9,096 112,914 +14,124
Coffee "C"(NYBOT)
Jul00 000606 93.00 93.00 88.80 89.15 -4.20 4,290 25,290 -416
Sep00 000606 96.00 96.25 92.25 92.50 -4.20 1,865 16,625 +257
Dec00 000606 100.25 100.25 96.50 96.60 -4.15 285 5,774 +47
Mar01 000606 104.00 104.10 101.00 101.05 -3.90 73 2,362 +99
May01 000606 106.25 106.25 103.50 103.50 -5.00 5 301 +5
Jul01 000606 107.00 107.00 106.00 106.00 -3.20 0 57 +0
Total Volume and Open Interest 6,528 50,453 +2
Orange Juice(NYBOT)
Jul00 000606 82.20 82.30 81.40 82.10 +0.20 1,239 10,930 -470
Sep00 000606 82.05 82.30 81.50 82.30 +0.25 575 6,237 +209
Nov00 000606 81.90 82.10 81.50 82.00 -0.05 198 3,758 +57
Jan01 000606 82.70 82.70 82.00 82.10 -0.50 60 1,491 +46
Mar01 000606 83.10 83.10 82.40 82.40 -0.50 0 1,373 +0
Total Volume and Open Interest 2,074 24,256 -156
Sugar #11(NYBOT)
Jul00 000606 8.00 8.18 7.97 8.15 +0.15 9,945 88,066 -1,147
Oct00 000606 8.04 8.18 8.03 8.17 +0.11 5,281 63,075 +1,513
Mar01 000606 7.98 8.09 7.97 8.09 +0.09 3,114 37,816 +974
May01 000606 7.95 8.03 7.94 8.03 +0.07 556 5,451 +106
Jul01 000606 7.92 7.97 7.92 7.97 +0.06 69 6,938 +73
Total Volume and Open Interest 20,247 212,823 +2,244
London Cocoa(LCE)
Jul00 000606 617 625 615 618 -2 1,663 28,053 -1,428
Sep00 000606 637 646 635 638 -2 592 33,604 +149
Dec00 000606 672 679 670 672 -2 286 37,872 +52
Mar01 000606 689 695 685 687 -2 726 26,408 +439
May01 000606 704 704 702 702 -2 15 17,958 +0
Jul01 000606 716 718 715 716 -2 43 4,895 -43
Sep01 000606 731 731 731 731 -2 78 3,772 +49
Total Volume and Open Interest 3,403 176,841 -782
London Coffee(LCE)
Jul00 000606 930.00 937.00 924.00 925.00 -8.00 1,814 29,062 -696
Sep00 000606 945.00 952.00 939.00 940.00 -9.00 889 19,799 +147
Nov00 000606 957.00 962.00 953.00 953.00 -8.00 384 7,035 +132
Jan01 000606 970.00 979.00 968.00 968.00 -6.00 59 2,418 +44
Mar01 000606 985.00 985.00 983.00 983.00 -4.00 3 852 -2
May01 000606 997.00 997.00 997.00 997.00 -3.00 6 603 +6
Total Volume and Open Interest 3,155 59,769 -369
London Sugar(LCE)
Aug00 000606 224.20 226.80 223.00 226.60 +2.40 1,591 21,722 -694
Oct00 000606 224.50 227.20 223.50 227.10 +2.50 1,014 12,624 -91
Dec00 000606 224.70 227.60 224.70 227.60 +2.50 289 3,013 +101
Mar01 000606 225.00 227.60 225.00 227.60 +3.00 126 4,521 +141
May01 000606 223.50 226.00 223.50 226.00 +2.90 0 531 +137
Total Volume and Open Interest 3,020 45,081 -442
Cotton(NYBOT)
Jul00 000606 58.35 58.65 57.57 57.60 -1.07 6,651 22,900 -1,267
Oct00 000606 60.25 60.45 59.70 59.70 -0.95 359 2,301 +79
Dec00 000606 61.30 61.60 60.85 60.88 -0.67 3,955 21,320 -313
Mar01 000606 62.75 62.75 62.15 62.15 -0.60 394 3,256 +59
May01 000606 63.25 63.25 62.68 62.68 -0.56 208 1,720 +171
Jul01 000606 64.10 64.10 63.50 63.55 -0.45 31 568 +12
Total Volume and Open Interest 11,608 52,428 -1,251
Lumber(CME)
Jul00 000606 296.5 296.5 288.2 288.2 -10.0 736 2,222 +88
Sep00 000606 296.3 296.5 289.2 290.0 -7.5 134 588 +33
Nov00 000606 296.0 296.1 291.5 291.7 -4.7 17 372 +5
Jan01 000606 294.7 298.7 294.7 294.7 -3.4 3 12 +2
Total Volume and Open Interest 890 3,194 +138
Crude Oil(NYM)
Jul00 000606 29.80 30.23 29.52 29.75 +0.05 64,810 116,160 -4,914
Aug00 000606 29.00 29.45 28.85 28.97 +0.05 31,010 74,320 +3,479
Sep00 000606 28.30 28.74 28.20 28.30 +0.05 8,376 35,596 -169
Oct00 000606 27.77 28.00 27.70 27.76 +0.04 2,268 21,146 +954
Nov00 000606 27.26 27.50 27.26 27.29 +0.05 1,182 18,706 +314
Dec00 000606 26.83 27.30 26.83 26.84 +0.04 4,073 41,262 -20
Jan01 000606 26.55 26.55 26.41 26.41 +0.03 435 16,480 +207
Feb01 000606 26.20 26.35 26.04 26.04 +0.03 129 7,626 +31
Mar01 000606 25.83 25.83 25.68 25.68 +0.03 361 9,926 +340
Apr01 000606 25.55 25.55 25.32 25.32 +0.03 6 4,382 +6
Total Volume and Open Interest 114,731 456,136 +44,186
Heating Oil(NYM)
Jul00 000606 75.00 76.50 74.80 75.34 +0.67 11,862 32,240 -2,306
Aug00 000606 74.90 76.00 74.70 75.09 +0.38 4,540 14,936 +239
Sep00 000606 75.30 76.00 75.00 75.34 +0.33 471 8,921 +180
Oct00 000606 75.60 76.30 75.35 75.64 +0.33 145 6,643 +37
Nov00 000606 76.00 76.60 75.80 75.89 +0.33 346 10,777 +369
Dec00 000606 76.00 76.80 75.80 76.04 +0.28 2,198 18,076 +54
Jan01 000606 75.70 76.00 75.35 75.39 +0.18 1,058 7,623 +279
Feb01 000606 74.20 74.50 73.79 73.79 +0.13 367 6,932 +230
Mar01 000606 71.50 71.70 71.14 71.14 +0.08 572 4,843 +249
Apr01 000606 68.85 69.00 68.29 68.29 +0.03 5 1,698 +4
Total Volume and Open Interest 21,806 116,476 +1,705
Unleaded Gas(NYM)
Jul00 000606 100.60 100.80 97.75 98.83 -1.06 23,178 41,352 -2,700
Aug00 000606 96.60 97.00 94.90 95.56 -0.61 12,161 18,785 +1,302
Sep00 000606 90.90 91.60 90.00 90.46 -0.21 4,282 16,191 +497
Oct00 000606 83.90 83.90 83.50 83.86 -0.06 1,406 9,798 +345
Nov00 000606 79.20 79.25 79.10 79.25 -0.35 675 4,674 +606
Dec00 000606 77.20 77.20 76.90 76.90 -0.50 7 2,184 -19
Jan01 000606 74.90 74.90 74.90 74.90 -0.60 6 314 +4
Feb01 000606 73.80 73.80 73.80 73.80 -0.70 1 401 +0
Total Volume and Open Interest 41,877 94,407 +186
Natural Gas(NYM)
Jul00 000606 4.465 4.505 4.245 4.294 -0.104 30,978 58,785 -1,617
Aug00 000606 4.420 4.480 4.210 4.266 -0.099 8,981 31,790 -590
Sep00 000606 4.380 4.420 4.190 4.231 -0.069 3,227 27,380 +175
Oct00 000606 4.390 4.410 4.170 4.220 -0.080 3,444 27,352 -247
Nov00 000606 4.490 4.490 4.270 4.286 -0.097 170 17,089 +715
Dec00 000606 4.550 4.570 4.330 4.355 -0.110 187 26,290 -38
Jan01 000606 4.540 4.550 4.330 4.350 -0.115 68 23,676 -414
Feb01 000606 4.330 4.340 4.120 4.135 -0.110 0 12,207 +19
Total Volume and Open Interest 52,215 347,239 +8,432
Brent Crude Oil(IPE)
Jul00 000606 28.45 28.80 28.31 28.59 +0.22 32,142 73,040 -4,089
Aug00 000606 27.58 27.90 27.43 27.61 +0.13 27,698 78,707 +6,921
Sep00 000606 26.78 27.11 26.72 26.90 +0.11 8,765 25,819 +896
Oct00 000606 26.37 26.54 26.26 26.44 +0.07 3,213 16,686 +322
Nov00 000606 26.09 26.21 26.01 26.12 +0.05 1,422 9,642 -392
Dec00 000606 25.71 25.91 25.63 25.80 +0.08 3,269 30,338 +489
Jan01 000606 25.24 25.35 25.24 25.35 +0.07 81 11,703 -2
Feb01 000606 24.82 24.94 24.82 24.94 +0.09 86 7,456 -26
Total Volume and Open Interest 77,037 301,057 +4,451
Gas Oil(IPE)
Jun00 000606 225.75 232.50 225.75 231.50 +5.75 15,489 22,710 -3,363
Jul00 000606 222.75 229.00 222.75 227.75 +4.50 11,535 31,811 +4,073
Aug00 000606 223.00 228.00 223.00 227.25 +4.25 2,066 11,266 +31
Sep00 000606 224.75 227.75 224.75 227.50 +3.00 914 7,588 +410
Oct00 000606 225.75 229.50 225.50 229.50 +4.00 965 5,270 +445
Nov00 000606 225.75 229.25 225.75 229.25 +4.25 0 2,851 +0
Dec00 000606 226.00 228.75 226.00 228.75 +4.50 2,553 19,971 +27
Jan01 000606 224.00 226.25 224.00 226.25 +4.25 1,140 2,578 +303
Total Volume and Open Interest 35,962 110,483 +3,126
US Dollar Index(NYBOT)
Jun00 000606 107.55 107.57 106.20 106.52 -0.85 953 5,079 -204
Sep00 000606 106.97 107.00 105.88 106.14 -0.86 204 2,242 +50
Dec00 000606 105.76 105.76 105.76 105.76 -0.87 0 2 +0
Total Volume and Open Interest 1,157 7,323 -154
Australian Dollar(IMM)
Jun00 000606 58.27 59.17 58.27 58.96 +0.69 2,387 22,308 -360
Sep00 000606 58.38 59.20 58.38 59.06 +0.69 1,502 2,014 +873
Dec00 000606 59.16 59.16 59.16 59.16 +0.69 2 64 +0
Total Volume and Open Interest 3,891 24,728 +919
British Pound(IMM)
Jun00 000606 151.60 153.18 151.48 152.96 +0.98 8,773 49,545 +68
Sep00 000606 151.80 153.42 151.72 153.24 +1.00 847 1,984 +39
Dec00 000606 152.80 154.00 152.10 153.54 +1.00 33 248 -5
Total Volume and Open Interest 9,653 51,781 +106
Canadian Dollar(IMM)
Jun00 000606 67.72 67.88 67.60 67.79 +0.10 8,302 53,439 -2,225
Sep00 000606 67.85 68.03 67.75 67.94 +0.10 8,387 13,639 -2,080
Dec00 000606 68.05 68.18 67.98 68.09 +0.09 555 2,882 +44
Mar01 000606 68.33 68.33 68.17 68.25 +0.08 4 706 +0
Total Volume and Open Interest 17,248 70,832 -4,095
Japanese Yen(IMM)
Jun00 000606 94.04 95.25 93.93 94.88 +1.79 12,500 76,799 +1,228
Sep00 000606 95.60 96.85 95.57 96.48 +1.82 1,448 3,357 +495
Dec00 000606 98.10 98.15 97.95 98.14 +1.82 15 594 +6
Total Volume and Open Interest 13,963 80,770 +1,729
Swiss Franc(IMM)
Jun00 000606 60.40 61.15 60.39 60.87 +0.56 10,231 38,701 -3,110
Sep00 000606 60.92 61.70 60.92 61.42 +0.57 1,451 1,633 +439
Dec00 000606 61.93 62.10 61.93 61.93 +0.57 16 37 -1
Total Volume and Open Interest 11,706 40,372 -2,633
EuroFX(IMM)
Jun00 000606 94.97 96.08 94.95 95.56 +0.63 10,994 61,204 -2,163
Sep00 000606 95.57 96.64 95.57 96.13 +0.64 1,167 4,417 +664
Dec00 000606 96.85 97.15 96.65 96.69 +0.64 55 310 -16
Total Volume and Open Interest 12,216 65,945 -1,515
Mexican Peso(IMM)
Jun00 000606 10383.0 10395.0 10140.0 10210.0 -180.0 6,950 16,697 -123
Sep00 000606 10090.0 10110.0 9880.0 9910.0 -215.0 870 3,316 +113
Total Volume and Open Interest 7,822 21,642 -8
30-Year T-Bonds(CBOT)
Jun00 000606 97~02 97~02 96~09 97~01 -0~01 17,329 72,645 -12,910
Sep00 000606 96~31 97~00 96~06 96~30 -0~01 130,085 318,407 +2,461
Dec00 000606 96~22 96~30 96~14 96~29 -0~01 173 3,185 -35
Total Volume and Open Interest 147,596 394,471 -10,484
Municipal Bonds(CBOT)
Jun00 000606 94~22 95~02 94~14 95~01 +0~04 658 12,494 -268
Sep00 000606 94~01 94~15 93~22 94~11 +0~04 1,115 13,261 +309
Total Volume and Open Interest 1,778 26,155 +46
10-Year T-Notes(CBOT)
Jun00 000606 98~015 98~015 97~160 97~300 -0~035 32,539 129,650 -18,097
Sep00 000606 97~275 97~275 97~090 97~235 -0~035 138,145 436,524 +1,238
Total Volume and Open Interest 170,684 566,265 -16,859
5-Year T-Notes(CBOT)
Jun00 000606 98~100 98~125 98~050 98~125 -0~025 23,228 83,135 -12,295
Sep00 000606 98~075 98~100 98~020 98~095 -0~025 60,218 300,618 +11,567
Total Volume and Open Interest 83,446 383,753 -728
2 Year T-Notes(CBOT)
Jun00 000606 98~124 99~000 98~118 99~000 -0~002 2,821 13,459 -2,086
Sep00 000606 98~109 98~114 98~101 98~114 -0~002 5,052 36,718 +1,943
Total Volume and Open Interest 7,873 50,177 -143
3-Mth T-Bills(IMM)
Sep00 000606 93.84 93.84 93.77 93.82 -0.05 187 110 +42
Total Volume and Open Interest 381 721 +17
Eurodollars(IMM)
Jun00 000606 93.180 93.185 93.170 93.183 -0.005 66,674 455,294 -17,390
Sep00 000606 92.960 92.970 92.925 92.965 -0.015 96,070 563,994 -2,718
Dec00 000606 92.795 92.805 92.740 92.790 -0.030 111,142 477,177 -9,743
Mar01 000606 92.785 92.790 92.720 92.785 -0.020 69,498 370,096 -2,533
Jun01 000606 92.770 92.770 92.685 92.755 -0.030 41,588 255,503 -392
Sep01 000606 92.770 92.770 92.680 92.750 -0.040 29,330 209,047 +3,531
Dec01 000606 92.730 92.730 92.640 92.710 -0.040 17,289 153,346 -7
Mar02 000606 92.795 92.795 92.710 92.770 -0.040 13,941 136,503 -468
Jun02 000606 92.790 92.795 92.710 92.775 -0.040 7,767 99,277 +698
Sep02 000606 92.800 92.805 92.720 92.785 -0.040 6,636 94,829 +728
Dec02 000606 92.775 92.775 92.685 92.745 -0.045 5,081 74,940 -191
Mar03 000606 92.830 92.830 92.745 92.800 -0.045 5,021 74,193 +269
Total Volume and Open Interest 501,060 3,355,267 -29,408
3-Mth Euro-Yen(IMM)
Jun00 000606 99.88 99.88 99.88 99.88 unch 1,419 15,038 +28
Sep00 000606 99.72 99.73 99.72 99.73 +0.01 1,247 13,502 -81
Dec00 000606 99.56 99.57 99.56 99.56 unch 1,926 15,216 -576
Mar01 000606 99.46 99.46 99.46 99.46 +0.01 1,086 14,651 -475
Jun01 000606 99.34 99.35 99.33 99.33 unch 521 5,088 +237
Sep01 000606 99.20 99.21 99.19 99.19 +0.01 652 18,870 -196
Dec01 000606 99.06 99.06 99.06 99.06 +0.02 289 1,680 +238
Mar02 000606 98.94 98.94 98.94 98.94 +0.01 0 1,591 +0
Jun02 000606 98.81 98.81 98.81 98.81 unch 0 79 +0
Sep02 000606 98.67 98.67 98.67 98.67 unch 0 30 +0
Total Volume and Open Interest 7,165 85,800 +851
3-Mth Euro-Yen(SIMEX)
Jun00 000606 99.88 99.89 99.88 99.88 unch 3,497 76,269 +0
Sep00 000606 99.72 99.73 99.71 99.72 unch 9,850 73,408 +0
Dec00 000606 99.55 99.57 99.54 99.56 unch 13,531 81,291 +0
Mar01 000606 99.46 99.47 99.44 99.46 +0.01 12,373 74,170 +0
Jun01 000606 99.33 99.35 99.32 99.33 unch 6,381 61,759 +0
Sep01 000606 99.19 99.21 99.19 99.19 unch 2,276 57,723 +0
Dec01 000606 99.05 99.05 99.04 99.04 unch 338 18,493 +0
Mar02 000606 98.93 98.93 98.93 98.93 unch 120 12,196 +0
Total Volume and Open Interest 48,366 458,329 +0
German Euro-Bund(EUREX)
Jun00 000606 106.43 106.48 105.95 106.13 -0.26 540,491 533,882 -13,845
Sep00 000606 106.18 106.21 105.68 105.85 -0.28 153,953 268,122 +50,697
Dec00 000606 105.67 105.68 105.53 105.53 -0.24 5,315 2,483 +105
Total Volume and Open Interest 699,759 804,487 +36,957
German Euro-Bobl(EUREX)
Jun00 000606 103.64 103.69 103.52 103.58 -0.05 317,060 291,089 +12,327
Sep00 000606 103.88 103.92 103.74 103.81 -0.03 98,653 117,062 +34,546
Dec00 000606 103.41 103.41 103.41 103.41 -0.05 0 2,501 +1,046
Total Volume and Open Interest 415,713 410,652 +47,919
Long Gilt(LIFFE)
Jun00 000606 114~27 115~00 114~19 114~23 -0~07 7,059 14,562 -948
Sep00 000606 114~20 114~23 114~08 114~12 -0~08 17,762 53,954 +3,070
Total Volume and Open Interest 24,821 68,516 +2,122
3-Mth Short Sterling(LIFFE)
Jun00 000606 93.73 93.75 93.73 93.74 +0.02 11,316 177,702 -174
Sep00 000606 93.57 93.59 93.56 93.58 +0.02 13,792 209,334 +485
Dec00 000606 93.42 93.45 93.41 93.43 +0.02 12,458 165,590 +177
Total Volume and Open Interest 57,895 908,427 -1,371
3-Mth Euribor(LIFFE)
Jun00 000606 95.535 95.555 95.510 95.545 +0.015 50,542 282,274 -8,732
Sep00 000606 95.255 95.305 95.225 95.285 +0.040 64,125 349,553 -2,962
Dec00 000606 95.015 95.070 94.990 95.045 +0.035 41,619 196,140 -162
Total Volume and Open Interest 231,912 1,359,356 -360,755
3-Mth Aus T-Bills(SFE)
Jun00 000606 93.80 93.82 93.79 93.82 +0.02 861 0 -143,655
Sep00 000606 93.75 93.75 93.71 93.74 +0.01 2,468 0 -185,893
Dec00 000606 93.64 93.65 93.61 93.64 +0.02 1,142 0 -50,794
Mar01 000606 93.58 93.59 93.56 93.59 +0.03 1,084 0 -27,098
Jun01 000606 93.51 93.52 93.51 93.52 +0.02 184 0 -15,628
Sep01 000606 93.47 93.47 93.47 93.47 +0.02 46 0 -8,643
Dec01 000606 93.42 93.43 93.42 93.43 +0.02 25 0 -6,465
Mar02 000606 93.39 93.40 93.39 93.40 +0.02 25 0 -5,348
Jun02 000606 93.37 93.37 93.36 93.37 +0.02      
Sep02 000606 93.34 93.34 93.34 93.34 +0.02      
Total Volume and Open Interest 5,835    
10-Year Aus T-Bonds(SFE)
Jun00 000606 93.89 93.90 93.85 93.89 0.00 2,341 0 -192,618
Sep00 000606 93.87 93.88 93.86 93.88 +0.01 49 0 -852
Total Volume and Open Interest 2,390    
3-Year Aus T-Bonds(SFE)
Jun00 000606 93.99 93.99 93.95 93.97 +0.01 2,330 0 -397,504
Sep00 000606 93.95 93.95 93.91 93.93 +0.02 15 0 -802
Total Volume and Open Interest 2,345    
Gold(CMX)
Jun00 000606 285.0 292.5 284.0 289.0 +4.0 392 270 -760
Aug00 000606 286.8 294.5 286.8 291.8 +3.6 33,366 79,865 -4,792
Oct00 000606 290.0 295.5 290.0 294.8 +3.7 23 4,216 -5
Dec00 000606 293.0 301.2 292.0 297.8 +3.7 1,239 21,897 -470
Feb01 000606 302.0 302.0 300.3 300.5 +3.7 519 10,069 +90
Apr01 000606 303.3 303.3 303.3 303.3 +3.7 252 3,521 -70
Total Volume and Open Interest 36,079 144,148 +12,238
Silver(CMX)
Jul00 000606 507.0 517.0 505.0 511.0 +3.5 9,883 56,802 -1,136
Sep00 000606 511.0 520.0 509.0 514.6 +3.4 1,247 8,164 +82
Dec00 000606 516.0 525.0 515.0 519.4 +3.2 225 8,648 -11
Mar01 000606 525.0 525.0 523.0 523.0 +3.2 2 872 +0
May01 000606 525.0 525.0 525.0 525.0 +3.2 0 810 +0
Total Volume and Open Interest 11,388 79,478 +2,338
Platinum(NYM)
Jul00 000606 556.0 558.0 549.0 551.4 -6.9 1,034 10,113 +35
Oct00 000606 539.0 539.0 534.0 534.4 -6.9 192 1,468 +139
Jan01 000606 525.0 525.0 518.4 518.4 -6.9 0 18 +0
Total Volume and Open Interest 1,226 11,599 +192
Palladium(NYME)
Jun00 000606 620.65 620.65 620.65 620.65 +2.00 9 88 -11
Sep00 000606 620.00 623.00 612.00 621.15 +2.00 128 1,939 +12
Dec00 000606 619.15 619.15 619.15 619.15 +2.00 2 113 +1
Total Volume and Open Interest 139 2,140 +2
Copper(CMX)
Jul00 000606 80.50 81.15 80.20 80.45 +0.25 8,168 31,768 -1,830
Sep00 000606 81.00 81.60 80.75 80.90 +0.25 349 9,216 +166
Dec00 000606 81.30 81.50 81.00 81.20 +0.25 355 7,024 +231
Mar01 000606 81.30 81.30 81.30 81.30 +0.10 35 2,064 +3
May01 000606 81.30 81.30 81.30 81.30 +0.10 69 871 +52
Total Volume and Open Interest 9,630 63,909 +2,405
DJIA Index(CBOT)
Jun00 000606 10815 10830 10715 10762 -98 10,273 17,041 -825
Sep00 000606 10955 10960 10858 10901 -96 1,738 1,372 +504
Dec00 000606 11054 11085 11025 11055 -60 72 2,000 -46
Total Volume and Open Interest 12,083 20,419 -367
S & P 500(CME)
Jun00 000606 1466.00 1475.50 1457.50 1463.00 -7.50 85,135 325,466 -15,681
Sep00 000606 1488.00 1498.00 1480.50 1485.10 -7.60 51,904 75,131 +16,922
Dec00 000606 1507.80 1518.00 1505.00 1508.50 -7.50 1,137 4,464 +424
Mar01 000606 1530.10 1541.70 1528.70 1532.20 -7.50 2 684 +0
Total Volume and Open Interest 138,198 406,408 +1,667
S & P 500 E-Mini(Globex)
Jun00 000606 1471.25 1476.75 1457.25 1463.00 -7.50 73,751 44,509 -154
Sep00 000606 1492.00 1497.00 1480.00 1485.00 -7.70 399 337 +56
Total Volume and Open Interest 74,150 44,846 -98
NASDAQ 100(CME)
Jun00 000606 3745.00 3815.00 3650.00 3662.50 -90.00 18,349 35,889 -2,039
Sep00 000606 3800.00 3870.00 3710.00 3720.00 -90.00 2,849 2,771 +1,479
Dec00 000606 3910.00 3910.00 3767.50 3777.50 -90.00 0 10 +0
Total Volume and Open Interest 21,198 38,670 -550
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000606 3746.5 3817.0 3650.0 3662.5 -90.0 39,986 29,482 +106
Sep00 000606 3800.0 3870.0 3710.5 3720.0 -90.0 114 82 +51
Total Volume and Open Interest 40,100 29,564 +517
NYSE Composite(NYBOT)
Jun00 000606 655.10 656.50 652.00 654.25 -2.00 565 2,257 -8
Sep00 000606 664.60 664.60 661.75 663.50 -1.75 112 278 -94
Dec00 000606 675.00 675.00 672.70 672.70 -1.55 100 218 +100
Total Volume and Open Interest 182 1,832 +52
S & P Midcap 400(CME)
Jun00 000606 497.50 502.90 491.00 492.35 -5.65 2,184 11,985 -90
Sep00 000606 506.00 508.00 498.00 499.75 -5.65 660 1,333 +276
Dec00 000606 504.30 504.30 504.30 504.30 -5.65      
Total Volume and Open Interest 2,844 13,318 +186
Russell 2000(CME)
Jun00 000606 514.50 525.00 508.50 508.75 -7.75 2,845 12,627 -410
Sep00 000606 523.00 528.00 515.00 515.35 -7.35 392 549 +158
Dec00 000606 523.15 523.15 523.15 523.15 -7.35      
Total Volume and Open Interest 3,237 13,176 -252
Value Line(KCBT)
Jun00 000606 1081.00 1090.00 1078.50 1079.50 -5.50 50 152 -2
Total Volume and Open Interest 73 178 +19
Nikkei 225(CME)
Jun00 000606 17130 17140 17010 17020 -80 4,566 18,661 -94
Sep00 000606 17140 17180 17050 17050 -90 3,909 5,970 +3,135
Total Volume and Open Interest 8,476 24,633 +3,043
Nikkei 225(SIMEX)
Jun00 000606 17150 17210 17080 17140 -55 25,352 93,443 -3,520
Sep00 000606 17140 17200 17090 17145 -45 13,735 46,226 +10,725
Dec00 000606 17125 17125 17125 17125 -45 6 2,066 +3
Total Volume and Open Interest 17,044 113,004 +1,322
CAC 40(MATIF)
Jun00 000606 6670.5 6701.5 6561.0 6561.0 -112.0 29,148 264,512 +7,091
Jul00 000606 6675.0 6715.5 6587.0 6592.0 -90.0 310 3,474 +276
Aug00 000606 6630.5 6630.5 6630.5 6630.5 -76.0      
Total Volume and Open Interest 30,333 327,400 +8,017
DAX Index(EUREX)
Jun00 000606 7420.0 7475.0 7306.0 7362.0 -49.0 41,392 429,435 +2,882
Sep00 000606 7508.0 7556.0 7393.0 7444.0 -49.0 9,888 1,702 +559
Dec00 000606 7575.5 7578.5 7494.5 7534.5 -50.5 256 392 +9
Total Volume and Open Interest 51,536 431,529 +3,450
FT-SE 100(LIFFE)
Jun00 000606 6613.00 6633.50 6520.50 6555.00 -28.00 36,267 200,260 +1,585
Sep00 000606 6665.00 6679.00 6588.50 6619.50 -28.50 9,700 51,665 +6,042
Dec00 000606 6708.00 6708.00 6708.00 6708.00 -28.00 10 1,321 +10
Total Volume and Open Interest 45,977 253,246 +7,637
SPI 200(SFE)
Jun00 000606 3150.0 3157.0 3134.0 3147.0 -9.0 20,390 151,023 +6,895
Sep00 000606 3155.0 3168.0 3155.0 3165.0 -8.0 399 4,762 +506
Dec00 000606 3181.0 3181.0 3181.0 3181.0 -9.0 0 2,353 +12
Total Volume and Open Interest 20,789 159,278 +7,413
GSCI(CME)
Jun00 000606 227.75 227.80 225.30 225.80 -0.55 376 37,027 -193
Jul00 000606 224.40 226.00 224.20 224.40 -0.45 70 1,359 +30
Aug00 000606 222.60 222.60 222.60 222.60 +1.10 0 64 +0
Total Volume and Open Interest 447 38,431 -182
Bridge CRB Index(NYBOT)
Aug00 000606 226.00 226.20 224.70 224.95 -0.15 681 1,579 +19
Nov00 000606 226.00 226.00 224.95 224.95 -0.45 257 693 +254
Jan01 000606 224.70 224.70 224.70 224.70 -0.75 250 250 +249
Total Volume and Open Interest 1,614    
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

Copyright © 2022 Moore Research Center, Inc. All Rights Reserved.
www.mrci.comsales@mrci.com
Phone: 541-525-0521