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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 28, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000628 496.00 496.25 488.00 488.50 -8.75 14,554 22,063 -2,604
Aug00 000628 491.50 495.00 488.50 489.50 -4.00 8,000 21,975 +572
Sep00 000628 475.00 483.50 474.50 479.25 +0.75 3,070 17,443 +454
Nov00 000628 478.00 488.50 477.00 483.75 +2.50 27,440 71,550 +1,128
Jan01 000628 487.50 497.50 487.50 493.75 +2.00 521 6,642 -36
Mar01 000628 497.50 506.50 497.50 502.25 +2.00 200 5,488 +41
May01 000628 512.50 512.75 508.50 510.00 +2.50 83 5,402 -1
Total Volume and Open Interest 54,014 156,455 -501
Soybean Meal(CBOT)
Jul00 000628 169.80 170.50 168.50 168.60 -1.80 8,514 18,994 -2,274
Aug00 000628 164.00 165.00 163.00 163.20 -1.40 6,620 18,854 +1,263
Sep00 000628 157.80 159.50 157.20 157.70 -0.50 1,608 11,176 +275
Oct00 000628 155.00 157.20 153.90 155.00 -0.50 724 9,690 +62
Dec00 000628 154.50 157.50 154.00 155.40 -0.10 5,993 37,004 +1,120
Jan01 000628 155.00 158.50 155.00 156.30 +0.30 391 4,093 +190
Mar01 000628 157.00 160.20 157.00 158.70 +0.70 91 3,890 -4
May01 000628 159.00 161.20 159.00 159.50 +0.90 43 3,235 +25
Total Volume and Open Interest 24,015 107,685 +657
Soybean Oil(CBOT)
Jul00 000628 15.99 16.12 15.90 15.96 -0.02 8,159 16,727 -3,066
Aug00 000628 16.12 16.31 16.11 16.18 +0.02 6,773 27,845 +358
Sep00 000628 16.33 16.52 16.33 16.40 +0.04 2,509 15,426 -19
Oct00 000628 16.45 16.67 16.45 16.51 +0.01 1,141 10,766 -146
Dec00 000628 16.78 16.97 16.75 16.84 +0.05 6,326 38,540 +1,100
Jan01 000628 17.08 17.25 17.08 17.19 +0.07 1,963 12,991 -461
Mar01 000628 17.35 17.55 17.35 17.42 +0.02 288 5,436 -75
May01 000628 17.70 17.81 17.70 17.70 +0.05 234 5,085 +206
Total Volume and Open Interest 27,417 137,099 -2,084
Canola(WCE)
Aug00 000628 250.6 252.4 249.9 249.9 -1.1 195 8,845 -65
Sep00 000628 254.8 254.8 252.0 252.0 -1.1 24 1,802 +10
Nov00 000628 258.0 260.4 257.8 258.1 -0.9 2,660 35,116 +767
Jan01 000628 265.5 266.2 263.6 263.6 -1.0 10 4,890 -7
Mar01 000628 269.8 269.8 269.8 269.8 -0.7 65 792 +50
Total Volume and Open Interest 5,340 56,590 -685
Corn(CBOT)
Jul00 000628 194.50 195.50 192.50 192.75 -4.00 34,726 81,075 -14,445
Sep00 000628 203.00 204.00 200.75 201.00 -4.25 21,163 122,269 +6,474
Nov00 000628 210.50 212.25 209.00 209.00 -4.25 225 1,295 -41
Dec00 000628 214.50 216.00 212.75 213.00 -4.25 28,066 175,418 +1,771
Jan01 000628 218.00 219.25 216.50 216.50 -3.75 7 147 +5
Mar01 000628 226.25 227.25 224.50 224.50 -4.25 1,920 28,066 +694
Total Volume and Open Interest 87,757 431,659 -5,168
Wheat(CBOT)
Jul00 000628 272.00 274.00 270.25 271.50 -2.25 11,225 20,940 -4,435
Sep00 000628 284.00 287.00 282.00 284.25 -1.00 11,459 51,546 +2,332
Dec00 000628 301.50 303.75 299.00 301.25 -1.00 13,586 39,946 +721
Mar01 000628 312.50 316.75 312.50 314.50 -1.50 1,384 12,725 +119
May01 000628 319.00 319.00 319.00 319.00 -1.50 20 482 +5
Total Volume and Open Interest 37,986 131,555 -1,144
Wheat(KCBT)
Jul00 000628 309.50 311.00 307.75 309.50 -2.00 5,881 11,670 -1,614
Sep00 000628 321.00 322.25 319.00 319.75 -2.75 6,872 32,116 +1,085
Dec00 000628 334.50 336.25 333.25 333.50 -3.00 4,567 25,642 +837
Mar01 000628 345.00 345.50 342.50 343.50 -2.25 581 3,838 +295
May01 000628 347.00 347.00 347.00 347.00 -2.00 0 588 +0
Total Volume and Open Interest 17,961 74,390 +651
Wheat(MGE)
Jul00 000628 329.50 329.50 325.50 326.00 -4.25 1,560 3,456 -971
Sep00 000628 336.50 336.75 333.50 334.00 -4.00 1,607 9,106 +362
Dec00 000628 348.00 349.75 346.00 346.00 -4.50 352 5,251 +127
Mar01 000628 360.00 360.00 357.00 357.00 -4.25 15 370 -13
May01 000628 364.50 364.50 364.00 364.00 -4.00 4 124 +0
Total Volume and Open Interest 3,542 18,350 -494
Oats(CBOT)
Jul00 000628 102.75 103.00 101.75 102.25 -1.25 1,336 3,810 -295
Sep00 000628 109.00 109.25 108.00 108.75 -0.75 839 5,901 +264
Dec00 000628 116.75 117.25 116.00 116.75 -0.75 391 5,732 +67
Mar01 000628 125.25 125.25 123.75 124.25 -1.00 5 750 +5
Total Volume and Open Interest 2,571 16,196 +41
Rough Rice(CBOT)
Jul00 000628 5.07 5.07 4.90 4.96 -0.14 439 1,579 -204
Sep00 000628 6.30 6.39 6.28 6.35 +0.01 182 1,790 +90
Nov00 000628 6.53 6.60 6.52 6.57 +6.57 226 1,760 +1,760
Jan01 000628 6.77 6.80 6.77 6.80 +6.80 10 1,506 +1,506
Total Volume and Open Interest 860 6,896 -63
Live Cattle(CME)
Jun00 000628 68.250 68.300 68.025 68.100 -0.225 826 2,926 -549
Aug00 000628 66.700 66.800 66.275 66.375 -0.475 3,949 46,828 +205
Oct00 000628 69.000 69.050 68.500 68.600 -0.450 2,559 31,272 +844
Dec00 000628 71.225 71.250 70.800 70.850 -0.325 673 11,815 +141
Feb01 000628 72.650 72.700 72.325 72.425 -0.300 278 6,277 +46
Apr01 000628 74.850 74.850 74.525 74.600 -0.275 267 5,120 +101
Total Volume and Open Interest 8,650 106,836 +771
Feeder Cattle(CME)
Aug00 000628 86.575 86.800 85.750 85.800 -0.775 978 10,526 +19
Sep00 000628 86.400 86.500 85.500 85.500 -0.875 63 2,384 +22
Oct00 000628 87.250 87.300 86.250 86.425 -0.875 216 3,444 +62
Nov00 000628 87.900 87.900 87.100 87.100 -0.800 52 2,200 +5
Jan01 000628 88.250 88.300 87.750 87.950 -0.450 35 1,415 +10
Mar01 000628 88.000 88.100 87.700 87.900 -0.350 6 313 +5
Apr01 000628 87.800 87.800 87.800 87.800 -0.300 2 86 +0
Total Volume and Open Interest 1,357 20,449 +127
Lean Hogs(CME)
Jul00 000628 70.150 70.475 69.550 70.325 +0.475 3,090 9,823 -892
Aug00 000628 68.900 69.500 68.600 69.450 +0.750 4,215 19,417 -216
Oct00 000628 59.125 59.400 58.600 59.300 +0.075 1,131 11,073 -220
Dec00 000628 56.300 56.350 55.700 56.050 -0.325 656 7,406 +7
Feb01 000628 56.300 56.550 55.950 56.350 -0.025 74 1,973 +18
Apr01 000628 55.600 55.600 55.375 55.450 -0.100 83 771 +53
Jun01 000628 62.350 62.350 62.300 62.300 -0.025 7 137 +3
Jul01 000628 62.200 62.275 62.200 62.200 -0.050 4 42 +2
Total Volume and Open Interest 9,260 50,642 -1,245
Pork Bellies(CME)
Jul00 000628 85.500 87.700 85.200 87.575 +2.825 898 2,615 +34
Aug00 000628 83.250 85.250 83.250 85.200 +2.700 671 1,959 +51
Feb01 000628 73.000 73.225 72.850 73.225 +0.925 7 133 +3
Mar01 000628 75.500 75.500 73.500 75.500 unch 0 17 +0
May01 000628 75.750 75.750 75.750 75.750 unch      
Total Volume and Open Interest 1,576 4,725 +88
Cocoa(NYBOT)
Jul00 000628 818 819 808 812 +4 22 336 -37
Sep00 000628 834 844 830 834 +5 6,526 42,008 +552
Dec00 000628 868 879 866 869 +4 2,002 24,851 +231
Mar01 000628 900 913 900 902 +4 294 9,277 +106
May01 000628 925 935 925 925 +4 111 6,558 +46
Jul01 000628 955 955 949 949 +4 101 7,674 +0
Sep01 000628 980 982 976 976 +4 200 5,879 +0
Total Volume and Open Interest 9,356 111,847 +998
Coffee "C"(NYBOT)
Jul00 000628 88.50 89.25 87.30 87.65 -0.85 374 935 -203
Sep00 000628 91.50 92.00 89.50 90.10 -0.70 4,918 34,765 -10
Dec00 000628 95.75 95.90 93.75 94.30 -0.70 764 7,769 +135
Mar01 000628 100.00 100.00 98.50 98.60 -0.90 246 3,255 +79
May01 000628 101.25 101.25 100.80 100.80 -0.90 29 663 +20
Jul01 000628 103.05 103.05 103.05 103.05 -0.90 0 171 +4
Total Volume and Open Interest 6,411 47,738 +95
Orange Juice(NYBOT)
Jul00 000628 88.40 88.90 83.75 84.55 -4.15 570 2,613 -399
Sep00 000628 88.00 88.30 83.05 83.95 -4.05 2,769 19,708 +755
Nov00 000628 87.35 87.50 82.50 83.50 -3.80 372 4,353 -186
Jan01 000628 87.50 87.50 83.00 83.50 -3.80 59 1,874 -20
Mar01 000628 87.50 87.50 83.50 83.75 -3.80 97 1,668 +55
Total Volume and Open Interest 3,867 30,832 +205
Sugar #11(NYBOT)
Jul00 000628 8.72 8.83 8.60 8.65 -0.01 15,760 24,198 -5,297
Oct00 000628 8.52 8.65 8.51 8.62 +0.14 16,226 95,393 +4,358
Mar01 000628 8.35 8.48 8.35 8.45 +0.13 10,643 42,376 -1,557
May01 000628 8.26 8.32 8.25 8.31 +0.08 791 9,230 +285
Jul01 000628 8.15 8.20 8.15 8.20 +0.09 133 8,241 +90
Total Volume and Open Interest 43,671 191,886 -2,091
London Cocoa(LCE)
Jul00 000628 595 599 595 599 +2 2,217 14,284 -1,752
Sep00 000628 616 622 616 622 +2 2,466 34,301 -73
Dec00 000628 657 660 656 660 +3 2,777 41,070 +1,752
Mar01 000628 678 679 675 679 +1 617 30,456 +194
May01 000628 693 694 690 694 +1 125 19,222 +118
Jul01 000628 709 709 709 709 +1 100 5,919 +100
Sep01 000628 721 724 720 724 +1 174 4,084 +46
Total Volume and Open Interest 8,476 174,963 +385
London Coffee(LCE)
Jul00 000628 850.00 861.00 849.00 850.00 unch 6,034 10,192 -3,481
Sep00 000628 879.00 891.00 878.00 878.00 unch 4,828 35,659 +462
Nov00 000628 900.00 909.00 898.00 898.00 unch 1,823 11,852 +1,208
Jan01 000628 920.00 929.00 918.00 918.00 unch 305 3,674 -1
Mar01 000628 942.00 952.00 937.00 937.00 unch 58 1,065 +1
May01 000628 956.00 956.00 956.00 956.00 unch 57 855 +51
Total Volume and Open Interest 13,105 63,297 -1,760
London Sugar(LCE)
Aug00 000628 238.50 240.00 238.00 238.60 +0.80 2,512 16,156 -849
Oct00 000628 234.60 237.00 234.60 236.60 +2.30 2,226 15,294 +1,337
Dec00 000628 234.80 236.10 234.80 236.10 +2.30 528 4,999 +277
Mar01 000628 233.70 235.80 233.70 235.80 +2.60 43 5,089 +30
May01 000628 233.60 233.80 233.30 233.80 +2.60 0 763 +0
Total Volume and Open Interest 5,329 46,436 +805
Cotton(NYBOT)
Jul00 000628 52.05 52.60 52.00 52.30 -0.01 502 351 -129
Oct00 000628 56.50 56.85 56.26 56.63 -0.16 1,041 3,996 +154
Dec00 000628 58.55 58.80 58.26 58.61 -0.30 7,674 29,091 +568
Mar01 000628 60.30 60.55 60.10 60.35 -0.28 1,453 5,575 +412
May01 000628 61.10 61.15 60.85 61.15 -0.25 397 3,606 +122
Jul01 000628 61.85 61.85 61.70 61.83 -0.27 385 1,313 +195
Total Volume and Open Interest 11,672 45,459 +1,456
Lumber(CME)
Jul00 000628 278.4 278.4 278.4 278.4 +10.0 348 1,621 -33
Sep00 000628 287.3 287.3 287.3 287.3 +10.0 314 1,042 +34
Nov00 000628 291.9 291.9 289.5 291.9 +10.0 127 612 +25
Jan01 000628 295.8 297.7 294.5 297.0 +6.0 9 82 +3
Total Volume and Open Interest 799 3,363 +30
Crude Oil(NYM)
Aug00 000628 32.20 32.50 31.75 31.90 -0.16 69,098 136,274 -3,436
Sep00 000628 30.85 31.10 30.57 30.65 -0.23 35,454 49,933 -935
Oct00 000628 30.17 30.20 29.72 29.78 -0.23 11,677 30,901 +979
Nov00 000628 29.35 29.54 29.00 29.14 -0.24 2,385 18,844 +486
Dec00 000628 28.77 28.95 28.55 28.59 -0.25 5,577 39,218 +448
Jan01 000628 28.34 28.38 28.08 28.08 -0.26 933 18,375 -36
Feb01 000628 27.87 27.94 27.60 27.60 -0.27 209 8,825 -21
Mar01 000628 27.15 27.15 27.15 27.15 -0.27 318 9,475 +114
Apr01 000628 26.73 26.73 26.73 26.73 -0.27 144 5,082 -70
May01 000628 26.55 26.55 26.33 26.33 -0.27 34 4,364 +6
Total Volume and Open Interest 128,595 438,951 -2,551
Heating Oil(NYM)
Jul00 000628 81.50 83.20 81.40 81.59 -0.29 13,478 14,034 -1,134
Aug00 000628 81.60 83.20 81.40 81.68 -0.23 11,489 33,907 +2,173
Sep00 000628 81.80 83.00 81.70 81.83 -0.18 3,267 13,753 -250
Oct00 000628 82.10 83.30 81.80 81.93 -0.18 1,717 11,991 +105
Nov00 000628 82.10 83.15 81.60 81.78 -0.23 1,638 13,203 +404
Dec00 000628 81.60 82.70 81.43 81.43 -0.23 3,434 21,035 +452
Jan01 000628 81.00 81.80 80.50 80.53 -0.18 1,381 12,182 +307
Feb01 000628 79.20 79.90 78.68 78.68 -0.13 939 8,528 +117
Mar01 000628 75.70 76.40 75.18 75.18 -0.18 341 6,332 +212
Apr01 000628 72.25 72.80 71.58 71.58 -0.23 298 2,903 -27
Total Volume and Open Interest 38,094 143,534 +2,464
Unleaded Gas(NYM)
Jul00 000628 106.20 106.55 103.15 103.44 -3.08 25,592 18,336 -6,341
Aug00 000628 101.10 101.65 99.60 99.91 -1.59 14,992 35,365 +2,123
Sep00 000628 94.80 95.30 93.80 94.01 -1.14 3,404 21,404 -777
Oct00 000628 87.00 87.30 86.50 86.51 -0.79 1,601 10,213 +388
Nov00 000628 82.00 83.00 81.70 81.91 -0.64 345 5,192 +97
Dec00 000628 80.60 80.60 79.51 79.51 -0.59 250 2,794 +243
Jan01 000628 78.40 79.15 78.16 78.16 -0.49 133 1,532 +3
Feb01 000628 78.00 78.00 77.71 77.71 -0.39 60 1,325 +60
Total Volume and Open Interest 46,377 97,812 -4,204
Natural Gas(NYM)
Jul00 000628 4.595 4.620 4.300 4.369 -0.317 66,476 28,590 -10,268
Aug00 000628 4.520 4.575 4.300 4.397 -0.218 21,252 47,109 +2,059
Sep00 000628 4.500 4.530 4.300 4.370 -0.210 3,518 28,239 +251
Oct00 000628 4.470 4.510 4.270 4.355 -0.200 6,300 32,015 +192
Nov00 000628 4.545 4.565 4.390 4.415 -0.185 3,149 18,952 +358
Dec00 000628 4.600 4.625 4.450 4.485 -0.180 4,565 25,585 +140
Jan01 000628 4.590 4.620 4.450 4.465 -0.175 3,747 26,041 +87
Feb01 000628 4.310 4.350 4.180 4.195 -0.165 803 13,490 -129
Total Volume and Open Interest 117,107 352,279 -4,720
Brent Crude Oil(IPE)
Aug00 000628 30.03 30.57 29.97 30.11 -0.13 36,467 71,558 -2,660
Sep00 000628 29.07 29.49 28.99 29.10 -0.14 23,816 52,968 +1,893
Oct00 000628 28.40 28.64 28.27 28.32 -0.11 9,733 21,745 +3,095
Nov00 000628 27.90 28.10 27.80 27.85 -0.13 1,618 12,303 +40
Dec00 000628 27.48 27.69 27.30 27.40 -0.14 2,488 33,509 -13
Jan01 000628 27.00 27.00 26.87 26.87 -0.10 353 12,967 +195
Feb01 000628 26.49 26.57 26.38 26.38 -0.08 707 8,705 +475
Mar01 000628 25.97 25.97 25.91 25.91 -0.08 156 6,909 +146
Total Volume and Open Interest 75,842 263,843 +3,175
Gas Oil(IPE)
Jul00 000628 245.50 250.00 244.00 248.50 +5.25 8,982 30,961 -2,234
Aug00 000628 243.00 248.75 242.50 247.25 +6.00 7,984 26,544 +1,183
Sep00 000628 244.25 248.75 243.00 248.50 +6.50 1,788 12,251 +303
Oct00 000628 244.50 249.00 243.50 248.50 +5.75 2,618 13,599 +572
Nov00 000628 242.50 247.00 242.25 246.25 +5.00 996 3,241 +105
Dec00 000628 240.75 244.50 240.00 243.50 +4.25 2,604 23,342 +173
Jan01 000628 236.50 239.25 235.75 239.25 +3.75 218 4,347 +94
Feb01 000628 230.50 232.25 230.25 232.25 +2.75 110 2,166 +10
Total Volume and Open Interest 25,645 125,350 +411
US Dollar Index(NYBOT)
Sep00 000628 107.06 107.60 106.96 107.19 +0.21 669 3,436 +227
Dec00 000628 106.81 106.81 106.81 106.81 +0.21 3 2,017 +0
Mar01 000628 106.43 106.43 106.43 106.43 +0.21 672 5,453 +227
Total Volume and Open Interest 672 5,453 +227
Australian Dollar(IMM)
Sep00 000628 60.23 60.48 60.14 60.34 +0.05 1,419 15,063 +319
Dec00 000628 60.40 60.50 60.30 60.44 +0.05 0 184 +0
Mar01 000628 60.54 60.54 60.54 60.54 +0.05 0 378 +0
Total Volume and Open Interest 1,419 15,625 +319
British Pound(IMM)
Sep00 000628 150.76 151.60 150.54 151.36 +0.46 4,544 26,306 +584
Dec00 000628 151.80 151.90 150.80 151.64 +0.46 15 272 +1
Mar01 000628 151.86 152.00 151.20 151.86 +0.46 0 4 +0
Total Volume and Open Interest 4,559 26,582 +585
Canadian Dollar(IMM)
Sep00 000628 67.65 67.79 67.42 67.77 +0.15 4,078 53,217 +352
Dec00 000628 67.82 67.95 67.60 67.92 +0.15 28 4,966 +13
Mar01 000628 67.77 68.08 67.77 68.08 +0.15 0 598 +0
Jun01 000628 68.10 68.24 67.95 68.24 +0.15 0 165 +0
Total Volume and Open Interest 4,106 58,960 +365
Japanese Yen(IMM)
Sep00 000628 96.02 96.35 95.95 96.17 -0.28 5,642 43,732 -415
Dec00 000628 97.70 97.90 97.65 97.82 -0.28 9 3,008 +3
Mar01 000628 99.44 99.44 99.44 99.44 -0.28      
Total Volume and Open Interest 5,651 46,786 -412
Swiss Franc(IMM)
Sep00 000628 61.30 61.50 61.18 61.29 -0.42 9,638 32,589 +379
Dec00 000628 62.01 62.01 61.72 61.79 -0.42 1 73 +1
Mar01 000628 62.27 62.27 62.27 62.27 -0.42 0 1 +0
Total Volume and Open Interest 9,639 32,663 +380
EuroFX(IMM)
Sep00 000628 94.59 95.14 94.47 94.79 -0.35 10,707 51,408 -1,417
Dec00 000628 95.12 95.50 95.09 95.31 -0.35 6 629 +3
Mar01 000628 95.82 95.82 95.63 95.82 -0.35 0 35 +0
Total Volume and Open Interest 10,713 52,072 -1,414
Mexican Peso(IMM)
Jun00 000619 10150.0 10150.0 10120.0 10120.0 +12.0      
Sep00 000628 9715.0 9820.0 9700.0 9775.0 +117.0 4,303 11,054 +139
Total Volume and Open Interest 4,324 12,868 +139
30-Year T-Bonds(CBOT)
Sep00 000628 96~26 97~01 96~05 96~15 -0~10 129,769 363,491 -636
Dec00 000628 96~31 96~31 96~05 96~13 -0~11 32 4,072 -5
Mar01 000628 96~12 96~12 96~12 96~12 -0~11 0 565 -1
Total Volume and Open Interest 129,802 372,483 -591
Municipal Bonds(CBOT)
Sep00 000628 95~11 95~15 94~29 95~04 -0~07 1,594 19,091 +200
Dec00 000628 94~19 94~19 94~19 94~19 -0~07 0 400 +0
Total Volume and Open Interest 1,594 19,491 +200
10-Year T-Notes(CBOT)
Sep00 000628 97~310 98~030 97~210 97~280 -0~035 81,353 589,874 +3,641
Dec00 000628 97~230 97~280 97~195 97~255 -0~030 1,507 4,490 +1,257
Total Volume and Open Interest 82,860 603,302 +4,345
5-Year T-Notes(CBOT)
Sep00 000628 98~190 98~205 98~115 98~180 -0~005 38,849 365,113 +150
Dec00 000628 98~165 98~165 98~165 98~165 -0~005      
Total Volume and Open Interest 38,849 365,113 +150
2 Year T-Notes(CBOT)
Sep00 000628 98~125 99~002 98~115 99~001 +0~003 3,565 50,458 -196
Total Volume and Open Interest 3,765 51,940 -396
3-Mth T-Bills(IMM)
Sep00 000628 93.90 93.90 93.82 93.82 -0.08 36 539 +6
Total Volume and Open Interest 36 539 +6
Eurodollars(IMM)
Sep00 000628 93.025 93.050 93.020 93.045 +0.020 43,704 622,020 +1,236
Dec00 000628 92.835 92.845 92.790 92.835 +0.005 45,714 502,897 -1,504
Mar01 000628 92.835 92.845 92.780 92.840 +0.010 36,223 373,890 +343
Jun01 000628 92.815 92.840 92.760 92.810 unch 22,062 251,767 +24
Sep01 000628 92.820 92.830 92.760 92.810 unch 16,231 217,035 +2,246
Dec01 000628 92.780 92.780 92.720 92.770 unch 7,067 158,397 +840
Mar02 000628 92.835 92.835 92.770 92.820 -0.005 6,624 133,813 -1,242
Jun02 000628 92.835 92.840 92.770 92.820 -0.010 5,085 101,048 +515
Sep02 000628 92.845 92.850 92.775 92.820 -0.015 3,415 103,710 -214
Dec02 000628 92.805 92.810 92.735 92.775 -0.020 2,303 75,919 +77
Mar03 000628 92.850 92.855 92.795 92.835 -0.020 2,888 79,760 +552
Jun03 000628 92.850 92.850 92.785 92.820 -0.020 2,818 56,401 +99
Total Volume and Open Interest 216,839 3,074,907 +2,924
3-Mth Euro-Yen(IMM)
Jun00 000619 0.00 0.00 0.00 0.00 -99.88      
Sep00 000628 99.68 99.68 99.68 99.68 unch 1,505 13,774 -1,266
Dec00 000628 99.54 99.54 99.54 99.54 -0.01 311 12,234 -1,072
Mar01 000628 99.46 99.46 99.45 99.46 unch 516 13,081 -718
Jun01 000628 99.35 99.36 99.35 99.35 -0.01 547 5,563 -147
Sep01 000628 99.22 99.24 99.22 99.22 -0.01 65 20,534 -427
Dec01 000628 99.09 99.10 99.09 99.09 -0.01 68 2,025 +0
Mar02 000628 98.99 98.99 98.99 98.99 unch 25 1,727 -30
Jun02 000628 98.86 98.86 98.86 98.86 unch 0 89 -1
Sep02 000628 98.74 98.74 98.74 98.74 unch 0 30 +0
Total Volume and Open Interest 3,037 69,087 -3,661
3-Mth Euro-Yen(SIMEX)
Sep00 000628 99.68 99.68 99.68 99.68 unch 11,888 80,171 +2,450
Dec00 000628 99.54 99.56 99.54 99.54 unch 6,092 82,207 -1,522
Mar01 000628 99.45 99.46 99.45 99.46 unch 9,479 84,361 +518
Jun01 000628 99.36 99.36 99.35 99.36 unch 1,782 63,846 -511
Sep01 000628 99.24 99.24 99.23 99.24 +0.01 2,962 60,660 +595
Dec01 000628 99.10 99.10 99.10 99.10 +0.01 98 21,956 +328
Mar02 000628 98.99 98.99 98.97 98.98 +0.01 312 12,962 -119
Jun02 000628 98.86 98.86 98.86 98.86 unch 0 1,835 +26
Total Volume and Open Interest 32,613 410,268 +1,955
German Euro-Bund(EUREX)
Sep00 000628 105.19 105.29 104.91 104.94 -0.22 522,828 557,478 +14,764
Dec00 000628 104.75 104.80 104.59 104.59 -0.21 3,423 11,914 +1,032
Mar01 000628 104.54 104.54 104.54 104.54 -0.22 0 4,568 -300
Total Volume and Open Interest 526,251 573,960 +15,496
German Euro-Bobl(EUREX)
Sep00 000628 103.04 103.10 102.90 102.93 -0.11 169,789 279,684 +6,571
Dec00 000628 102.73 102.73 102.73 102.73 -0.16 0 871 +0
Mar01 000628 102.65 102.65 102.65 102.65 -0.11      
Total Volume and Open Interest 169,789 280,555 +6,571
Long Gilt(LIFFE)
Jun00 000628 113~20 113~20 113~13 113~13 -0~09 564 5,075 -310
Sep00 000628 113~11 113~15 112~31 113~06 -0~04 14,523 58,709 -1,988
Total Volume and Open Interest 15,087 63,784 -2,298
3-Mth Short Sterling(LIFFE)
Sep00 000628 93.68 93.68 93.66 93.67 -0.01 15,845 200,548 +331
Dec00 000628 93.57 93.57 93.53 93.54 -0.02 15,432 187,781 -379
Mar01 000628 93.48 93.49 93.47 93.48 -0.01 13,901 107,841 -708
Total Volume and Open Interest 77,613 766,320 +5,048
3-Mth Euribor(LIFFE)
Sep00 000628 95.210 95.210 95.170 95.175 -0.035 74,506 345,657 -1,557
Dec00 000628 94.870 94.875 94.820 94.825 -0.045 43,946 249,073 +735
Mar01 000628 94.790 94.800 94.735 94.740 -0.050 34,452 170,600 +4,374
Total Volume and Open Interest 203,385 1,521,286 +345,942
3-Mth Aus T-Bills(SFE)
Sep00 000628 93.77 93.78 93.75 93.76 -0.01 4,881 181,059 +3,691
Dec00 000628 93.59 93.61 93.58 93.59 -0.01 4,119 80,940 +1,084
Mar01 000628 93.52 93.54 93.50 93.52 unch 2,250 35,356 +1,439
Jun01 000628 93.45 93.46 93.44 93.46 +0.01 335 16,791 +114
Sep01 000628 93.39 93.42 93.38 93.39 unch 140 9,497 -51
Dec01 000628 93.36 93.37 93.35 93.35 -0.01 229 7,344 +82
Mar02 000628 93.33 93.34 93.32 93.32 -0.01 40 6,151 +25
Jun02 000628 93.32 93.33 93.30 93.30 -0.02 40 3,698 +40
Sep02 000628 93.31 93.31 93.26 93.27 -0.02 53 2,451 -2
Dec02 000628 93.30 93.30 93.26 93.26 -0.02 30 1,796 -25
Total Volume and Open Interest 12,117 349,107 +6,347
10-Year Aus T-Bonds(SFE)
Sep00 000628 93.75 93.76 93.69 93.74 0.00 8,135 129,153 +8,305
Dec00 000628 93.75 93.75 93.75 93.75 0.00      
Total Volume and Open Interest 8,135 129,153 +8,305
3-Year Aus T-Bonds(SFE)
Sep00 000628 93.91 93.93 93.89 93.90 -0.02 21,926 237,932 +9,160
Dec00 000628 93.91 93.91 93.91 93.91 -0.02      
Total Volume and Open Interest 21,926 237,932 +9,160
Gold(CMX)
Jun00 000628 292.5 292.5 292.5 292.5 +6.9 10 136 +0
Aug00 000628 288.3 294.8 287.8 294.3 +6.8 14,746 76,943 -76
Oct00 000628 291.7 297.7 291.0 297.3 +6.9 954 4,987 +433
Dec00 000628 294.5 300.7 294.1 300.3 +7.0 1,214 23,047 +185
Feb01 000628 297.8 302.8 297.8 302.8 +7.0 10 10,579 +10
Apr01 000628 305.0 305.5 305.0 305.5 +7.0 0 3,628 +0
Total Volume and Open Interest 17,000 143,702 +507
Silver(CMX)
Jul00 000628 496.0 499.0 496.0 498.9 +3.1 15,243 20,816 -7,800
Sep00 000628 501.0 504.0 501.0 503.8 +2.9 17,675 40,748 +9,037
Dec00 000628 507.0 512.0 507.0 510.2 +2.8 954 10,737 +292
Mar01 000628 515.0 517.0 515.0 515.1 +2.8 36 974 +25
May01 000628 517.6 517.6 517.6 517.6 +2.8 0 810 +0
Total Volume and Open Interest 34,037 78,777 +1,516
Platinum(NYM)
Jul00 000628 566.0 574.9 565.1 572.8 +16.3 3,812 3,483 -2,072
Oct00 000628 550.0 562.0 550.0 559.3 +16.8 3,147 6,620 +1,844
Jan01 000628 544.3 544.3 544.3 544.3 +16.8 2 274 +0
Total Volume and Open Interest 6,961 10,377 -228
Palladium(NYME)
Sep00 000628 654.15 665.00 650.00 660.25 +6.10 31 1,873 -12
Dec00 000628 658.25 658.25 658.25 658.25 +6.10 0 117 +0
Total Volume and Open Interest 31 1,992 -14
Copper(CMX)
Jul00 000628 82.30 82.50 81.60 81.85 +0.10 7,722 14,212 -4,113
Sep00 000628 83.10 83.50 82.55 82.85 +0.15 8,421 23,198 +4,227
Dec00 000628 83.30 83.50 82.70 82.95 +0.15 890 8,104 +178
Mar01 000628 82.80 82.80 82.65 82.65 -0.05 120 2,242 +62
May01 000628 82.40 82.40 82.40 82.40 -0.10 8 931 -2
Total Volume and Open Interest 18,199 62,156 +315
DJIA Index(CBOT)
Jun00 000615 10745 10770 10670 10703 -17 1,604 9,897 -946
Sep00 000628 10665 10750 10625 10640 -3 7,953 12,036 -407
Dec00 000628 10827 10885 10775 10788 -3 0 2,119 +0
Mar01 000628 10943 10943 10943 10943 -3      
Total Volume and Open Interest 7,978 14,186 -382
S & P 500(CME)
Sep00 000628 1473.90 1486.50 1470.50 1471.20 +0.20 44,869 367,779 +2,497
Dec00 000628 1505.00 1509.00 1493.50 1494.10 +0.30 637 6,631 -60
Mar01 000628 1517.60 1531.20 1516.70 1517.60 +0.40 528 1,065 +209
Jun01 000628 1541.60 1554.70 1540.20 1541.60 +0.90 0 625 +0
Total Volume and Open Interest 46,034 376,244 +2,646
S & P 500 E-Mini(Globex)
Sep00 000628 1471.00 1488.00 1470.00 1471.25 +0.25 62,665 0 -23,330
Dec00 000628 1494.00 1508.00 1494.00 1494.00 +0.25 2 0 -18
Total Volume and Open Interest 62,667    
NASDAQ 100(CME)
Sep00 000628 3775.00 3875.00 3763.00 3815.50 +48.00 10,800 27,966 -560
Dec00 000628 3876.50 3885.00 3876.50 3876.50 +48.00 0 13 +0
Mar01 000628 3937.50 3945.50 3937.50 3937.50 +48.00 2 1 +1
Total Volume and Open Interest 10,802 27,980 -559
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000628 3766.5 3876.0 3756.0 3815.5 +48.0 34,811 0 -17,022
Dec00 000628 3876.5 3910.0 3876.5 3876.5 +48.0      
Total Volume and Open Interest 34,811    
NYSE Composite(NYBOT)
Sep00 000628 652.00 655.00 650.25 651.40 +0.15 198 808 -17
Dec00 000628 660.65 660.65 660.65 660.65 +0.15 0 1,496 +0
Mar01 000628 669.90 669.90 669.90 669.90 +0.15 0 100 +0
Total Volume and Open Interest 503 1,746 +12
S & P Midcap 400(CME)
Sep00 000628 491.00 500.00 490.10 497.50 +6.75 1 13,560 +70
Dec00 000628 504.50 505.00 504.50 504.50 +6.75      
Mar01 000628 510.50 511.00 510.50 510.50 +6.75      
Total Volume and Open Interest 1 13,560 +70
Russell 2000(CME)
Sep00 000628 511.50 528.40 511.50 527.90 +17.15 2,268 11,352 +57
Dec00 000628 535.70 535.70 535.70 535.70 +17.15      
Mar01 000628 543.25 543.25 543.25 543.25 +17.15      
Total Volume and Open Interest 2,268 11,352 +57
Value Line(KCBT)
Sep00 000628 1073.00 1093.00 1073.00 1092.60 +15.60      
Total Volume and Open Interest      
Nikkei 225(CME)
Sep00 000628 17300 17545 17265 17535 +235 792 14,128 +280
Dec00 000628 17535 17535 17290 17535 +235 0 11 +0
Total Volume and Open Interest 792 14,139 +280
Nikkei 225(SIMEX)
Sep00 000628 17330 17440 17245 17330 unch 12,435 112,448 +186
Dec00 000628 17320 17320 17320 17320 unch 0 2,345 +0
Mar01 000628 17330 17330 17330 17330 unch 0 3,800 +0
Total Volume and Open Interest 24,010 107,685 +657
CAC 40(MATIF)
Jun00 000628 6567.5 6645.0 6506.5 6610.0 +56.0 132,019 366,547 +36,807
Jul00 000628 6577.5 6654.5 6527.5 6628.0 +55.5 69,276 98,899 +52,793
Aug00 000628 6581.5 6648.0 6565.5 6648.0 +38.0 343 2,525 +168
Total Volume and Open Interest 226,208 558,614 +98,788
DAX Index(EUREX)
Sep00 000628 7138.0 7141.5 7072.0 7130.0 +16.5 27,286 142,995 +2,946
Dec00 000628 7204.0 7215.5 7180.5 7215.5 +16.5 22 851 +76
Mar01 000628 7267.0 7307.5 7267.0 7307.5 +16.5 10 19 +11
Total Volume and Open Interest 27,318 143,865 +3,033
FT-SE 100(LIFFE)
Sep00 000628 6430.00 6450.00 6353.00 6380.00 -48.00 20,777 250,708 +583
Dec00 000628 6508.00 6508.00 6441.50 6462.00 -49.00 500 1,924 +500
Mar01 000628 6568.00 6568.00 6499.50 6514.50 -56.50 500 750 +500
Total Volume and Open Interest 21,777 253,382 +1,583
SPI 200(SFE)
Jun00 000628 3192.0 3203.0 3185.0 3195.0 -1.0 20,302 187,590 +4,818
Sep00 000628 3226.0 3243.0 3220.0 3230.0 +2.0 17,725 52,884 +22,255
Dec00 000628 3250.0 3250.0 3250.0 3250.0 +8.0 98 2,295 -124
Total Volume and Open Interest 38,125 243,909 +26,949
GSCI(CME)
Jul00 000628 235.55 236.80 233.35 233.90 -2.50 271 38,596 +51
Aug00 000628 229.60 231.60 229.60 229.60 -2.00 7 162 -1
Sep00 000628 227.50 227.50 227.50 227.50 -1.90 0 35 +0
Total Volume and Open Interest 278 38,793 +50
Bridge CRB Index(NYBOT)
Aug00 000628 225.10 225.50 223.60 223.60 -1.80 90 898 -3
Nov00 000628 225.10 225.10 223.60 223.60 -1.80 0 869 +0
Jan01 000628 224.30 224.30 223.35 223.35 -1.80 0 425 +0
Total Volume and Open Interest 3,937    
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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