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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 12, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000612 503.00 511.50 501.50 510.50 -10.25 29,243 65,713 -3,186
Aug00 000612 503.00 509.50 501.50 508.75 -13.50 3,497 15,850 +431
Sep00 000612 505.00 509.00 501.50 508.25 -15.00 825 13,490 -78
Nov00 000612 507.00 512.50 504.50 511.00 -17.25 12,433 58,752 +1,916
Jan01 000612 517.00 521.00 513.50 520.50 -16.25 125 5,860 +64
Mar01 000612 522.50 528.50 520.50 528.50 -14.50 32 4,692 +19
May01 000612 530.00 533.50 527.00 533.50 -14.50 43 6,039 -20
Total Volume and Open Interest 46,352 175,807 -809
Soybean Meal(CBOT)
Jul00 000612 175.50 176.50 174.60 175.30 -4.40 15,084 45,707 +504
Aug00 000612 171.00 171.00 169.60 170.00 -5.30 4,083 17,728 +722
Sep00 000612 167.00 168.50 166.90 167.60 -5.30 986 10,313 +70
Oct00 000612 167.00 168.00 165.00 165.60 -5.90 505 7,022 +251
Dec00 000612 168.00 168.00 165.50 166.50 -6.10 4,839 27,871 +1,034
Jan01 000612 168.00 168.00 166.20 167.50 -5.70 39 2,945 -11
Mar01 000612 169.00 169.00 167.50 168.40 -5.40 45 2,685 +28
May01 000612 169.00 169.00 167.50 168.60 -5.70 70 2,629 +33
Total Volume and Open Interest 25,717 117,268 +2,669
Soybean Oil(CBOT)
Jul00 000612 16.00 16.32 15.95 16.30 -0.06 8,439 43,174 -1,183
Aug00 000612 16.23 16.52 16.17 16.49 -0.10 1,614 21,830 +216
Sep00 000612 16.43 16.73 16.40 16.69 -0.11 1,362 15,576 -76
Oct00 000612 16.65 16.95 16.60 16.91 -0.11 145 10,084 +56
Dec00 000612 17.07 17.30 16.96 17.30 -0.08 2,175 27,674 +693
Jan01 000612 17.48 17.64 17.48 17.64 -0.10 241 9,442 +153
Mar01 000612 17.90 18.00 17.90 18.00 -0.01 103 4,476 +12
May01 000612 18.20 18.30 18.20 18.30 -0.01 39 4,614 -12
Total Volume and Open Interest 14,121 140,323 -139
Canola(WCE)
Aug00 000612 257.0 260.4 257.0 260.4 -2.4 5 5,240 +0
Sep00 000612 260.8 262.5 260.8 262.1 -4.4 1 1,016 +1
Nov00 000612 265.0 268.4 265.0 267.8 -3.3 2,281 29,044 -326
Jan01 000612 271.5 273.6 271.5 273.6 -3.4 0 4,514 +0
Mar01 000612 278.5 278.5 278.5 278.5 -4.0 0 252 +0
Total Volume and Open Interest 4,847 65,082 -1,208
Corn(CBOT)
Jul00 000612 210.00 212.50 208.00 208.25 -11.00 32,277 182,202 -4,845
Sep00 000612 220.00 221.00 217.00 217.25 -11.25 9,823 84,756 +5,649
Nov00 000612 227.00 227.50 223.50 224.25 -10.75 5 987 +0
Dec00 000612 230.00 232.00 228.00 228.50 -11.00 14,683 150,196 +543
Jan01 000612 234.00 234.00 232.00 232.00 -11.00 0 161 +0
Mar01 000612 240.00 241.00 237.75 238.50 -10.25 1,118 19,814 +51
Total Volume and Open Interest 58,674 455,325 +1,628
Wheat(CBOT)
Jul00 000612 266.00 267.50 264.50 265.75 -4.00 23,714 59,522 -3,609
Sep00 000612 278.00 279.50 276.75 277.50 -5.00 6,480 30,126 +3,625
Dec00 000612 294.00 295.50 292.50 294.00 -4.00 4,221 28,483 +101
Mar01 000612 306.00 308.00 305.50 306.25 -3.50 543 8,537 +189
May01 000612 313.00 313.50 312.50 313.00 -2.00 7 154 +5
Total Volume and Open Interest 34,989 131,756 +313
Wheat(KCBT)
Jul00 000612 295.50 298.25 295.25 297.00 -2.75 5,629 31,360 -1,133
Sep00 000612 307.00 309.25 306.25 308.25 -2.25 3,259 16,513 +1,394
Dec00 000612 321.00 323.25 320.25 322.50 -3.00 1,137 16,812 +408
Mar01 000612 333.00 334.00 332.00 333.50 -2.50 85 2,470 +77
May01 000612 339.00 340.00 338.00 338.50 -2.50 4 336 +0
Total Volume and Open Interest 10,114 67,973 +746
Wheat(MGE)
Jul00 000612 321.00 323.75 321.00 323.00 -2.50 1,897 9,258 -564
Sep00 000612 332.00 333.50 330.75 332.25 -3.00 642 6,607 -191
Dec00 000612 345.00 347.50 345.00 346.00 -3.25 177 3,676 -41
Mar01 000612 358.00 359.50 358.00 359.50 -2.50 2 391 +1
May01 000612 365.50 365.50 364.75 365.50 -1.50 0 82 +0
Total Volume and Open Interest 2,718 20,041 -795
Oats(CBOT)
Jul00 000612 105.50 107.00 105.50 106.00 -4.75 907 7,988 +141
Sep00 000612 112.75 113.00 112.00 112.00 -4.75 471 3,227 +222
Dec00 000612 119.75 120.00 118.75 119.25 -4.25 366 4,762 -7
Mar01 000612 128.00 128.00 126.75 126.75 -4.50 1 536 -5
Total Volume and Open Interest 1,745 16,515 +351
Rough Rice(CBOT)
Jul00 000612 5.38 5.39 5.33 5.37 -0.04 1,011 3,713 -478
Sep00 000612 6.47 6.48 6.43 6.47 -0.03 193 1,196 -48
Nov00 000612 6.69 6.69 6.65 6.68 -0.03 166 1,647 +40
Jan01 000612 6.88 6.91 6.88 6.91 -0.03 104 1,270 +42
Total Volume and Open Interest 1,494 7,965 -424
Live Cattle(CME)
Jun00 000612 69.125 69.200 68.900 69.175 +0.200 2,137 12,688 -619
Aug00 000612 68.700 68.900 68.200 68.625 +0.100 3,117 45,789 -384
Oct00 000612 70.800 70.900 70.000 70.550 -0.075 1,571 26,668 +707
Dec00 000612 72.350 72.550 71.800 72.250 unch 269 9,044 +22
Feb01 000612 73.600 73.800 73.200 73.700 +0.175 100 4,613 +33
Apr01 000612 75.550 75.850 75.100 75.600 +0.075 213 4,684 -2
Total Volume and Open Interest 7,531 105,975 -259
Feeder Cattle(CME)
Aug00 000612 85.900 86.600 85.750 86.500 +1.225 877 9,499 -7
Sep00 000612 85.750 86.400 85.750 86.350 +1.125 132 2,056 +31
Oct00 000612 86.750 87.400 86.600 87.300 +1.150 113 2,612 +35
Nov00 000612 87.450 87.950 87.300 87.825 +0.850 85 1,958 +49
Jan01 000612 88.050 88.900 88.050 88.900 +0.900 7 1,235 +3
Mar01 000612 88.000 88.400 87.950 88.400 +0.500 0 274 +0
Apr01 000612 88.000 88.400 87.950 88.400 +0.500 0 41 +0
Total Volume and Open Interest 1,214 17,677 +111
Lean Hogs(CME)
Jun00 000612 71.500 71.500 70.325 70.375 -0.650 2,638 8,811 -127
Jul00 000612 70.650 70.650 68.550 69.050 -1.325 5,808 16,061 -63
Aug00 000612 70.100 70.150 68.050 68.925 -0.975 4,658 15,505 +1,436
Oct00 000612 60.100 60.250 58.700 59.500 -0.600 879 8,334 +227
Dec00 000612 57.000 57.200 56.050 56.275 -0.750 273 5,979 +9
Feb01 000612 57.225 57.225 56.700 56.950 -0.475 128 1,624 -50
Apr01 000612 55.250 55.250 54.900 54.900 -0.175 77 572 +23
Jun01 000612 62.050 62.050 62.050 62.050 +0.025 1 44 +0
Total Volume and Open Interest 14,462 56,935 +1,455
Pork Bellies(CME)
Jul00 000612 88.850 89.000 86.600 87.700 -1.350 886 3,759 -103
Aug00 000612 86.000 86.200 84.325 84.925 -1.150 278 1,815 +1
Feb01 000612 74.350 74.350 73.700 73.950 -0.350 0 105 +0
Mar01 000612 75.500 75.500 75.500 75.500 unch 0 11 +0
May01 000612 75.500 75.500 75.500 75.500 -1.250 0 1 +0
Total Volume and Open Interest 1,164 5,691 -102
Cocoa(NYBOT)
Jul00 000612 845 854 838 850 +1 5,806 19,063 -3,518
Sep00 000612 875 887 870 882 +5 7,943 31,757 -838
Dec00 000612 912 917 904 915 +4 987 21,340 -187
Mar01 000612 947 950 938 950 +7 179 7,956 +70
May01 000612 974 974 974 974 +7 46 5,753 +23
Jul01 000612 999 999 999 999 +7 38 7,065 +38
Sep01 000612 1026 1026 1026 1026 +7 250 5,568 +250
Total Volume and Open Interest 15,399 112,741 -4,182
Coffee "C"(NYBOT)
Jul00 000612 91.00 93.25 89.50 91.15 -0.70 4,287 22,033 -1,209
Sep00 000612 95.00 96.40 93.00 94.50 -0.60 2,631 20,362 +1,032
Dec00 000612 99.50 99.50 97.50 98.85 -0.40 242 6,312 +98
Mar01 000612 104.00 104.00 102.50 103.35 -0.15 104 2,650 +18
May01 000612 106.00 106.00 105.75 105.85 -0.15 51 359 +48
Jul01 000612 109.00 109.00 108.35 108.35 -0.15 36 111 +36
Total Volume and Open Interest 7,351 51,871 +23
Orange Juice(NYBOT)
Jul00 000612 82.25 82.60 82.00 82.05 -0.30 1,164 9,592 -554
Sep00 000612 82.05 82.50 82.05 82.20 unch 939 7,767 +572
Nov00 000612 82.20 82.40 81.90 82.05 -0.35 42 3,836 +1
Jan01 000612 82.10 82.50 82.05 82.05 -0.20 24 1,694 +3
Mar01 000612 82.70 82.70 82.70 82.70 +0.05 11 1,396 +11
Total Volume and Open Interest 2,200 24,783 +53
Sugar #11(NYBOT)
Jul00 000612 8.45 8.57 8.37 8.49 -0.08 20,769 74,981 -4,824
Oct00 000612 8.58 8.65 8.51 8.65 -0.02 17,019 71,660 +3,716
Mar01 000612 8.35 8.44 8.34 8.43 -0.01 3,351 39,463 +1,167
May01 000612 8.34 8.40 8.30 8.36 -0.01 724 6,382 +187
Jul01 000612 8.25 8.29 8.25 8.29 -0.01 147 7,231 -56
Total Volume and Open Interest 42,097 211,910 +190
London Cocoa(LCE)
Jul00 000612 625 627 623 624 -5 1,740 25,190 -214
Sep00 000612 645 648 643 645 -5 2,446 33,706 +193
Dec00 000612 681 682 677 679 -5 916 38,219 -16
Mar01 000612 694 695 694 695 -5 1,688 28,709 +1,244
May01 000612 710 710 709 709 -5 83 18,051 +0
Jul01 000612 723 723 723 723 -5 640 5,396 +454
Sep01 000612 738 738 738 738 -5 751 3,922 +150
Total Volume and Open Interest 8,264 177,974 +1,811
London Coffee(LCE)
Jul00 000612 920.00 921.00 908.00 910.00 -13.00 2,578 26,887 -564
Sep00 000612 932.00 934.00 925.00 926.00 -9.00 2,161 22,570 +1,250
Nov00 000612 943.00 945.00 939.00 940.00 -9.00 309 7,227 +61
Jan01 000612 955.00 957.00 955.00 955.00 -5.00 393 2,784 +95
Mar01 000612 970.00 970.00 970.00 970.00 -4.00 22 889 -4
May01 000612 984.00 984.00 984.00 984.00 -4.00 0 609 +0
Total Volume and Open Interest 5,463 60,966 +838
London Sugar(LCE)
Aug00 000612 237.50 238.00 234.00 237.00 -0.60 3,781 22,212 +861
Oct00 000612 236.00 237.00 233.50 236.80 -0.70 2,243 12,097 +28
Dec00 000612 236.50 237.40 234.50 237.10 -0.40 649 3,511 +196
Mar01 000612 235.70 236.40 235.00 236.40 +0.20 263 5,054 -11
May01 000612 234.00 234.20 232.00 234.20 -0.10 510 971 +440
Total Volume and Open Interest 8,443 46,944 +1,885
Cotton(NYBOT)
Jul00 000612 57.75 57.75 56.40 56.65 -1.74 5,094 16,427 -1,085
Oct00 000612 60.45 60.45 59.65 59.80 -1.15 663 2,687 +27
Dec00 000612 61.50 61.70 60.75 61.06 -1.16 5,247 22,368 -77
Mar01 000612 62.70 62.75 62.25 62.35 -1.18 247 3,729 +52
May01 000612 63.25 63.40 62.70 63.02 -1.03 40 1,970 +2
Jul01 000612 64.10 64.40 63.60 63.84 -0.96 16 611 +7
Total Volume and Open Interest 11,322 48,286 -1,060
Lumber(CME)
Jul00 000612 308.0 308.3 301.8 305.2 +0.6 707 2,045 -76
Sep00 000612 302.8 303.7 301.1 301.2 -1.4 176 630 +42
Nov00 000612 298.3 298.5 297.3 297.5 -0.2 170 523 +54
Jan01 000612 296.8 297.0 296.7 297.0 +0.2 15 23 +9
Total Volume and Open Interest 1,068 3,221 +29
Crude Oil(NYM)
Jul00 000612 31.00 31.80 30.90 31.74 +1.54 53,424 103,861 +93
Aug00 000612 30.00 30.50 29.95 30.43 +1.17 39,290 99,698 +8,711
Sep00 000612 29.25 29.60 29.05 29.53 +1.07 8,261 38,147 +1,235
Oct00 000612 28.75 28.85 28.50 28.85 +0.96 3,573 23,940 -2,263
Nov00 000612 28.15 28.35 27.90 28.30 +0.90 2,665 18,246 -1,177
Dec00 000612 27.60 27.80 27.45 27.80 +0.86 3,927 39,748 -25
Jan01 000612 27.10 27.35 27.02 27.35 +0.84 400 17,679 -73
Feb01 000612 26.70 26.93 26.65 26.93 +0.82 302 8,237 -126
Mar01 000612 26.45 26.55 26.28 26.55 +0.80 425 9,732 -64
Apr01 000612 25.92 26.17 25.92 26.17 +0.77 94 4,543 -7
Total Volume and Open Interest 113,584 476,999 +7,201
Heating Oil(NYM)
Jul00 000612 76.80 78.20 76.20 77.87 +3.64 9,353 28,513 -386
Aug00 000612 77.00 77.90 76.20 77.79 +3.31 4,421 17,666 +763
Sep00 000612 77.25 78.00 76.50 77.94 +3.11 1,279 9,300 -90
Oct00 000612 77.00 78.19 77.00 78.19 +3.01 977 7,672 +317
Nov00 000612 77.60 78.44 77.60 78.44 +2.96 748 11,164 -15
Dec00 000612 77.50 78.49 77.50 78.49 +2.86 951 18,078 +109
Jan01 000612 76.90 77.84 76.90 77.84 +2.81 760 8,465 +64
Feb01 000612 75.40 76.29 75.40 76.29 +2.81 349 7,454 +241
Mar01 000612 72.95 73.54 72.60 73.54 +2.61 19 5,417 +6
Apr01 000612 70.64 70.64 70.64 70.64 +2.46 107 2,397 +104
Total Volume and Open Interest 19,020 120,841 +1,166
Unleaded Gas(NYM)
Jul00 000612 103.70 104.70 102.20 104.40 +2.58 10,443 37,747 -1,191
Aug00 000612 99.80 100.00 98.10 99.84 +2.04 5,505 20,668 -31
Sep00 000612 93.00 93.70 92.60 93.70 +1.90 1,253 16,755 -239
Oct00 000612 85.80 86.30 85.15 86.20 +1.75 373 9,863 +261
Nov00 000612 81.20 81.40 81.00 81.40 +1.70 165 5,324 +505
Dec00 000612 78.20 78.75 78.10 78.75 +1.60 38 2,164 -145
Jan01 000612 75.50 76.50 75.40 76.50 +1.60 155 702 +122
Feb01 000612 74.10 75.45 74.10 75.45 +1.60 2 502 -1
Total Volume and Open Interest 18,073 94,464 -689
Natural Gas(NYM)
Jul00 000612 4.180 4.270 4.090 4.212 +0.052 27,622 46,424 -1,755
Aug00 000612 4.110 4.250 4.070 4.198 +0.058 7,138 36,400 +525
Sep00 000612 4.100 4.220 4.065 4.173 +0.058 2,338 26,974 +241
Oct00 000612 4.080 4.200 4.050 4.160 +0.057 2,859 26,592 +326
Nov00 000612 4.130 4.250 4.110 4.215 +0.060 1,555 16,599 +573
Dec00 000612 4.200 4.310 4.150 4.280 +0.060 1,438 24,798 +31
Jan01 000612 4.165 4.295 4.135 4.268 +0.058 1,637 24,138 +144
Feb01 000612 3.960 4.080 3.960 4.049 +0.055 736 11,936 -63
Total Volume and Open Interest 49,292 338,094 +1,378
Brent Crude Oil(IPE)
Jul00 000612 29.85 31.27 29.80 31.21 +1.63 21,408 63,488 -4,706
Aug00 000612 28.30 29.40 28.30 29.33 +1.25 25,975 83,107 -3,030
Sep00 000612 27.53 28.40 27.53 28.40 +1.15 8,663 30,668 +1,010
Oct00 000612 27.18 27.84 27.08 27.84 +1.12 3,517 16,720 -1,210
Nov00 000612 26.70 27.41 26.65 27.41 +1.06 1,681 12,771 +199
Dec00 000612 26.20 26.89 26.15 26.89 +0.96 2,119 32,999 +542
Jan01 000612 25.75 26.39 25.75 26.39 +0.90 7 11,248 +3
Feb01 000612 25.45 25.96 25.45 25.96 +0.87 11 7,459 +3
Total Volume and Open Interest 63,767 306,529 -8,286
Gas Oil(IPE)
Jun00 000612 235.75 237.75 232.25 232.25 unch 15,916 8,899 -9,219
Jul00 000612 229.50 234.25 229.50 234.00 +7.25 18,090 39,811 +4,148
Aug00 000612 228.25 233.25 228.25 233.25 +7.50 5,004 15,320 +1,118
Sep00 000612 230.25 234.00 229.75 234.00 +7.25 997 7,422 -81
Oct00 000612 230.75 234.50 230.75 234.50 +6.75 1,386 7,902 +44
Nov00 000612 233.75 234.00 233.25 233.75 +6.75 268 3,016 +116
Dec00 000612 229.50 232.75 229.50 232.75 +6.75 1,590 21,457 +246
Jan01 000612 230.50 230.50 230.50 230.50 +6.75 6 3,447 -47
Total Volume and Open Interest 43,507 115,447 -3,685
US Dollar Index(NYBOT)
Jun00 000612 107.26 107.26 106.68 106.93 +0.01 367 4,682 -142
Sep00 000612 106.69 106.95 106.34 106.56 -0.06 240 2,504 +14
Dec00 000612 106.24 106.24 106.24 106.24 -0.08 0 3 +0
Total Volume and Open Interest 607 7,189 -128
Australian Dollar(IMM)
Jun00 000612 58.95 59.20 58.90 59.15 +0.50 5,381 19,029 -3,056
Sep00 000612 59.08 59.32 59.07 59.25 +0.50 3,628 7,833 +4,577
Dec00 000612 59.35 59.35 59.35 59.35 +0.50 1 66 +1
Total Volume and Open Interest 9,009 27,305 +1,522
British Pound(IMM)
Jun00 000612 151.20 151.48 151.08 151.24 +0.30 8,004 42,121 -4,274
Sep00 000612 151.42 151.74 151.30 151.48 +0.28 2,174 7,272 +2,656
Dec00 000612 151.80 152.00 151.80 151.80 +0.28 2 249 -1
Total Volume and Open Interest 10,180 49,646 -1,619
Canadian Dollar(IMM)
Jun00 000612 67.78 67.90 67.75 67.79 -0.01 14,353 38,712 -4,173
Sep00 000612 67.95 68.05 67.88 67.93 -0.01 5,739 33,550 +8,338
Dec00 000612 68.08 68.15 68.04 68.08 -0.01 38 2,545 -67
Mar01 000612 68.24 68.24 68.24 68.24 -0.01 0 708 +0
Total Volume and Open Interest 20,134 75,685 +4,102
Japanese Yen(IMM)
Jun00 000612 93.83 94.13 93.66 93.79 +0.06 14,930 62,557 -12,659
Sep00 000612 95.48 95.73 95.25 95.38 +0.07 8,722 12,383 +4,995
Dec00 000612 97.02 97.02 97.02 97.02 +0.07 8 597 +4
Total Volume and Open Interest 23,652 75,557 -7,660
Swiss Franc(IMM)
Jun00 000612 61.00 61.33 61.00 61.10 +0.14 15,234 33,300 -4,331
Sep00 000612 61.56 61.85 61.52 61.63 +0.14 1,943 7,488 +1,784
Dec00 000612 62.14 62.25 62.14 62.14 +0.14 18 27 -10
Total Volume and Open Interest 17,195 40,816 -2,557
EuroFX(IMM)
Jun00 000612 95.33 95.62 95.26 95.38 -0.04 13,045 44,317 -4,267
Sep00 000612 95.87 96.18 95.78 95.93 -0.04 5,219 19,498 +2,648
Dec00 000612 96.48 96.74 96.40 96.45 -0.04 1,627 68,278 +67,999
Total Volume and Open Interest 1,687 69,061 +3,334
Mexican Peso(IMM)
Jun00 000612 10100.0 10200.0 10100.0 10190.0 +112.0 1,170 14,895 -1,772
Sep00 000612 9780.0 9920.0 9780.0 9905.0 +107.0 1,616 5,658 +346
Total Volume and Open Interest 2,869 22,043 -1,369
30-Year T-Bonds(CBOT)
Jun00 000612 97~09 97~20 97~09 97~19 +0~06 17,089 43,472 -6,380
Sep00 000612 97~09 97~18 97~05 97~16 +0~06 203,858 352,468 +5,623
Dec00 000612 97~13 97~16 97~13 97~16 +0~06 16 3,416 +10
Total Volume and Open Interest 220,968 399,595 -744
Municipal Bonds(CBOT)
Jun00 000612 95~11 95~16 95~06 95~14 +0~08 313 10,751 -212
Sep00 000612 94~15 94~25 94~13 94~22 +0~07 1,033 15,248 +213
Total Volume and Open Interest 1,346 26,399 +1
10-Year T-Notes(CBOT)
Jun00 000612 98~010 98~085 97~310 98~085 +0~085 25,057 59,368 -18,512
Sep00 000612 97~240 98~010 97~205 98~005 +0~080 103,354 507,682 +6,496
Total Volume and Open Interest 128,411 567,141 -12,016
5-Year T-Notes(CBOT)
Jun00 000612 98~125 98~165 98~110 98~165 +0~050 6,428 45,456 -3,444
Sep00 000612 98~075 98~140 98~075 98~135 +0~050 44,861 340,691 +5,238
Total Volume and Open Interest 51,289 386,147 +1,794
2 Year T-Notes(CBOT)
Jun00 000612 98~120 99~001 98~120 99~001 +0~010 2,137 5,529 -2,131
Sep00 000612 98~104 98~113 98~103 98~113 +0~010 3,683 43,695 +2,419
Total Volume and Open Interest 5,820 49,224 +288
3-Mth T-Bills(IMM)
Sep00 000612 93.89 93.89 93.89 93.89 +0.05 1 311 +2
Total Volume and Open Interest 1 773 +1
Eurodollars(IMM)
Jun00 000612 93.168 93.177 93.168 93.175 +0.010 32,734 442,954 -903
Sep00 000612 92.925 92.975 92.925 92.965 +0.040 58,012 570,846 +5,911
Dec00 000612 92.730 92.750 92.710 92.745 +0.020 64,557 463,834 +2,307
Mar01 000612 92.725 92.755 92.705 92.745 +0.030 49,037 363,905 -2,106
Jun01 000612 92.685 92.735 92.670 92.725 +0.045 24,488 259,266 -1,118
Sep01 000612 92.685 92.735 92.670 92.725 +0.050 13,936 209,047 -1,671
Dec01 000612 92.650 92.700 92.640 92.700 +0.060 7,684 151,460 -396
Mar02 000612 92.710 92.775 92.700 92.760 +0.055 6,348 135,570 -606
Jun02 000612 92.720 92.775 92.705 92.765 +0.055 3,487 99,554 +32
Sep02 000612 92.725 92.780 92.715 92.775 +0.055 3,084 96,524 +982
Dec02 000612 92.685 92.750 92.680 92.740 +0.060 2,559 74,902 +530
Mar03 000612 92.750 92.810 92.740 92.800 +0.060 2,647 75,940 +501
Total Volume and Open Interest 282,394 3,338,919 +4,083
3-Mth Euro-Yen(IMM)
Jun00 000612 99.88 99.88 99.88 99.88 +0.01 933 14,995 -318
Sep00 000612 99.72 99.72 99.71 99.71 unch 1,799 12,486 -86
Dec00 000612 99.56 99.57 99.56 99.57 +0.01 423 14,684 +1,179
Mar01 000612 99.47 99.47 99.46 99.47 +0.01 1,359 15,377 +678
Jun01 000612 99.36 99.36 99.36 99.36 +0.01 416 4,660 +23
Sep01 000612 99.23 99.23 99.22 99.22 unch 858 18,830 +134
Dec01 000612 99.08 99.08 99.08 99.08 unch 150 1,834 -2
Mar02 000612 98.96 98.97 98.96 98.96 unch 1 1,600 +100
Jun02 000612 98.81 98.81 98.81 98.81 unch 0 80 +0
Sep02 000612 98.67 98.67 98.67 98.67 unch 0 30 +0
Total Volume and Open Interest 5,939 84,631 +1,708
3-Mth Euro-Yen(SIMEX)
Jun00 000612 99.87 99.89 99.86 99.88 unch 819 78,536 +1,159
Sep00 000612 99.71 99.72 99.70 99.72 unch 5,679 75,101 -162
Dec00 000612 99.57 99.57 99.54 99.56 -0.01 9,734 83,241 +2,009
Mar01 000612 99.46 99.49 99.45 99.47 unch 12,618 78,278 +1,245
Jun01 000612 99.36 99.38 99.35 99.36 unch 5,101 66,648 +2,029
Sep01 000612 99.22 99.24 99.22 99.24 +0.01 1,679 57,566 -87
Dec01 000612 99.08 99.08 99.08 99.08 +0.01 1,993 20,710 +2,197
Mar02 000612 98.97 98.97 98.97 98.97 +0.01 211 12,794 -11
Total Volume and Open Interest 37,834 475,899 +8,379
German Euro-Bund(EUREX)
Jun00 000608 106.10 106.22 105.98 106.13 -0.06 410,190 338,457 -123,608
Sep00 000612 105.64 105.80 105.55 105.69 -0.01 580,149 552,869 +93,237
Dec00 000612 105.37 105.37 105.37 105.37 -0.03 2,640 4,643 +220
Total Volume and Open Interest 582,789 557,512 +93,457
German Euro-Bobl(EUREX)
Jun00 000608 103.59 103.61 103.45 103.51 -0.08 190,480 176,230 -88,135
Sep00 000612 103.26 103.30 103.20 103.25 -0.04 250,405 292,284 +42,945
Dec00 000612 103.01 103.01 103.01 103.01 -0.01 0 2,874 +285
Total Volume and Open Interest 250,405 295,158 +43,230
Long Gilt(LIFFE)
Jun00 000612 114~23 114~23 114~18 114~20 -0~01 2,361 9,136 -613
Sep00 000612 114~04 114~13 114~01 114~09 -0~01 16,089 59,777 +3,509
Total Volume and Open Interest 18,450 68,913 +2,896
3-Mth Short Sterling(LIFFE)
Jun00 000612 93.75 93.75 93.73 93.73 -0.02 7,630 170,467 -2,425
Sep00 000612 93.54 93.55 93.53 93.54 -0.01 18,784 208,857 +3,454
Dec00 000612 93.38 93.39 93.36 93.37 -0.02 16,225 174,746 +2,363
Total Volume and Open Interest 58,617 904,799 +6,838
3-Mth Euribor(LIFFE)
Jun00 000612 95.425 95.440 95.425 95.435 unch 49,005 271,924 -767
Sep00 000612 95.125 95.150 95.120 95.140 +0.005 138,703 354,628 -9,300
Dec00 000612 94.840 94.855 94.835 94.845 -0.005 71,154 215,143 +12,111
Total Volume and Open Interest 370,607 1,391,854 +10,293
3-Mth Aus T-Bills(SFE)
Jun00 000608 93.79 93.83 93.75 93.81 unch 9,205 90,435 -7,774
Sep00 000612 93.71 93.74 93.71 93.72 -0.01 20,274 168,757 +9,302
Dec00 000612 93.56 93.59 93.56 93.59 -0.01 19,907 60,330 +10,376
Mar01 000612 93.51 93.55 93.51 93.55 -0.01 6,665 31,731 +5,338
Jun01 000612 93.51 93.51 93.51 93.51 unch 3,517 16,660 +834
Sep01 000612 93.47 93.47 93.47 93.47 unch 154 8,801 -41
Dec01 000612 93.43 93.43 93.43 93.43 unch 90 6,668 +115
Mar02 000612 93.40 93.40 93.40 93.40 unch 357 5,648 +187
Jun02 000612 93.37 93.37 93.37 93.37 -0.01 173 2,478 -12
Sep02 000612 93.34 93.34 93.34 93.34 -0.01 115 2,154 +42
Total Volume and Open Interest 51,557 307,501 +26,181
10-Year Aus T-Bonds(SFE)
Jun00 000612 93.92 93.92 93.87 93.91 +0.02 2,727 183,947 -7,538
Sep00 000612 93.91 93.91 93.86 93.89 unch 1,574 6,793 +4,844
Total Volume and Open Interest 4,301 190,740 -2,694
3-Year Aus T-Bonds(SFE)
Jun00 000612 93.98 93.98 93.94 93.95 -0.04 4,742 387,663 -37,001
Sep00 000612 93.93 93.93 93.90 93.91 -0.05 2,030 18,875 +8,831
Total Volume and Open Interest 6,772 406,538 -28,170
Gold(CMX)
Jun00 000612 284.5 286.5 284.0 286.5 +2.9 34 174 +18
Aug00 000612 286.0 289.2 286.0 289.1 +2.7 18,789 72,711 -1,793
Oct00 000612 290.5 292.2 290.5 292.1 +2.7 77 4,307 -17
Dec00 000612 292.0 295.2 292.0 295.1 +2.7 926 21,311 -41
Feb01 000612 297.8 297.8 297.8 297.8 +2.7 3 9,851 +0
Apr01 000612 300.6 300.6 300.6 300.6 +2.7 0 3,495 +0
Total Volume and Open Interest 19,937 136,378 -1,734
Silver(CMX)
Jul00 000612 505.5 506.0 502.5 504.2 -2.0 7,646 50,681 -2,946
Sep00 000612 509.0 510.0 507.5 508.9 -1.8 735 8,819 +153
Dec00 000612 516.0 516.5 513.0 515.0 -1.1 40 8,634 +4
Mar01 000612 519.2 519.2 519.2 519.2 -1.1 0 919 +0
May01 000612 521.2 521.2 521.2 521.2 -1.1 0 810 +0
Total Volume and Open Interest 8,427 74,122 -2,793
Platinum(NYM)
Jul00 000612 536.5 547.5 533.9 544.0 +6.2 505 8,778 -56
Oct00 000612 522.0 531.0 522.0 529.5 +6.7 88 1,637 +34
Jan01 000612 514.5 514.5 514.5 514.5 +6.7 2 31 +2
Total Volume and Open Interest 595 10,446 -20
Palladium(NYME)
Jun00 000612 648.50 648.50 645.75 645.75 +0.70 1 61 -2
Sep00 000612 645.50 650.00 645.50 647.25 +1.70 180 1,843 -14
Dec00 000612 645.25 645.25 645.25 645.25 +1.70 0 114 +0
Total Volume and Open Interest 181 2,018 -16
Copper(CMX)
Jul00 000612 79.70 80.10 78.70 79.45 -0.35 3,597 31,648 -62
Sep00 000612 80.50 80.50 79.40 80.05 -0.35 546 10,049 +203
Dec00 000612 80.70 80.70 79.85 80.50 -0.25 95 7,206 +21
Mar01 000612 80.75 80.75 80.75 80.75 -0.15 0 2,096 +1
May01 000612 80.75 80.75 80.75 80.75 -0.15 0 893 +0
Total Volume and Open Interest 4,619 64,881 +145
DJIA Index(CBOT)
Jun00 000612 10675 10680 10575 10583 -61 1,623 13,192 -1,057
Sep00 000612 10800 10825 10710 10721 -66 10,522 6,677 +811
Dec00 000612 10875 10875 10875 10875 -62 0 2,052 +0
Total Volume and Open Interest 12,145 21,927 -246
S & P 500(CME)
Jun00 000612 1465.00 1465.50 1445.50 1446.70 -15.40 14,414 200,981 -33,522
Sep00 000612 1487.50 1488.50 1468.50 1469.00 -15.50 99,755 224,345 +36,670
Dec00 000612 1496.80 1509.50 1490.00 1491.90 -15.60 543 4,923 +379
Mar01 000612 1522.00 1533.00 1515.40 1515.40 -15.60 0 706 +0
Total Volume and Open Interest 114,718 431,623 +3,532
S & P 500 E-Mini(Globex)
Jun00 000612 1461.75 1467.75 1446.00 1446.75 -15.25 2,721 38,797 -3,830
Sep00 000612 1482.50 1490.50 1468.50 1469.00 -15.50 52,856 11,808 +4,825
Total Volume and Open Interest 55,577 50,605 +995
NASDAQ 100(CME)
Jun00 000612 3760.00 3765.00 3645.00 3658.00 -96.50 7,041 22,496 -5,229
Sep00 000612 3840.00 3842.00 3702.00 3717.50 -96.50 17,374 17,321 +2,564
Dec00 000612 3777.00 3777.00 3767.50 3777.00 -96.50 0 10 +0
Total Volume and Open Interest 17,374 39,827 -2,665
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000612 3745.0 3800.0 3644.0 3658.0 -96.5 1,712 29,572 -405
Sep00 000612 3802.0 3859.5 3700.5 3717.5 -96.5 24,128 4,736 +963
Total Volume and Open Interest 25,840 34,308 +558
NYSE Composite(NYBOT)
Jun00 000612 651.00 652.00 646.10 646.10 -4.30 65 2,188 -7
Sep00 000612 660.50 662.25 655.50 655.60 -4.30 397 488 +68
Dec00 000612 665.10 665.10 665.10 665.10 -4.30 0 220 +0
Total Volume and Open Interest 221 1,789 +12
S & P Midcap 400(CME)
Jun00 000612 496.00 497.00 487.00 489.10 -7.80 62 6,885 -666
Sep00 000612 505.40 505.50 494.50 496.50 -7.90 1,183 7,151 +899
Dec00 000612 501.05 501.05 501.05 501.05 -7.90      
Total Volume and Open Interest 62 14,036 +233
Russell 2000(CME)
Jun00 000612 527.00 527.00 509.00 509.00 -17.80 1,720 8,832 -1,110
Sep00 000612 535.50 535.50 514.50 515.50 -18.10 93 6,834 +1,018
Dec00 000612 523.30 523.30 523.30 523.30 -18.10      
Total Volume and Open Interest 93 15,666 -92
Value Line(KCBT)
Jun00 000612 1082.00 1084.00 1068.50 1068.65 -12.85 15 128 -5
Total Volume and Open Interest 28 174 +6
Nikkei 225(CME)
Sep00 000612 17000 17060 16885 16925 +55 997 13,329 +329
Dec00 000612 17070 17070 16925 16925 +55 0 2 +0
Total Volume and Open Interest 1,044 24,626 -516
Nikkei 225(SIMEX)
Jun00 000608 17250 17290 16960 16990 -140 29,007 76,191 -9,683
Sep00 000612 16770 17020 16750 16965 +205 11,849 114,124 +295
Dec00 000612 16950 16950 16950 16950 +205 200 2,263 +200
Total Volume and Open Interest 25,661 117,268 +2,669
CAC 40(MATIF)
Jun00 000612 6551.0 6590.0 6528.0 6538.0 -2.0 31,838 295,746 -1,111
Jul00 000612 6606.0 6606.0 6556.5 6556.5 -4.0 151 4,648 +71
Aug00 000612 6581.0 6581.0 6581.0 6581.0 -4.5 0 2,273 +0
Total Volume and Open Interest 33,313 365,794 +28
DAX Index(EUREX)
Jun00 000612 7280.0 7320.5 7224.0 7241.0 +4.0 36,594 405,272 -2,412
Sep00 000612 7357.0 7401.0 7312.0 7322.5 +3.5 12,814 37,945 +9,087
Dec00 000612 7442.5 7442.5 7402.5 7413.0 +4.5 3 656 +0
Total Volume and Open Interest 49,411 443,873 +6,675
FT-SE 100(LIFFE)
Jun00 000612 6450.00 6496.00 6445.00 6460.00 unch 36,832 160,813 -9,245
Sep00 000612 6530.00 6555.00 6510.00 6524.00 unch 16,454 103,737 +12,143
Dec00 000612 6608.00 6608.00 6608.00 6608.00 -1.00 0 1,371 +0
Total Volume and Open Interest 53,286 265,921 +2,898
SPI 200(SFE)
Jun00 000612 3142.0 3152.0 3138.0 3149.0 +1.0 10,409 155,318 +251
Sep00 000612 3168.0 3168.0 3168.0 3168.0 +2.0 286 4,422 +1
Dec00 000612 3183.0 3183.0 3183.0 3183.0 +1.0 28 2,407 +71
Total Volume and Open Interest 10,736 163,300 +336
GSCI(CME)
Jun00 000612 229.40 232.05 228.95 232.05 +5.05 8,270 17,154 -7,064
Jul00 000612 227.00 229.40 227.00 229.35 +4.10 8,379 22,207 +7,528
Aug00 000612 224.50 224.50 224.50 224.50 +2.50 0 64 +0
Total Volume and Open Interest 16,661 39,460 +470
Bridge CRB Index(NYBOT)
Aug00 000612 223.90 224.40 223.50 224.30 -0.70 117 1,639 +13
Nov00 000612 223.50 224.30 223.50 224.30 -0.70 3 866 +2
Jan01 000612 223.25 224.05 223.25 224.05 -0.70 1 421 +1
Total Volume and Open Interest      
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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