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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 Fri June 16, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000616 514.50 514.50 504.00 504.75 -5.25 32,004 46,746 -2,258
Aug00 000616 507.00 507.50 500.50 501.25 +0.50 7,889 19,480 +1,206
Sep00 000616 498.00 499.50 495.00 496.00 +4.50 3,960 15,487 -163
Nov00 000616 502.00 504.25 499.50 500.75 +5.75 22,629 62,655 +1,856
Jan01 000616 511.00 513.00 508.50 510.00 +5.50 1,000 6,305 +88
Mar01 000616 520.50 520.50 516.00 518.00 +5.50 1,015 4,987 +42
May01 000616 524.00 527.00 523.00 523.00 +4.50 15 6,202 -10
Total Volume and Open Interest 68,607 167,420 +782
Soybean Meal(CBOT)
Jul00 000616 175.30 175.50 170.00 170.90 -2.90 14,005 39,147 -3,714
Aug00 000616 169.30 169.80 165.80 166.10 -1.40 4,530 17,278 -695
Sep00 000616 165.00 165.00 162.20 162.40 -0.10 2,936 10,130 -126
Oct00 000616 162.00 162.20 159.50 159.60 +0.20 2,476 8,300 +195
Dec00 000616 162.00 162.80 160.30 160.50 +1.00 10,357 31,956 +1,201
Jan01 000616 162.50 163.50 161.30 161.30 +1.80 207 3,119 +143
Mar01 000616 164.00 164.80 163.00 163.00 +2.00 159 2,987 +101
May01 000616 164.00 164.50 162.80 163.00 +2.00 86 2,963 +30
Total Volume and Open Interest 34,881 116,473 -2,752
Soybean Oil(CBOT)
Jul00 000616 16.35 16.50 16.35 16.45 +0.24 13,892 37,932 -2,135
Aug00 000616 16.56 16.70 16.56 16.67 +0.28 13,457 25,379 -1,315
Sep00 000616 16.70 16.88 16.70 16.80 +0.28 4,305 15,801 -1,262
Oct00 000616 16.90 17.01 16.90 16.96 +0.29 3,477 10,365 +185
Dec00 000616 17.22 17.37 17.20 17.32 +0.28 9,213 29,585 -1,328
Jan01 000616 17.50 17.68 17.50 17.68 +0.36 5,603 13,402 +3,735
Mar01 000616 17.85 17.98 17.85 17.98 +0.33 1,887 5,127 +515
May01 000616 18.25 18.30 18.15 18.22 +0.29 47 4,896 -1
Total Volume and Open Interest 52,482 146,546 -1,051
Canola(WCE)
Aug00 000616 262.0 262.0 260.1 260.1 -0.1 239 5,449 +199
Sep00 000616 263.2 263.2 263.2 263.2 +2.1 8 1,183 -1
Nov00 000616 269.5 270.0 268.1 268.2 +0.6 1,523 28,701 +96
Jan01 000616 273.2 273.2 273.2 273.2 +0.4 30 4,569 +10
Mar01 000616 279.9 279.9 279.9 279.9 +0.1 0 287 +0
Total Volume and Open Interest 5,097 56,469 -1,777
Corn(CBOT)
Jul00 000616 207.75 209.75 207.00 207.25 +1.50 36,780 154,450 -8,421
Sep00 000616 217.25 218.50 215.50 216.00 +1.75 11,240 97,120 +3,901
Nov00 000616 225.00 225.00 223.25 223.25 +1.50 124 1,071 +55
Dec00 000616 229.50 230.00 227.25 227.50 +1.75 13,900 157,584 +1,305
Jan01 000616 233.50 233.75 231.25 231.25 +1.75 10 87 -2
Mar01 000616 238.00 239.75 237.50 237.50 +1.75 1,025 22,063 +415
Total Volume and Open Interest 64,374 451,693 -2,527
Wheat(CBOT)
Jul00 000616 265.50 265.50 262.50 263.00 +0.25 15,903 50,071 -2,621
Sep00 000616 277.00 277.50 275.00 275.25 unch 4,819 39,344 +2,191
Dec00 000616 293.00 293.25 291.00 291.75 +0.75 7,166 33,010 +2,265
Mar01 000616 305.00 305.75 303.75 303.75 unch 1,068 9,908 +467
May01 000616 310.00 310.00 310.00 310.00 -0.50 0 192 +0
Total Volume and Open Interest 28,992 137,616 +2,313
Wheat(KCBT)
Jul00 000616 298.00 299.25 295.75 296.25 +0.25 6,116 24,088 -1,625
Sep00 000616 309.50 309.75 306.00 306.00 -0.75 4,684 21,277 +1,737
Dec00 000616 322.50 323.25 319.75 321.00 +0.25 3,072 18,934 +1,176
Mar01 000616 334.25 334.25 331.00 332.00 unch 57 2,630 +2
May01 000616 338.00 338.00 337.50 337.50 unch 36 571 +36
Total Volume and Open Interest 13,965 67,982 +1,326
Wheat(MGE)
Jul00 000616 325.00 325.00 323.00 323.75 +1.50 2,087 8,012 -703
Sep00 000616 333.00 334.50 331.50 331.50 unch 1,359 7,318 -69
Dec00 000616 346.50 347.75 345.75 346.00 +0.50 535 4,082 +33
Mar01 000616 358.50 358.50 358.50 358.50 unch 0 391 +0
May01 000616 365.00 365.00 365.00 365.00 unch 20 124 +15
Total Volume and Open Interest 4,001 19,966 -185
Oats(CBOT)
Jul00 000616 108.00 109.00 107.75 108.75 +2.00 953 6,675 -378
Sep00 000616 114.25 115.00 113.75 114.50 +2.25 461 3,964 +210
Dec00 000616 121.00 121.25 120.25 120.75 +2.25 390 4,989 +131
Mar01 000616 127.00 128.00 127.00 127.75 +2.25 154 601 +51
Total Volume and Open Interest 1,958 16,232 +14
Rough Rice(CBOT)
Jul00 000616 5.34 5.34 5.27 5.29 -0.03 173 3,409 -121
Sep00 000616 6.57 6.57 6.51 6.55 -0.02 159 1,125 -74
Nov00 000616 6.76 6.78 6.73 6.77 -0.03 108 1,702 +18
Jan01 000616 6.98 6.99 6.97 6.99 -0.03 37 1,290 -11
Total Volume and Open Interest 476 7,665 -188
Live Cattle(CME)
Jun00 000616 68.700 68.875 68.550 68.600 -0.175 1,822 9,178 -644
Aug00 000616 68.000 68.000 67.600 67.800 -0.150 3,683 44,188 -764
Oct00 000616 69.975 70.100 69.875 70.025 unch 1,722 27,074 +221
Dec00 000616 71.900 72.000 71.775 71.850 -0.025 517 9,540 +164
Feb01 000616 73.350 73.450 73.200 73.400 +0.075 117 4,759 +43
Apr01 000616 75.250 75.500 75.175 75.500 +0.275 145 4,742 -22
Total Volume and Open Interest 8,021 101,960 -1,006
Feeder Cattle(CME)
Aug00 000616 85.600 85.900 85.550 85.850 -0.100 1,013 9,904 -249
Sep00 000616 85.750 85.950 85.650 85.800 -0.225 390 2,121 +239
Oct00 000616 86.550 86.800 86.450 86.775 -0.075 98 2,948 +69
Nov00 000616 87.150 87.500 87.050 87.450 -0.050 100 2,037 -43
Jan01 000616 87.900 88.250 87.900 88.200 -0.100 88 1,312 -12
Mar01 000616 87.850 87.850 87.850 87.850 -0.225 2 292 +2
Apr01 000616 87.600 87.700 87.600 87.600 -0.350 2 66 +1
Total Volume and Open Interest 1,694 18,746 +8
Lean Hogs(CME)
Jul00 000616 68.650 69.925 68.550 69.750 +1.825 4,543 14,869 -611
Aug00 000616 67.650 68.950 67.650 68.725 +1.375 3,531 16,833 +316
Oct00 000616 57.800 58.850 57.600 58.775 +1.325 1,081 9,356 +365
Dec00 000616 55.050 55.700 54.800 55.150 +0.325 691 6,570 +264
Feb01 000616 56.200 56.475 56.100 56.275 +0.225 104 1,736 +19
Apr01 000616 54.950 55.000 54.950 54.950 +0.225 25 614 +10
Jun01 000616 62.250 62.250 62.250 62.250 +0.300 20 62 +13
Jul01 000616 62.350 62.350 62.350 62.350 +0.200 0 5 +0
Total Volume and Open Interest 10,049 55,755 +58
Pork Bellies(CME)
Jul00 000616 86.550 87.150 85.500 86.750 +1.075 921 3,525 -136
Aug00 000616 83.950 84.900 83.550 84.200 +1.150 464 1,867 +10
Feb01 000616 75.500 75.500 74.800 74.800 -0.025 16 122 +11
Mar01 000616 74.600 75.450 74.600 75.450 -0.450 1 12 +1
May01 000616 75.800 75.800 75.800 75.800 unch      
Total Volume and Open Interest 1,402 5,527 -114
Cocoa(NYBOT)
Jul00 000616 855 858 847 849 unch 5,266 7,064 -3,016
Sep00 000616 890 897 883 884 -3 6,837 39,969 +2,360
Dec00 000616 930 931 920 920 -2 700 21,867 +49
Mar01 000616 962 964 952 953 -2 88 8,112 -33
May01 000616 978 978 978 978 -2 0 6,267 -3
Jul01 000616 1002 1002 1002 1002 -2 241 7,550 +220
Sep01 000616 1030 1030 1030 1030 -2 0 5,578 +0
Total Volume and Open Interest 13,432 110,958 -123
Coffee "C"(NYBOT)
Jul00 000616 88.50 89.00 86.75 87.25 -0.90 7,002 13,281 -2,265
Sep00 000616 91.80 92.25 90.10 90.45 -0.90 6,505 27,832 +1,591
Dec00 000616 96.00 96.50 94.50 94.75 -0.90 1,065 6,810 +196
Mar01 000616 100.25 100.75 98.75 99.00 -1.00 618 2,955 +225
May01 000616 103.00 103.50 101.50 101.50 -1.00 205 476 +64
Jul01 000616 105.00 105.00 104.00 104.00 -1.00 53 144 +24
Total Volume and Open Interest 15,489 51,603 -163
Orange Juice(NYBOT)
Jul00 000616 83.60 85.00 83.60 84.70 +1.40 783 7,562 -462
Sep00 000616 83.90 84.90 83.55 84.65 +1.35 726 9,553 +465
Nov00 000616 84.50 85.05 83.50 84.65 +1.45 141 3,954 +37
Jan01 000616 84.50 84.75 83.60 84.70 +1.20 43 1,731 -2
Mar01 000616 84.50 84.90 84.25 84.70 +1.20 87 1,462 +40
Total Volume and Open Interest 1,780 24,847 +78
Sugar #11(NYBOT)
Jul00 000616 8.40 8.40 8.10 8.19 -0.33 14,010 54,576 -4,531
Oct00 000616 8.35 8.35 8.08 8.18 -0.32 13,791 80,096 +1,553
Mar01 000616 8.17 8.20 8.00 8.07 -0.28 3,594 41,261 -204
May01 000616 8.10 8.10 7.95 8.01 -0.26 886 7,643 +465
Jul01 000616 8.03 8.04 7.91 7.91 -0.26 386 7,369 +151
Total Volume and Open Interest 33,643 203,023 -2,379
London Cocoa(LCE)
Jul00 000616 633 639 631 639 +5 758 23,324 -292
Sep00 000616 654 662 652 660 +4 346 34,454 +106
Dec00 000616 689 695 688 694 +4 383 38,999 +71
Mar01 000616 708 710 707 710 +4 105 28,855 +20
May01 000616 725 725 725 725 +4 25 18,558 +0
Jul01 000616 738 740 736 740 +4 96 5,444 +14
Sep01 000616 755 755 755 755 +4 0 3,922 +0
Total Volume and Open Interest 1,763 178,738 -31
London Coffee(LCE)
Jul00 000616 882.00 897.00 881.00 890.00 +9.00 3,151 22,417 -1,608
Sep00 000616 903.00 919.00 902.00 908.00 +5.00 2,693 28,048 +1,215
Nov00 000616 920.00 932.00 920.00 926.00 +6.00 321 7,918 +193
Jan01 000616 934.00 945.00 933.00 940.00 +7.00 46 3,180 +44
Mar01 000616 955.00 955.00 955.00 955.00 +7.00 29 981 +26
May01 000616 970.00 970.00 970.00 970.00 +7.00 12 665 +12
Total Volume and Open Interest 6,252 63,209 -118
London Sugar(LCE)
Aug00 000616 236.20 236.20 229.00 230.80 -5.90 3,657 22,189 +153
Oct00 000616 235.00 235.00 228.00 229.50 -5.70 1,582 12,213 +591
Dec00 000616 235.00 235.00 228.00 229.70 -5.50 280 3,759 +1
Mar01 000616 233.00 233.00 226.50 228.90 -5.30 181 5,031 +81
May01 000616 230.00 230.00 225.00 226.90 -5.30 0 971 +0
Total Volume and Open Interest 5,925 47,558 +864
Cotton(NYBOT)
Jul00 000616 57.65 57.65 56.30 57.00 -0.91 6,649 12,147 -1,465
Oct00 000616 60.10 60.50 59.60 59.83 -0.52 232 2,867 -1
Dec00 000616 61.20 61.75 60.87 61.01 -0.52 6,618 25,527 +1,076
Mar01 000616 62.20 62.30 62.15 62.30 -0.30 243 3,864 +36
May01 000616 63.00 63.10 62.80 63.00 -0.23 214 2,386 +103
Jul01 000616 63.75 63.78 63.75 63.78 -0.22 64 720 +32
Total Volume and Open Interest 14,020 48,139 -219
Lumber(CME)
Jul00 000616 290.0 297.7 287.8 295.4 +3.7 432 1,835 -79
Sep00 000616 289.2 293.8 287.8 293.1 +2.7 223 724 +15
Nov00 000616 289.2 290.9 288.0 290.2 +1.5 69 565 +19
Jan01 000616 294.3 294.9 292.0 294.2 +1.5 41 49 +19
Total Volume and Open Interest 765 3,173 -26
Crude Oil(NYM)
Jul00 000616 32.25 32.50 31.20 32.33 -0.62 77,562 77,499 -25,730
Aug00 000616 30.35 30.55 29.10 30.02 -0.93 64,800 128,828 +4,757
Sep00 000616 29.30 29.45 28.15 29.02 -0.85 18,959 45,795 +1,246
Oct00 000616 28.50 28.73 27.60 28.31 -0.80 4,309 24,396 +613
Nov00 000616 27.90 28.00 27.10 27.76 -0.76 2,156 18,717 -115
Dec00 000616 27.50 27.55 26.50 27.25 -0.73 6,875 39,238 +1,020
Jan01 000616 27.00 27.00 26.30 26.80 -0.71 1,863 17,775 -559
Feb01 000616 26.50 26.50 25.90 26.38 -0.68 1,018 8,335 -245
Mar01 000616 26.05 26.05 25.98 25.98 -0.66 607 9,371 -176
Apr01 000616 25.84 25.84 25.60 25.60 -0.64 497 4,348 -159
Total Volume and Open Interest 182,747 497,064 -17,864
Heating Oil(NYM)
Jul00 000616 76.60 76.80 73.00 74.24 -3.20 11,647 27,508 -1,171
Aug00 000616 76.10 76.40 73.25 74.32 -2.83 5,419 20,007 -416
Sep00 000616 76.30 76.30 73.70 74.57 -2.73 1,987 10,647 +212
Oct00 000616 76.75 77.00 74.00 74.82 -2.68 517 7,917 +331
Nov00 000616 77.00 77.30 74.80 75.12 -2.63 529 11,772 -73
Dec00 000616 76.90 77.35 74.45 75.17 -2.63 2,086 18,972 +725
Jan01 000616 76.90 76.90 74.10 74.72 -2.53 1,187 8,376 +143
Feb01 000616 75.20 75.35 73.00 73.27 -2.43 380 7,805 +170
Mar01 000616 72.55 72.55 70.50 70.62 -2.33 389 5,650 +74
Apr01 000616 69.00 69.75 67.77 67.77 -2.23 148 2,501 +37
Total Volume and Open Interest 24,405 126,600 +142
Unleaded Gas(NYM)
Jul00 000616 108.00 108.25 103.60 106.55 -2.25 13,527 36,333 -1,117
Aug00 000616 100.70 101.10 97.20 99.31 -2.68 8,005 22,524 +570
Sep00 000616 93.50 93.50 89.70 91.65 -2.49 3,509 20,793 +438
Oct00 000616 85.10 85.10 81.90 83.70 -2.24 1,870 10,900 -243
Nov00 000616 79.80 79.80 77.75 78.75 -2.04 713 5,133 +138
Dec00 000616 76.80 76.80 74.75 76.15 -1.94 540 2,324 +14
Jan01 000616 75.70 75.70 73.75 74.45 -1.79 273 1,133 +138
Feb01 000616 75.20 75.20 73.75 73.75 -1.59 308 803 +299
Total Volume and Open Interest 29,012 101,549 +407
Natural Gas(NYM)
Jul00 000616 4.430 4.580 4.415 4.488 +0.025 42,615 50,738 +1,576
Aug00 000616 4.395 4.550 4.380 4.458 +0.036 14,210 36,809 -989
Sep00 000616 4.350 4.500 4.350 4.423 +0.041 5,719 28,778 +623
Oct00 000616 4.340 4.480 4.330 4.401 +0.047 6,324 28,331 +575
Nov00 000616 4.395 4.530 4.385 4.455 +0.051 1,677 16,656 -165
Dec00 000616 4.460 4.650 4.455 4.530 +0.060 2,212 24,344 +106
Jan01 000616 4.465 4.590 4.450 4.513 +0.059 2,346 24,690 +329
Feb01 000616 4.225 4.360 4.225 4.271 +0.055 796 13,033 +306
Total Volume and Open Interest 83,857 350,479 +3,972
Brent Crude Oil(IPE)
Aug00 000616 29.15 29.15 27.69 28.35 -1.04 41,283 88,007 +1,286
Sep00 000616 28.13 28.13 26.82 27.40 -1.01 12,385 35,504 +708
Oct00 000616 27.50 27.50 26.24 26.70 -1.11 3,551 19,216 +1,382
Nov00 000616 26.90 26.90 25.80 26.24 -1.07 1,239 12,109 +1
Dec00 000616 26.53 26.53 25.40 25.78 -1.03 3,184 33,199 -850
Jan01 000616 25.70 25.70 25.28 25.28 -1.02 796 11,610 +393
Feb01 000616 25.59 25.59 24.85 24.85 -1.01 606 7,266 -150
Mar01 000616 25.17 25.17 24.45 24.45 -0.98 15 6,596 +0
Total Volume and Open Interest 77,999 274,387 +670
Gas Oil(IPE)
Jul00 000616 231.50 232.75 228.00 230.50 -3.25 10,205 38,516 +61
Aug00 000616 230.00 230.75 226.50 227.25 -4.25 5,735 19,336 +418
Sep00 000616 230.50 231.00 227.25 228.75 -3.75 3,297 9,404 +882
Oct00 000616 231.25 231.50 227.75 229.00 -4.50 1,940 9,243 +739
Nov00 000616 230.25 230.25 227.75 227.75 -4.75 277 3,227 -178
Dec00 000616 230.00 230.00 225.50 226.50 -4.75 2,122 22,492 -283
Jan01 000616 226.50 226.50 223.75 223.75 -4.50 605 3,995 +533
Feb01 000616 218.75 218.75 218.75 218.75 -4.50 0 1,903 +0
Total Volume and Open Interest 24,201 115,606 +2,182
US Dollar Index(NYBOT)
Jun00 000616 106.83 106.85 105.90 105.90 -0.93 2,099 2,259 -2,001
Sep00 000616 106.41 106.57 105.50 105.52 -1.01 2,454 1,583 -1,138
Dec00 000616 105.14 105.14 105.14 105.14 -1.06 0 3 +0
Total Volume and Open Interest 4,553 3,845 -3,139
Australian Dollar(IMM)
Jun00 000616 60.85 60.95 60.68 60.69 +0.40 1,395 10,656 -659
Sep00 000616 61.00 61.02 60.76 60.79 +0.40 2,283 15,686 +258
Dec00 000616 61.05 61.05 60.89 60.89 +0.40 0 172 +0
Total Volume and Open Interest 4,479 26,891 -401
British Pound(IMM)
Jun00 000616 151.16 151.74 151.12 151.50 +0.24 2,845 27,319 -1,911
Sep00 000616 151.28 152.06 151.28 151.76 +0.24 11,652 28,231 +3,226
Dec00 000616 152.08 152.40 151.70 152.08 +0.24 6 255 +1
Total Volume and Open Interest 14,503 55,809 +1,316
Canadian Dollar(IMM)
Jun00 000616 67.84 68.20 67.80 68.17 +0.40 1,393 21,095 -2,320
Sep00 000616 67.98 68.35 67.96 68.32 +0.40 15,875 48,743 +1,653
Dec00 000616 68.10 68.50 68.10 68.48 +0.40 281 4,819 +92
Mar01 000616 68.40 68.64 68.40 68.64 +0.40 60 698 +0
Total Volume and Open Interest 17,609 75,530 -575
Japanese Yen(IMM)
Jun00 000616 94.08 94.29 93.96 94.17 +0.34 602 47,970 -3,465
Sep00 000616 95.69 95.89 95.51 95.75 +0.34 11,267 30,367 +2,219
Dec00 000616 97.30 97.38 97.28 97.38 +0.34 55 611 +8
Total Volume and Open Interest 14,902 78,968 -1,238
Swiss Franc(IMM)
Jun00 000616 61.27 61.93 61.24 61.90 +0.80 1,013 21,290 -598
Sep00 000616 61.78 62.47 61.76 62.43 +0.80 20,167 32,694 +6,538
Dec00 000616 62.84 62.92 62.84 62.92 +0.81 125 70 +40
Total Volume and Open Interest 21,305 54,055 +5,980
EuroFX(IMM)
Jun00 000616 95.62 96.57 95.60 96.55 +1.19 4,170 23,990 -1,077
Sep00 000616 96.20 97.13 96.14 97.10 +1.19 12,551 49,369 +2,696
Dec00 000616 97.50 97.64 97.50 97.64 +1.20 65 381 +59
Total Volume and Open Interest 16,786 73,769 +1,678
Mexican Peso(IMM)
Jun00 000616 10050.0 10120.0 10050.0 10108.0 -15.0 482 11,580 -322
Sep00 000616 9810.0 9845.0 9760.0 9818.0 -15.0 3,118 10,776 +974
Total Volume and Open Interest 3,689 24,026 +619
30-Year T-Bonds(CBOT)
Jun00 000616 97~11 98~00 97~11 97~26 +0~19 6,368 17,885 -6,184
Sep00 000616 97~03 97~30 97~01 97~23 +0~19 163,870 370,745 -6,346
Dec00 000616 97~09 97~24 97~09 97~22 +0~19 17 3,658 +4
Total Volume and Open Interest 170,282 392,564 -12,507
Municipal Bonds(CBOT)
Jun00 000616 96~08 96~22 96~08 96~17 +0~13 540 8,284 -270
Sep00 000616 95~08 95~23 95~08 95~19 +0~12 1,349 17,682 +313
Total Volume and Open Interest 1,889 26,366 +43
10-Year T-Notes(CBOT)
Jun00 000616 98~175 98~315 98~175 98~290 +0~125 13,262 29,031 -5,752
Sep00 000616 98~085 98~260 98~040 98~215 +0~130 155,462 546,956 +7,327
Total Volume and Open Interest 168,724 576,078 +1,575
5-Year T-Notes(CBOT)
Jun00 000616 98~290 99~030 98~275 99~015 +0~095 3,509 18,710 -6,203
Sep00 000616 98~230 99~025 98~220 99~000 +0~100 82,625 375,946 -447
Total Volume and Open Interest 86,134 394,656 -6,650
2 Year T-Notes(CBOT)
Jun00 000616 99~024 99~042 99~024 99~042 +0~018 1,320 2,509 -729
Sep00 000616 99~005 99~028 99~005 99~027 +0~019 4,395 49,474 +2,520
Total Volume and Open Interest 5,715 51,983 +1,791
3-Mth T-Bills(IMM)
Sep00 000616 93.99 94.05 93.99 94.01 +0.07 74 532 +32
Total Volume and Open Interest 122 861 -6
Eurodollars(IMM)
Jun00 000616 93.223 93.235 93.220 93.232 +0.015 46,477 411,257 -4,756
Sep00 000616 93.040 93.105 93.040 93.095 +0.050 94,131 617,486 +11,476
Dec00 000616 92.870 92.945 92.860 92.930 +0.065 103,939 501,169 +8,591
Mar01 000616 92.880 92.970 92.875 92.945 +0.065 82,102 369,119 +2,962
Jun01 000616 92.855 92.955 92.850 92.930 +0.075 38,660 261,697 +4,293
Sep01 000616 92.850 92.960 92.850 92.930 +0.075 35,986 217,241 +1,974
Dec01 000616 92.820 92.930 92.820 92.900 +0.070 25,113 154,147 +1,472
Mar02 000616 92.880 92.990 92.880 92.960 +0.075 16,294 134,675 +879
Jun02 000616 92.875 92.980 92.875 92.960 +0.080 5,883 98,090 -168
Sep02 000616 92.885 92.990 92.885 92.970 +0.080 6,660 102,427 +2,326
Dec02 000616 92.845 92.955 92.845 92.935 +0.085 5,943 75,500 +130
Mar03 000616 92.905 93.010 92.905 92.995 +0.085 5,420 78,892 +1,315
Total Volume and Open Interest 517,908 3,438,050 +46,241
3-Mth Euro-Yen(IMM)
Jun00 000616 99.89 99.89 99.88 99.88 unch 386 12,452 +58
Sep00 000616 99.73 99.75 99.73 99.75 +0.02 2,053 13,360 +961
Dec00 000616 99.60 99.61 99.59 99.60 +0.02 4,889 16,446 +1,736
Mar01 000616 99.50 99.51 99.50 99.51 +0.02 5,544 15,688 +1,918
Jun01 000616 99.40 99.42 99.40 99.42 +0.03 1,070 4,978 +479
Sep01 000616 99.29 99.29 99.29 99.29 +0.03 2,458 20,390 +873
Dec01 000616 99.14 99.15 99.14 99.15 +0.01 61 1,532 -31
Mar02 000616 99.04 99.04 99.04 99.04 +0.03 80 1,619 +50
Jun02 000616 98.83 98.83 98.83 98.83 +0.02 0 80 +0
Sep02 000616 98.67 98.67 98.67 98.67 unch 0 30 +0
Total Volume and Open Interest 16,541 86,605 +6,044
3-Mth Euro-Yen(SIMEX)
Sep00 000616 99.74 99.75 99.72 99.73 -0.01 4,774 79,289 +4,654
Dec00 000616 99.58 99.60 99.58 99.60 unch 6,620 84,222 +291
Mar01 000616 99.50 99.51 99.49 99.50 unch 6,639 79,171 +1,127
Jun01 000616 99.39 99.42 99.39 99.40 unch 3,081 62,310 +163
Sep01 000616 99.27 99.29 99.26 99.29 +0.01 847 57,952 +94
Dec01 000616 99.14 99.14 99.12 99.14 unch 100 20,726 -172
Mar02 000616 99.00 99.04 99.00 99.04 +0.01 159 12,594 +0
Jun02 000616 98.92 98.92 98.92 98.92 +0.01 0 1,780 +20
Total Volume and Open Interest 24,634 481,687 +4,713
German Euro-Bund(EUREX)
Sep00 000616 105.78 106.37 105.70 106.19 +0.47 486,887 495,005 -50,161
Dec00 000616 105.41 105.81 105.41 105.81 +0.47 1,227 6,309 +667
Mar01 000616 105.69 105.69 105.69 105.69 +0.47 0 2,043 +900
Total Volume and Open Interest 488,114 503,357 -48,594
German Euro-Bobl(EUREX)
Sep00 000616 103.70 103.96 103.60 103.87 +0.18 234,191 266,892 -7,378
Dec00 000616 103.77 103.77 103.77 103.77 +0.20 3,239 2,042 +0
Mar01 000616 103.42 103.42 103.42 103.42 +0.28      
Total Volume and Open Interest 237,430 268,934 -7,378
Long Gilt(LIFFE)
Jun00 000616 114~16 115~02 114~16 115~00 +0~26 214 8,329 +7
Sep00 000616 113~27 114~25 113~27 114~21 +0~27 16,570 60,912 -625
Total Volume and Open Interest 17,190 69,241 -618
3-Mth Short Sterling(LIFFE)
Jun00 000616 93.79 93.80 93.78 93.80 +0.02 18,724 161,088 -1,484
Sep00 000616 93.65 93.69 93.65 93.68 +0.02 37,451 200,401 -4,845
Dec00 000616 93.54 93.57 93.53 93.56 +0.03 33,645 188,699 +3,936
Total Volume and Open Interest 126,888 907,553 -3,209
3-Mth Euribor(LIFFE)
Jun00 000616 95.520 95.560 95.515 95.530 +0.010 61,048 227,696 -24,705
Sep00 000616 95.285 95.300 95.260 95.290 +0.005 130,622 340,591 -7,688
Dec00 000616 94.985 95.025 94.965 95.015 +0.030 77,461 237,546 +837
Total Volume and Open Interest 370,849 1,376,393 -26,470
3-Mth Aus T-Bills(SFE)
Sep00 000616 93.76 93.79 93.75 93.78 +0.01 9,912 181,434 -931
Dec00 000616 93.56 93.60 93.56 93.58 -0.01 4,472 77,938 +791
Mar01 000616 93.50 93.53 93.48 93.51 -0.02 1,889 34,011 +246
Jun01 000616 93.48 93.48 93.46 93.46 -0.01 1,865 18,205 +646
Sep01 000616 93.39 93.45 93.39 93.42 -0.01 767 9,499 -38
Dec01 000616 93.40 93.40 93.39 93.39 +0.01 771 7,195 -93
Mar02 000616 93.35 93.37 93.35 93.37 +0.01 163 5,909 +67
Jun02 000616 93.33 93.35 93.33 93.34 -0.01 215 3,289 +11
Sep02 000616 93.33 93.36 93.33 93.34 -0.02 0 2,594 +378
Dec02 000616 93.35 93.35 93.34 93.34 +0.02 100 1,701 +295
Total Volume and Open Interest 20,174 345,698 +1,899
10-Year Aus T-Bonds(SFE)
Sep00 000616 93.83 93.90 93.79 93.90 +0.08 2,428 101,432 +20,969
Total Volume and Open Interest 15,971 101,432 -178,220
3-Year Aus T-Bonds(SFE)
Sep00 000616 93.94 93.98 93.91 93.96 +0.01 4,845 166,722 +42,445
Total Volume and Open Interest 30,980 166,722 -399,735
Gold(CMX)
Jun00 000616 291.5 291.5 288.7 288.7 -0.9 13 114 -14
Aug00 000616 293.5 294.4 290.6 291.2 -0.9 23,971 78,807 -83
Oct00 000616 296.4 296.4 294.1 294.1 -1.0 59 4,329 +8
Dec00 000616 299.0 300.0 296.5 296.9 -1.2 1,385 21,259 -305
Feb01 000616 301.9 301.9 299.3 299.3 -1.4 923 9,886 +582
Apr01 000616 301.9 301.9 301.9 301.9 -1.5 0 3,495 +0
Total Volume and Open Interest 27,091 142,558 -132
Silver(CMX)
Jul00 000616 509.0 511.0 506.5 508.5 +0.8 5,461 48,140 -575
Sep00 000616 515.0 515.5 512.0 513.2 +0.7 605 10,376 +274
Dec00 000616 520.0 521.0 518.0 519.2 +0.7 139 9,141 -386
Mar01 000616 523.5 523.5 523.5 523.5 +0.7 5 942 +0
May01 000616 525.6 525.6 525.6 525.6 +0.7 0 810 +0
Total Volume and Open Interest 6,210 74,003 -687
Platinum(NYM)
Jul00 000616 535.0 537.0 533.0 534.1 +4.8 435 8,196 -108
Oct00 000616 516.0 524.0 516.0 520.1 +5.8 135 1,927 +6
Jan01 000616 505.1 505.1 505.1 505.1 +5.8 0 31 +0
Total Volume and Open Interest 570 10,154 -102
Palladium(NYME)
Jun00 000616 690.00 690.00 684.95 684.95 +13.05 1 40 -15
Sep00 000616 685.00 686.00 681.00 684.95 +13.05 41 1,799 -8
Dec00 000616 682.95 682.95 682.95 682.95 +13.05 4 117 +3
Total Volume and Open Interest 46 1,956 -20
Copper(CMX)
Jul00 000616 81.80 82.70 81.35 82.40 +0.60 10,670 29,398 -1,277
Sep00 000616 82.50 83.25 81.90 83.05 +0.65 1,158 11,267 +268
Dec00 000616 82.75 83.65 82.75 83.30 +0.50 231 7,349 +20
Mar01 000616 83.40 83.40 83.40 83.40 +0.45 72 2,189 +21
May01 000616 83.20 83.35 83.20 83.35 +0.45 73 938 +28
Total Volume and Open Interest 12,757 64,031 -867
DJIA Index(CBOT)
Jun00 000615 10745 10770 10670 10703 -17 1,604 9,897 -946
Sep00 000616 10870 10875 10590 10595 -248 11,575 10,050 +895
Dec00 000616 10930 10935 10743 10743 -250 18 2,062 +8
Total Volume and Open Interest 14,726 20,087 -1,025
S & P 500(CME)
Sep00 000616 1500.50 1503.00 1481.00 1488.00 -9.50 92,584 363,108 +18,123
Dec00 000616 1512.00 1525.00 1506.90 1511.00 -9.90 355 6,621 +51
Mar01 000616 1530.20 1546.70 1530.10 1534.50 -10.20 0 697 -10
Jun01 000616 1558.00 1570.70 1557.70 1558.00 -10.70 0 521 +0
Total Volume and Open Interest 129,577 461,971 +4,251
S & P 500 E-Mini(Globex)
Sep00 000616 1498.00 1504.00 1479.50 1488.00 -9.50 77,996 20,958 +1,066
Total Volume and Open Interest 79,600 57,272 +713
NASDAQ 100(CME)
Sep00 000616 3855.00 3880.00 3785.00 3827.50 +10.00 22,977 27,564 +4,050
Dec00 000616 3888.50 3900.00 3888.50 3888.50 +10.00 0 11 +0
Total Volume and Open Interest 28,340 42,600 +2,148
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000616 3818.0 3880.0 3785.0 3827.5 +10.0 32,229 9,068 +244
Total Volume and Open Interest 32,708 34,389 -122
NYSE Composite(NYBOT)
Sep00 000616 665.00 665.50 656.75 659.65 -5.10 376 750 -6
Dec00 000616 668.65 668.65 668.65 668.65 -5.10 0 1,496 +0
Mar01 000616 677.65 677.65 677.65 677.65 -5.60 0 100 +0
Total Volume and Open Interest 237 1,706 +71
S & P Midcap 400(CME)
Sep00 000616 504.00 506.50 499.90 502.50 -0.75 1,591 12,217 +828
Dec00 000616 507.05 507.05 506.55 507.05 -0.75      
Mar01 000616 513.05 513.05 512.55 513.05 -0.75      
Total Volume and Open Interest 2,069 16,050 +270
Russell 2000(CME)
Sep00 000616 522.50 523.90 516.00 520.50 -0.85 2,694 10,795 +409
Dec00 000616 528.30 528.30 527.80 528.30 -0.85      
Mar01 000616 535.85 535.85 535.35 535.85 -0.85      
Total Volume and Open Interest 3,761 16,368 +3
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 000616 16475 16475 16300 16335 -90 1,304 13,986 +238
Dec00 000616 16335 16445 16335 16335 -90 0 10 +0
Total Volume and Open Interest 1,304 13,996 +238
Nikkei 225(SIMEX)
Sep00 000616 16430 16480 16270 16380 +25 12,749 111,292 -804
Dec00 000616 16370 16370 16370 16370 +25 0 2,263 +0
Mar01 000616 16380 16380 16380 16380 +25 0 3,800 +0
Total Volume and Open Interest 34,817 116,473 -2,752
CAC 40(MATIF)
Jun00 000616 6564.0 6594.0 6441.0 6453.5 -92.5 38,991 323,978 +7,527
Jul00 000616 6587.0 6592.0 6478.0 6513.5 -44.5 364 6,598 +185
Aug00 000616 6527.5 6527.5 6527.5 6527.5 -44.0 24 2,285 +12
Total Volume and Open Interest 40,341 398,610 +8,226
DAX Index(EUREX)
Jun00 000616 7378.0 7380.0 7280.5 7280.5 -69.5 65,777 380,893 -4,937
Sep00 000616 7461.5 7465.0 7320.0 7342.5 -90.0 41,685 97,329 +30,276
Dec00 000616 7488.5 7488.5 7426.5 7433.5 -90.0 54 686 +12
Total Volume and Open Interest 107,516 478,908 +25,351
FT-SE 100(LIFFE)
Jun00 000616 6496.00 6578.00 6491.00 6514.00 +7.00 74,577 35,697 -27,299
Sep00 000616 6574.00 6642.00 6556.00 6582.00 +8.00 41,731 238,817 +27,906
Dec00 000616 6667.00 6667.00 6667.00 6667.00 +9.00 0 1,371 +0
Total Volume and Open Interest 119,209 275,885 +607
SPI 200(SFE)
Jun00 000616 3142.0 3147.0 3126.0 3141.0 +6.0 10,704 165,243 +3,829
Sep00 000616 3162.0 3163.0 3146.0 3161.0 +6.0 1,878 6,243 +840
Dec00 000616 3175.0 3175.0 3175.0 3175.0 +6.0 198 2,284 -65
Total Volume and Open Interest 12,780 174,923 +4,604
GSCI(CME)
Jul00 000616 229.40 229.40 224.40 226.70 -4.10 172 39,013 -55
Aug00 000616 222.60 222.60 221.00 222.60 -4.40 0 64 +0
Sep00 000616 221.00 221.00 221.00 221.00 -4.50 0 35 +0
Total Volume and Open Interest 185 40,053 -141
Bridge CRB Index(NYBOT)
Aug00 000616 223.40 224.30 222.50 222.80 -0.70 87 1,631 +7
Nov00 000616 223.60 223.60 222.80 222.80 -0.70 1 866 +1
Jan01 000616 222.55 222.55 222.55 222.55 -0.70 0 421 +0
Total Volume and Open Interest 4,792    
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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