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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 Thu June 15, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000615 513.00 517.00 508.75 510.00 -0.75 52,420 49,004 -6,220
Aug00 000615 505.00 506.00 500.50 500.75 -0.50 12,370 18,274 +663
Sep00 000615 496.50 497.50 491.00 491.50 -3.50 6,055 15,650 +640
Nov00 000615 501.00 501.00 494.50 495.00 -2.00 36,358 60,799 +463
Jan01 000615 508.50 509.00 504.00 504.50 -1.00 930 6,217 +82
Mar01 000615 517.00 517.00 512.50 512.50 unch 407 4,945 +227
May01 000615 521.00 522.00 518.00 518.50 -0.25 641 6,212 +51
Total Volume and Open Interest 109,814 166,638 -3,945
Soybean Meal(CBOT)
Jul00 000615 175.20 175.50 173.30 173.80 -0.60 22,123 42,861 +261
Aug00 000615 168.70 169.20 167.30 167.50 -0.80 7,735 17,973 -62
Sep00 000615 164.00 164.00 162.30 162.50 -0.90 3,482 10,256 +146
Oct00 000615 162.00 162.00 158.70 159.40 -1.10 2,498 8,105 +542
Dec00 000615 162.00 162.50 159.20 159.50 -1.70 9,201 30,755 +921
Jan01 000615 162.50 162.60 159.50 159.50 -2.20 274 2,976 -8
Mar01 000615 164.00 164.00 161.00 161.00 -1.60 367 2,886 +93
May01 000615 163.50 163.50 160.50 161.00 -2.50 357 2,933 +213
Total Volume and Open Interest 46,141 119,225 +2,182
Soybean Oil(CBOT)
Jul00 000615 16.15 16.37 16.15 16.21 +0.10 8,988 40,067 -1,706
Aug00 000615 16.38 16.56 16.32 16.39 +0.09 4,996 26,694 +486
Sep00 000615 16.58 16.71 16.52 16.52 +0.03 2,159 17,063 +251
Oct00 000615 16.80 16.86 16.67 16.67 +0.03 1,828 10,180 -13
Dec00 000615 17.10 17.19 17.00 17.04 +0.02 6,203 30,913 +582
Jan01 000615 17.40 17.48 17.32 17.32 -0.04 568 9,667 +71
Mar01 000615 17.80 17.85 17.65 17.65 +0.01 276 4,612 +131
May01 000615 18.05 18.15 17.90 17.93 -0.03 407 4,897 +231
Total Volume and Open Interest 25,492 147,597 +74
Canola(WCE)
Aug00 000615 261.5 261.5 260.0 260.2 unch 219 5,250 -2
Sep00 000615 262.1 262.1 261.1 261.1 -0.5 119 1,184 -17
Nov00 000615 269.6 269.6 267.5 267.6 unch 3,512 28,605 +76
Jan01 000615 274.7 275.1 272.5 272.8 -0.5 20 4,559 +15
Mar01 000615 279.8 279.8 279.8 279.8 +1.2 0 287 +0
Total Volume and Open Interest 7,490 58,246 -5,065
Corn(CBOT)
Jul00 000615 205.25 207.25 204.00 205.75 +2.50 62,161 162,871 -6,923
Sep00 000615 214.50 216.00 212.75 214.25 +2.25 19,809 93,219 +49
Nov00 000615 221.00 222.75 220.50 221.75 +2.75 190 1,016 -130
Dec00 000615 225.00 227.25 224.00 225.75 +2.50 33,215 156,279 +1,317
Jan01 000615 228.50 229.50 228.50 229.50 +2.75 16 89 -4
Mar01 000615 234.75 237.00 234.50 235.75 +2.50 2,722 21,648 +797
Total Volume and Open Interest 121,441 454,220 -3,752
Wheat(CBOT)
Jul00 000615 261.75 264.75 260.50 262.75 +1.50 18,736 52,692 -783
Sep00 000615 274.00 276.50 273.00 275.25 +2.00 5,278 37,153 +2,289
Dec00 000615 290.50 292.25 288.50 291.00 +1.50 5,802 30,745 +1,434
Mar01 000615 302.50 305.00 302.00 303.75 +1.75 400 9,441 +75
May01 000615 310.50 310.50 310.50 310.50 +1.50 28 192 +24
Total Volume and Open Interest 30,258 135,303 +3,045
Wheat(KCBT)
Jul00 000615 298.00 299.75 296.00 296.00 unch 4,801 25,713 -1,494
Sep00 000615 308.50 310.25 306.50 306.75 -0.25 3,207 19,540 +124
Dec00 000615 323.50 324.50 320.50 320.75 -1.00 1,697 17,758 +306
Mar01 000615 334.00 335.00 332.00 332.00 -1.50 228 2,628 -44
May01 000615 340.00 341.00 337.50 337.50 -0.75 179 535 +154
Total Volume and Open Interest 10,112 66,656 -954
Wheat(MGE)
Jul00 000615 323.00 323.50 321.25 322.25 unch 1,920 8,715 -238
Sep00 000615 332.50 333.00 331.00 331.50 +0.25 1,278 7,387 +388
Dec00 000615 346.00 346.50 345.25 345.50 +0.50 335 4,049 +94
Mar01 000615 358.50 358.50 358.50 358.50 +0.50 0 391 +0
May01 000615 365.00 365.00 365.00 365.00 unch 0 109 +0
Total Volume and Open Interest 3,533 20,151 +135
Oats(CBOT)
Jul00 000615 106.00 107.50 105.75 106.75 +1.75 1,392 7,053 -230
Sep00 000615 111.75 113.25 111.75 112.25 +1.25 1,055 3,754 +208
Dec00 000615 118.25 119.50 118.25 118.50 +0.75 253 4,858 -23
Mar01 000615 125.75 126.50 125.50 125.50 +0.50 24 550 +4
Total Volume and Open Interest 2,724 16,218 -41
Rough Rice(CBOT)
Jul00 000615 5.33 5.35 5.30 5.32 +0.03 391 3,530 -83
Sep00 000615 6.51 6.61 6.51 6.57 +0.06 109 1,199 +1
Nov00 000615 6.77 6.83 6.75 6.80 +0.05 68 1,684 +19
Jan01 000615 6.98 7.07 6.98 7.02 +0.05 6 1,301 -1
Total Volume and Open Interest 572 7,853 -64
Live Cattle(CME)
Jun00 000615 69.100 69.150 68.750 68.775 -0.300 1,574 9,822 -653
Aug00 000615 68.250 68.250 67.900 67.950 -0.250 4,924 44,952 -719
Oct00 000615 70.225 70.300 69.950 70.025 -0.200 1,229 26,853 +143
Dec00 000615 71.950 72.025 71.850 71.875 -0.175 305 9,376 +63
Feb01 000615 73.400 73.425 73.250 73.325 -0.175 95 4,716 +15
Apr01 000615 75.300 75.325 75.200 75.225 -0.075 56 4,764 +11
Total Volume and Open Interest 8,207 102,966 +1,343
Feeder Cattle(CME)
Aug00 000615 86.100 86.225 85.800 85.950 -0.325 1,095 10,153 +281
Sep00 000615 86.300 86.300 85.900 86.025 -0.275 70 1,882 -15
Oct00 000615 86.850 86.900 86.650 86.850 -0.225 299 2,879 +120
Nov00 000615 87.600 87.650 87.400 87.500 -0.200 220 2,080 +101
Jan01 000615 88.300 88.325 88.000 88.300 -0.125 27 1,324 -4
Mar01 000615 88.200 88.200 88.000 88.075 -0.275 5 290 +2
Apr01 000615 87.950 87.950 87.950 87.950 -0.350 5 65 +2
Total Volume and Open Interest 1,723 18,738 +486
Lean Hogs(CME)
Jul00 000615 67.650 68.325 67.150 67.925 +0.150 5,380 15,480 +253
Aug00 000615 67.100 67.750 66.600 67.350 -0.075 4,233 16,517 -254
Oct00 000615 58.000 58.350 57.025 57.450 -0.725 556 8,991 +166
Dec00 000615 55.400 55.700 54.650 54.825 -0.575 584 6,306 +296
Feb01 000615 56.450 56.550 55.700 56.050 -0.350 114 1,717 +15
Apr01 000615 54.825 54.850 54.725 54.725 -0.100 2 604 +0
Jun01 000615 62.000 62.100 61.900 61.950 -0.100 1 49 +0
Jul01 000615 62.150 62.150 62.150 62.150 -0.050 0 5 +0
Total Volume and Open Interest 11,933 55,697 +2
Pork Bellies(CME)
Jul00 000615 84.400 85.725 84.250 85.675 +1.300 1,465 3,661 -40
Aug00 000615 82.150 83.650 82.150 83.050 +1.025 508 1,857 +34
Feb01 000615 76.000 76.000 74.750 74.825 +1.325 17 111 +4
Mar01 000615 75.900 75.900 75.900 75.900 +0.400 0 11 +0
May01 000615 75.800 75.800 75.800 75.800 +0.300 1 0 +0
Total Volume and Open Interest 1,990 5,641 +10
Cocoa(NYBOT)
Jul00 000615 845 860 843 849 unch 4,113 10,080 -2,655
Sep00 000615 882 896 881 887 +3 4,347 37,609 +2,033
Dec00 000615 916 931 916 922 +3 455 21,818 +80
Mar01 000615 958 958 955 955 +3 342 8,145 +228
May01 000615 980 980 980 980 +1 79 6,270 +11
Jul01 000615 1004 1013 1004 1004 +2 332 7,330 +267
Sep01 000615 1032 1032 1032 1032 +1 0 5,578 +0
Total Volume and Open Interest 9,720 111,081 +6,228
Coffee "C"(NYBOT)
Jul00 000615 89.50 89.80 86.50 88.15 -1.70 6,995 15,546 -3,066
Sep00 000615 93.10 93.25 90.00 91.35 -1.75 6,793 26,241 +2,830
Dec00 000615 97.25 97.25 94.50 95.65 -1.80 407 6,614 +34
Mar01 000615 101.75 102.10 99.30 100.00 -2.00 163 2,730 +4
May01 000615 104.00 104.00 102.00 102.50 -2.00 29 412 +16
Jul01 000615 106.50 106.50 105.00 105.00 -2.00 10 120 +9
Total Volume and Open Interest 14,412 51,766 -162
Orange Juice(NYBOT)
Jul00 000615 82.75 83.45 82.60 83.30 +0.40 738 8,024 -342
Sep00 000615 83.00 83.40 82.50 83.30 +0.35 604 9,088 +178
Nov00 000615 82.90 83.20 82.75 83.20 +0.30 60 3,917 +18
Jan01 000615 83.20 83.50 83.20 83.50 +0.30 74 1,733 +18
Mar01 000615 83.45 83.50 83.05 83.50 +0.05 30 1,422 +19
Total Volume and Open Interest 1,528 24,769 -92
Sugar #11(NYBOT)
Jul00 000615 8.72 8.75 8.46 8.52 -0.30 13,457 59,107 -3,487
Oct00 000615 8.65 8.65 8.46 8.50 -0.30 13,214 78,543 +1,471
Mar01 000615 8.45 8.48 8.33 8.35 -0.27 5,955 41,465 +1,047
May01 000615 8.41 8.42 8.27 8.27 -0.23 820 7,178 +304
Jul01 000615 8.34 8.34 8.17 8.17 -0.23 324 7,218 +79
Total Volume and Open Interest 34,139 205,402 +2,688
London Cocoa(LCE)
Jul00 000615 630 638 628 634 +4 1,722 23,616 -372
Sep00 000615 654 659 648 656 +5 1,461 34,348 +504
Dec00 000615 685 694 681 690 +5 855 38,928 +353
Mar01 000615 706 706 704 706 +5 694 28,835 -7
May01 000615 721 721 721 721 +6 399 18,558 +342
Jul01 000615 734 737 734 736 +6 61 5,430 +46
Sep01 000615 751 751 751 751 +6 0 3,922 +0
Total Volume and Open Interest 5,543 178,769 +1,217
London Coffee(LCE)
Jul00 000615 893.00 895.00 880.00 881.00 -17.00 4,739 24,025 -1,264
Sep00 000615 915.00 915.00 902.00 903.00 -14.00 4,726 26,833 +2,175
Nov00 000615 928.00 930.00 920.00 920.00 -12.00 461 7,725 +201
Jan01 000615 940.00 940.00 933.00 933.00 -14.00 396 3,136 +351
Mar01 000615 957.00 957.00 948.00 948.00 -14.00 200 955 -9
May01 000615 970.00 970.00 963.00 963.00 -14.00 36 653 +36
Total Volume and Open Interest 10,558 63,327 +1,490
London Sugar(LCE)
Aug00 000615 242.70 243.00 236.50 236.70 -6.40 3,515 22,036 -978
Oct00 000615 240.20 240.20 235.00 235.20 -5.40 4,573 11,622 -970
Dec00 000615 239.80 239.80 234.90 235.20 -5.10 317 3,758 +181
Mar01 000615 238.00 238.00 234.20 234.20 -4.80 30 4,950 +3
May01 000615 232.20 232.20 232.20 232.20 -4.50 0 971 +0
Total Volume and Open Interest 8,436 46,694 -1,763
Cotton(NYBOT)
Jul00 000615 57.10 59.10 56.75 57.91 +0.91 3,055 13,612 -433
Oct00 000615 60.40 61.15 59.80 60.35 unch 329 2,868 +80
Dec00 000615 61.85 62.40 61.10 61.53 -0.15 3,484 24,451 +774
Mar01 000615 63.00 63.30 62.40 62.60 -0.35 297 3,828 +28
May01 000615 63.50 64.10 63.05 63.23 -0.32 237 2,283 +90
Jul01 000615 64.00 64.20 64.00 64.00 -0.43 56 688 +30
Total Volume and Open Interest 7,458 48,358 +580
Lumber(CME)
Jul00 000615 294.0 295.0 291.0 291.7 -2.6 610 1,914 +13
Sep00 000615 290.1 292.8 289.5 290.4 +0.5 255 709 +12
Nov00 000615 288.6 290.0 287.7 288.7 +0.4 137 546 +20
Jan01 000615 291.1 294.2 291.0 292.7 +1.1 19 30 +3
Total Volume and Open Interest 1,021 3,199 +48
Crude Oil(NYM)
Jul00 000615 32.95 33.30 32.10 32.95 +0.10 80,182 103,229 -619
Aug00 000615 31.20 31.47 30.55 30.95 -0.22 59,739 124,071 +4,947
Sep00 000615 30.17 30.28 29.50 29.87 -0.22 14,690 44,549 +1,071
Oct00 000615 29.35 29.45 28.80 29.11 -0.22 2,910 23,783 +146
Nov00 000615 28.78 28.85 28.25 28.52 -0.22 1,577 18,832 +1,202
Dec00 000615 28.25 28.32 27.85 27.98 -0.22 3,586 38,218 +628
Jan01 000615 27.80 27.80 27.45 27.51 -0.22 167 18,334 +4
Feb01 000615 27.30 27.35 27.05 27.06 -0.22 101 8,580 +25
Mar01 000615 26.70 26.70 26.64 26.64 -0.22 178 9,547 -65
Apr01 000615 26.24 26.24 26.24 26.24 -0.22 81 4,507 +4
Total Volume and Open Interest 171,412 514,928 +39,417
Heating Oil(NYM)
Jul00 000615 78.80 79.25 76.70 77.44 -1.12 10,759 28,679 +757
Aug00 000615 78.40 78.90 76.50 77.15 -1.01 6,709 20,423 +1,317
Sep00 000615 78.80 79.10 76.85 77.30 -1.01 1,415 10,435 +93
Oct00 000615 78.70 78.70 77.05 77.50 -1.01 747 7,586 -204
Nov00 000615 79.10 79.20 77.00 77.75 -1.01 905 11,845 +183
Dec00 000615 79.10 79.35 77.70 77.80 -0.96 1,867 18,247 -43
Jan01 000615 78.70 78.70 77.20 77.25 -0.91 1,499 8,233 -28
Feb01 000615 77.10 77.10 75.70 75.70 -0.91 1,030 7,635 +94
Mar01 000615 74.35 74.35 72.95 72.95 -0.91 111 5,576 +13
Apr01 000615 71.40 71.75 70.00 70.00 -0.91 20 2,464 +16
Total Volume and Open Interest 25,497 126,458 +2,372
Unleaded Gas(NYM)
Jul00 000615 108.30 109.50 107.80 108.80 +0.75 18,887 37,450 +467
Aug00 000615 102.00 103.00 101.40 101.99 -0.04 10,118 21,954 +1,199
Sep00 000615 95.00 95.60 93.95 94.14 -0.79 3,921 20,355 +1,047
Oct00 000615 87.70 87.70 85.94 85.94 -1.19 2,472 11,143 +700
Nov00 000615 82.00 82.40 80.79 80.79 -1.14 652 4,995 +0
Dec00 000615 79.50 79.50 78.09 78.09 -1.14 226 2,310 +135
Jan01 000615 77.70 77.90 76.24 76.24 -1.04 237 995 +83
Feb01 000615 76.90 76.90 75.34 75.34 -0.89 2 504 -3
Total Volume and Open Interest 37,252 101,142 +4,009
Natural Gas(NYM)
Jul00 000615 4.330 4.480 4.285 4.463 +0.207 39,409 49,162 +833
Aug00 000615 4.330 4.430 4.260 4.422 +0.183 9,831 37,798 +8
Sep00 000615 4.300 4.390 4.260 4.382 +0.169 3,799 28,155 +482
Oct00 000615 4.280 4.354 4.240 4.354 +0.158 4,845 27,756 +1,031
Nov00 000615 4.335 4.404 4.290 4.404 +0.154 1,099 16,821 +149
Dec00 000615 4.415 4.470 4.365 4.470 +0.150 2,229 24,238 +359
Jan01 000615 4.395 4.454 4.340 4.454 +0.145 1,495 24,361 +365
Feb01 000615 4.170 4.216 4.150 4.216 +0.134 694 12,727 +134
Total Volume and Open Interest 66,935 346,507 +17,522
Brent Crude Oil(IPE)
Aug00 000615 29.34 29.86 29.13 29.39 -0.11 39,346 86,721 -2,606
Sep00 000615 28.48 28.83 28.22 28.41 -0.08 8,817 34,796 -1,400
Oct00 000615 27.96 28.15 27.63 27.81 -0.08 3,600 17,834 +304
Nov00 000615 27.35 27.63 27.31 27.31 -0.10 1,470 12,108 -274
Dec00 000615 26.80 27.13 26.70 26.81 -0.10 3,231 34,049 +893
Jan01 000615 26.35 26.55 26.28 26.30 -0.09 262 11,217 -45
Feb01 000615 25.95 26.14 25.84 25.86 -0.10 180 7,416 +0
Mar01 000615 25.54 25.54 25.43 25.43 -0.10 335 6,596 +120
Total Volume and Open Interest 85,971 273,717 -19,344
Gas Oil(IPE)
Jul00 000615 235.75 237.50 232.75 233.75 -4.50 8,557 38,455 -2,471
Aug00 000615 234.00 235.50 231.00 231.50 -4.75 5,685 18,918 +1,063
Sep00 000615 234.25 235.50 231.25 232.50 -3.75 1,457 8,522 +482
Oct00 000615 235.00 236.00 231.75 233.50 -3.50 1,497 8,504 -169
Nov00 000615 233.75 235.00 232.50 232.50 -3.75 670 3,405 -10
Dec00 000615 232.25 234.00 230.50 231.25 -4.00 4,114 22,775 +1,032
Jan01 000615 230.00 231.00 228.25 228.25 -4.75 0 3,462 +0
Feb01 000615 223.25 223.25 223.25 223.25 -5.00 0 1,903 +0
Total Volume and Open Interest 22,555 113,424 +327
US Dollar Index(NYBOT)
Jun00 000615 107.04 107.04 106.78 106.83 +0.39 145 4,260 -124
Sep00 000615 106.40 106.78 106.25 106.53 +0.42 481 2,721 +38
Dec00 000615 106.20 106.20 106.20 106.20 +0.42 0 3 +0
Total Volume and Open Interest 626 6,984 -86
Australian Dollar(IMM)
Jun00 000615 60.08 60.32 60.05 60.29 +0.23 4,526 11,315 -2,231
Sep00 000615 60.16 60.41 60.12 60.39 +0.23 2,800 15,428 -585
Dec00 000615 60.49 60.49 60.49 60.49 +0.23 94 172 +94
Total Volume and Open Interest 7,420 27,292 -2,345
British Pound(IMM)
Jun00 000615 150.80 151.30 150.64 151.26 +1.22 6,086 29,230 -4,024
Sep00 000615 151.04 151.60 150.86 151.52 +1.22 12,049 25,005 +6,234
Dec00 000615 151.30 151.84 151.10 151.84 +1.22 11 254 +5
Total Volume and Open Interest 18,146 54,493 +2,468
Canadian Dollar(IMM)
Jun00 000615 67.99 68.00 67.68 67.77 -0.34 8,014 23,415 -6,331
Sep00 000615 68.12 68.14 67.82 67.92 -0.34 12,860 47,090 +3,591
Dec00 000615 68.20 68.20 67.94 68.08 -0.34 40 4,727 +23
Mar01 000615 68.18 68.25 68.18 68.24 -0.34 0 698 +0
Total Volume and Open Interest 20,914 76,105 -2,556
Japanese Yen(IMM)
Jun00 000615 94.33 94.34 93.75 93.83 +0.04 8,300 51,435 -3,629
Sep00 000615 95.88 95.92 95.30 95.41 +0.04 17,226 28,148 +4,199
Dec00 000615 97.25 97.26 97.00 97.04 +0.04 7 603 +4
Total Volume and Open Interest 25,533 80,206 +594
Swiss Franc(IMM)
Jun00 000615 60.88 61.13 60.83 61.10 -0.32 8,309 21,888 -7,072
Sep00 000615 61.35 61.66 61.32 61.63 -0.31 13,458 26,156 +7,017
Dec00 000615 61.90 62.11 61.85 62.11 -0.33 7 30 +0
Total Volume and Open Interest 21,774 48,075 -54
EuroFX(IMM)
Jun00 000615 95.16 95.50 95.15 95.36 -0.71 14,451 25,067 -7,858
Sep00 000615 95.72 96.07 95.69 95.91 -0.71 21,720 46,673 +11,580
Dec00 000615 96.35 96.58 96.35 96.44 -0.71 20 322 +20
Total Volume and Open Interest 36,191 72,091 +3,742
Mexican Peso(IMM)
Jun00 000615 10210.0 10210.0 10100.0 10123.0 -82.0 1,516 11,902 -1,192
Sep00 000615 9905.0 9910.0 9810.0 9833.0 -82.0 3,998 9,802 +558
Total Volume and Open Interest 5,537 23,407 +667
30-Year T-Bonds(CBOT)
Jun00 000615 97~12 97~18 96~30 97~07 -0~05 10,359 24,069 -4,614
Sep00 000615 97~10 97~16 96~25 97~04 -0~05 290,316 377,091 +13,089
Dec00 000615 97~15 97~15 96~24 97~03 -0~05 225 3,654 +153
Total Volume and Open Interest 300,926 405,071 +8,649
Municipal Bonds(CBOT)
Jun00 000615 95~24 96~04 95~19 96~04 +0~13 832 8,554 -969
Sep00 000615 94~29 95~07 94~22 95~07 +0~09 2,665 17,369 +516
Total Volume and Open Interest 3,497 26,323 -453
10-Year T-Notes(CBOT)
Jun00 000615 98~175 98~190 98~075 98~165 -0~010 18,361 34,783 -10,327
Sep00 000615 98~095 98~120 97~310 98~085 -0~010 187,148 539,629 +18,965
Total Volume and Open Interest 205,509 574,503 +8,638
5-Year T-Notes(CBOT)
Jun00 000615 98~240 98~250 98~190 98~240 -0~005 16,602 24,913 -8,249
Sep00 000615 98~205 98~230 98~155 98~220 unch 78,482 376,393 +14,815
Total Volume and Open Interest 95,084 401,306 +6,566
2 Year T-Notes(CBOT)
Jun00 000615 99~024 99~024 99~016 99~024 unch 533 3,238 -431
Sep00 000615 99~007 99~011 98~126 99~008 -0~001 5,235 46,954 +2,098
Total Volume and Open Interest 5,768 50,192 +1,667
3-Mth T-Bills(IMM)
Sep00 000615 93.98 94.01 93.94 93.94 unch 32 500 +29
Total Volume and Open Interest 70 867 +18
Eurodollars(IMM)
Jun00 000615 93.217 93.223 93.213 93.217 +0.005 59,890 416,013 -10,650
Sep00 000615 93.030 93.055 93.010 93.045 -0.005 135,993 606,010 +7,384
Dec00 000615 92.860 92.875 92.825 92.865 -0.010 130,624 492,578 +3,074
Mar01 000615 92.875 92.900 92.840 92.880 -0.015 99,066 366,157 +5,698
Jun01 000615 92.845 92.870 92.810 92.855 -0.005 43,245 257,404 -1,522
Sep01 000615 92.845 92.870 92.810 92.855 -0.005 40,907 215,267 +3,949
Dec01 000615 92.810 92.840 92.780 92.830 unch 18,382 152,675 +2,028
Mar02 000615 92.875 92.900 92.835 92.885 unch 18,406 133,796 -531
Jun02 000615 92.870 92.895 92.830 92.880 unch 9,380 98,258 +886
Sep02 000615 92.880 92.900 92.840 92.890 +0.005 10,684 100,101 +1,836
Dec02 000615 92.850 92.860 92.795 92.850 +0.005 5,772 75,370 -294
Mar03 000615 92.900 92.920 92.850 92.910 +0.010 4,725 77,577 +563
Total Volume and Open Interest 605,313 3,391,809 +18,398
3-Mth Euro-Yen(IMM)
Jun00 000615 99.89 99.89 99.88 99.88 unch 323 12,394 -2,492
Sep00 000615 99.74 99.74 99.72 99.73 +0.02 561 12,399 -456
Dec00 000615 99.59 99.60 99.58 99.58 +0.01 740 14,710 +57
Mar01 000615 99.50 99.50 99.49 99.49 +0.03 671 13,770 -1,093
Jun01 000615 99.39 99.40 99.39 99.39 +0.03 809 4,499 -251
Sep01 000615 99.28 99.28 99.26 99.26 +0.03 51 19,517 -10
Dec01 000615 99.14 99.14 99.12 99.14 +0.04 132 1,563 +43
Mar02 000615 99.01 99.01 99.01 99.01 +0.03 0 1,569 +69
Jun02 000615 98.81 98.81 98.81 98.81 unch 0 80 +0
Sep02 000615 98.67 98.67 98.67 98.67 unch 0 30 +0
Total Volume and Open Interest 3,287 80,561 -2,493
3-Mth Euro-Yen(SIMEX)
Sep00 000615 99.71 99.74 99.71 99.74 +0.03 12,160 74,635 -367
Dec00 000615 99.56 99.60 99.56 99.60 +0.04 7,269 83,931 +246
Mar01 000615 99.47 99.50 99.47 99.50 +0.04 6,282 78,044 -1,582
Jun01 000615 99.37 99.40 99.37 99.40 +0.04 2,207 62,147 -231
Sep01 000615 99.25 99.28 99.25 99.28 +0.04 1,126 57,858 +70
Dec01 000615 99.13 99.14 99.13 99.14 +0.04 1,317 20,898 +245
Mar02 000615 99.03 99.03 99.02 99.03 +0.04 371 12,594 -60
Jun02 000615 98.91 98.91 98.91 98.91 +0.05 20 1,760 +0
Total Volume and Open Interest 33,712 476,974 -1,781
German Euro-Bund(EUREX)
Sep00 000615 105.91 106.01 105.62 105.72 -0.18 566,559 545,166 +34,263
Dec00 000615 105.60 105.60 105.33 105.34 -0.20 1,235 5,642 +1,290
Mar01 000615 105.22 105.22 105.22 105.22 -0.18 0 1,143 +1,143
Total Volume and Open Interest 567,794 551,951 +36,696
German Euro-Bobl(EUREX)
Sep00 000615 103.56 103.74 103.51 103.69 +0.12 232,082 274,270 +22,459
Dec00 000615 103.55 103.57 103.55 103.57 +0.24 0 2,042 -332
Mar01 000615 103.14 103.14 103.14 103.14 +0.12      
Total Volume and Open Interest 232,082 276,312 +22,127
Long Gilt(LIFFE)
Jun00 000615 114~11 114~11 114~02 114~06 -0~13 865 8,322 -224
Sep00 000615 114~08 114~10 113~20 113~27 -0~13 19,655 61,537 +240
Total Volume and Open Interest 20,520 69,859 +16
3-Mth Short Sterling(LIFFE)
Jun00 000615 93.77 93.79 93.76 93.78 +0.01 25,399 162,572 -947
Sep00 000615 93.65 93.68 93.63 93.66 unch 56,419 205,246 +2,939
Dec00 000615 93.53 93.56 93.51 93.53 unch 46,773 184,763 +10,149
Total Volume and Open Interest 189,117 910,762 +17,946
3-Mth Euribor(LIFFE)
Jun00 000615 95.490 95.530 95.490 95.520 +0.030 49,339 252,401 -14,152
Sep00 000615 95.240 95.300 95.210 95.285 +0.060 99,931 348,279 +3,527
Dec00 000615 94.925 95.010 94.910 94.985 +0.070 67,630 236,709 +9,424
Total Volume and Open Interest 332,471 1,402,863 +9,972
3-Mth Aus T-Bills(SFE)
Jun00 000608 93.79 93.83 93.75 93.81 unch 9,205 90,435 -7,774
Sep00 000615 93.79 93.79 93.75 93.77 +0.02 19,282 182,365 +1,647
Dec00 000615 93.62 93.62 93.56 93.59 +0.01 13,937 77,147 +5,951
Mar01 000615 93.54 93.55 93.50 93.53 unch 4,395 33,765 +2,152
Jun01 000615 93.49 93.50 93.46 93.47 -0.01 1,433 17,559 +446
Sep01 000615 93.46 93.47 93.43 93.43 -0.02 827 9,537 +427
Dec01 000615 93.42 93.43 93.38 93.38 -0.03 696 7,288 +618
Mar02 000615 93.40 93.40 93.36 93.36 -0.04 298 5,842 +175
Jun02 000615 93.38 93.39 93.35 93.35 -0.03 553 3,278 +453
Sep02 000615 93.36 93.36 93.36 93.36 -0.01 10 2,216 +10
Total Volume and Open Interest 41,646 343,799 +12,094
10-Year Aus T-Bonds(SFE)
Jun00 000615 93.89 93.90 93.87 93.88 -0.01 3,425 199,189 +7,760
Sep00 000615 93.90 93.90 93.78 93.82 -0.06 3,636 80,463 +42,051
Total Volume and Open Interest 7,061 279,652 +49,811
3-Year Aus T-Bonds(SFE)
Jun00 000615 94.05 94.05 94.00 94.01 +0.03 11,642 442,180 +22,929
Sep00 000615 94.03 94.03 93.92 93.95 -0.01 12,609 124,277 +63,668
Total Volume and Open Interest 24,251 566,457 +86,597
Gold(CMX)
Jun00 000615 288.0 289.6 287.7 289.6 -2.0 2 128 -10
Aug00 000615 291.8 292.5 289.0 292.1 -2.1 30,656 78,890 +615
Oct00 000615 295.2 295.2 292.2 295.1 -2.1 34 4,321 +5
Dec00 000615 298.0 298.5 294.7 298.1 -2.1 220 21,564 +66
Feb01 000615 298.8 300.8 297.8 300.7 -2.2 0 9,304 +0
Apr01 000615 303.4 303.4 303.4 303.4 -2.3 0 3,495 +0
Total Volume and Open Interest 31,669 142,690 +19,450
Silver(CMX)
Jul00 000615 507.5 511.5 506.5 507.7 -1.3 12,103 48,715 -1,426
Sep00 000615 511.5 516.0 511.0 512.5 -1.4 971 10,102 +204
Dec00 000615 517.0 521.0 517.0 518.5 -1.4 246 9,527 +588
Mar01 000615 521.0 522.8 521.0 522.8 -1.5 55 942 +45
May01 000615 524.9 524.9 524.9 524.9 -1.5 5 810 +0
Total Volume and Open Interest 13,595 74,690 +916
Platinum(NYM)
Jul00 000615 528.5 536.0 528.5 529.3 -0.7 1,591 8,304 -424
Oct00 000615 510.0 518.0 510.0 514.3 +0.3 349 1,921 +166
Jan01 000615 499.3 499.3 499.3 499.3 +0.3 0 31 +0
Total Volume and Open Interest 1,940 10,256 -227
Palladium(NYME)
Jun00 000615 673.50 673.50 671.90 671.90 +6.90 2 55 -5
Sep00 000615 664.10 675.00 664.00 671.90 +6.90 52 1,807 +38
Dec00 000615 668.00 669.90 668.00 669.90 +6.90 1 114 +0
Total Volume and Open Interest 55 1,976 +207
Copper(CMX)
Jul00 000615 81.30 81.90 79.90 81.80 +0.90 5,601 30,675 -817
Sep00 000615 82.00 82.40 80.60 82.40 +0.85 1,372 10,999 +289
Dec00 000615 82.30 82.80 81.30 82.80 +0.80 476 7,329 +164
Mar01 000615 81.50 83.00 81.50 82.95 +0.70 116 2,168 +61
May01 000615 81.55 83.00 81.55 82.90 +0.65 25 910 +7
Total Volume and Open Interest 8,227 64,898 +3,717
DJIA Index(CBOT)
Jun00 000615 10745 10770 10670 10703 -17 1,604 9,897 -946
Sep00 000615 10885 10915 10805 10843 -15 10,839 9,155 +405
Dec00 000615 11055 11055 10965 10993 -15 2 2,054 +1
Total Volume and Open Interest 12,445 21,112 -540
S & P 500(CME)
Jun00 000615 1475.00 1483.00 1464.50 1475.00 -0.20 53,661 104,795 -23,217
Sep00 000615 1498.00 1506.00 1486.50 1497.50 -0.50 109,561 344,985 +31,174
Dec00 000615 1521.00 1528.40 1513.40 1520.90 -0.50 2,305 6,570 +939
Mar01 000615 1544.70 1552.20 1537.20 1544.70 -0.50 33 707 -1
Total Volume and Open Interest 165,571 457,720 +9,558
S & P 500 E-Mini(Globex)
Jun00 000615 1474.00 1487.50 1464.25 1475.00 -0.25 1,679 36,667 -835
Sep00 000615 1497.00 1506.25 1486.25 1497.50 -0.50 80,952 19,892 +3,254
Total Volume and Open Interest 82,631 56,559 +2,419
NASDAQ 100(CME)
Jun00 000615 3675.00 3757.50 3645.00 3757.50 +62.00 4,036 16,927 -1,644
Sep00 000615 3740.00 3825.00 3695.00 3817.50 +61.00 21,916 23,514 +1,713
Dec00 000615 3878.50 3878.50 3878.50 3878.50 +61.00 0 11 +0
Total Volume and Open Interest 25,952 40,452 +69
NASDAQ 100 E-Mini(GLOBEX)
Jun00 000615 3666.0 3799.5 3639.0 3757.5 +62.0 508 25,687 -260
Sep00 000615 3759.5 3822.0 3694.0 3817.5 +61.0 39,239 8,824 +983
Total Volume and Open Interest 39,747 34,511 +31,133
NYSE Composite(NYBOT)
Jun00 000615 658.00 659.50 655.00 655.75 -2.25 1,526 745 -1,331
Sep00 000615 668.00 668.25 662.75 664.75 -2.75 577 756 +13
Dec00 000615 673.75 673.75 673.75 673.75 -3.25 1,280 1,496 +1,276
Total Volume and Open Interest 214 1,635 +27
S & P Midcap 400(CME)
Jun00 000615 487.00 495.75 487.00 495.75 +7.35 1,621 4,391 -978
Sep00 000615 496.50 505.50 493.50 503.25 +6.75 2,058 11,389 +1,400
Dec00 000615 507.80 507.80 507.80 507.80 +6.75      
Total Volume and Open Interest 3,679 15,780 +422
Russell 2000(CME)
Jun00 000615 508.50 514.50 504.00 514.50 +2.25 1,539 5,979 -644
Sep00 000615 516.50 521.50 509.50 521.35 +2.35 2,764 10,386 +1,226
Dec00 000615 529.15 529.15 529.15 529.15 +2.35      
Total Volume and Open Interest 4,303 16,365 +582
Value Line(KCBT)
Jun00 000615 1071.75 1082.00 1071.75 1082.00 -3.00 5 106 +0
Total Volume and Open Interest 41 207 +13
Nikkei 225(CME)
Sep00 000615 16365 16450 16325 16425 -230 1,645 13,748 +329
Dec00 000615 16425 16425 16405 16425 -230 0 10 +0
Total Volume and Open Interest 1,645 13,758 +339
Nikkei 225(SIMEX)
Sep00 000615 16560 16600 16320 16355 -220 16,759 112,096 -185
Dec00 000615 16345 16345 16345 16345 -220 0 2,263 +0
Mar01 000615 16355 16355 16355 16355 -220 0 3,800 +0
Total Volume and Open Interest 45,914 119,225 +2,178
CAC 40(MATIF)
Jun00 000615 6610.0 6639.0 6513.0 6546.0 -59.0 39,817 316,451 +8,138
Jul00 000615 6625.5 6640.0 6546.0 6558.0 -72.5 594 6,413 +406
Aug00 000615 6625.5 6635.5 6571.5 6571.5 -97.0 0 2,273 +0
Total Volume and Open Interest 41,543 390,384 +9,294
DAX Index(EUREX)
Jun00 000615 7348.0 7391.5 7322.0 7350.0 -9.0 70,853 385,830 -6,235
Sep00 000615 7435.0 7473.0 7405.0 7432.5 -8.5 39,428 67,053 +13,833
Dec00 000615 7505.0 7540.5 7505.0 7523.5 -9.0 13 674 +9
Total Volume and Open Interest 110,294 453,557 +7,607
FT-SE 100(LIFFE)
Jun00 000615 6543.50 6573.00 6485.00 6507.00 -37.00 79,515 62,996 -27,362
Sep00 000615 6629.00 6640.00 6551.50 6574.00 -37.50 48,442 210,911 +34,427
Dec00 000615 6658.00 6658.00 6658.00 6658.00 -37.00 0 1,371 +0
Total Volume and Open Interest 127,957 275,278 +7,065
SPI 200(SFE)
Jun00 000615 3133.0 3151.0 3129.0 3135.0 +12.0 509 161,414 +2,823
Sep00 000615 3153.0 3170.0 3149.0 3155.0 +12.0 37 5,403 +936
Dec00 000615 3169.0 3169.0 3169.0 3169.0 +12.0 36 2,349 +0
Total Volume and Open Interest 582 170,319 +3,759
GSCI(CME)
Jul00 000615 231.20 232.40 229.40 230.80 -0.30 1,466 39,068 +1,669
Aug00 000615 227.00 227.40 226.00 227.00 unch 0 64 +0
Sep00 000615 225.50 225.60 224.50 225.50 unch 0 35 +0
Total Volume and Open Interest 2,627 40,194 +172
Bridge CRB Index(NYBOT)
Aug00 000615 224.30 224.30 223.00 223.50 -0.80 112 1,624 -7
Nov00 000615 223.50 223.50 223.50 223.50 -0.80 3 865 +0
Jan01 000615 223.25 223.25 223.25 223.25 -0.80 0 421 +0
Total Volume and Open Interest 3,334    
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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