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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 29, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000629 492.00 494.00 488.50 490.75 +2.25 23,826 17,768 -4,295
Aug00 000629 495.50 496.00 491.00 492.75 +3.25 10,695 23,464 +1,489
Sep00 000629 486.00 488.50 485.00 486.75 +7.50 2,969 18,012 +569
Nov00 000629 491.50 493.50 489.50 491.75 +8.00 31,356 72,222 +672
Jan01 000629 500.00 502.50 500.00 501.25 +7.50 1,026 7,104 +462
Mar01 000629 510.50 511.00 509.00 510.00 +7.75 564 5,923 +435
May01 000629 516.00 518.00 516.00 517.00 +7.00 128 5,480 +78
Total Volume and Open Interest 70,668 155,905 -550
Soybean Meal(CBOT)
Jul00 000629 170.00 170.30 167.50 169.90 +1.30 13,687 17,051 -1,943
Aug00 000629 164.30 165.40 163.80 165.20 +2.00 6,855 19,133 +279
Sep00 000629 160.00 160.80 159.00 160.50 +2.80 1,218 11,038 -138
Oct00 000629 157.00 158.00 157.00 157.60 +2.60 942 9,965 +275
Dec00 000629 157.20 158.80 157.20 158.40 +3.00 6,764 37,373 +369
Jan01 000629 159.00 159.60 159.00 159.10 +2.80 1,323 4,897 +804
Mar01 000629 162.00 162.00 161.20 161.80 +3.10 846 4,069 +179
May01 000629 162.50 163.00 162.10 162.40 +2.90 250 3,258 +23
Total Volume and Open Interest 32,337 107,715 +30
Soybean Oil(CBOT)
Jul00 000629 16.12 16.19 15.93 15.99 +0.03 12,269 13,448 -3,279
Aug00 000629 16.37 16.39 16.12 16.18 unch 6,855 27,590 -255
Sep00 000629 16.58 16.60 16.38 16.42 +0.02 1,489 15,769 +343
Oct00 000629 16.75 16.78 16.54 16.58 +0.07 518 10,800 +34
Dec00 000629 17.00 17.09 16.85 16.92 +0.08 6,680 40,611 +2,071
Jan01 000629 17.35 17.36 17.18 17.24 +0.05 1,124 13,175 +184
Mar01 000629 17.60 17.60 17.50 17.52 +0.10 615 5,743 +307
May01 000629 17.90 17.90 17.78 17.78 +0.08 109 5,050 -35
Total Volume and Open Interest 29,661 136,471 -628
Canola(WCE)
Aug00 000629 251.0 251.9 250.8 251.3 +1.4 885 8,286 -559
Sep00 000629 254.0 255.0 253.8 254.0 +2.0 259 1,783 -19
Nov00 000629 259.5 260.9 259.3 260.2 +2.1 3,921 34,179 -937
Jan01 000629 265.3 266.5 265.3 266.0 +2.4 7 4,892 +2
Mar01 000629 271.1 271.1 271.1 271.1 +1.3 3 795 +3
Total Volume and Open Interest 6,729 52,656 -3,934
Corn(CBOT)
Jul00 000629 195.00 196.00 194.50 194.75 +2.00 50,577 60,486 -20,589
Sep00 000629 204.00 204.75 203.25 203.75 +2.75 32,278 132,809 +10,540
Nov00 000629 212.50 213.00 211.75 212.00 +3.00 74 1,307 +12
Dec00 000629 216.25 217.00 215.00 216.00 +3.00 33,636 176,489 +1,071
Jan01 000629 220.25 220.25 219.00 219.00 +2.50 47 180 +33
Mar01 000629 227.50 227.75 226.50 227.25 +2.75 2,570 28,577 +511
Total Volume and Open Interest 121,196 423,752 -7,907
Wheat(CBOT)
Jul00 000629 273.00 274.00 270.75 271.75 +0.25 13,040 13,822 -7,118
Sep00 000629 287.00 287.50 283.50 284.75 +0.50 13,295 54,709 +3,163
Dec00 000629 303.50 304.50 300.50 301.75 +0.50 14,292 41,022 +1,076
Mar01 000629 316.00 316.50 314.00 315.50 +1.00 1,427 12,674 -51
May01 000629 320.00 320.00 320.00 320.00 +1.00 40 505 +23
Total Volume and Open Interest 43,069 129,363 -2,192
Wheat(KCBT)
Jul00 000629 311.50 312.50 308.50 310.75 +1.25 7,594 7,349 -4,321
Sep00 000629 322.00 323.50 319.00 321.00 +1.25 6,939 33,942 +1,826
Dec00 000629 338.00 338.50 333.50 335.25 +1.75 3,984 27,436 +1,794
Mar01 000629 348.00 348.00 343.50 345.75 +2.25 392 4,099 +261
May01 000629 347.00 347.00 347.00 347.00 unch 13 599 +11
Total Volume and Open Interest 18,957 73,981 -409
Wheat(MGE)
Jul00 000629 327.50 328.00 324.00 325.75 -0.25 1,679 3,068 -388
Sep00 000629 335.50 336.50 333.00 333.50 -0.50 2,793 9,306 +200
Dec00 000629 348.00 349.00 346.50 347.50 +1.50 677 5,495 +244
Mar01 000629 358.00 359.25 358.00 358.50 +1.50 43 382 +12
May01 000629 365.00 365.00 365.00 365.00 +1.00 2 126 +2
Total Volume and Open Interest 5,196 18,421 +71
Oats(CBOT)
Jul00 000629 102.75 103.25 101.00 101.25 -1.00 2,141 2,726 -1,084
Sep00 000629 109.75 109.75 108.00 108.25 -0.50 1,534 5,955 +54
Dec00 000629 117.50 117.50 116.00 116.25 -0.50 470 5,715 -17
Mar01 000629 125.50 125.50 124.00 124.00 -0.25 57 801 +51
Total Volume and Open Interest 4,202 15,200 -996
Rough Rice(CBOT)
Jul00 000629 4.95 5.03 4.68 4.71 -0.25 669 1,361 -218
Sep00 000629 6.40 6.40 6.25 6.27 -0.08 208 1,832 +42
Nov00 000629 6.63 6.63 6.46 6.48 -0.09 276 1,882 +122
Jan01 000629 6.83 6.83 6.71 6.71 -0.09 7 1,508 +2
Total Volume and Open Interest 1,160 6,844 -52
Live Cattle(CME)
Jun00 000629 68.100 68.175 68.025 68.075 -0.025 1,294 1,976 -950
Aug00 000629 66.275 66.650 66.275 66.475 +0.100 4,587 47,118 +290
Oct00 000629 68.550 68.800 68.450 68.725 +0.125 3,265 31,640 +368
Dec00 000629 70.850 71.100 70.700 70.950 +0.100 1,007 12,112 +297
Feb01 000629 72.425 72.425 72.225 72.375 -0.050 966 6,845 +568
Apr01 000629 74.650 74.700 74.475 74.675 +0.075 207 5,206 +86
Total Volume and Open Interest 11,409 107,537 +701
Feeder Cattle(CME)
Aug00 000629 85.800 85.850 85.475 85.575 -0.225 1,798 10,553 +27
Sep00 000629 85.500 85.600 85.200 85.325 -0.175 109 2,392 +8
Oct00 000629 86.400 86.400 86.075 86.300 -0.125 512 3,703 +259
Nov00 000629 87.100 87.200 86.950 87.100 unch 194 2,236 +36
Jan01 000629 87.825 88.000 87.700 87.975 +0.025 77 1,409 -6
Mar01 000629 87.650 87.900 87.650 87.900 unch 13 316 +3
Apr01 000629 87.750 87.800 87.750 87.800 unch 5 88 +2
Total Volume and Open Interest 2,721 20,787 +338
Lean Hogs(CME)
Jul00 000629 70.400 71.375 70.325 71.200 +0.875 2,464 9,449 -374
Aug00 000629 69.500 70.350 69.350 69.950 +0.500 3,582 20,158 +741
Oct00 000629 59.100 59.825 59.100 59.475 +0.175 1,134 11,117 +44
Dec00 000629 56.000 56.450 55.750 56.075 +0.025 452 7,341 -65
Feb01 000629 56.250 56.650 56.200 56.400 +0.050 132 2,005 +32
Apr01 000629 55.500 55.850 55.400 55.475 +0.025 62 822 +51
Jun01 000629 62.400 62.500 62.400 62.500 +0.200 10 147 +10
Jul01 000629 62.400 62.400 62.400 62.400 +0.200 0 42 +0
Total Volume and Open Interest 7,836 51,081 +439
Pork Bellies(CME)
Jul00 000629 87.000 87.350 84.975 85.925 -1.650 1,098 2,463 -152
Aug00 000629 84.800 85.250 83.050 83.850 -1.350 479 1,911 -48
Feb01 000629 73.250 73.250 72.600 72.600 -0.625 12 135 +2
Mar01 000629 74.000 74.000 74.000 74.000 -1.500 0 17 +0
May01 000629 75.500 75.500 75.500 75.500 -0.250      
Total Volume and Open Interest 1,589 4,527 -198
Cocoa(NYBOT)
Jul00 000629 815 815 809 813 +1 50 355 +19
Sep00 000629 837 843 824 838 +4 3,371 41,032 -976
Dec00 000629 873 875 862 873 +4 745 24,704 -147
Mar01 000629 909 909 899 908 +6 99 9,346 +69
May01 000629 934 934 921 932 +7 115 6,618 +60
Jul01 000629 952 956 946 956 +7 3 7,675 +1
Sep01 000629 971 982 971 982 +6 114 5,879 +0
Total Volume and Open Interest 4,497 110,873 -974
Coffee "C"(NYBOT)
Jul00 000629 87.25 87.65 86.30 86.40 -1.25 281 865 -70
Sep00 000629 90.00 90.60 88.75 88.95 -1.15 3,905 35,136 +371
Dec00 000629 94.30 94.70 93.00 93.00 -1.30 617 7,870 +101
Mar01 000629 98.75 98.75 97.30 97.30 -1.30 56 3,277 +22
May01 000629 100.00 100.00 99.60 99.60 -1.20 10 667 +4
Jul01 000629 102.50 102.50 101.90 101.90 -1.15 0 171 +0
Total Volume and Open Interest 4,879 48,169 +431
Orange Juice(NYBOT)
Jul00 000629 84.40 84.85 83.25 83.85 -0.70 1,270 2,020 -593
Sep00 000629 84.15 85.50 83.95 84.90 +0.95 6,639 18,120 -1,588
Nov00 000629 83.70 85.40 83.70 85.00 +1.50 560 4,470 +117
Jan01 000629 84.00 85.10 83.70 85.10 +1.60 217 1,925 +51
Mar01 000629 84.25 85.20 84.00 85.20 +1.45 258 1,833 +165
Total Volume and Open Interest 9,018 29,038 -1,794
Sugar #11(NYBOT)
Jul00 000629 8.70 9.25 8.69 9.20 +0.55 20,375 12,231 -11,967
Oct00 000629 8.68 8.95 8.66 8.94 +0.32 15,955 96,419 +1,026
Mar01 000629 8.50 8.70 8.48 8.69 +0.24 8,187 42,800 +424
May01 000629 8.38 8.54 8.37 8.54 +0.23 564 9,398 +168
Jul01 000629 8.31 8.35 8.30 8.35 +0.15 382 8,025 -216
Total Volume and Open Interest 45,974 181,507 -10,379
London Cocoa(LCE)
Jul00 000629 595 600 589 596 -3 573 13,930 -354
Sep00 000629 618 623 611 619 -3 1,355 34,197 -104
Dec00 000629 656 662 650 657 -3 1,050 41,666 +596
Mar01 000629 675 675 667 674 -5 450 30,760 +304
May01 000629 691 693 681 688 -6 170 19,287 +65
Jul01 000629 707 707 697 702 -7 0 5,919 +0
Sep01 000629 722 722 712 716 -8 98 4,113 +29
Total Volume and Open Interest 3,737 175,528 +565
London Coffee(LCE)
Jul00 000629 850.00 850.00 836.00 837.00 -13.00 4,323 8,374 -1,818
Sep00 000629 878.00 878.00 866.00 867.00 -11.00 2,799 36,477 +818
Nov00 000629 895.00 895.00 886.00 886.00 -12.00 635 12,103 +251
Jan01 000629 915.00 915.00 905.00 905.00 -13.00 75 3,683 +9
Mar01 000629 932.00 932.00 924.00 924.00 -13.00 64 1,122 +57
May01 000629 956.00 956.00 943.00 943.00 -13.00 0 855 +0
Total Volume and Open Interest 7,896 62,614 -683
London Sugar(LCE)
Aug00 000629 239.50 246.80 238.60 244.70 +6.10 1,321 15,872 -284
Oct00 000629 237.00 244.00 236.50 242.30 +5.70 1,149 15,377 +83
Dec00 000629 237.00 242.00 237.00 242.00 +5.90 35 4,998 -1
Mar01 000629 237.50 242.50 237.50 241.90 +6.10 330 5,082 -7
May01 000629 239.80 239.80 239.80 239.80 +6.00 178 746 -17
Total Volume and Open Interest 3,328 46,298 -138
Cotton(NYBOT)
Jul00 000629 52.40 52.55 51.80 52.30 unch 174 262 -89
Oct00 000629 56.26 56.50 56.05 56.10 -0.53 1,089 4,211 +215
Dec00 000629 58.22 58.55 58.02 58.17 -0.44 4,940 29,294 +203
Mar01 000629 60.25 60.40 60.05 60.05 -0.30 948 5,498 -77
May01 000629 60.90 61.00 60.85 60.90 -0.25 833 3,986 +380
Jul01 000629 61.75 61.80 61.65 61.80 -0.03 92 1,399 +86
Total Volume and Open Interest 8,487 46,521 +1,062
Lumber(CME)
Jul00 000629 288.4 288.4 279.9 279.9 +1.5 25 1,625 +4
Sep00 000629 293.0 293.0 285.1 285.2 -2.1 94 1,045 +3
Nov00 000629 293.5 293.5 288.1 288.1 -3.8 182 620 +8
Jan01 000629 296.7 296.7 293.7 293.7 -3.3 81 118 +36
Total Volume and Open Interest 422 3,437 +74
Crude Oil(NYM)
Aug00 000629 31.95 32.90 31.60 32.72 +0.82 51,322 133,191 -3,083
Sep00 000629 30.80 31.48 30.54 31.25 +0.60 27,614 53,861 +3,928
Oct00 000629 29.85 30.55 29.76 30.33 +0.55 6,215 31,192 +291
Nov00 000629 29.18 29.80 29.14 29.65 +0.51 3,626 19,309 +465
Dec00 000629 28.60 29.33 28.53 29.08 +0.49 8,637 37,141 -2,077
Jan01 000629 28.07 28.75 28.05 28.56 +0.48 1,894 18,876 +501
Feb01 000629 27.65 28.08 27.65 28.06 +0.46 1,407 9,706 +881
Mar01 000629 27.20 27.62 27.20 27.59 +0.44 1,431 10,473 +998
Apr01 000629 27.03 27.16 26.98 27.16 +0.43 119 5,139 +57
May01 000629 26.75 26.75 26.75 26.75 +0.42 96 4,399 +35
Total Volume and Open Interest 104,910 440,712 +1,761
Heating Oil(NYM)
Jul00 000629 81.80 84.80 81.50 84.47 +2.88 10,049 10,996 -3,038
Aug00 000629 81.90 85.00 81.70 84.60 +2.92 11,909 35,943 +2,036
Sep00 000629 82.10 84.70 81.70 84.65 +2.82 2,829 13,971 +218
Oct00 000629 82.25 85.00 81.80 84.65 +2.72 2,947 11,818 -173
Nov00 000629 81.90 84.70 81.70 84.35 +2.57 2,064 13,636 +433
Dec00 000629 81.60 84.20 81.30 83.85 +2.42 5,002 19,840 -1,195
Jan01 000629 80.75 83.50 80.40 82.75 +2.22 2,340 12,908 +726
Feb01 000629 78.75 81.20 78.60 80.60 +1.92 830 8,757 +229
Mar01 000629 75.25 77.00 75.20 76.65 +1.47 445 6,371 +39
Apr01 000629 71.50 73.25 71.50 72.90 +1.32 258 3,048 +145
Total Volume and Open Interest 38,834 143,094 -440
Unleaded Gas(NYM)
Jul00 000629 103.10 105.50 100.40 105.05 +1.61 25,254 12,119 -6,217
Aug00 000629 99.40 101.50 97.80 101.37 +1.46 15,641 34,873 -492
Sep00 000629 93.50 95.70 92.80 95.65 +1.64 4,442 21,995 +591
Oct00 000629 85.50 88.05 85.50 88.05 +1.54 1,009 10,692 +479
Nov00 000629 81.40 83.40 81.40 83.40 +1.49 535 5,438 +246
Dec00 000629 79.10 81.00 79.10 81.00 +1.49 99 2,884 +90
Jan01 000629 77.80 79.65 77.80 79.65 +1.49 70 1,529 -3
Feb01 000629 79.25 79.25 79.25 79.25 +1.54 1 1,326 +1
Total Volume and Open Interest 47,051 92,507 -5,305
Natural Gas(NYM)
Aug00 000629 4.340 4.470 4.220 4.423 +0.026 75 47,905 +796
Sep00 000629 4.290 4.420 4.210 4.390 +0.020 4,401 28,698 +459
Oct00 000629 4.270 4.410 4.220 4.368 +0.013 5,143 32,074 +59
Nov00 000629 4.345 4.445 4.280 4.423 +0.008 1,398 18,735 -217
Dec00 000629 4.420 4.510 4.340 4.493 +0.008 2,379 25,165 -420
Jan01 000629 4.380 4.490 4.310 4.471 +0.006 1,594 25,577 -464
Feb01 000629 4.120 4.220 4.080 4.200 +0.005 1,021 13,643 +153
Mar01 000629 3.850 3.950 3.840 3.930 +0.005 993 15,216 +170
Total Volume and Open Interest 90,603 332,199 -20,080
Brent Crude Oil(IPE)
Aug00 000629 30.01 30.95 29.96 30.80 +0.69 25,260 69,526 -2,032
Sep00 000629 28.95 29.80 28.95 29.70 +0.60 16,793 51,575 -1,393
Oct00 000629 28.29 28.86 28.18 28.80 +0.48 3,628 21,663 -82
Nov00 000629 27.83 28.29 27.73 28.25 +0.40 1,435 11,881 -422
Dec00 000629 27.34 27.80 27.20 27.77 +0.37 6,330 32,098 -1,411
Jan01 000629 26.83 27.20 26.75 27.20 +0.33 662 13,137 +170
Feb01 000629 26.34 26.70 26.34 26.70 +0.32 800 9,298 +593
Mar01 000629 25.87 26.22 25.87 26.22 +0.31 50 6,953 +44
Total Volume and Open Interest 57,058 258,956 -4,887
Gas Oil(IPE)
Jul00 000629 245.00 252.00 244.50 251.50 +3.00 6,937 29,919 -1,042
Aug00 000629 243.25 250.00 243.25 249.50 +2.25 7,914 26,786 +242
Sep00 000629 244.00 249.50 244.00 249.50 +1.00 1,621 12,720 +469
Oct00 000629 244.75 249.50 244.75 249.50 +1.00 2,464 13,100 -499
Nov00 000629 242.75 247.00 242.75 247.00 +0.75 610 3,356 +115
Dec00 000629 240.75 244.00 240.75 244.00 +0.50 2,749 23,457 +115
Jan01 000629 238.00 239.25 236.50 239.25 unch 1,071 4,580 +233
Feb01 000629 232.25 232.25 232.25 232.25 unch 700 2,666 +500
Total Volume and Open Interest 25,103 126,340 +990
US Dollar Index(NYBOT)
Sep00 000629 107.26 107.30 106.30 106.56 -0.63 258 3,479 +43
Dec00 000629 106.15 106.18 106.15 106.18 -0.63 3 2,016 -1
Mar01 000629 105.80 105.80 105.80 105.80 -0.63 261 5,495 +42
Total Volume and Open Interest 261 5,495 +42
Australian Dollar(IMM)
Sep00 000629 60.51 60.64 60.15 60.35 +0.01 1,527 15,339 +276
Dec00 000629 60.45 60.65 60.35 60.45 +0.01 2 183 -1
Mar01 000629 60.55 60.55 60.55 60.55 +0.01 0 378 +0
Total Volume and Open Interest 1,529 15,900 +275
British Pound(IMM)
Sep00 000629 152.12 152.34 151.84 152.14 +0.78 4,466 25,703 -603
Dec00 000629 152.20 152.60 152.20 152.42 +0.78 1 272 +0
Mar01 000629 152.64 152.64 152.64 152.64 +0.78 0 4 +0
Total Volume and Open Interest 4,467 25,979 -603
Canadian Dollar(IMM)
Sep00 000629 67.78 67.79 67.55 67.56 -0.21 8,428 53,343 +126
Dec00 000629 67.89 67.89 67.71 67.71 -0.21 153 5,023 +57
Mar01 000629 68.04 68.04 67.87 67.87 -0.21 8 603 +5
Jun01 000629 68.15 68.15 68.03 68.03 -0.21 5 168 +3
Total Volume and Open Interest 8,594 59,151 +191
Japanese Yen(IMM)
Sep00 000629 96.82 96.94 96.40 96.56 +0.39 4,673 42,862 -870
Dec00 000629 98.21 98.40 98.21 98.21 +0.39 1 3,008 +0
Mar01 000629 99.83 99.83 99.83 99.83 +0.39 0 46 +46
Total Volume and Open Interest 4,674 45,916 -870
Swiss Franc(IMM)
Sep00 000629 61.52 61.79 61.41 61.58 +0.29 7,922 32,115 -474
Dec00 000629 62.09 62.24 61.99 62.08 +0.29 9 74 +1
Mar01 000629 62.56 62.56 62.56 62.56 +0.29 0 1 +0
Total Volume and Open Interest 7,931 32,190 -473
EuroFX(IMM)
Sep00 000629 95.50 95.83 95.42 95.67 +0.88 8,615 51,700 +292
Dec00 000629 96.28 96.28 95.99 96.19 +0.88 3 628 -1
Mar01 000629 96.70 96.70 96.70 96.70 +0.88 0 35 +0
Total Volume and Open Interest 8,618 52,363 +291
Mexican Peso(IMM)
Jun00 000619 10150.0 10150.0 10120.0 10120.0 +12.0      
Sep00 000629 9780.0 9885.0 9770.0 9858.0 +83.0 5,373 10,191 -863
Total Volume and Open Interest 5,420 12,022 -846
30-Year T-Bonds(CBOT)
Sep00 000629 96~16 97~20 96~16 97~16 +1~01 184,532 360,592 -2,899
Dec00 000629 96~27 97~18 96~22 97~14 +1~01 114 4,119 +47
Mar01 000629 97~13 97~13 97~13 97~13 +1~01 30 590 +25
Total Volume and Open Interest 184,676 369,657 -2,826
Municipal Bonds(CBOT)
Sep00 000629 95~12 95~27 95~11 95~22 +0~18 3,007 20,192 +1,101
Dec00 000629 95~04 95~04 95~04 95~04 +0~17 0 400 +0
Total Volume and Open Interest 3,007 20,592 +1,101
10-Year T-Notes(CBOT)
Sep00 000629 97~290 98~185 97~270 98~120 +0~160 135,421 597,764 +7,890
Dec00 000629 98~125 98~150 98~095 98~095 +0~160 866 5,085 +595
Total Volume and Open Interest 136,287 611,480 +8,178
5-Year T-Notes(CBOT)
Sep00 000629 98~225 99~030 98~225 98~290 +0~110 48,464 370,600 +5,487
Dec00 000629 98~275 98~275 98~275 98~275 +0~110      
Total Volume and Open Interest 48,464 370,600 +5,487
2 Year T-Notes(CBOT)
Sep00 000629 99~004 99~026 99~004 99~018 +0~017 4,014 52,373 +1,915
Total Volume and Open Interest 4,014 53,855 +1,915
3-Mth T-Bills(IMM)
Sep00 000629 93.82 93.82 93.82 93.82 unch 23 537 -2
Total Volume and Open Interest 23 537 -2
Eurodollars(IMM)
Sep00 000629 93.055 93.080 93.050 93.065 +0.020 80,889 628,035 +6,015
Dec00 000629 92.840 92.890 92.835 92.875 +0.040 69,139 504,337 +1,440
Mar01 000629 92.850 92.910 92.840 92.895 +0.055 88,050 381,589 +7,699
Jun01 000629 92.825 92.900 92.820 92.880 +0.070 48,331 254,557 +2,790
Sep01 000629 92.825 92.895 92.820 92.880 +0.070 25,779 217,473 +438
Dec01 000629 92.780 92.850 92.780 92.840 +0.070 12,661 157,180 -1,217
Mar02 000629 92.835 92.895 92.835 92.890 +0.070 11,435 135,755 +1,942
Jun02 000629 92.825 92.895 92.825 92.890 +0.070 15,442 96,594 -4,454
Sep02 000629 92.830 92.895 92.830 92.890 +0.070 6,353 104,866 +1,156
Dec02 000629 92.785 92.850 92.785 92.845 +0.070 4,608 76,205 +286
Mar03 000629 92.845 92.910 92.845 92.905 +0.070 5,829 79,136 -624
Jun03 000629 92.830 92.895 92.830 92.890 +0.070 7,349 55,184 -1,217
Total Volume and Open Interest 413,809 3,093,708 +18,801
3-Mth Euro-Yen(IMM)
Jun00 000619 0.00 0.00 0.00 0.00 -99.88      
Sep00 000629 99.66 99.67 99.66 99.67 -0.01 1,443 13,820 +46
Dec00 000629 99.53 99.53 99.52 99.53 -0.01 2,287 11,552 -682
Mar01 000629 99.43 99.44 99.43 99.44 -0.02 1,792 13,138 +57
Jun01 000629 99.33 99.33 99.33 99.33 -0.02 5 5,394 -169
Sep01 000629 99.21 99.21 99.21 99.21 -0.01 1 20,509 -25
Dec01 000629 99.07 99.07 99.07 99.07 -0.02 0 1,925 -100
Mar02 000629 98.96 98.97 98.96 98.97 -0.02 0 1,727 +0
Jun02 000629 98.86 98.86 98.86 98.86 unch 0 89 +0
Sep02 000629 98.74 98.74 98.74 98.74 unch 0 30 +0
Total Volume and Open Interest 5,528 68,214 -873
3-Mth Euro-Yen(SIMEX)
Sep00 000629 99.68 99.68 99.65 99.66 -0.02 4,793 80,159 -12
Dec00 000629 99.54 99.54 99.51 99.53 -0.01 6,864 81,692 -515
Mar01 000629 99.45 99.45 99.43 99.43 -0.03 3,874 85,343 +982
Jun01 000629 99.34 99.35 99.33 99.33 -0.03 1,814 63,195 -651
Sep01 000629 99.22 99.22 99.21 99.21 -0.03 641 60,887 +227
Dec01 000629 99.07 99.07 99.07 99.07 -0.03 670 22,036 +80
Mar02 000629 98.96 98.96 98.96 98.96 -0.02 422 12,105 -857
Jun02 000629 98.85 98.85 98.85 98.85 -0.01 0 1,831 -4
Total Volume and Open Interest 19,078 409,515 -753
German Euro-Bund(EUREX)
Sep00 000629 105.05 105.57 104.95 105.43 +0.49 565,590 526,402 -31,076
Dec00 000629 104.80 105.20 104.80 105.09 +0.50 4,034 13,752 +1,838
Mar01 000629 104.93 104.93 104.93 104.93 +0.39 0 4,646 +78
Total Volume and Open Interest 569,624 544,800 -29,160
German Euro-Bobl(EUREX)
Sep00 000629 102.98 103.37 102.89 103.31 +0.38 188,956 278,608 -1,076
Dec00 000629 103.16 103.16 103.16 103.16 +0.43 0 656 -215
Mar01 000629 103.00 103.00 103.00 103.00 +0.35      
Total Volume and Open Interest 188,956 279,264 -1,291
Long Gilt(LIFFE)
Sep00 000629 113~10 113~30 113~01 113~27 +0~20 16,275 57,697 -1,012
Dec00 000629 113~27 113~27 113~27 113~27 +0~20      
Total Volume and Open Interest 16,727 57,697 -6,087
3-Mth Short Sterling(LIFFE)
Sep00 000629 93.66 93.71 93.66 93.69 +0.02 22,667 201,795 +1,247
Dec00 000629 93.54 93.60 93.53 93.59 +0.05 10,056 187,883 +102
Mar01 000629 93.47 93.56 93.47 93.55 +0.07 13,621 104,972 -2,869
Total Volume and Open Interest 67,225 767,856 +1,536
3-Mth Euribor(LIFFE)
Sep00 000629 95.180 95.210 95.165 95.205 +0.030 69,088 342,031 -3,626
Dec00 000629 94.845 94.865 94.800 94.860 +0.035 42,990 252,828 +3,755
Mar01 000629 94.755 94.795 94.715 94.790 +0.050 45,366 175,505 +4,905
Total Volume and Open Interest 198,674 1,184,356 -336,930
3-Mth Aus T-Bills(SFE)
Sep00 000629 93.78 93.82 93.78 93.81 +0.05 1,534 184,818 +3,759
Dec00 000629 93.60 93.66 93.60 93.65 +0.06 1,269 81,667 +727
Mar01 000629 93.53 93.61 93.53 93.60 +0.08 267 35,883 +527
Jun01 000629 93.47 93.54 93.47 93.54 +0.08 399 16,839 +48
Sep01 000629 93.41 93.48 93.41 93.48 +0.09 207 9,564 +67
Dec01 000629 93.37 93.43 93.37 93.43 +0.08 134 7,427 +83
Mar02 000629 93.34 93.40 93.34 93.40 +0.08 65 6,201 +50
Jun02 000629 93.35 93.37 93.35 93.37 +0.07 72 3,675 -23
Sep02 000629 93.30 93.34 93.30 93.34 +0.07 55 2,461 +10
Dec02 000629 93.29 93.32 93.29 93.32 +0.06 10 1,791 -5
Total Volume and Open Interest 4,022 354,360 +5,253
10-Year Aus T-Bonds(SFE)
Sep00 000629 93.72 93.81 93.71 93.79 +0.06 877 131,543 +2,390
Dec00 000629 93.76 93.76 93.76 93.76 +0.02      
Total Volume and Open Interest 877 131,543 +2,390
3-Year Aus T-Bonds(SFE)
Sep00 000629 93.90 93.97 93.90 93.95 +0.05 3,926 236,749 -1,183
Dec00 000629 93.96 93.96 93.96 93.96 +0.05      
Total Volume and Open Interest 3,926 236,749 -1,183
Gold(CMX)
Aug00 000629 293.0 294.0 289.4 290.7 -3.6 39,725 82,996 +6,053
Oct00 000629 296.2 296.5 293.0 293.7 -3.6 1,176 5,085 +98
Dec00 000629 298.8 300.0 295.8 296.7 -3.6 844 23,296 +249
Feb01 000629 301.0 301.1 299.2 299.2 -3.6 11 10,588 +9
Apr01 000629 301.9 301.9 301.9 301.9 -3.6 1 3,628 +0
Jun01 000629 304.5 304.5 304.5 304.5 -3.6 40 8,665 +0
Total Volume and Open Interest 41,936 149,991 +6,289
Silver(CMX)
Jul00 000629 498.0 506.0 497.0 499.7 +0.8 13,248 12,408 -8,408
Sep00 000629 503.0 512.0 503.0 505.8 +2.0 13,839 48,021 +7,273
Dec00 000629 510.0 518.0 510.0 512.0 +1.8 1,775 12,047 +1,310
Mar01 000629 518.0 521.0 517.1 517.1 +2.0 13 979 +5
May01 000629 519.8 519.8 519.8 519.8 +2.2 1 810 +0
Total Volume and Open Interest 28,942 79,137 +360
Platinum(NYM)
Jul00 000629 567.1 571.0 562.1 567.7 -5.1 3,022 3,029 -454
Oct00 000629 554.0 556.0 549.0 554.2 -5.1 2,909 8,003 +1,383
Jan01 000629 540.2 540.2 540.2 540.2 -4.1 30 274 +0
Total Volume and Open Interest 5,961 11,306 +929
Palladium(NYME)
Sep00 000629 659.60 659.60 652.00 654.30 -5.95 128 1,835 -38
Dec00 000629 652.30 652.30 652.30 652.30 -5.95 0 117 +0
Total Volume and Open Interest 128 1,952 -40
Copper(CMX)
Jul00 000629 80.90 81.45 80.40 80.80 -1.05 7,153 12,170 -2,042
Sep00 000629 82.10 82.40 81.45 81.85 -1.00 8,605 26,734 +3,536
Dec00 000629 82.10 82.55 81.55 82.00 -0.95 1,215 8,891 +787
Mar01 000629 81.70 82.00 81.70 81.70 -0.95 42 2,240 -2
May01 000629 81.45 81.45 81.45 81.45 -0.95 0 931 +0
Total Volume and Open Interest 17,236 64,127 +1,971
DJIA Index(CBOT)
Jun00 000615 10745 10770 10670 10703 -17 1,604 9,897 -946
Sep00 000629 10590 10640 10460 10520 -120 8,739 12,193 +157
Dec00 000629 10655 10770 10615 10668 -120 34 2,113 -6
Mar01 000629 10823 10823 10823 10823 -120      
Total Volume and Open Interest 8,773 14,312 +126
S & P 500(CME)
Sep00 000629 1463.00 1473.90 1452.00 1458.00 -13.20 49,744 367,737 -42
Dec00 000629 1485.80 1495.50 1473.00 1480.60 -13.50 226 6,571 -60
Mar01 000629 1501.10 1518.60 1500.00 1503.60 -14.00 70 1,033 -32
Jun01 000629 1527.80 1542.60 1525.50 1527.10 -14.50 50 625 +0
Total Volume and Open Interest 50,090 376,110 -134
S & P 500 E-Mini(Globex)
Sep00 000629 1471.75 1473.75 1451.00 1458.00 -13.25 63,069 27,108 +27,108
Dec00 000629 1482.00 1495.00 1479.25 1480.50 -13.50 1 18 +18
Total Volume and Open Interest 63,070 27,126 +27,126
NASDAQ 100(CME)
Sep00 000629 3767.00 3794.00 3675.00 3731.00 -84.50 12,924 28,118 +152
Dec00 000629 3792.00 3792.00 3781.50 3792.00 -84.50 0 13 +0
Mar01 000629 3853.00 3853.00 3842.50 3853.00 -84.50 0 1 +0
Total Volume and Open Interest 12,924 28,132 +152
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000629 3816.5 3831.0 3620.0 3731.0 -84.5 34,812 18,966 +18,966
Dec00 000629 3792.0 3792.0 3769.0 3792.0 -84.5      
Total Volume and Open Interest 34,812 18,966 +18,966
NYSE Composite(NYBOT)
Sep00 000629 648.75 653.00 645.50 649.70 -1.70 100 647 -161
Dec00 000629 658.95 658.95 658.95 658.95 -1.70 0 1,496 +0
Mar01 000629 668.20 668.20 668.20 668.20 -1.70 0 100 +0
Total Volume and Open Interest 540 1,815 +69
S & P Midcap 400(CME)
Sep00 000629 495.00 501.50 494.50 495.60 -1.90 2,117 13,254 -306
Dec00 000629 502.60 502.60 502.60 502.60 -1.90      
Mar01 000629 508.60 508.60 508.60 508.60 -1.90      
Total Volume and Open Interest 2,117 13,254 -306
Russell 2000(CME)
Sep00 000629 523.00 524.40 515.50 515.75 -12.15 1,544 11,428 +76
Dec00 000629 523.55 523.55 523.55 523.55 -12.15      
Mar01 000629 531.10 531.10 531.10 531.10 -12.15      
Total Volume and Open Interest 1,544 11,428 +76
Value Line(KCBT)
Sep00 000629 1090.00 1091.00 1078.00 1088.00 -4.60 81 159 +159
Total Volume and Open Interest 81 159 +159
Nikkei 225(CME)
Sep00 000629 17330 17450 17280 17315 -220 834 14,099 -29
Dec00 000629 17315 17315 17315 17315 -220 0 11 +0
Total Volume and Open Interest 834 14,110 -29
Nikkei 225(SIMEX)
Sep00 000629 17435 17530 17375 17465 +135 9,856 111,424 -1,024
Dec00 000629 17455 17455 17455 17455 +135 0 2,345 +0
Mar01 000629 17465 17465 17465 17465 +135 0 3,800 +0
Total Volume and Open Interest 32,309 107,715 +30
CAC 40(MATIF)
Jun00 000629 6624.0 6630.0 6395.0 6420.0 -190.0 115,674 362,030 -4,517
Jul00 000629 6639.5 6643.0 6413.0 6431.5 -196.5 60,123 143,476 +44,577
Aug00 000629 6515.0 6540.5 6447.5 6447.5 -200.5 137 2,591 +66
Total Volume and Open Interest 196,128 606,726 +48,112
DAX Index(EUREX)
Sep00 000629 7120.0 7120.0 6908.0 6942.0 -188.0 20,727 142,817 -178
Dec00 000629 7152.0 7152.0 6998.0 7025.0 -190.5 42 866 +15
Mar01 000629 7117.0 7117.0 7117.0 7117.0 -190.5 4 27 +8
Total Volume and Open Interest 20,773 143,710 -155
FT-SE 100(LIFFE)
Sep00 000629 6380.00 6380.00 6269.00 6310.00 -70.00 18,453 251,270 +562
Dec00 000629 6391.00 6391.00 6391.00 6391.00 -71.00 366 2,262 +338
Mar01 000629 6448.00 6448.00 6448.00 6448.00 -66.50 480 1,215 +465
Total Volume and Open Interest 24,286 254,747 +1,365
SPI 200(SFE)
Jun00 000629 3216.0 3249.0 3216.0 3249.0 +54.0 1,675 175,246 -12,344
Sep00 000629 3255.0 3294.0 3255.0 3293.0 +63.0 1,661 65,558 +12,674
Dec00 000629 3313.0 3313.0 3313.0 3313.0 +63.0 98 2,261 -34
Total Volume and Open Interest 3,434 244,205 +296
GSCI(CME)
Jul00 000629 233.90 238.40 233.10 237.70 +3.80 127 38,512 -84
Aug00 000629 230.60 233.00 229.00 232.80 +3.20 0 162 +0
Sep00 000629 230.30 230.30 230.30 230.30 +2.80 0 35 +0
Total Volume and Open Interest 127 38,709 -84
Bridge CRB Index(NYBOT)
Aug00 000629 223.90 225.00 223.60 224.80 +1.20 117 887 -11
Nov00 000629 224.60 224.60 224.60 224.60 +1.00 1 868 -1
Jan01 000629 224.15 224.15 224.15 224.15 +0.80 1 424 -1
Total Volume and Open Interest 2,309    
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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