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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 22, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000622 510.00 512.00 501.50 501.75 -4.75 18,095 36,701 -789
Aug00 000622 499.00 500.50 491.00 492.00 -4.00 7,112 21,191 +560
Sep00 000622 489.00 490.50 481.00 481.25 -5.00 2,585 16,055 -45
Nov00 000622 492.00 493.50 483.00 483.50 -5.50 23,083 66,904 +1,206
Jan01 000622 503.00 503.00 493.50 493.50 -4.75 738 7,049 +32
Mar01 000622 509.00 510.50 502.00 502.00 -5.25 995 5,621 +612
May01 000622 516.00 516.50 508.00 508.00 -6.00 308 5,974 +33
Total Volume and Open Interest 53,091 165,238 +1,637
Soybean Meal(CBOT)
Jul00 000622 171.50 171.50 169.20 170.00 -1.00 9,706 28,702 -550
Aug00 000622 164.50 164.50 162.70 162.90 -1.00 4,827 17,784 -489
Sep00 000622 159.30 159.80 157.60 157.70 -1.00 1,907 10,540 -64
Oct00 000622 155.50 156.40 154.20 154.30 -0.70 1,387 9,272 +221
Dec00 000622 155.30 156.50 154.20 154.40 -0.40 6,310 33,144 +1,273
Jan01 000622 156.30 157.00 154.70 154.70 -0.70 429 3,671 +306
Mar01 000622 159.00 159.50 156.80 156.80 -1.20 906 3,555 +366
May01 000622 160.00 160.00 157.80 157.80 -0.80 489 3,179 +183
Total Volume and Open Interest 25,964 110,469 +1,247
Soybean Oil(CBOT)
Jul00 000622 16.70 16.78 16.38 16.41 -0.23 11,473 28,433 -1,859
Aug00 000622 16.90 16.90 16.59 16.60 -0.25 4,379 27,199 +811
Sep00 000622 17.12 17.12 16.77 16.79 -0.26 571 14,581 -69
Oct00 000622 17.32 17.32 16.95 16.95 -0.26 261 10,379 +15
Dec00 000622 17.58 17.60 17.24 17.25 -0.30 5,505 32,659 +210
Jan01 000622 17.88 17.88 17.56 17.56 -0.32 699 13,250 +225
Mar01 000622 18.03 18.10 17.85 17.88 -0.29 787 5,423 +372
May01 000622 18.35 18.40 18.20 18.20 -0.29 16 4,899 +4
Total Volume and Open Interest 23,703 140,891 -285
Canola(WCE)
Aug00 000622 258.0 258.3 256.0 256.0 -1.8 790 8,281 +485
Sep00 000622 261.5 261.5 259.0 259.1 -1.4 44 1,234 +33
Nov00 000622 267.0 267.1 264.2 264.3 -1.8 2,307 29,884 +854
Jan01 000622 271.8 271.8 270.0 270.0 -1.8 96 4,689 +90
Mar01 000622 275.0 275.0 275.0 275.0 -2.0 20 417 +0
Total Volume and Open Interest 5,660 53,776 -536
Corn(CBOT)
Jul00 000622 205.00 206.00 202.50 202.75 -0.75 31,252 133,842 -4,104
Sep00 000622 213.50 214.75 211.00 211.25 -0.50 12,762 105,645 +2,383
Nov00 000622 222.25 222.25 219.00 219.25 -0.25 73 1,048 -53
Dec00 000622 226.00 226.25 223.00 223.25 -0.50 17,771 163,353 +1,438
Jan01 000622 226.50 226.50 226.50 226.50 -0.75 0 86 +0
Mar01 000622 236.25 236.75 234.00 234.25 -0.50 3,627 25,719 +1,338
Total Volume and Open Interest 67,020 450,763 +1,703
Wheat(CBOT)
Jul00 000622 278.00 281.00 275.00 277.50 +0.50 19,652 40,645 -1,752
Sep00 000622 290.00 293.00 287.50 289.75 +1.00 7,081 44,580 +698
Dec00 000622 306.50 310.00 303.00 306.25 +0.75 14,541 36,934 +1,281
Mar01 000622 319.00 321.00 316.50 319.00 +1.50 1,013 11,596 +264
May01 000622 324.50 326.00 324.00 325.25 +1.75 186 410 +85
Total Volume and Open Interest 42,848 139,687 +901
Wheat(KCBT)
Jul00 000622 311.00 314.00 310.50 311.50 +1.00 7,095 19,878 -639
Sep00 000622 322.50 324.50 321.00 322.25 +1.75 8,620 27,750 +1,241
Dec00 000622 336.00 339.00 335.50 336.50 +1.75 5,455 22,595 +920
Mar01 000622 348.00 349.00 346.00 347.50 +3.25 739 3,150 +313
May01 000622 352.00 352.00 352.00 352.00 +3.00 1 572 +0
Total Volume and Open Interest 21,945 74,427 +1,835
Wheat(MGE)
Jul00 000622 334.00 336.00 332.50 335.00 +2.00 5,769 7,432 -303
Sep00 000622 342.50 343.25 341.00 342.75 +1.50 4,092 8,419 +501
Dec00 000622 355.00 355.00 353.00 354.50 +1.50 901 4,968 +361
Mar01 000622 363.50 365.25 363.50 364.50 +0.50 69 398 -4
May01 000622 369.00 369.00 369.00 369.00 unch 0 124 +0
Total Volume and Open Interest 10,834 21,383 +558
Oats(CBOT)
Jul00 000622 109.50 109.50 108.25 108.25 unch 1,000 5,722 -60
Sep00 000622 115.75 116.00 114.25 114.25 unch 570 4,920 +218
Dec00 000622 122.00 122.50 121.25 121.25 +0.50 883 5,515 +254
Mar01 000622 129.50 129.75 128.75 128.75 +0.50 38 625 +20
Total Volume and Open Interest 2,491 16,785 +432
Rough Rice(CBOT)
Jul00 000622 5.01 5.04 4.99 4.99 -0.02 551 2,404 -208
Sep00 000622 6.46 6.46 6.28 6.28 -0.14 228 1,226 +4
Nov00 000622 6.67 6.67 6.52 6.52 -0.14 78 1,700 -15
Jan01 000622 6.91 6.91 6.76 6.76 -0.13 110 1,371 +41
Total Volume and Open Interest 987 6,855 -168
Live Cattle(CME)
Jun00 000622 68.500 68.600 68.300 68.425 -0.075 1,712 5,966 -772
Aug00 000622 66.725 67.000 66.575 66.675 -0.250 4,160 45,266 +154
Oct00 000622 69.000 69.225 68.925 69.025 -0.100 2,755 29,748 -108
Dec00 000622 71.125 71.300 71.050 71.125 unch 1,170 10,836 +352
Feb01 000622 72.750 72.850 72.675 72.725 -0.075 374 5,473 +79
Apr01 000622 74.925 75.050 74.875 74.975 +0.025 152 4,733 +48
Total Volume and Open Interest 10,343 104,563 -242
Feeder Cattle(CME)
Aug00 000622 86.050 86.150 85.825 86.025 -0.150 729 10,310 +104
Sep00 000622 86.000 86.000 85.700 85.875 -0.275 153 2,224 +7
Oct00 000622 86.900 86.925 86.600 86.825 -0.250 195 3,269 +72
Nov00 000622 87.500 87.600 87.300 87.450 -0.350 59 2,211 +12
Jan01 000622 88.150 88.150 87.925 88.050 -0.350 29 1,348 -8
Mar01 000622 87.800 87.925 87.800 87.925 -0.175 3 292 +3
Apr01 000622 87.600 87.700 87.600 87.650 -0.450 0 82 +0
Total Volume and Open Interest 1,168 19,813 +190
Lean Hogs(CME)
Jul00 000622 71.200 71.300 70.700 71.175 +0.500 2,802 12,801 +35
Aug00 000622 69.750 70.000 69.500 69.775 +0.225 2,604 17,873 +136
Oct00 000622 59.250 59.250 58.950 59.100 -0.050 1,356 10,091 +429
Dec00 000622 56.200 56.250 56.000 56.050 -0.100 803 7,041 +438
Feb01 000622 56.900 56.900 56.650 56.850 -0.050 124 1,904 +52
Apr01 000622 55.500 55.700 55.500 55.575 +0.025 3 633 +1
Jun01 000622 62.400 62.550 62.375 62.400 -0.125 50 106 +36
Jul01 000622 62.000 62.300 61.975 62.100 +0.025 2 10 +2
Total Volume and Open Interest 7,744 50,459 +1,127
Pork Bellies(CME)
Jul00 000622 87.000 87.000 85.700 86.750 +0.100 591 3,211 -46
Aug00 000622 84.550 84.975 83.700 84.850 +0.525 312 1,944 +30
Feb01 000622 73.000 73.475 72.875 73.000 unch 0 129 +0
Mar01 000622 75.000 75.000 74.000 75.000 unch 0 15 +0
May01 000622 75.800 75.800 75.800 75.800 unch      
Total Volume and Open Interest 903 5,300 -16
Cocoa(NYBOT)
Jul00 000622 860 905 857 903 +48 86 1,209 -96
Sep00 000622 888 938 884 934 +52 5,084 42,880 -678
Dec00 000622 925 972 920 968 +51 345 23,113 -155
Mar01 000622 956 1000 956 1000 +49 587 8,842 +278
May01 000622 1023 1023 1023 1023 +49 252 6,485 +152
Jul01 000622 1047 1047 1047 1047 +49 117 7,652 +102
Sep01 000622 1074 1074 1074 1074 +49 156 5,724 +106
Total Volume and Open Interest 6,940 110,569 -378
Coffee "C"(NYBOT)
Jul00 000622 85.50 86.75 85.25 86.15 +1.70 9,823 3,266 -3,014
Sep00 000622 89.50 90.25 88.80 89.50 +1.45 10,461 35,228 +2,777
Dec00 000622 93.75 94.60 93.50 93.80 +1.15 982 7,228 +58
Mar01 000622 98.00 99.00 98.00 98.10 +0.85 166 3,108 +42
May01 000622 100.50 101.00 100.35 100.35 +0.60 133 629 +109
Jul01 000622 103.25 103.25 102.60 102.60 +0.35 3 155 +0
Total Volume and Open Interest 21,575 49,721 -26
Orange Juice(NYBOT)
Jul00 000622 88.75 88.75 87.60 87.80 -0.55 1,178 5,128 -719
Sep00 000622 87.50 87.90 87.10 87.25 -0.35 3,097 17,289 +1,422
Nov00 000622 87.00 87.20 86.75 87.10 unch 211 4,500 +42
Jan01 000622 87.15 87.20 87.15 87.15 unch 80 1,887 +19
Mar01 000622 87.35 87.45 87.25 87.40 +0.15 91 1,561 -52
Total Volume and Open Interest 4,658 30,951 +711
Sugar #11(NYBOT)
Jul00 000622 8.67 8.76 8.48 8.51 -0.14 7,747 40,405 -1,849
Oct00 000622 8.64 8.79 8.44 8.50 -0.10 10,816 86,754 +62
Mar01 000622 8.47 8.54 8.24 8.29 -0.10 3,276 43,576 +140
May01 000622 8.35 8.38 8.16 8.17 -0.11 808 8,488 +146
Jul01 000622 8.26 8.29 8.07 8.07 -0.11 484 8,046 +314
Total Volume and Open Interest 23,291 199,625 -1,099
London Cocoa(LCE)
Jul00 000622 635 642 628 637 +5 2,294 17,597 -2,017
Sep00 000622 656 665 650 659 +6 891 34,168 +212
Dec00 000622 691 699 685 694 +6 171 38,504 +17
Mar01 000622 705 712 701 710 +6 350 29,497 +260
May01 000622 720 725 719 725 +6 226 18,912 +23
Jul01 000622 736 741 736 740 +6 50 5,783 +20
Sep01 000622 755 755 755 755 +6 0 3,978 +0
Total Volume and Open Interest 3,983 174,007 -1,486
London Coffee(LCE)
Jul00 000622 881.00 889.00 875.00 882.00 -1.00 4,383 17,415 -645
Sep00 000622 901.00 913.00 900.00 907.00 unch 3,505 32,442 +839
Nov00 000622 922.00 931.00 920.00 926.00 +1.00 924 8,855 +348
Jan01 000622 945.00 952.00 939.00 944.00 +1.00 288 3,440 +75
Mar01 000622 960.00 973.00 960.00 965.00 +5.00 20 1,016 +2
May01 000622 984.00 984.00 984.00 984.00 +7.00 0 802 +0
Total Volume and Open Interest 9,120 63,970 +619
London Sugar(LCE)
Aug00 000622 235.60 238.90 235.50 236.00 -0.10 3,688 19,145 -2,735
Oct00 000622 235.20 238.30 234.30 234.50 -1.00 1,408 13,116 -38
Dec00 000622 235.30 237.20 233.80 233.90 -0.80 455 4,210 +103
Mar01 000622 235.40 235.40 233.80 233.80 -0.60 142 4,984 -69
May01 000622 233.90 233.90 232.00 232.00 -0.60 6 763 +0
Total Volume and Open Interest 5,821 46,188 -2,667
Cotton(NYBOT)
Jul00 000622 55.40 55.60 54.95 55.01 -0.56 1,707 6,033 -652
Oct00 000622 58.88 59.30 58.75 58.80 -0.08 531 2,924 +11
Dec00 000622 60.10 60.70 60.05 60.31 +0.22 4,402 26,621 -8
Mar01 000622 61.50 62.20 61.50 61.78 +0.28 136 4,618 +80
May01 000622 62.55 62.75 62.35 62.35 +0.15 294 3,156 +230
Jul01 000622 63.11 63.60 63.11 63.20 +0.15 28 886 +12
Total Volume and Open Interest 7,138 45,448 -287
Lumber(CME)
Jul00 000622 280.0 281.9 275.3 276.3 unch 746 1,691 +39
Sep00 000622 284.0 284.8 279.8 280.0 unch 304 889 +71
Nov00 000622 285.6 286.7 283.0 283.4 -0.2 76 561 -9
Jan01 000622 293.0 293.9 289.7 289.7 +1.1 5 76 +2
Total Volume and Open Interest 1,131 3,221 +103
Crude Oil(NYM)
Aug00 000622 31.45 32.25 31.45 32.19 +0.82 88,912 144,372 -1,151
Sep00 000622 30.05 30.75 30.05 30.67 +0.77 37,706 52,395 +2,940
Oct00 000622 29.30 29.75 29.25 29.75 +0.70 9,582 27,329 +2,793
Nov00 000622 28.73 29.11 28.68 29.11 +0.66 2,011 18,428 -140
Dec00 000622 28.10 28.57 28.10 28.57 +0.64 8,003 37,414 -737
Jan01 000622 27.66 28.07 27.66 28.07 +0.61 1,482 17,770 -207
Feb01 000622 27.30 27.61 27.30 27.61 +0.58 578 7,986 +78
Mar01 000622 26.80 27.17 26.80 27.17 +0.55 186 9,440 +25
Apr01 000622 26.40 26.75 26.35 26.75 +0.52 11 4,922 -5
May01 000622 25.95 26.35 25.95 26.35 +0.51 75 4,236 +50
Total Volume and Open Interest 166,835 444,549 -10,462
Heating Oil(NYM)
Jul00 000622 78.80 81.75 78.80 81.43 +2.85 14,216 21,435 -3,043
Aug00 000622 78.80 81.10 78.80 80.94 +2.52 13,380 27,943 +3,665
Sep00 000622 78.80 81.40 78.80 81.04 +2.52 2,702 12,195 +570
Oct00 000622 78.90 81.04 78.90 81.04 +2.42 2,260 8,702 +308
Nov00 000622 79.30 81.09 79.25 81.09 +2.37 272 12,717 +250
Dec00 000622 79.25 81.20 79.00 80.94 +2.27 2,174 20,421 +618
Jan01 000622 78.45 80.24 78.45 80.24 +2.17 1,685 10,846 +708
Feb01 000622 77.35 78.59 77.00 78.59 +2.07 1,090 7,930 +205
Mar01 000622 74.70 75.59 74.50 75.59 +1.87 380 5,798 -32
Apr01 000622 71.30 72.39 71.00 72.39 +1.67 465 2,621 +6
Total Volume and Open Interest 38,646 136,148 +3,267
Unleaded Gas(NYM)
Jul00 000622 104.60 108.35 104.60 108.13 +4.22 18,888 30,220 -2,470
Aug00 000622 99.80 103.00 99.80 102.86 +3.67 17,447 27,907 +2,169
Sep00 000622 93.30 95.50 92.80 95.41 +3.02 5,348 22,727 +542
Oct00 000622 86.15 87.51 85.80 87.51 +2.32 2,408 10,342 +227
Nov00 000622 81.20 82.61 81.20 82.61 +2.07 198 5,323 +2
Dec00 000622 78.75 80.06 78.50 80.06 +1.92 117 2,554 -66
Jan01 000622 77.50 78.51 77.40 78.51 +1.87 28 1,281 +20
Feb01 000622 76.30 77.81 76.30 77.81 +1.87 129 1,197 +34
Total Volume and Open Interest 44,589 103,139 +440
Natural Gas(NYM)
Jul00 000622 4.430 4.590 4.395 4.551 +0.173 43,608 50,088 -639
Aug00 000622 4.410 4.560 4.385 4.513 +0.144 14,242 40,420 +1,416
Sep00 000622 4.410 4.530 4.385 4.493 +0.139 4,442 28,613 -919
Oct00 000622 4.380 4.530 4.360 4.473 +0.136 4,855 30,709 +386
Nov00 000622 4.480 4.620 4.450 4.543 +0.130 2,113 17,884 +220
Dec00 000622 4.570 4.670 4.550 4.620 +0.120 2,086 25,052 -121
Jan01 000622 4.555 4.640 4.530 4.600 +0.114 1,334 25,543 -140
Feb01 000622 4.320 4.400 4.270 4.342 +0.106 544 13,406 -29
Total Volume and Open Interest 77,998 360,188 -1,434
Brent Crude Oil(IPE)
Aug00 000622 29.20 30.25 29.00 30.15 +0.82 47,088 83,883 -4,497
Sep00 000622 28.00 29.18 27.95 29.10 +0.80 23,349 43,549 +1,598
Oct00 000622 27.30 28.30 27.28 28.29 +0.72 6,333 20,259 +1,007
Nov00 000622 26.95 27.81 26.95 27.81 +0.67 858 13,334 +209
Dec00 000622 26.59 27.40 26.50 27.36 +0.65 4,208 30,979 -1,784
Jan01 000622 26.00 26.81 25.93 26.81 +0.62 404 11,596 +159
Feb01 000622 25.50 26.28 25.50 26.28 +0.59 97 7,415 -1
Mar01 000622 25.05 25.82 25.05 25.82 +0.60 50 6,596 +0
Total Volume and Open Interest 83,987 262,886 -1,909
Gas Oil(IPE)
Jul00 000622 237.00 242.00 232.75 242.00 +1.50 9,175 36,175 +469
Aug00 000622 233.75 240.00 230.75 239.50 +1.50 8,370 23,600 +1,541
Sep00 000622 233.25 239.50 231.50 239.50 +1.50 5,658 10,378 +937
Oct00 000622 230.25 239.50 230.25 239.25 +0.75 3,220 10,585 +763
Nov00 000622 231.00 237.75 231.00 237.75 +0.75 313 3,152 -172
Dec00 000622 231.00 236.25 229.50 236.25 +1.00 3,469 22,182 -395
Jan01 000622 228.00 232.75 228.00 232.75 +0.75 2 3,999 +2
Feb01 000622 223.75 226.75 223.75 226.75 +0.25 300 2,056 -25
Total Volume and Open Interest 32,137 120,336 +3,536
US Dollar Index(NYBOT)
Sep00 000622 107.10 107.64 106.90 107.40 +0.38 947 3,573 +62
Dec00 000622 106.94 107.02 106.57 107.02 +0.38 4 2,014 +1
Mar01 000622 106.64 106.64 106.64 106.64 +0.38 1,238 7,335 -121
Total Volume and Open Interest 951 5,587 -1,869
Australian Dollar(IMM)
Sep00 000622 60.07 60.28 59.56 59.74 -0.69 955 14,966 -107
Dec00 000622 60.15 60.30 59.70 59.84 -0.69 17 182 +10
Mar01 000622 59.94 59.94 59.94 59.94 -0.69 2 378 +1
Total Volume and Open Interest 974 15,526 -8,393
British Pound(IMM)
Sep00 000622 150.82 151.84 150.80 151.68 +1.54 9,479 28,204 +2,518
Dec00 000622 151.80 152.30 151.50 151.98 +1.54 25 267 +12
Mar01 000622 152.22 152.50 152.22 152.22 +1.54 0 4 +0
Total Volume and Open Interest 9,504 28,475 -23,711
Canadian Dollar(IMM)
Sep00 000622 67.89 68.06 67.85 67.86 -0.15 7,229 52,420 +750
Dec00 000622 68.03 68.20 68.00 68.01 -0.15 33 4,889 +11
Mar01 000622 68.25 68.40 68.17 68.17 -0.15 1 586 +0
Jun01 000622 68.33 68.33 68.33 68.33 -0.15 0 165 +0
Total Volume and Open Interest 7,263 58,074 -16,773
Japanese Yen(IMM)
Sep00 000622 96.34 97.60 96.30 97.30 +1.01 5,829 37,147 +126
Dec00 000622 99.15 99.15 98.90 98.95 +1.03 4 5,372 +2,372
Mar01 000622 100.57 100.57 100.57 100.57 +1.03 0 46 +0
Total Volume and Open Interest 5,833 42,565 -37,835
Swiss Franc(IMM)
Sep00 000622 61.32 61.57 60.83 61.02 -0.49 10,559 36,673 +1,661
Dec00 000622 61.77 61.77 61.40 61.52 -0.49 0 63 +0
Mar01 000622 62.00 62.00 62.00 62.00 -0.49 0 1 +0
Total Volume and Open Interest 10,559 36,737 -17,936
EuroFX(IMM)
Sep00 000622 94.51 94.91 93.95 94.29 -0.73 15,635 52,470 -1,194
Dec00 000622 95.02 95.30 94.50 94.81 -0.74 10 610 +4
Mar01 000622 95.32 95.32 95.32 95.32 -0.75 0 40 +0
Total Volume and Open Interest 15,645 53,120 -21,602
Mexican Peso(IMM)
Jun00 000619 10150.0 10150.0 10120.0 10120.0 +12.0      
Sep00 000622 9855.0 9890.0 9790.0 9798.0 -67.0 4,545 10,124 -112
Total Volume and Open Interest 4,559 11,992 -11,519
30-Year T-Bonds(CBOT)
Sep00 000622 96~18 96~27 96~09 96~17 -0~03 172,263 381,366 -2,227
Dec00 000622 96~19 96~24 96~09 96~16 -0~03 156 4,009 +90
Mar01 000622 96~16 96~16 96~16 96~16 -0~03 40 542 +18
Total Volume and Open Interest 176,213 390,262 -4,296
Municipal Bonds(CBOT)
Sep00 000622 94~30 95~11 94~26 95~02 +0~03 2,057 18,596 +172
Dec00 000622 94~17 94~17 94~17 94~17 +0~03 0 400 +0
Total Volume and Open Interest 2,376 26,793 +333
10-Year T-Notes(CBOT)
Sep00 000622 97~260 98~000 97~200 97~240 -0~025 137,975 577,553 +10,544
Dec00 000622 97~260 97~270 97~195 97~210 -0~030 2,363 2,165 +1,904
Total Volume and Open Interest 152,400 589,800 +5,018
5-Year T-Notes(CBOT)
Sep00 000622 98~150 98~185 98~120 98~135 -0~015 58,042 366,566 -116
Dec00 000622 98~155 98~155 98~130 98~130        
2 Year T-Notes(CBOT)
Sep00 000622 98~120 99~004 98~118 98~122 +0~001 1,538 50,597 +242
Total Volume and Open Interest 1,975 52,574 -11
3-Mth T-Bills(IMM)
Sep00 000622 93.89 93.91 93.89 93.91 unch 3 532 -1
Total Volume and Open Interest 3 532 -255
Eurodollars(IMM)
Sep00 000622 93.020 93.050 93.015 93.020 -0.005 64,146 631,657 -504
Dec00 000622 92.805 92.850 92.805 92.810 -0.005 76,320 505,701 -2,654
Mar01 000622 92.795 92.840 92.785 92.790 -0.010 77,284 373,181 -622
Jun01 000622 92.770 92.825 92.760 92.765 -0.015 42,945 255,487 +1,521
Sep01 000622 92.785 92.835 92.765 92.770 -0.020 27,811 218,508 -368
Dec01 000622 92.750 92.800 92.730 92.740 -0.020 12,797 156,535 -1,866
Mar02 000622 92.815 92.870 92.790 92.800 -0.025 10,584 134,307 -544
Jun02 000622 92.815 92.870 92.790 92.795 -0.030 10,352 95,090 -924
Sep02 000622 92.815 92.850 92.790 92.795 -0.030 6,756 104,868 -2,220
Dec02 000622 92.775 92.805 92.750 92.750 -0.035 4,133 75,482 -418
Mar03 000622 92.830 92.855 92.800 92.805 -0.035 4,026 78,551 -290
Jun03 000622 92.810 92.835 92.770 92.780 -0.040 3,861 55,776 +326
Total Volume and Open Interest 371,206 3,077,890 -7,756
3-Mth Euro-Yen(IMM)
Jun00 000619 0.00 0.00 0.00 0.00 -99.88      
Sep00 000622 99.68 99.69 99.68 99.68 unch 1,043 13,529 +98
Dec00 000622 99.57 99.57 99.56 99.56 +0.01 548 12,003 -278
Mar01 000622 99.47 99.48 99.47 99.47 +0.01 314 13,865 -659
Jun01 000622 99.38 99.38 99.38 99.38 +0.02 261 5,285 +37
Sep01 000622 99.25 99.25 99.25 99.25 unch 102 20,134 -136
Dec01 000622 99.12 99.13 99.11 99.11 unch 20 1,733 -32
Mar02 000622 98.99 99.01 98.99 98.99 -0.01 30 1,689 -30
Jun02 000622 98.89 98.90 98.89 98.89 unch 0 81 -24
Sep02 000622 98.74 98.74 98.74 98.74 -0.01 0 30 +0
Total Volume and Open Interest 2,318 68,379 -13,709
3-Mth Euro-Yen(SIMEX)
Sep00 000622 99.68 99.69 99.67 99.68 unch 10,462 76,544 -922
Dec00 000622 99.56 99.57 99.54 99.56 unch 8,262 84,286 -199
Mar01 000622 99.47 99.49 99.46 99.48 +0.01 4,148 82,061 +2,606
Jun01 000622 99.36 99.38 99.36 99.38 unch 1,125 65,013 +63,233
Sep01 000622 99.25 99.26 99.25 99.25 unch 594 60,039 +116
Dec01 000622 99.11 99.11 99.11 99.11 -0.01 719 21,687 +656
Mar02 000622 99.00 99.00 99.00 99.00 -0.01 10 12,441 +0
Jun02 000622 98.90 98.90 98.89 98.89 -0.01 73 1,780 +1,780
Total Volume and Open Interest 25,393 405,131 +67,270
German Euro-Bund(EUREX)
Sep00 000622 105.35 105.35 105.03 105.11 -0.33 658,533 547,803 +3,421
Dec00 000622 104.85 104.85 104.76 104.76 -0.31 2,700 7,121 +146
Mar01 000622 104.61 104.61 104.61 104.61 -0.33 0 3,352 +250
Total Volume and Open Interest 661,233 558,276 +3,817
German Euro-Bobl(EUREX)
Sep00 000622 103.23 103.25 103.01 103.07 -0.19 301,986 270,792 -9,454
Dec00 000622 102.92 102.92 102.92 102.92 -0.13 0 873 -157
Mar01 000622 102.71 102.71 102.71 102.71 -0.19      
Total Volume and Open Interest 301,986 271,665 -9,611
Long Gilt(LIFFE)
Jun00 000622 113~23 113~26 113~21 113~21 +0~06 74 7,850 +8
Sep00 000622 113~00 113~18 112~22 113~11 +0~06 23,178 63,413 +2
Total Volume and Open Interest 24,004 71,263 +10
3-Mth Short Sterling(LIFFE)
Sep00 000622 93.63 93.68 93.61 93.67 +0.04 46,078 196,028 +628
Dec00 000622 93.48 93.55 93.45 93.53 +0.05 36,347 184,519 +3,738
Mar01 000622 93.40 93.47 93.38 93.45 +0.05 22,953 106,702 -36
Total Volume and Open Interest 153,090 737,385 -149,437
3-Mth Euribor(LIFFE)
Sep00 000622 95.200 95.225 95.170 95.190 -0.025 103,932 357,008 +6,327
Dec00 000622 94.870 94.905 94.840 94.865 -0.025 67,600 238,666 +6,060
Mar01 000622 94.820 94.835 94.770 94.795 -0.030 56,438 168,279 +3,590
Total Volume and Open Interest 304,108 1,529,024 +376,047
3-Mth Aus T-Bills(SFE)
Sep00 000622 93.73 93.76 93.73 93.75 unch 11,095 180,271 +2,408
Dec00 000622 93.52 93.56 93.51 93.55 unch 5,054 78,840 +1,280
Mar01 000622 93.43 93.48 93.43 93.47 unch 2,595 33,017 +917
Jun01 000622 93.37 93.39 93.37 93.39 -0.02 876 16,296 +321
Sep01 000622 93.30 93.33 93.30 93.32 -0.03 440 9,343 +118
Dec01 000622 93.27 93.28 93.25 93.26 -0.03 200 6,810 +66
Mar02 000622 93.22 93.25 93.22 93.24 -0.03 375 5,716 +177
Jun02 000622 93.23 93.25 93.23 93.23 -0.06 664 3,628 +419
Sep02 000622 93.24 93.24 93.24 93.24 -0.05 15 2,428 -35
Dec02 000622 93.25 93.25 93.23 93.23 -0.05 14 1,486 +0
Total Volume and Open Interest 21,743 341,659 +6,036
10-Year Aus T-Bonds(SFE)
Sep00 000622 93.67 93.75 93.65 93.70 +0.03 2,085 116,787 +5,917
Dec00 000622 93.69 93.69 93.69 93.69 -0.04      
Total Volume and Open Interest 2,085 116,787 +5,917
3-Year Aus T-Bonds(SFE)
Sep00 000622 93.82 93.87 93.81 93.85 -0.03 3,694 212,978 +6,214
Dec00 000622 93.86 93.86 93.86 93.86 -0.03      
Total Volume and Open Interest 3,694 212,978 +6,214
Gold(CMX)
Jun00 000622 288.0 288.0 285.1 285.1 -0.7 1 81 -1
Aug00 000622 288.1 291.1 286.5 287.2 -0.9 11,995 79,092 -117
Oct00 000622 291.1 294.0 289.0 290.0 -1.0 107 4,329 +73
Dec00 000622 293.4 296.7 292.3 292.8 -1.0 286 22,138 -49
Feb01 000622 296.1 298.3 295.0 295.2 -1.0 165 10,270 -15
Apr01 000622 297.8 297.8 297.8 297.8 -1.0 43 3,537 +18
Total Volume and Open Interest 13,756 143,633 -183
Silver(CMX)
Jul00 000622 497.0 500.0 497.0 497.8 +0.8 21,827 41,558 -1,963
Sep00 000622 502.0 505.5 502.0 503.0 +0.9 9,306 17,908 +4,881
Dec00 000622 508.0 512.0 508.0 509.2 +0.8 764 9,823 +242
Mar01 000622 515.0 515.0 513.7 513.7 +0.8 2 947 +2
May01 000622 516.0 516.0 516.0 516.0 +0.8 0 810 +0
Total Volume and Open Interest 31,941 75,686 +3,183
Platinum(NYM)
Jul00 000622 566.0 568.0 560.1 562.1 +6.0 1,534 7,813 -288
Oct00 000622 552.5 555.5 549.1 549.1 +7.0 452 2,419 +67
Jan01 000622 542.0 542.0 538.1 538.1 +9.5 3 32 +3
Total Volume and Open Interest 1,989 10,264 -218
Palladium(NYME)
Jun00 000622 651.65 651.65 651.65 651.65 -27.80 0 8 -1
Sep00 000622 663.00 668.00 650.00 651.65 -27.80 65 1,869 +5
Dec00 000622 649.65 649.65 649.65 649.65 -27.80 1 118 +1
Total Volume and Open Interest 66 1,995 +5
Copper(CMX)
Jul00 000622 82.40 82.90 81.60 81.75 -0.70 5,639 23,965 -908
Sep00 000622 83.15 83.60 82.40 82.50 -0.65 2,009 13,719 +679
Dec00 000622 83.30 83.60 82.40 82.60 -0.65 706 7,518 +62
Mar01 000622 82.45 82.45 82.45 82.45 -0.75 13 2,186 +0
May01 000622 82.25 82.25 82.25 82.25 -0.80 1 936 +1
Total Volume and Open Interest 9,275 61,677 +209
DJIA Index(CBOT)
Jun00 000615 10745 10770 10670 10703 -17 1,604 9,897 -946
Sep00 000622 10610 10625 10455 10530 -100 9,676 11,632 +284
Dec00 000622 10695 10710 10600 10678 -100 21 2,087 -1
Mar01 000622 10833 10833 10833 10833 -100 2 0  
Total Volume and Open Interest 9,701 13,725  
S & P 500(CME)
Sep00 000622 1495.50 1495.50 1468.50 1476.30 -22.30 48,337 366,898 +1,477
Dec00 000622 1515.00 1515.00 1493.00 1499.30 -22.60 103 6,714 -50
Mar01 000622 1530.10 1533.40 1518.10 1522.60 -22.80 96 697 -2
Jun01 000622 1549.90 1556.90 1542.90 1546.40 -22.50 2 521 +0
Total Volume and Open Interest 48,538 374,972 +1,415
S & P 500 E-Mini(Globex)
Sep00 000622 1498.00 1499.75 1468.50 1476.25 -22.25 69,942 20,540 -140
Dec00 000622 1514.00 1514.50 1497.25 1499.25 -22.75 7 6 +5
Total Volume and Open Interest 69,949 20,546 -135
NASDAQ 100(CME)
Sep00 000622 4010.00 4025.00 3855.00 3862.50 -151.00 14,846 26,640 -294
Dec00 000622 3923.50 3923.50 3921.00 3923.50 -151.00 0 13 +0
Mar01 000622 3984.50 3984.50 3982.00 3984.50 -151.00      
Total Volume and Open Interest 14,846 26,653 -294
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000622 4020.0 4030.5 3855.5 3862.5 -151.0 37,111 14,726 +1,180
Dec00 000622 3923.5 3923.5 3923.5 3923.5 -151.0      
Total Volume and Open Interest 37,111 14,726 +1,180
NYSE Composite(NYBOT)
Sep00 000622 656.25 656.25 648.00 650.40 -6.90 246 756 +32
Dec00 000622 659.65 659.65 659.65 659.65 -6.90 0 1,496 +0
Mar01 000622 668.90 668.90 668.90 668.90 -6.90 0 100 +0
Total Volume and Open Interest 471 1,792 -66
S & P Midcap 400(CME)
Sep00 000622 512.50 512.50 498.00 498.50 -13.00 731 13,368 +261
Dec00 000622 505.50 505.50 505.50 505.50 -13.00      
Mar01 000622 511.50 511.50 511.50 511.50 -13.00      
Total Volume and Open Interest 731 13,368 +261
Russell 2000(CME)
Sep00 000622 535.00 536.50 518.00 518.30 -15.70 686 11,319 +72
Dec00 000622 526.10 526.10 526.10 526.10 -15.70      
Mar01 000622 533.65 533.65 533.65 533.65 -15.70      
Total Volume and Open Interest 686 11,319 +72
Value Line(KCBT)
Sep00 000622 1086.00 1086.00 1073.50 1075.00 -16.00 3 95 +0
Total Volume and Open Interest 3 95 +0
Nikkei 225(CME)
Sep00 000622 17080 17110 16930 16970 -110 1,037 13,806 +30
Dec00 000622 16850 16970 16850 16970 -110 0 10 +0
Total Volume and Open Interest 1,037 13,816 +30
Nikkei 225(SIMEX)
Sep00 000622 17120 17360 17085 17130 +10 13,174 112,342 +519
Dec00 000622 17120 17120 17120 17120 +10 82 2,345 +82
Mar01 000622 17130 17130 17130 17130 +10 0 3,800 +0
Total Volume and Open Interest 25,837 110,469 +1,247
CAC 40(MATIF)
Jun00 000622 6536.5 6577.0 6459.0 6464.0 -78.0 60,826 324,001 -2,273
Jul00 000622 6542.0 6588.0 6498.5 6528.0 -23.0 15,070 26,141 +14,603
Aug00 000622 6538.0 6538.0 6538.0 6538.0 -5.5 40 2,305 +10
Total Volume and Open Interest 83,424 425,286 +15,466
DAX Index(EUREX)
Sep00 000622 7225.0 7250.0 7096.0 7135.5 -77.5 30,411 131,953 -1,256
Dec00 000622 7285.5 7295.0 7197.5 7222.0 -76.5 36 747 +73
Mar01 000622 7313.0 7320.5 7313.0 7314.0 -84.0 0 1 +1
Total Volume and Open Interest 30,447 132,701 -1,182
FT-SE 100(LIFFE)
Sep00 000622 6550.00 6595.00 6461.50 6475.00 -83.00 15,707 248,804 -856
Dec00 000622 6636.00 6636.00 6559.00 6559.00 -83.00 0 1,421 +0
Mar01 000622 6706.50 6706.50 6618.50 6618.50 -83.50 0 100 +0
Total Volume and Open Interest 18,160 250,325 -856
SPI 200(SFE)
Jun00 000622 3160.0 3183.0 3155.0 3163.0 -7.0 14,274 171,316 +10,373
Sep00 000622 3186.0 3209.0 3182.0 3190.0 -3.0 4,380 16,871 +3,795
Dec00 000622 3209.0 3209.0 3209.0 3209.0 -2.0 0 2,399 +0
Total Volume and Open Interest 18,654 191,726 +14,168
GSCI(CME)
Jul00 000622 232.70 236.45 232.70 236.25 +4.65 143 38,602 +9
Aug00 000622 226.90 230.80 226.90 230.80 +4.40 8 165 +1
Sep00 000622 227.50 227.50 227.50 227.50 +4.00 0 35 +0
Total Volume and Open Interest 151 38,802 +10
Bridge CRB Index(NYBOT)
Aug00 000622 225.70 227.00 225.70 226.30 +1.90 142 1,613 +7
Nov00 000622 226.50 227.10 226.30 226.30 +1.90 2 865 +1
Jan01 000622 226.95 226.95 226.05 226.05 +1.90 3 423 +3
Total Volume and Open Interest 2,090    
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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