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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 Tue June 27, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000627 504.50 505.50 497.00 497.25 -2.25 19,778 24,667 -8,285
Aug00 000627 498.00 498.50 493.00 493.50 +0.50 7,483 21,403 -58
Sep00 000627 479.00 481.00 477.50 478.50 +4.25 3,716 16,989 +628
Nov00 000627 480.50 483.50 478.50 481.25 +6.25 30,354 70,422 +3,705
Jan01 000627 490.00 493.00 489.50 491.75 +6.75 1,035 6,678 -18
Mar01 000627 500.50 502.25 499.00 500.25 +6.25 296 5,447 -142
May01 000627 506.00 509.00 506.00 507.50 +5.00 27 5,403 -8
Total Volume and Open Interest 62,945 156,956 -4,115
Soybean Meal(CBOT)
Jul00 000627 171.20 171.40 170.10 170.40 +0.50 6,995 21,268 -3,517
Aug00 000627 165.50 165.50 163.80 164.60 +1.40 4,113 17,591 +29
Sep00 000627 158.30 159.00 157.80 158.20 +1.30 1,659 10,901 -434
Oct00 000627 155.50 156.00 154.80 155.50 +1.90 1,097 9,628 -147
Dec00 000627 155.00 156.50 154.80 155.50 +1.90 4,373 35,884 +638
Jan01 000627 156.00 157.30 155.90 156.00 +1.90 300 3,903 +89
Mar01 000627 159.00 159.10 157.70 158.00 +1.70 325 3,894 +129
May01 000627 159.50 160.00 158.60 158.60 +1.40 116 3,210 +31
Total Volume and Open Interest 19,148 107,028 -3,061
Soybean Oil(CBOT)
Jul00 000627 16.10 16.10 15.97 15.98 +0.02 11,399 19,793 -5,089
Aug00 000627 16.26 16.32 16.16 16.16 +0.05 5,374 27,487 +241
Sep00 000627 16.50 16.52 16.36 16.36 +0.05 1,835 15,445 +287
Oct00 000627 16.65 16.65 16.50 16.50 +0.05 572 10,912 +325
Dec00 000627 16.90 16.91 16.78 16.79 +0.06 12,006 37,440 +1,985
Jan01 000627 17.15 17.15 17.10 17.12 +0.08 343 13,452 +278
Mar01 000627 17.45 17.46 17.40 17.40 +0.05 55 5,511 +41
May01 000627 17.75 17.75 17.65 17.65 +0.04 11 4,879 +0
Total Volume and Open Interest 31,738 139,183 -1,796
Canola(WCE)
Aug00 000627 252.0 252.0 251.0 251.0 -1.0 615 8,910 -84
Sep00 000627 256.4 256.4 253.1 253.1 -1.3 65 1,792 -6
Nov00 000627 261.0 261.6 258.8 259.0 -1.3 5,523 34,349 +2,025
Jan01 000627 267.0 267.0 264.6 264.6 -1.0 12 4,897 +7
Mar01 000627 272.0 272.0 270.5 270.5 -1.0 15 742 -10
Total Volume and Open Interest 10,211 57,275 +2,333
Corn(CBOT)
Jul00 000627 196.25 197.75 196.00 196.75 +2.50 32,778 95,520 -16,053
Sep00 000627 204.50 206.25 204.50 205.25 +2.50 19,017 115,795 +1,945
Nov00 000627 213.50 214.50 213.25 213.25 +2.25 71 1,336 +38
Dec00 000627 216.50 218.25 216.50 217.25 +2.50 42,106 173,647 +4,457
Jan01 000627 222.00 222.00 220.25 220.25 +2.50 68 142 +56
Mar01 000627 228.25 229.25 228.00 228.75 +2.50 3,642 27,372 +1,018
Total Volume and Open Interest 100,849 436,827 -7,532
Wheat(CBOT)
Jul00 000627 275.00 277.00 273.00 273.75 -0.25 11,067 25,375 -6,551
Sep00 000627 288.00 289.50 285.00 285.25 -1.25 12,252 49,214 +2,032
Dec00 000627 305.50 306.75 302.00 302.25 -1.00 14,363 39,225 +2,223
Mar01 000627 318.00 318.75 315.50 316.00 -0.25 923 12,606 +605
May01 000627 322.00 323.00 320.00 320.50 -1.00 17 477 +15
Total Volume and Open Interest 38,894 132,699 -1,610
Wheat(KCBT)
Jul00 000627 313.50 315.00 311.00 311.50 +0.25 5,558 13,284 -1,375
Sep00 000627 325.00 326.00 322.00 322.50 +0.75 5,177 31,031 +1,282
Dec00 000627 338.50 340.00 335.50 336.50 +0.50 2,467 24,805 +726
Mar01 000627 348.50 349.00 345.00 345.75 unch 282 3,543 +162
May01 000627 349.00 349.00 349.00 349.00 +1.00 19 588 +2
Total Volume and Open Interest 13,524 73,739 +802
Wheat(MGE)
Jul00 000627 332.00 333.00 329.00 330.25 +0.25 2,410 4,427 -617
Sep00 000627 340.00 340.50 337.00 338.00 -0.50 1,571 8,744 +265
Dec00 000627 352.00 353.00 350.00 350.50 -0.25 369 5,124 +132
Mar01 000627 362.00 363.00 360.25 361.25 -0.25 1 383 -5
May01 000627 370.00 370.00 368.00 368.00 -1.00 0 124 +0
Total Volume and Open Interest 4,351 18,844 -225
Oats(CBOT)
Jul00 000627 103.50 104.25 103.50 103.50 +0.75 1,149 4,105 -808
Sep00 000627 109.75 110.50 109.50 109.50 +0.75 1,068 5,637 -30
Dec00 000627 117.75 118.00 117.50 117.50 +0.75 601 5,665 +79
Mar01 000627 125.75 125.75 125.25 125.25 +1.00 76 745 +67
Total Volume and Open Interest 2,894 16,155 -692
Rough Rice(CBOT)
Jul00 000627 5.13 5.15 5.08 5.10 -0.01 766 1,783 -251
Sep00 000627 6.33 6.39 6.31 6.34 +0.03 508 1,700 +279
Nov00 000627 0.00 0.00 0.00 0.00 -6.54      
Jan01 000627 0.00 0.00 0.00 0.00 -6.79      
Total Volume and Open Interest 1,643 6,959 +152
Live Cattle(CME)
Jun00 000627 68.350 68.550 68.300 68.325 unch 783 3,475 -533
Aug00 000627 66.500 66.975 66.500 66.850 +0.200 5,058 46,623 +71
Oct00 000627 68.925 69.275 68.875 69.050 +0.150 2,318 30,428 +457
Dec00 000627 71.150 71.425 71.100 71.175 +0.100 1,188 11,674 +401
Feb01 000627 72.650 72.950 72.625 72.725 +0.050 667 6,231 +384
Apr01 000627 74.850 75.025 74.800 74.875 +0.025 108 5,019 +40
Total Volume and Open Interest 10,148 106,065 +810
Feeder Cattle(CME)
Aug00 000627 86.600 86.750 86.400 86.575 unch 1,240 10,507 +29
Sep00 000627 86.450 86.500 86.250 86.375 -0.075 255 2,362 +54
Oct00 000627 87.200 87.350 86.950 87.300 unch 377 3,382 +33
Nov00 000627 87.775 88.000 87.775 87.900 -0.050 125 2,195 +0
Jan01 000627 88.300 88.425 88.100 88.400 unch 46 1,405 +26
Mar01 000627 88.100 88.300 88.100 88.250 -0.100 5 308 +5
Apr01 000627 88.100 88.100 88.000 88.100 unch 5 86 +2
Total Volume and Open Interest 2,054 20,322 +149
Lean Hogs(CME)
Jul00 000627 71.150 71.175 69.675 69.850 -1.675 2,865 10,715 -525
Aug00 000627 69.350 69.625 68.350 68.700 -1.075 5,990 19,633 +565
Oct00 000627 59.800 60.000 59.000 59.225 -1.000 2,323 11,293 +332
Dec00 000627 56.950 57.000 56.100 56.375 -0.625 1,473 7,399 -80
Feb01 000627 56.950 57.050 56.200 56.375 -0.550 202 1,955 +12
Apr01 000627 55.900 56.000 55.550 55.550 -0.450 56 718 +45
Jun01 000627 62.350 62.400 62.250 62.325 +0.025 5 134 +3
Jul01 000627 62.000 62.250 61.900 62.250 unch 7 40 +7
Total Volume and Open Interest 12,921 51,887 +359
Pork Bellies(CME)
Jul00 000627 85.750 86.100 84.300 84.750 -2.000 1,100 2,581 -207
Aug00 000627 84.000 84.100 82.450 82.500 -2.275 621 1,908 +12
Feb01 000627 72.900 73.400 72.300 72.300 -0.400 23 130 -1
Mar01 000627 75.500 75.500 75.500 75.500 unch 1 17 +0
May01 000627 75.750 75.750 75.750 75.750 unch      
Total Volume and Open Interest 1,745 4,637 -196
Cocoa(NYBOT)
Jul00 000627 805 818 805 808 +8 86 373 -58
Sep00 000627 819 841 817 829 +9 10,682 41,456 +34
Dec00 000627 857 876 856 865 +9 2,633 24,620 +1,027
Mar01 000627 891 908 891 898 +8 550 9,171 +256
May01 000627 930 930 921 921 +8 17 6,512 +10
Jul01 000627 956 956 945 945 +8 37 7,674 +25
Sep01 000627 979 981 972 972 +8 7 5,879 +7
Total Volume and Open Interest 14,012 110,849 +1,301
Coffee "C"(NYBOT)
Jul00 000627 86.50 88.50 86.00 88.50 +1.35 184 1,138 -426
Sep00 000627 88.50 91.10 88.40 90.80 +0.80 2,900 34,775 -234
Dec00 000627 93.50 95.25 93.25 95.00 +0.75 386 7,634 +78
Mar01 000627 97.50 99.50 97.50 99.50 +0.95 130 3,176 +42
May01 000627 100.25 101.70 100.25 101.70 +0.90 39 643 +9
Jul01 000627 103.95 103.95 103.95 103.95 +0.45 15 167 +8
Total Volume and Open Interest 3,654 47,643 -523
Orange Juice(NYBOT)
Jul00 000627 88.00 88.75 87.25 88.70 +1.10 574 3,012 -253
Sep00 000627 87.20 88.50 86.40 88.00 +1.60 1,080 18,953 +348
Nov00 000627 86.40 87.60 86.20 87.30 +1.60 119 4,539 -31
Jan01 000627 86.00 87.30 85.75 87.30 +1.70 40 1,894 -13
Mar01 000627 86.70 87.60 86.70 87.55 +1.65 6 1,613 +0
Total Volume and Open Interest 1,819 30,627 +51
Sugar #11(NYBOT)
Jul00 000627 8.62 8.73 8.60 8.66 +0.09 12,806 29,495 -4,328
Oct00 000627 8.49 8.57 8.42 8.48 +0.04 12,757 91,035 +472
Mar01 000627 8.25 8.35 8.25 8.32 +0.10 2,755 43,933 +104
May01 000627 8.18 8.24 8.16 8.23 +0.10 629 8,945 +270
Jul01 000627 8.11 8.11 8.08 8.11 +0.10 76 8,151 +25
Total Volume and Open Interest 29,033 193,977 -3,447
London Cocoa(LCE)
Jul00 000627 592 600 590 597 +5 716 16,036 -294
Sep00 000627 613 624 612 620 +6 2,724 34,374 -695
Dec00 000627 650 659 649 657 +7 1,887 39,318 +877
Mar01 000627 669 679 668 678 +11 577 30,262 +381
May01 000627 688 695 688 693 +11 192 19,104 -18
Jul01 000627 711 711 708 708 +11 80 5,819 +46
Sep01 000627 712 725 712 723 +11 0 4,038 +0
Total Volume and Open Interest 6,177 174,578 +296
London Coffee(LCE)
Jul00 000627 862.00 863.00 832.00 850.00 -10.00 2,903 13,673 -1,939
Sep00 000627 886.00 887.00 860.00 878.00 -6.00 2,857 35,197 +1,244
Nov00 000627 909.00 909.00 880.00 898.00 -8.00 1,733 10,644 +1,150
Jan01 000627 927.00 927.00 905.00 918.00 -7.00 104 3,675 +96
Mar01 000627 937.00 937.00 930.00 937.00 -7.00 33 1,064 +5
May01 000627 950.00 964.00 950.00 956.00 -7.00 0 804 +0
Total Volume and Open Interest 7,630 65,057 +556
London Sugar(LCE)
Aug00 000627 236.10 239.00 236.10 237.80 +2.20 1,816 17,005 -1,573
Oct00 000627 232.70 235.20 232.70 234.30 +1.90 1,616 13,957 +538
Dec00 000627 232.50 234.70 232.50 233.80 +1.50 559 4,722 +413
Mar01 000627 232.20 234.00 232.20 233.20 +1.10 223 5,059 +147
May01 000627 231.20 231.20 231.20 231.20 +1.10 0 763 +0
Total Volume and Open Interest 4,264 45,631 -455
Cotton(NYBOT)
Jul00 000627 53.55 53.60 52.05 52.31 -0.78 560 480 -1,072
Oct00 000627 57.00 57.10 56.45 56.79 -0.37 1,506 3,842 +142
Dec00 000627 58.95 58.99 58.32 58.91 -0.10 10,655 28,523 +583
Mar01 000627 60.50 60.75 60.05 60.63 +0.02 722 5,163 +305
May01 000627 61.20 61.40 60.80 61.40 +0.15 705 3,484 +142
Jul01 000627 62.09 62.10 61.50 62.10 -0.03 603 1,118 +189
Total Volume and Open Interest 14,855 44,003 +386
Lumber(CME)
Jul00 000627 271.0 271.5 268.0 268.4 -3.8 195 1,654 -48
Sep00 000627 277.5 278.8 276.6 277.3 -1.5 139 1,008 +26
Nov00 000627 282.0 283.6 281.2 281.9 -0.6 31 587 +2
Jan01 000627 289.6 292.2 289.0 291.0 +1.6 2 79 -1
Total Volume and Open Interest 368 3,333 -20
Crude Oil(NYM)
Aug00 000627 31.47 32.42 31.06 32.06 +0.43 44,551 139,710 -2,946
Sep00 000627 30.30 31.25 30.10 30.88 +0.47 18,323 50,868 -1,462
Oct00 000627 29.40 30.40 29.30 30.01 +0.49 4,263 29,922 -270
Nov00 000627 28.85 29.57 28.70 29.38 +0.48 2,008 18,358 -135
Dec00 000627 28.32 29.15 28.12 28.84 +0.46 4,024 38,770 -122
Jan01 000627 27.78 28.34 27.68 28.34 +0.46 939 18,411 +1,540
Feb01 000627 27.44 27.87 27.44 27.87 +0.45 599 8,846 +361
Mar01 000627 26.98 27.50 26.98 27.42 +0.44 596 9,361 +445
Apr01 000627 26.70 27.00 26.70 27.00 +0.44 26 5,152 -2
May01 000627 26.30 26.60 26.30 26.60 +0.44 143 4,358 +37
Total Volume and Open Interest 78,262 441,502 -2,124
Heating Oil(NYM)
Jul00 000627 79.80 83.00 79.05 81.88 +1.80 12,313 15,168 -3,235
Aug00 000627 79.95 82.95 79.15 81.91 +1.72 2 31,734 +1,142
Sep00 000627 80.10 83.00 79.40 82.01 +1.67 3,845 14,003 +318
Oct00 000627 80.40 82.90 79.90 82.11 +1.57 1,488 11,886 +709
Nov00 000627 80.30 82.80 79.80 82.01 +1.47 893 12,799 +311
Dec00 000627 80.40 82.60 79.70 81.66 +1.37 2,217 20,583 +158
Jan01 000627 79.50 81.90 79.15 80.71 +1.22 1,067 11,875 +122
Feb01 000627 77.60 80.10 77.10 78.81 +1.07 553 8,411 +113
Mar01 000627 74.10 76.30 74.10 75.36 +0.77 432 6,120 +211
Apr01 000627 71.00 73.00 71.00 71.81 +0.47 20 2,930 +13
Total Volume and Open Interest 22,847 141,070 -133
Unleaded Gas(NYM)
Jul00 000627 105.30 107.50 103.10 106.52 +1.35 20,875 24,677 -3,741
Aug00 000627 100.00 102.80 98.60 101.50 +1.27 14,969 33,242 +1,646
Sep00 000627 93.50 96.20 92.65 95.15 +1.35 2,904 22,181 -279
Oct00 000627 85.50 88.05 85.20 87.30 +1.25 1,403 9,825 -390
Nov00 000627 82.10 83.20 82.10 82.55 +1.20 200 5,095 -7
Dec00 000627 80.10 80.10 80.10 80.10 +1.20 337 2,551 -313
Jan01 000627 77.00 78.80 77.00 78.65 +1.25 355 1,529 +196
Feb01 000627 78.10 78.10 78.10 78.10 +1.30 51 1,265 +48
Total Volume and Open Interest 41,155 102,016 -2,808
Natural Gas(NYM)
Jul00 000627 4.630 4.715 4.620 4.686 +0.126 50,777 38,858 -11,348
Aug00 000627 4.590 4.667 4.570 4.615 +0.095 18,524 45,050 +922
Sep00 000627 4.570 4.620 4.550 4.580 +0.090 2,464 27,988 +388
Oct00 000627 4.540 4.590 4.520 4.555 +0.085 5,978 31,823 +1,058
Nov00 000627 4.580 4.640 4.580 4.600 +0.075 1,587 18,594 -91
Dec00 000627 4.635 4.700 4.630 4.665 +0.070 2,765 25,445 +166
Jan01 000627 4.625 4.680 4.620 4.640 +0.065 2,439 25,954 +176
Feb01 000627 4.340 4.390 4.340 4.360 +0.063 877 13,619 +94
Total Volume and Open Interest 90,558 356,999 -7,898
Brent Crude Oil(IPE)
Aug00 000627 29.65 30.55 29.36 30.24 +0.49 28,264 74,218 +924
Sep00 000627 28.70 29.54 28.50 29.24 +0.47 11,854 51,075 +802
Oct00 000627 28.08 28.77 27.80 28.43 +0.45 6,560 18,650 +674
Nov00 000627 27.68 28.10 27.40 27.98 +0.49 2,337 12,263 -346
Dec00 000627 27.15 27.83 26.97 27.54 +0.49 3,985 33,522 +482
Jan01 000627 26.46 26.97 26.46 26.97 +0.46 179 12,772 +72
Feb01 000627 26.10 26.67 26.00 26.46 +0.45 440 8,230 +232
Mar01 000627 25.63 25.99 25.51 25.99 +0.46 10 6,763 +0
Total Volume and Open Interest 53,641 260,668 +2,840
Gas Oil(IPE)
Jul00 000627 241.75 243.50 239.25 243.25 -2.50 10,001 33,195 -1,557
Aug00 000627 240.75 241.75 238.00 241.25 -3.25 7,587 25,361 +1,054
Sep00 000627 241.00 242.00 239.00 242.00 -2.25 3,530 11,948 +780
Oct00 000627 242.25 242.75 239.25 242.75 -1.50 2,106 13,027 +891
Nov00 000627 240.25 241.25 238.50 241.25 -1.25 230 3,136 -126
Dec00 000627 238.75 239.25 236.00 239.25 -1.00 2,233 23,169 +499
Jan01 000627 234.25 235.50 232.50 235.50 -1.00 121 4,253 -46
Feb01 000627 227.25 229.50 227.25 229.50 -1.00 0 2,156 +0
Total Volume and Open Interest 25,848 124,939 +1,530
US Dollar Index(NYBOT)
Sep00 000627 107.85 107.85 106.97 106.98 -0.79 266 3,209 -90
Dec00 000627 107.43 107.43 106.60 106.60 -0.79 3 2,017 +1
Mar01 000627 106.22 106.22 106.22 106.22 -0.79 269 5,226 -89
Total Volume and Open Interest 269 5,226 -89
Australian Dollar(IMM)
Sep00 000627 60.22 60.30 59.96 60.29 +0.51 538 14,744 -10
Dec00 000627 60.39 60.39 60.39 60.39 +0.51 0 184 -1
Mar01 000627 60.49 60.49 60.49 60.49 +0.51 0 378 +0
Total Volume and Open Interest 538 15,306 -11
British Pound(IMM)
Sep00 000627 149.92 150.92 149.56 150.90 +0.76 5,134 25,722 -1,957
Dec00 000627 150.40 151.40 149.70 151.18 +0.74 2 271 +1
Mar01 000627 151.40 151.40 150.20 151.40 +0.72 0 4 +0
Total Volume and Open Interest 5,136 25,997 -1,956
Canadian Dollar(IMM)
Sep00 000627 67.59 67.70 67.55 67.62 +0.06 12,186 52,865 -3,817
Dec00 000627 67.80 67.85 67.70 67.77 +0.06 82 4,953 -2
Mar01 000627 67.93 68.00 67.93 67.93 +0.06 3 598 +0
Jun01 000627 68.09 68.15 68.09 68.09 +0.06 0 165 +0
Total Volume and Open Interest 12,271 58,595 -3,819
Japanese Yen(IMM)
Sep00 000627 96.14 96.46 96.03 96.45 +0.40 19,748 44,147 -3,348
Dec00 000627 97.90 98.10 97.87 98.10 +0.40 112 3,005 -50
Mar01 000627 99.72 99.72 99.72 99.72 +0.40 0 46 +0
Total Volume and Open Interest 19,860 47,198 -3,398
Swiss Franc(IMM)
Sep00 000627 61.21 61.72 61.03 61.71 +0.65 12,271 32,210 -1,603
Dec00 000627 62.17 62.21 61.55 62.21 +0.65 20 72 +11
Mar01 000627 62.69 62.69 62.69 62.69 +0.65 0 1 +0
Total Volume and Open Interest 12,291 32,283 -1,592
EuroFX(IMM)
Sep00 000627 94.52 95.16 94.23 95.14 +0.84 12,230 52,825 -2,129
Dec00 000627 94.99 95.66 94.85 95.66 +0.84 7 626 -2
Mar01 000627 96.17 96.17 96.17 96.17 +0.84 0 35 +0
Total Volume and Open Interest 12,237 53,486 -2,131
Mexican Peso(IMM)
Jun00 000619 10150.0 10150.0 10120.0 10120.0 +12.0      
Sep00 000627 9625.0 9670.0 9570.0 9658.0 +8.0 4,871 10,915 +470
Total Volume and Open Interest 4,900 12,729 +453
30-Year T-Bonds(CBOT)
Sep00 000627 96~16 96~27 96~09 96~25 +0~10 107,925 364,127 -9,323
Dec00 000627 96~20 96~24 96~09 96~24 +0~11 172 4,077 +61
Mar01 000627 96~23 96~23 96~23 96~23 +0~10 1 566 +1
Total Volume and Open Interest 108,098 373,074 -8,898
Municipal Bonds(CBOT)
Sep00 000627 95~12 95~13 95~00 95~11 +0~06 1,002 18,891 -32
Dec00 000627 94~26 94~26 94~26 94~26 +0~06 0 400 +0
Total Volume and Open Interest 1,002 19,291 -32
10-Year T-Notes(CBOT)
Sep00 000627 97~295 98~015 97~230 97~315 unch 77,285 586,233 +1,169
Dec00 000627 97~230 97~300 97~220 97~285 unch 52 3,233 +23
Total Volume and Open Interest 77,337 598,957 +1,192
5-Year T-Notes(CBOT)
Sep00 000627 98~175 98~195 98~125 98~185 unch 37,226 364,963 +0
Dec00 000627 98~170 98~170 98~170 98~170 unch      
Total Volume and Open Interest 37,226 364,963 +0
2 Year T-Notes(CBOT)
Sep00 000627 98~127 99~000 98~118 98~126 -0~003 660 50,654 -277
Total Volume and Open Interest 705 52,336 -322
3-Mth T-Bills(IMM)
Sep00 000627 93.93 93.93 93.90 93.90 -0.01 6 533 +1
Total Volume and Open Interest 6 533 +1
Eurodollars(IMM)
Sep00 000627 93.025 93.035 93.020 93.025 unch 39,725 620,784 -4,934
Dec00 000627 92.830 92.845 92.810 92.830 unch 46,897 504,401 +2,635
Mar01 000627 92.825 92.840 92.805 92.830 +0.005 36,169 373,547 -560
Jun01 000627 92.810 92.820 92.780 92.810 +0.005 16,849 251,743 -411
Sep01 000627 92.805 92.820 92.780 92.810 +0.005 13,244 214,789 +157
Dec01 000627 92.760 92.780 92.750 92.770 unch 8,160 157,557 +428
Mar02 000627 92.820 92.840 92.805 92.825 unch 8,551 135,055 -1,212
Jun02 000627 92.825 92.845 92.805 92.830 unch 5,122 100,533 +614
Sep02 000627 92.855 92.855 92.810 92.835 unch 4,508 103,924 -153
Dec02 000627 92.815 92.815 92.770 92.795 unch 2,411 75,842 +272
Mar03 000627 92.875 92.875 92.830 92.855 unch 2,696 79,208 +734
Jun03 000627 92.860 92.860 92.815 92.840 unch 2,202 56,302 -468
Total Volume and Open Interest 204,968 3,071,983 +770
3-Mth Euro-Yen(IMM)
Jun00 000619 0.00 0.00 0.00 0.00 -99.88      
Sep00 000627 99.68 99.68 99.68 99.68 +0.01 2,324 15,040 +1,109
Dec00 000627 99.55 99.56 99.54 99.55 +0.02 1,892 13,306 -215
Mar01 000627 99.46 99.46 99.46 99.46 +0.03 418 13,799 +254
Jun01 000627 99.36 99.36 99.36 99.36 +0.03 146 5,710 +107
Sep01 000627 99.24 99.24 99.23 99.23 +0.02 515 20,961 +343
Dec01 000627 99.09 99.10 99.09 99.10 +0.03 2 2,025 -77
Mar02 000627 98.99 98.99 98.99 98.99 +0.02 7 1,757 +30
Jun02 000627 98.86 98.87 98.86 98.86 unch 0 90 +0
Sep02 000627 98.74 98.74 98.74 98.74 unch 0 30 +0
Total Volume and Open Interest 5,304 72,748 +1,551
3-Mth Euro-Yen(SIMEX)
Sep00 000627 99.67 99.69 99.67 99.68 +0.01 9,961 77,721 -156
Dec00 000627 99.53 99.56 99.53 99.54 +0.02 11,840 83,729 +378
Mar01 000627 99.43 99.46 99.42 99.46 +0.04 7,008 83,843 +631
Jun01 000627 99.33 99.36 99.32 99.36 +0.04 4,888 64,357 +236
Sep01 000627 99.21 99.24 99.21 99.23 +0.03 1,112 60,065 +464
Dec01 000627 99.09 99.10 99.09 99.09 +0.03 821 21,628 -22
Mar02 000627 98.97 98.99 98.97 98.97 +0.01 1,828 13,081 +357
Jun02 000627 98.86 98.86 98.86 98.86 +0.02 30 1,809 +4
Total Volume and Open Interest 37,708 408,313 +1,942
German Euro-Bund(EUREX)
Sep00 000627 105.30 105.33 105.03 105.16 -0.09 494,942 542,714 +40,470
Dec00 000627 104.71 104.83 104.71 104.80 -0.10 1,584 10,882 +1,042
Mar01 000627 104.76 104.76 104.76 104.76 +0.01 0 4,868 +439
Total Volume and Open Interest 496,526 558,464 +41,951
German Euro-Bobl(EUREX)
Sep00 000627 103.10 103.10 102.95 103.04 -0.02 163,884 273,113 +12,713
Dec00 000627 102.89 102.89 102.89 102.89 -0.02 0 871 +200
Mar01 000627 102.76 102.76 102.76 102.76 -0.02      
Total Volume and Open Interest 163,884 273,984 +12,913
Long Gilt(LIFFE)
Jun00 000627 113~15 113~22 113~15 113~22 +0~01 1,112 5,385 -2,465
Sep00 000627 113~06 113~13 113~00 113~11 +0~01 13,822 60,697 -864
Total Volume and Open Interest 15,091 66,082 -3,329
3-Mth Short Sterling(LIFFE)
Sep00 000627 93.67 93.69 93.67 93.68 +0.01 11,979 200,217 +250
Dec00 000627 93.54 93.58 93.54 93.56 +0.03 8,791 188,160 +603
Mar01 000627 93.46 93.51 93.46 93.49 +0.04 9,379 108,549 +1,767
Total Volume and Open Interest 48,722 761,272 +8,085
3-Mth Euribor(LIFFE)
Sep00 000627 95.210 95.220 95.190 95.210 +0.005 63,274 347,214 -1,032
Dec00 000627 94.865 94.880 94.845 94.870 +0.005 45,091 248,338 +385
Mar01 000627 94.780 94.800 94.760 94.790 +0.005 39,231 166,226 -2,703
Total Volume and Open Interest 200,571 1,175,344 -3,391
3-Mth Aus T-Bills(SFE)
Sep00 000627 93.78 93.78 93.76 93.77 +0.01 3,265 177,368 +0
Dec00 000627 93.62 93.62 93.59 93.60 +0.02 1,588 79,856 +0
Mar01 000627 93.54 93.54 93.51 93.52 +0.02 830 33,917 +0
Jun01 000627 93.46 93.47 93.45 93.45 +0.03 260 16,677 +0
Sep01 000627 93.40 93.40 93.39 93.39 +0.03 360 9,548 +0
Dec01 000627 93.37 93.37 93.36 93.36 +0.03 111 7,262 +0
Mar02 000627 93.34 93.34 93.33 93.33 +0.04 46 6,126 +0
Jun02 000627 93.31 93.32 93.31 93.32 +0.06 44 3,658 +0
Sep02 000627 93.29 93.29 93.29 93.29 +0.05 12 2,453 +0
Dec02 000627 93.28 93.28 93.28 93.28 +0.05 10 1,821 +0
Total Volume and Open Interest 6,556 342,760 +0
10-Year Aus T-Bonds(SFE)
Sep00 000627 93.75 93.77 93.72 93.74 -0.01 4,074 120,848 +0
Dec00 000627 93.75 93.75 93.75 93.75 +0.04      
Total Volume and Open Interest 4,074 120,848 +0
3-Year Aus T-Bonds(SFE)
Sep00 000627 93.93 93.94 93.91 93.92 +0.04 14,328 228,772 +0
Dec00 000627 93.93 93.93 93.93 93.93 +0.04      
Total Volume and Open Interest 14,328 228,772 +0
Gold(CMX)
Jun00 000627 285.6 285.6 285.6 285.6 +2.0 104 136 +58
Aug00 000627 285.8 287.6 284.8 287.5 +2.0 12,557 77,019 -476
Oct00 000627 288.0 290.7 288.0 290.4 +2.1 58 4,554 +10
Dec00 000627 291.2 293.5 290.8 293.3 +2.3 607 22,862 +63
Feb01 000627 294.5 295.8 293.6 295.8 +2.4 79 10,569 +40
Apr01 000627 298.5 298.5 298.5 298.5 +2.5 25 3,628 +15
Total Volume and Open Interest 14,021 143,195 -228
Silver(CMX)
Jul00 000627 498.0 500.0 493.5 495.8 -2.7 11,937 28,616 -5,135
Sep00 000627 503.0 505.0 498.5 500.9 -2.9 7,469 31,711 +5,608
Dec00 000627 509.0 510.5 506.0 507.4 -2.8 425 10,445 +174
Mar01 000627 513.0 514.0 512.0 512.3 -2.8 1 949 +1
May01 000627 514.8 514.8 514.8 514.8 -2.8 0 810 +0
Total Volume and Open Interest 20,004 77,261 +730
Platinum(NYM)
Jul00 000627 565.0 566.5 542.1 556.5 -8.9 1,103 5,555 -784
Oct00 000627 555.5 555.5 529.4 542.5 -11.9 1,039 4,776 +275
Jan01 000627 527.5 527.5 527.5 527.5 -11.9 246 274 +197
Total Volume and Open Interest 2,388 10,605 -312
Palladium(NYME)
Jun00 000627 654.15 654.15 654.15 654.15 -12.85 0 4 -5
Sep00 000627 660.00 660.00 650.00 654.15 -12.85 73 1,885 +44
Dec00 000627 652.15 652.15 652.15 652.15 -12.85 0 117 +0
Total Volume and Open Interest 73 2,006 +39
Copper(CMX)
Jul00 000627 82.90 83.20 81.60 81.75 -0.55 6,317 18,325 -2,116
Sep00 000627 83.85 84.00 82.55 82.70 -0.45 5,639 18,971 +2,258
Dec00 000627 83.90 84.00 82.60 82.80 -0.30 769 7,926 +261
Mar01 000627 83.80 83.80 82.70 82.70 -0.35 0 2,180 +0
May01 000627 83.00 83.00 82.50 82.50 -0.35 8 933 -3
Total Volume and Open Interest 13,004 61,841 +335
DJIA Index(CBOT)
Jun00 000615 10745 10770 10670 10703 -17 1,604 9,897 -946
Sep00 000627 10690 10744 10635 10643 -67 8,447 12,443 +187
Dec00 000627 10791 10791 10791 10791 -67 7 2,119 +2
Mar01 000627 10946 10946 10946 10946 -67      
Total Volume and Open Interest 8,454 14,568 +189
S & P 500(CME)
Sep00 000627 1475.50 1484.00 1469.80 1471.00 -8.00 45,005 365,282 -2,931
Dec00 000627 1493.80 1506.00 1493.80 1493.80 -8.20 387 6,691 -17
Mar01 000627 1517.20 1528.50 1517.20 1517.20 -8.30 272 856 +82
Jun01 000627 1540.70 1552.00 1540.70 1540.70 -8.30 4 625 +2
Total Volume and Open Interest 45,668 373,598 -2,865
S & P 500 E-Mini(Globex)
Sep00 000627 1479.25 1476.00 1469.50 1471.00 -8.00 63,395 23,330 -1,644
Dec00 000627 1501.00 1501.00 1493.75 1493.75 -8.25 10 18 +3
Total Volume and Open Interest 63,405 23,348 -1,641
NASDAQ 100(CME)
Sep00 000627 3808.00 3865.00 3755.00 3767.50 -60.00 15,752 28,526 +144
Dec00 000627 3828.50 3828.50 3826.00 3828.50 -60.00 0 13 +0
Mar01 000627 3925.00 3925.00 3887.00 3889.50 -60.00      
Total Volume and Open Interest 15,752 28,539 +144
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000627 3829.0 3864.0 3753.0 3767.5 -60.0 36,204 17,022 +1,139
Dec00 000627 3828.5 3900.5 3828.5 3828.5 -60.0      
Total Volume and Open Interest 36,204 17,022 +1,139
NYSE Composite(NYBOT)
Sep00 000627 650.50 654.00 650.50 651.25 -1.90 342 825 +64
Dec00 000627 660.50 660.50 660.50 660.50 -1.90 0 1,496 +0
Mar01 000627 669.75 669.75 669.75 669.75 -1.90 0 100 +0
Total Volume and Open Interest 493 1,734 +131
S & P Midcap 400(CME)
Sep00 000627 498.00 499.50 490.00 490.75 -9.00 731 13,490 +37
Dec00 000627 497.75 497.75 497.00 497.75 -9.00      
Mar01 000627 503.75 503.75 503.00 503.75 -9.00      
Total Volume and Open Interest 731 13,490 +37
Russell 2000(CME)
Sep00 000627 524.00 526.50 510.50 510.75 -14.95 2,466 11,295 +166
Dec00 000627 518.55 518.55 518.00 518.55 -14.95      
Mar01 000627 526.10 526.10 525.55 526.10 -14.95      
Total Volume and Open Interest 2,466 11,295 +166
Value Line(KCBT)
Sep00 000627 1078.00 1085.00 1076.00 1077.00 -1.00 12 101 +1
Total Volume and Open Interest 12 101 +1
Nikkei 225(CME)
Sep00 000627 17300 17350 17265 17300 +215 741 13,848 -62
Dec00 000627 17300 17335 17300 17300 +215 1 11 +0
Total Volume and Open Interest 742 13,859 -62
Nikkei 225(SIMEX)
Sep00 000627 17020 17380 17010 17330 +365 9,886 112,262 -491
Dec00 000627 17320 17320 17320 17320 +365 0 2,345 +0
Mar01 000627 17330 17330 17330 17330 +365 0 3,800 +0
Total Volume and Open Interest 18,771 107,028 -3,061
CAC 40(MATIF)
Jun00 000627 6628.0 6635.0 6512.0 6554.0 -71.0 47,621 329,740 -200
Jul00 000627 6648.0 6649.5 6533.0 6572.5 -63.0 13,636 46,106 +10,502
Aug00 000627 6572.0 6610.0 6572.0 6610.0 -42.0 14 2,357 +0
Total Volume and Open Interest 69,080 459,826 +11,654
DAX Index(EUREX)
Sep00 000627 7110.0 7138.0 7032.0 7113.5 +8.5 23,783 140,049 +5,580
Dec00 000627 7136.5 7205.5 7131.0 7199.0 +8.5 112 775 +2
Mar01 000627 7270.0 7291.0 7221.0 7291.0 +9.0 11 8 +3
Total Volume and Open Interest 23,906 140,832 +5,585
FT-SE 100(LIFFE)
Sep00 000627 6465.00 6482.00 6412.00 6428.00 -29.00 17,214 250,125 +455
Dec00 000627 6513.00 6513.00 6511.00 6511.00 -29.00 24 1,424 +0
Mar01 000627 6573.00 6573.00 6571.00 6571.00 -28.50 0 250 +0
Total Volume and Open Interest 20,870 251,799 +455
SPI 200(SFE)
Jun00 000627 3189.0 3201.0 3182.0 3196.0 +19.0 16,140 182,772 +0
Sep00 000627 3215.0 3229.0 3212.0 3228.0 +26.0 9,726 30,629 +0
Dec00 000627 3242.0 3242.0 3242.0 3242.0 +19.0 36 2,419 +0
Total Volume and Open Interest 25,902 216,960 +0
GSCI(CME)
Jul00 000627 233.40 237.40 232.00 236.40 +2.90 219 38,545 -58
Aug00 000627 229.00 232.70 228.50 231.60 +2.40 0 163 +0
Sep00 000627 229.40 229.40 226.50 229.40 +2.40 0 35 +0
Total Volume and Open Interest 219 38,743 -58
Bridge CRB Index(NYBOT)
Aug00 000627 223.80 225.50 223.80 225.40 +2.15 65 901 -120
Nov00 000627 225.40 225.40 225.40 225.40 +2.15 0 869 +0
Jan01 000627 225.15 225.15 225.15 225.15 +2.15 0 425 +0
Total Volume and Open Interest 3,536    
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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