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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 Wed June 21, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000621 505.00 510.00 503.50 506.50 +5.50 16,376 37,490 -2,169
Aug00 000621 494.00 500.00 493.50 496.00 +4.50 4,968 20,631 +4
Sep00 000621 485.50 490.50 485.00 486.25 +2.50 3,592 16,100 +360
Nov00 000621 489.00 493.00 488.00 489.00 +2.00 32,083 65,698 +223
Jan01 000621 499.00 502.50 498.00 498.25 +1.75 1,271 7,017 +19
Mar01 000621 507.50 511.00 507.25 507.25 +1.50 378 5,009 +12
May01 000621 515.00 517.00 514.00 514.00 +1.00 485 5,941 -186
Total Volume and Open Interest 59,670 163,601 -1,587
Soybean Meal(CBOT)
Jul00 000621 170.20 172.20 170.00 171.00 +1.90 13,717 29,252 -3,678
Aug00 000621 163.20 164.50 163.00 163.90 +1.80 7,398 18,273 -56
Sep00 000621 157.50 159.30 157.50 158.70 +1.50 3,219 10,604 +173
Oct00 000621 154.50 155.90 154.20 155.00 +1.10 1,506 9,051 +271
Dec00 000621 154.50 156.00 154.10 154.80 +0.90 8,409 31,871 -1,702
Jan01 000621 155.80 156.50 155.00 155.40 +1.00 177 3,365 +113
Mar01 000621 157.30 159.00 157.30 158.00 +1.10 97 3,189 -272
May01 000621 158.00 159.50 158.00 158.60 +0.70 61 2,996 -56
Total Volume and Open Interest 34,584 109,222 -5,207
Soybean Oil(CBOT)
Jul00 000621 16.62 16.75 16.55 16.64 +0.03 7,487 30,292 -2,869
Aug00 000621 16.85 16.95 16.74 16.85 +0.05 2,807 26,388 -435
Sep00 000621 17.04 17.20 16.98 17.05 +0.06 2,077 14,650 -328
Oct00 000621 17.22 17.35 17.12 17.21 +0.09 475 10,364 -59
Dec00 000621 17.47 17.70 17.45 17.55 +0.09 7,202 32,449 +511
Jan01 000621 17.85 18.00 17.80 17.88 +0.09 69 13,025 +1
Mar01 000621 18.15 18.30 18.10 18.17 +0.12 62 5,051 +28
May01 000621 18.50 18.58 18.45 18.49 +0.09 8 4,895 +0
Total Volume and Open Interest 20,189 141,176 -3,150
Canola(WCE)
Aug00 000621 259.6 259.8 257.8 257.8 -0.6 382 7,796 +1,448
Sep00 000621 263.0 263.0 260.5 260.5 -0.5 78 1,201 +10
Nov00 000621 267.0 268.5 266.0 266.1 -0.4 2,661 29,030 +1,441
Jan01 000621 273.3 274.0 271.5 271.8 -0.5 46 4,599 +35
Mar01 000621 279.0 279.5 277.0 277.0 -1.3 0 417 +0
Total Volume and Open Interest 5,699 54,312 +819
Corn(CBOT)
Jul00 000621 202.00 205.00 202.00 203.50 +1.25 41,106 137,946 -9,094
Sep00 000621 210.00 213.50 210.00 211.75 +1.25 16,363 103,262 +2,665
Nov00 000621 218.75 221.00 218.75 219.50 +1.25 22 1,101 -244
Dec00 000621 222.25 225.50 221.75 223.75 +1.25 24,721 161,915 +1,027
Jan01 000621 227.25 227.25 227.25 227.25 +1.25 1 86 +0
Mar01 000621 233.25 236.25 233.25 234.75 +1.25 2,898 24,381 +840
Total Volume and Open Interest 86,441 449,060 -4,060
Wheat(CBOT)
Jul00 000621 273.00 279.75 273.00 277.00 +3.25 26,265 42,397 -2,902
Sep00 000621 285.50 291.50 285.00 288.75 +3.25 6,808 43,882 +1,792
Dec00 000621 301.50 308.00 301.50 305.50 +3.50 11,499 35,653 +1,787
Mar01 000621 314.50 319.50 314.50 317.50 +2.50 1,584 11,332 +574
May01 000621 320.00 325.50 320.00 323.50 +3.00 136 325 +125
Total Volume and Open Interest 52,876 138,786 +1,455
Wheat(KCBT)
Jul00 000621 306.00 313.50 305.50 310.50 +3.25 7,836 20,517 -1,231
Sep00 000621 317.00 324.00 317.00 320.50 +3.50 8,138 26,509 +1,872
Dec00 000621 331.00 338.00 331.00 334.75 +3.00 4,612 21,675 +1,400
Mar01 000621 342.50 348.50 342.50 344.25 +2.25 272 2,837 +180
May01 000621 349.00 349.00 349.00 349.00 +3.50 1 572 +1
Total Volume and Open Interest 20,859 72,592 +2,222
Wheat(MGE)
Jul00 000621 329.25 336.50 329.25 333.00 +4.25 2,823 7,735 -294
Sep00 000621 337.00 344.00 337.00 341.25 +4.75 1,814 7,918 +641
Dec00 000621 353.50 356.00 351.00 353.00 +2.50 337 4,607 +36
Mar01 000621 367.00 367.00 362.00 364.00 +1.00 23 402 +0
May01 000621 369.00 369.00 369.00 369.00 +1.00 0 124 +0
Total Volume and Open Interest 4,997 20,825 +383
Oats(CBOT)
Jul00 000621 106.25 109.00 106.25 108.25 +1.75 1,203 5,782 -559
Sep00 000621 113.25 115.25 113.25 114.25 +1.75 1,207 4,702 +428
Dec00 000621 120.00 121.50 120.00 120.75 +1.75 356 5,261 +172
Mar01 000621 127.00 129.00 128.00 128.25 +1.75 7 605 +2
Total Volume and Open Interest 2,773 16,353 +43
Rough Rice(CBOT)
Jul00 000621 4.98 5.10 4.97 5.01 +0.06 590 2,612 -510
Sep00 000621 6.39 6.50 6.38 6.42 +0.05 171 1,222 -23
Nov00 000621 6.62 6.74 6.62 6.66 +0.05 96 1,715 +58
Jan01 000621 6.86 6.96 6.86 6.89 +0.05 16 1,330 +3
Total Volume and Open Interest 885 7,023 -467
Live Cattle(CME)
Jun00 000621 68.600 68.675 68.400 68.500 -0.175 1,172 6,738 -538
Aug00 000621 67.300 67.325 66.900 66.925 -0.375 4,109 45,112 +321
Oct00 000621 69.500 69.500 69.000 69.125 -0.450 2,457 29,856 +434
Dec00 000621 71.550 71.575 71.100 71.125 -0.425 1,128 10,484 +128
Feb01 000621 73.050 73.050 72.775 72.800 -0.300 549 5,394 +375
Apr01 000621 75.275 75.275 74.925 74.950 -0.375 79 4,685 -13
Total Volume and Open Interest 9,540 104,805 +727
Feeder Cattle(CME)
Aug00 000621 86.375 86.550 86.150 86.175 -0.175 1,169 10,206 +220
Sep00 000621 86.325 86.350 86.000 86.150 -0.175 226 2,217 +108
Oct00 000621 87.200 87.250 86.850 87.075 -0.225 448 3,197 +137
Nov00 000621 87.800 87.875 87.500 87.800 unch 186 2,199 +104
Jan01 000621 88.450 88.450 88.150 88.400 -0.175 46 1,356 +19
Mar01 000621 88.250 88.250 88.100 88.100 -0.300 12 289 +1
Apr01 000621 88.100 88.100 88.100 88.100 -0.050 8 82 +8
Total Volume and Open Interest 2,108 19,623 +606
Lean Hogs(CME)
Jul00 000621 70.700 70.975 70.000 70.675 +0.275 1,930 12,766 -493
Aug00 000621 69.650 69.775 69.100 69.550 +0.075 2,740 17,737 +541
Oct00 000621 59.200 59.250 58.850 59.150 +0.150 758 9,662 +264
Dec00 000621 56.000 56.200 55.950 56.150 +0.175 334 6,603 +75
Feb01 000621 56.750 57.000 56.600 56.900 +0.050 120 1,852 +87
Apr01 000621 55.550 55.600 55.400 55.550 +0.125 13 632 +11
Jun01 000621 62.500 62.650 62.350 62.525 -0.050 1 70 -1
Jul01 000621 62.100 62.250 62.000 62.075 -0.475 0 8 +0
Total Volume and Open Interest 5,896 49,332 -4,710
Pork Bellies(CME)
Jul00 000621 87.300 87.650 85.950 86.650 -0.025 728 3,257 -37
Aug00 000621 85.000 85.150 84.050 84.325 +0.175 347 1,914 -1
Feb01 000621 73.000 73.250 73.000 73.000 unch 42 129 +1
Mar01 000621 75.000 75.000 75.000 75.000 unch 0 15 +0
May01 000621 75.800 75.800 75.800 75.800 unch      
Total Volume and Open Interest 1,117 5,316 -37
Cocoa(NYBOT)
Jul00 000621 834 855 834 855 +21 271 1,305 -906
Sep00 000621 865 884 865 882 +18 8,585 43,558 -215
Dec00 000621 907 918 905 917 +17 1,690 23,268 +662
Mar01 000621 941 951 941 951 +16 514 8,564 +188
May01 000621 974 975 969 974 +14 372 6,333 -5
Jul01 000621 997 998 997 998 +14 158 7,550 +0
Sep01 000621 1025 1025 1025 1025 +13 0 5,618 +10
Total Volume and Open Interest 11,590 110,947 -266
Coffee "C"(NYBOT)
Jul00 000621 86.70 87.70 84.00 84.45 -2.80 6,173 6,280 -2,815
Sep00 000621 90.55 91.25 88.00 88.05 -2.50 5,965 32,451 +1,700
Dec00 000621 95.00 95.25 92.50 92.65 -2.10 584 7,170 +30
Mar01 000621 99.25 99.35 97.25 97.25 -1.75 264 3,066 +76
May01 000621 101.50 101.55 99.75 99.75 -1.60 25 520 +19
Jul01 000621 103.60 103.60 102.25 102.25 -1.45 11 155 +3
Total Volume and Open Interest 13,022 49,747 -987
Orange Juice(NYBOT)
Jul00 000621 88.00 88.35 87.20 88.35 +0.45 1,849 5,847 -757
Sep00 000621 87.50 87.70 86.70 87.60 unch 4,319 15,867 +1,897
Nov00 000621 87.10 87.40 86.30 87.10 unch 380 4,458 +71
Jan01 000621 87.40 87.40 86.15 87.15 -0.15 107 1,868 +28
Mar01 000621 87.10 87.25 86.50 87.25 -0.25 106 1,613 +12
Total Volume and Open Interest 6,761 30,240 +1,251
Sugar #11(NYBOT)
Jul00 000621 8.65 8.76 8.59 8.65 +0.03 11,730 42,254 -4,634
Oct00 000621 8.63 8.70 8.54 8.60 -0.04 16,314 86,692 +3,831
Mar01 000621 8.45 8.48 8.33 8.39 -0.07 4,905 43,436 +1,067
May01 000621 8.34 8.35 8.24 8.28 -0.07 389 8,342 +183
Jul01 000621 8.19 8.28 8.18 8.18 -0.07 234 7,732 -8
Total Volume and Open Interest 33,608 200,724 +416
London Cocoa(LCE)
Jul00 000621 625 633 622 632 +11 943 19,614 -508
Sep00 000621 644 654 642 653 +12 2,032 33,956 -571
Dec00 000621 675 688 675 688 +13 642 38,487 +35
Mar01 000621 695 704 695 704 +13 571 29,237 +165
May01 000621 707 719 707 719 +13 333 18,889 +228
Jul01 000621 734 734 734 734 +13 151 5,763 +115
Sep01 000621 749 749 749 749 +13 122 3,978 +56
Total Volume and Open Interest 4,894 175,493 -381
London Coffee(LCE)
Jul00 000621 889.00 895.00 882.00 883.00 -7.00 5,972 18,060 -2,271
Sep00 000621 911.00 919.00 905.00 907.00 -6.00 4,893 31,603 +1,699
Nov00 000621 925.00 937.00 923.00 925.00 -5.00 479 8,507 +260
Jan01 000621 944.00 951.00 940.00 943.00 -3.00 227 3,365 +91
Mar01 000621 956.00 960.00 956.00 960.00 -1.00 43 1,014 +33
May01 000621 977.00 977.00 977.00 977.00 +1.00 137 802 +137
Total Volume and Open Interest 11,751 63,351 -51
London Sugar(LCE)
Aug00 000621 236.30 237.20 234.50 236.10 -0.30 1,668 21,880 +442
Oct00 000621 235.90 237.20 234.00 235.50 -0.60 774 13,154 +108
Dec00 000621 236.00 236.50 233.70 234.70 -1.40 435 4,107 +119
Mar01 000621 236.40 236.50 233.70 234.40 -2.20 124 5,053 +93
May01 000621 233.00 233.20 232.60 232.60 -2.20 10 763 -10
Total Volume and Open Interest 3,076 48,855 +792
Cotton(NYBOT)
Jul00 000621 56.30 56.60 55.55 55.57 -1.07 2,549 6,685 -1,575
Oct00 000621 59.40 59.70 58.85 58.88 -0.87 433 2,913 +54
Dec00 000621 60.45 60.65 60.05 60.09 -0.61 4,558 26,629 +492
Mar01 000621 61.80 61.80 61.50 61.50 -0.43 294 4,538 +63
May01 000621 62.15 62.20 62.15 62.20 -0.40 174 2,926 +73
Jul01 000621 63.00 63.20 63.00 63.05 -0.35 6 874 +2
Total Volume and Open Interest 8,077 45,735 -829
Lumber(CME)
Jul00 000621 278.0 281.0 274.7 276.3 -6.1 673 1,652 -91
Sep00 000621 279.0 282.6 279.0 280.0 -2.8 446 818 +89
Nov00 000621 282.8 284.9 282.6 283.6 -1.3 120 570 +14
Jan01 000621 290.0 291.5 287.0 288.6 -1.6 2 74 +2
Total Volume and Open Interest 1,244 3,118 +17
Crude Oil(NYM)
Aug00 000621 30.64 31.95 30.61 31.37 +0.72 99,988 145,523 +11,673
Sep00 000621 29.50 30.35 29.35 29.90 +0.41 18,143 49,455 +2,031
Oct00 000621 28.75 29.35 28.70 29.05 +0.31 4,973 24,536 +20
Nov00 000621 28.30 28.85 28.20 28.45 +0.28 2,253 18,568 +273
Dec00 000621 27.60 28.25 27.56 27.93 +0.27 8,207 38,151 -931
Jan01 000621 27.30 27.55 27.30 27.46 +0.26 730 17,977 +18
Feb01 000621 26.92 27.05 26.92 27.03 +0.26 238 7,908 -132
Mar01 000621 26.62 26.62 26.50 26.62 +0.25 141 9,415 +41
Apr01 000621 26.25 26.27 26.23 26.23 +0.24 539 4,927 +289
May01 000621 25.71 25.85 25.71 25.84 +0.23 100 4,186 +35
Total Volume and Open Interest 210,790 455,011 -17,492
Heating Oil(NYM)
Jul00 000621 76.50 79.30 76.50 78.58 +2.45 12,572 24,478 -1,338
Aug00 000621 76.70 79.25 76.60 78.42 +2.34 11,113 24,278 +2,654
Sep00 000621 76.80 79.10 76.70 78.52 +2.19 2,152 11,625 +207
Oct00 000621 77.10 78.90 77.10 78.62 +2.09 580 8,394 +26
Nov00 000621 77.40 79.10 77.40 78.72 +1.99 1,112 12,467 +256
Dec00 000621 77.50 79.20 77.40 78.67 +1.94 6,129 19,803 +390
Jan01 000621 77.25 78.55 76.90 78.07 +1.84 2,341 10,138 +761
Feb01 000621 75.85 76.70 75.50 76.52 +1.64 1,500 7,725 -180
Mar01 000621 73.00 74.10 72.95 73.72 +1.44 648 5,830 +101
Apr01 000621 70.20 71.10 70.20 70.72 +1.24 80 2,615 -12
Total Volume and Open Interest 38,301 132,881 +2,853
Unleaded Gas(NYM)
Jul00 000621 105.50 105.60 102.05 103.91 -1.35 16,158 32,690 -1,169
Aug00 000621 99.50 100.40 97.50 99.19 -0.15 9,800 25,738 +1,481
Sep00 000621 92.30 93.40 91.10 92.39 +0.17 4,909 22,185 +351
Oct00 000621 84.75 85.40 84.10 85.19 +0.59 2,109 10,115 -195
Nov00 000621 80.30 80.54 80.15 80.54 +0.69 333 5,321 +144
Dec00 000621 77.75 78.25 77.50 78.14 +0.79 413 2,620 +177
Jan01 000621 76.25 76.64 76.25 76.64 +0.89 115 1,261 +92
Feb01 000621 75.50 75.94 75.50 75.94 +0.89 157 1,163 +154
Total Volume and Open Interest 34,003 102,699 +1,044
Natural Gas(NYM)
Jul00 000621 4.110 4.390 4.095 4.378 +0.271 55,167 50,727 -601
Aug00 000621 4.110 4.390 4.095 4.369 +0.266 19,679 39,004 -206
Sep00 000621 4.100 4.370 4.095 4.354 +0.251 7,049 29,532 +560
Oct00 000621 4.100 4.350 4.100 4.337 +0.240 14,048 30,323 +1,912
Nov00 000621 4.185 4.440 4.180 4.413 +0.227 1,499 17,664 +316
Dec00 000621 4.300 4.500 4.285 4.500 +0.215 3,361 25,173 -198
Jan01 000621 4.275 4.515 4.260 4.486 +0.211 1,970 25,683 +147
Feb01 000621 4.040 4.290 4.040 4.236 +0.196 876 13,435 +64
Total Volume and Open Interest 109,631 361,622 +3,116
Brent Crude Oil(IPE)
Aug00 000621 29.10 30.11 28.58 29.33 +0.31 30,888 88,380 +2,096
Sep00 000621 27.95 28.85 27.55 28.30 +0.30 15,533 41,951 +3,702
Oct00 000621 27.40 28.00 27.07 27.57 +0.18 4,252 19,252 +415
Nov00 000621 26.75 27.35 26.57 27.14 +0.16 1,544 13,125 +336
Dec00 000621 26.40 27.10 26.10 26.71 +0.16 5,962 32,763 +480
Jan01 000621 25.77 26.19 25.69 26.19 +0.15 244 11,437 -23
Feb01 000621 25.32 25.85 25.24 25.69 +0.12 196 7,416 +150
Mar01 000621 24.88 25.40 24.88 25.22 +0.09 0 6,596 +0
Total Volume and Open Interest 59,370 264,795 +7,806
Gas Oil(IPE)
Jul00 000621 233.00 241.00 231.00 240.50 +8.75 7,875 35,706 -1,174
Aug00 000621 231.00 238.00 228.75 238.00 +9.25 3,697 22,059 +1,025
Sep00 000621 232.00 238.00 229.00 238.00 +8.50 2,434 9,441 -88
Oct00 000621 232.00 238.50 229.25 238.50 +8.50 1,838 9,822 +357
Nov00 000621 228.75 237.00 227.75 237.00 +8.00 100 3,324 +100
Dec00 000621 228.50 235.50 226.00 235.25 +8.50 1,121 22,577 +289
Jan01 000621 224.00 232.00 224.00 232.00 +8.25 157 3,997 +50
Feb01 000621 221.50 226.50 221.50 226.50 +8.25 300 2,081 +175
Total Volume and Open Interest 17,722 116,800 +834
US Dollar Index(NYBOT)
Sep00 000621 106.27 107.27 106.27 107.02 +1.08 353 3,511 +60
Dec00 000621 106.57 106.93 106.52 106.64 +1.08 14 2,013 +10
Mar01 000621 106.26 106.26 106.26 106.26 +1.08 423 7,456 -66
Total Volume and Open Interest 423 7,456 -66
Australian Dollar(IMM)
Sep00 000621 60.12 60.44 60.00 60.43 -0.10 1,217 15,073 +110
Dec00 000621 60.20 60.53 60.20 60.53 -0.10 4 172 +1
Mar01 000621 60.30 60.63 60.30 60.63 -0.10 0 377 +0
Total Volume and Open Interest 1,221 23,919 -68
British Pound(IMM)
Sep00 000621 150.44 150.54 149.70 150.14 -2.00 9,035 25,686 -210
Dec00 000621 151.00 151.00 150.00 150.44 -2.02 1 255 +0
Mar01 000621 150.68 150.68 150.68 150.68 -2.04 0 4 +0
Total Volume and Open Interest 9,036 52,186 -239
Canadian Dollar(IMM)
Sep00 000621 68.08 68.12 67.92 68.01 -0.11 4,475 51,670 +544
Dec00 000621 68.12 68.22 68.09 68.16 -0.11 18 4,878 -8
Mar01 000621 68.27 68.35 68.26 68.32 -0.11 3 586 +0
Jun01 000621 68.48 68.48 68.48 68.48 -0.11 0 165 +0
Total Volume and Open Interest 4,634 74,847 +199
Japanese Yen(IMM)
Sep00 000621 96.54 96.55 96.22 96.29 -0.13 9,233 37,021 +2,119
Dec00 000621 98.03 98.03 97.90 97.92 -0.13 2,435 3,000 +2,377
Mar01 000621 99.54 99.54 99.52 99.54 -0.13 50 46 +0
Total Volume and Open Interest 11,718 80,400 +4,573
Swiss Franc(IMM)
Sep00 000621 61.43 61.62 61.37 61.51 -0.61 7,834 35,012 +357
Dec00 000621 62.01 62.01 61.92 62.01 -0.61 2 63 +0
Mar01 000621 62.49 62.49 62.49 62.49 -0.61 0 1 +0
Total Volume and Open Interest 7,836 54,673 +243
EuroFX(IMM)
Sep00 000621 95.15 95.27 94.83 95.02 -1.31 8,398 53,664 +981
Dec00 000621 95.70 95.70 95.32 95.55 -1.31 86 606 +34
Mar01 000621 96.07 96.07 96.07 96.07 -1.32 1 40 +1
Total Volume and Open Interest 8,514 74,722 +983
Mexican Peso(IMM)
Jun00 000619 10150.0 10150.0 10120.0 10120.0 +12.0      
Sep00 000621 9800.0 9900.0 9795.0 9865.0 +22.0 2,548 10,236 -331
Total Volume and Open Interest 2,700 23,511 -321
30-Year T-Bonds(CBOT)
Jun00 000621 97~05 97~12 96~22 96~28 -0~16 6,241 6,511 -4,766
Sep00 000621 97~10 97~13 96~15 96~20 -0~22 187,680 383,593 +7,142
Dec00 000621 97~09 97~09 96~19 96~19 -0~22 185 3,919 +85
Total Volume and Open Interest 194,520 394,558 +2,672
Municipal Bonds(CBOT)
Jun00 000621 96~15 96~24 96~09 96~15 -0~02 265 7,636 -39
Sep00 000621 95~13 95~16 94~29 94~31 -0~14 2,787 18,424 +322
Total Volume and Open Interest 3,052 26,460 +283
10-Year T-Notes(CBOT)
Jun00 000621 98~205 98~205 98~050 98~085 -0~110 11,867 17,512 -4,920
Sep00 000621 98~120 98~135 97~260 97~265 -0~175 114,795 567,009 +6,715
Total Volume and Open Interest 126,703 584,782 +1,835
5-Year T-Notes(CBOT)
Jun00 000621 98~230 98~230 98~170 98~180 -0~090 2,904 6,970 -3,362
Sep00 000621 98~215 98~225 98~140 98~150 -0~105 43,337 366,682 -1,101
Total Volume and Open Interest 46,241 373,652 -4,463
2 Year T-Notes(CBOT)
Jun00 000621 99~020 99~020 99~008 99~008 -0~016 202 2,230 -129
Sep00 000621 99~005 99~005 98~119 98~121 -0~019 1,714 50,355 +339
Total Volume and Open Interest 1,916 52,585 +210
3-Mth T-Bills(IMM)
Sep00 000621 93.91 93.91 93.90 93.91 -0.03 44 533 +1
Total Volume and Open Interest 44 787 +0
Eurodollars(IMM)
Sep00 000621 93.035 93.040 93.020 93.025 -0.025 67,605 632,161 +6,590
Dec00 000621 92.830 92.840 92.810 92.815 -0.045 75,433 508,355 +1,747
Mar01 000621 92.830 92.840 92.790 92.800 -0.060 73,646 373,803 +4,453
Jun01 000621 92.815 92.820 92.770 92.780 -0.060 41,639 253,966 +6,750
Sep01 000621 92.830 92.830 92.785 92.790 -0.060 22,266 218,876 +2,904
Dec01 000621 92.800 92.800 92.760 92.760 -0.060 13,641 158,401 +1,775
Mar02 000621 92.865 92.865 92.815 92.825 -0.060 14,658 134,851 +1,105
Jun02 000621 92.870 92.870 92.815 92.825 -0.065 12,825 96,014 +2,605
Sep02 000621 92.875 92.875 92.815 92.825 -0.070 5,468 107,088 +627
Dec02 000621 92.815 92.820 92.775 92.785 -0.070 3,884 75,900 +252
Mar03 000621 92.875 92.875 92.830 92.840 -0.075 3,253 78,841 +93
Jun03 000621 92.860 92.860 92.820 92.820 -0.080 6,665 55,450 +2,043
Total Volume and Open Interest 368,705 3,085,646 -298,843
3-Mth Euro-Yen(IMM)
Jun00 000619 0.00 0.00 0.00 0.00 -99.88      
Sep00 000621 99.68 99.68 99.68 99.68 -0.03 565 13,431 +60
Dec00 000621 99.55 99.56 99.55 99.55 -0.02 367 12,281 -216
Mar01 000621 99.46 99.47 99.46 99.46 -0.03 1,188 14,524 +195
Jun01 000621 99.37 99.38 99.36 99.36 -0.03 388 5,248 +3
Sep01 000621 99.25 99.25 99.25 99.25 -0.01 520 20,270 -853
Dec01 000621 99.11 99.11 99.11 99.11 -0.02 0 1,765 -400
Mar02 000621 99.01 99.01 99.00 99.00 -0.02 0 1,719 -50
Jun02 000621 98.89 98.89 98.89 98.89 -0.02 25 105 +25
Sep02 000621 98.75 98.75 98.75 98.75 unch 0 30 +0
Total Volume and Open Interest 3,053 82,088 -1,239
3-Mth Euro-Yen(SIMEX)
Sep00 000621 99.71 99.71 99.68 99.68 -0.03 3,868 77,466 -126
Dec00 000621 99.57 99.57 99.54 99.56 -0.01 10,640 84,485 +1,263
Mar01 000621 99.49 99.49 99.46 99.47 -0.02 5,765 79,455 +193
Jun01 000621 99.39 99.39 99.36 99.38 -0.01 5,371 1,780 -62,268
Sep01 000621 99.26 99.26 99.25 99.25 -0.01 2,167 59,923 +1,156
Dec01 000621 99.14 99.14 99.11 99.12 -0.01 600 21,031 +56
Mar02 000621 99.01 99.01 99.01 99.01 -0.01 0 12,441 -98
Jun02 000621 98.91 98.91 98.90 98.90 -0.01      
Total Volume and Open Interest 28,411 337,861 -143,150
German Euro-Bund(EUREX)
Sep00 000621 105.97 106.00 105.30 105.44 -0.68 532,806 544,382 +15,012
Dec00 000621 105.35 105.35 105.00 105.07 -0.68 3,864 6,975 +395
Mar01 000621 104.94 104.94 104.94 104.94 -0.68 0 3,102 +0
Total Volume and Open Interest 536,670 554,459 +15,407
German Euro-Bobl(EUREX)
Sep00 000621 103.65 103.65 103.21 103.26 -0.44 215,586 280,246 +12,478
Dec00 000621 103.05 103.05 103.05 103.05 -0.45 0 1,030 -241
Mar01 000621 102.90 102.90 102.90 102.90 -0.44      
Total Volume and Open Interest 215,586 281,276 +12,237
Long Gilt(LIFFE)
Jun00 000621 114~03 114~03 113~14 113~14 -1~00 189 7,842 -146
Sep00 000621 113~30 113~30 113~00 113~05 -1~00 19,719 63,411 -1,798
Total Volume and Open Interest 19,908 71,253 -1,944
3-Mth Short Sterling(LIFFE)
Jun00 000621 93.80 93.81 93.79 93.81 +0.01 7,776 155,038 -5,326
Sep00 000621 93.68 93.68 93.62 93.63 -0.05 15,148 195,400 -331
Dec00 000621 93.55 93.56 93.47 93.48 -0.08 20,324 180,781 -3,586
Total Volume and Open Interest 75,591 886,822 -6,761
3-Mth Euribor(LIFFE)
Sep00 000621 95.240 95.245 95.190 95.215 -0.035 89,305 350,681 +6,769
Dec00 000621 94.920 94.930 94.870 94.890 -0.050 58,558 232,606 +2,101
Mar01 000621 94.870 94.880 94.810 94.825 -0.065 49,619 164,689 +2,116
Total Volume and Open Interest 258,363 1,152,977 +8,800
3-Mth Aus T-Bills(SFE)
Sep00 000621 93.76 93.76 93.73 93.75 -0.03 971 177,863 -1,377
Dec00 000621 93.57 93.57 93.53 93.55 -0.05 593 77,560 -784
Mar01 000621 93.48 93.50 93.46 93.47 -0.06 1,422 32,100 +105
Jun01 000621 93.43 93.43 93.40 93.41 -0.05 449 15,975 -200
Sep01 000621 93.36 93.37 93.33 93.35 -0.05 438 9,225 -133
Dec01 000621 93.30 93.30 93.29 93.29 -0.07 505 6,744 -296
Mar02 000621 93.30 93.30 93.27 93.27 -0.06 473 5,539 -26
Jun02 000621 93.29 93.30 93.25 93.29 -0.03 390 3,209 +120
Sep02 000621 93.29 93.29 93.29 93.29 -0.04 425 2,463 -173
Dec02 000621 93.29 93.29 93.28 93.28 -0.05 150 1,486 -70
Total Volume and Open Interest 6,374 335,623 -3,233
10-Year Aus T-Bonds(SFE)
Sep00 000621 93.78 93.78 93.66 93.67 -0.12 15,391 110,870 +7,122
Dec00 000621 93.74 93.74 93.74 93.74 -0.07      
Total Volume and Open Interest 15,391 110,870 +7,122
3-Year Aus T-Bonds(SFE)
Sep00 000621 93.91 93.91 93.86 93.88 -0.06 36,049 206,764 +13,982
Dec00 000621 93.89 93.89 93.89 93.89 -0.06      
Total Volume and Open Interest 36,049 206,764 +13,982
Gold(CMX)
Jun00 000621 286.5 286.5 285.8 285.8 +0.1 5 82 -100
Aug00 000621 289.0 289.6 287.5 288.1 unch 13,545 79,209 +593
Oct00 000621 292.0 292.0 290.2 291.0 unch 89 4,256 +46
Dec00 000621 294.6 295.2 293.0 293.8 -0.1 464 22,187 -74
Feb01 000621 296.9 296.9 296.2 296.2 -0.1 208 10,285 -86
Apr01 000621 298.8 298.8 298.8 298.8 -0.1 0 3,519 +0
Total Volume and Open Interest 14,476 143,816 +294
Silver(CMX)
Jul00 000621 504.5 505.5 496.0 497.0 -6.5 5,844 43,521 -1,466
Sep00 000621 510.5 510.5 501.5 502.1 -6.3 1,707 13,027 +695
Dec00 000621 516.0 516.0 508.0 508.4 -6.0 588 9,581 +143
Mar01 000621 517.0 517.0 512.9 512.9 -5.8 0 945 +0
May01 000621 515.2 515.2 515.2 515.2 -5.6 0 810 +0
Total Volume and Open Interest 8,149 72,503 -628
Platinum(NYM)
Jul00 000621 562.5 564.9 548.0 556.1 -6.2 1,649 8,101 +111
Oct00 000621 552.0 553.5 536.0 542.1 -7.2 411 2,352 +242
Jan01 000621 530.0 530.0 528.6 528.6 -5.7 2 29 -2
Total Volume and Open Interest 2,062 10,482 +351
Palladium(NYME)
Jun00 000621 679.45 679.45 679.45 679.45 -8.55 1 9 -6
Sep00 000621 688.00 688.00 678.25 679.45 -8.55 31 1,864 +7
Dec00 000621 680.00 680.00 677.45 677.45 -8.55 0 117 +0
Total Volume and Open Interest 32 1,990 +1
Copper(CMX)
Jul00 000621 81.50 82.70 81.15 82.45 +1.15 7,415 24,873 -870
Sep00 000621 82.05 83.30 81.85 83.15 +1.20 2,350 13,040 +572
Dec00 000621 82.60 83.40 82.25 83.25 +1.05 403 7,456 -286
Mar01 000621 82.20 83.20 82.20 83.20 +1.00 0 2,186 +0
May01 000621 82.60 83.05 82.60 83.05 +1.00 22 935 +0
Total Volume and Open Interest 10,593 61,468 -812
DJIA Index(CBOT)
Jun00 000615 10745 10770 10670 10703 -17 1,604 9,897 -946
Sep00 000621 10560 10649 10535 10630 +50 11,374 11,348 +11,348
Dec00 000621 10697 10780 10690 10778 +50 12 2,088 -1
Mar01 000621 10933 10933 10933 10933        
S & P 500(CME)
Sep00 000621 1491.00 1503.50 1488.50 1498.60 -0.40 55,792 365,421 -4,138
Dec00 000621 1513.50 1526.50 1513.00 1521.90 -0.40 129 6,764 -47
Mar01 000621 1545.40 1548.80 1535.80 1545.40 -0.40 12 699 +2
Jun01 000621 1568.90 1572.30 1559.30 1568.90 -0.40 0 521 +0
Total Volume and Open Interest 55,935 373,557 -89,941
S & P 500 E-Mini(Globex)
Sep00 000621 1497.50 1503.50 1488.25 1498.50 -0.50 76,062 20,680 -1,872
Dec00 000621 1513.00 1525.75 1513.00 1522.00 -0.25 0 1  
Total Volume and Open Interest 76,062 20,681  
NASDAQ 100(CME)
Sep00 000621 3935.00 4048.00 3930.00 4013.50 +6.00 14,739 26,934 -3
Dec00 000621 4074.50 4076.50 4074.50 4074.50 +6.00 4 13 +2
Mar01 000621 4135.50 4137.50 4135.50 4135.50 +6.00      
Total Volume and Open Interest 14,743 26,947  
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000621 3989.5 4046.5 3926.0 4013.5 +6.0 39,157 13,546 +1,645
Dec00 000621 4068.5 4074.5 4013.5 4074.5 +6.0      
Total Volume and Open Interest 39,157 13,546  
NYSE Composite(NYBOT)
Sep00 000621 656.00 658.75 654.00 657.30 -1.10 253 724 -85
Dec00 000621 666.55 666.55 666.55 666.55 -0.85 0 1,496 +0
Mar01 000621 675.80 675.80 675.80 675.80 -0.60 0 100 +0
Total Volume and Open Interest 928 1,858 +149
S & P Midcap 400(CME)
Sep00 000621 512.50 514.00 510.00 511.50 -3.10 1,470 13,107 +496
Dec00 000621 518.50 518.50 515.15 518.50 -0.65      
Mar01 000621 524.50 524.50 521.15 524.50 -0.65      
Total Volume and Open Interest 1,470 13,107 -3,129
Russell 2000(CME)
Sep00 000621 528.00 536.90 526.50 534.00 +0.75 1,483 11,247 +108
Dec00 000621 541.80 541.90 541.80 541.80 +0.75      
Mar01 000621 549.35 549.45 549.35 549.35 +0.75      
Total Volume and Open Interest 1,483 11,247 -5,188
Value Line(KCBT)
Sep00 000621 1082.00 1093.00 1082.00 1091.00 +2.00 7 95 -1
Total Volume and Open Interest 7 95 -1
Nikkei 225(CME)
Sep00 000621 16970 17100 16970 17080 +200 1,311 13,776 -490
Dec00 000621 17080 17080 17080 17080 +200 0 10 +0
Total Volume and Open Interest 1,311 13,786 -490
Nikkei 225(SIMEX)
Sep00 000621 16860 17215 16850 17120 +175 9,720 111,823 -680
Dec00 000621 17110 17110 17110 17110 +175 0 2,263 +0
Mar01 000621 17120 17120 17120 17120 +175 0 3,800 +0
Total Volume and Open Interest 34,502 109,222 -5,207
CAC 40(MATIF)
Jun00 000621 6588.0 6592.5 6476.5 6542.0 -18.0 43,374 326,274 -6,188
Jul00 000621 6595.5 6595.5 6506.0 6551.0 -44.0 4,355 11,538 +4,263
Aug00 000621 6547.5 6552.0 6543.5 6543.5 -93.5 20 2,295 +10
Total Volume and Open Interest 51,146 409,820 -670
DAX Index(EUREX)
Sep00 000621 7280.0 7318.0 7166.0 7213.0 -84.5 24,359 133,209 +4,017
Dec00 000621 7198.0 7336.0 7264.0 7298.5 -86.0 73 674 +20
Mar01 000621 7398.0 7398.0 7398.0 7398.0 -84.5 2 0 +0
Total Volume and Open Interest 24,434 133,883 +4,037
FT-SE 100(LIFFE)
Sep00 000621 6575.00 6597.00 6487.50 6558.00 -4.50 16,054 249,660 +1,615
Dec00 000621 6642.00 6642.00 6642.00 6642.00 -4.50 50 1,421 +50
Mar01 000621 6702.00 6702.00 6702.00 6702.00 -4.50 100 100  
Total Volume and Open Interest 16,204 251,181  
SPI 200(SFE)
Jun00 000621 3138.0 3173.0 3133.0 3170.0 +27.0 10,281 160,943 +6,683
Sep00 000621 3160.0 3196.0 3158.0 3193.0 +30.0 3,627 13,076 +3,093
Dec00 000621 3211.0 3211.0 3211.0 3211.0 +29.0 14 2,399 -67
Total Volume and Open Interest 13,922 177,558 +9,709
GSCI(CME)
Jul00 000621 226.75 233.05 226.75 231.60 +3.50 495 38,593 +169
Aug00 000621 225.65 227.00 222.60 226.40 +3.30 3 164 +0
Sep00 000621 223.50 223.50 221.30 223.50 +1.70 0 35 +0
Total Volume and Open Interest 498 38,792 +169
Bridge CRB Index(NYBOT)
Aug00 000621 223.65 224.80 223.65 224.40 +0.35 191 1,606 +29
Nov00 000621 224.10 224.50 224.10 224.40 +0.35 4 864 +0
Jan01 000621 223.85 224.15 223.85 224.15 +0.35 0 420 +0
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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