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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 Fri June 30, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000630 484.00 485.00 477.00 477.50 -13.25 23,224 10,907 -6,861
Aug00 000630 486.00 488.00 480.50 482.75 -10.00 14,951 27,136 +3,672
Sep00 000630 484.00 486.00 472.00 473.25 -13.50 3,301 17,492 -520
Nov00 000630 487.00 491.00 474.00 476.50 -15.25 25,549 71,282 -940
Jan01 000630 497.50 500.00 484.00 486.50 -14.75 715 7,321 +217
Mar01 000630 508.00 509.50 494.00 495.50 -14.50 359 6,121 +198
May01 000630 515.50 515.50 503.00 503.50 -13.50 249 5,405 -75
Total Volume and Open Interest 68,459 151,569 -4,336
Soybean Meal(CBOT)
Jul00 000630 169.30 169.70 165.50 166.90 -3.00 13,703 14,313 -2,738
Aug00 000630 163.70 164.00 161.20 161.90 -3.30 7,359 19,266 +133
Sep00 000630 159.00 159.50 156.60 157.00 -3.50 1,908 11,507 +469
Oct00 000630 157.00 157.00 153.00 153.40 -4.20 989 10,049 +84
Dec00 000630 157.50 158.00 153.20 153.80 -4.60 5,220 37,377 +4
Jan01 000630 158.00 158.50 153.80 154.20 -4.90 249 5,042 +145
Mar01 000630 160.00 160.30 156.50 157.40 -4.40 167 4,099 +30
May01 000630 161.80 161.80 158.00 158.10 -4.30 69 3,310 +52
Total Volume and Open Interest 29,685 105,870 -1,845
Soybean Oil(CBOT)
Jul00 000630 15.87 16.00 15.81 15.86 -0.13 16,423 9,264 -4,184
Aug00 000630 16.08 16.19 15.98 15.99 -0.19 12,558 28,620 +1,030
Sep00 000630 16.32 16.39 16.22 16.24 -0.18 3,774 15,877 +108
Oct00 000630 16.52 16.56 16.40 16.40 -0.18 302 10,912 +112
Dec00 000630 16.83 16.92 16.70 16.72 -0.20 4,186 41,331 +720
Jan01 000630 17.12 17.20 17.02 17.05 -0.19 597 13,414 +239
Mar01 000630 17.45 17.50 17.33 17.33 -0.19 5 5,745 +2
May01 000630 17.64 17.64 17.64 17.64 -0.14 119 5,141 +91
Total Volume and Open Interest 37,994 134,596 -1,875
Canola(WCE)
Aug00 000630 250.0 251.3 249.5 249.5 -1.8 261 8,176 -110
Sep00 000630 253.0 254.2 252.3 253.3 -0.7 185 1,711 -72
Nov00 000630 259.5 260.1 258.2 259.1 -1.1 4,872 34,228 +49
Jan01 000630 264.2 265.5 264.2 264.2 -1.8 56 4,936 +44
Mar01 000630 270.2 270.2 267.5 267.8 -3.3 0 795 +0
Total Volume and Open Interest 6,705 52,122 -534
Corn(CBOT)
Jul00 000630 187.00 190.00 186.50 187.38 -7.38 64,711 31,682 -28,804
Sep00 000630 197.00 198.50 195.00 195.75 -8.00 45,808 148,227 +15,418
Nov00 000630 205.00 206.50 204.00 204.00 -8.00 51 1,391 +84
Dec00 000630 206.00 210.50 205.00 207.50 -8.50 36,707 174,031 -2,458
Jan01 000630 210.00 210.00 210.00 210.00 -9.00 22 202 +22
Mar01 000630 219.00 222.00 218.50 219.00 -8.25 3,479 28,052 -525
Total Volume and Open Interest 151,352 407,585 -16,167
Wheat(CBOT)
Jul00 000630 265.00 266.50 258.50 259.50 -12.25 19,153 7,776 -6,046
Sep00 000630 279.00 279.00 270.50 271.25 -13.50 18,330 58,636 +3,927
Dec00 000630 295.50 296.00 287.50 288.50 -13.25 11,506 43,410 +2,388
Mar01 000630 309.00 309.00 301.50 303.00 -12.50 1,068 12,698 +24
May01 000630 314.00 314.50 309.00 309.50 -10.50 23 528 +23
Total Volume and Open Interest 50,144 129,672 +309
Wheat(KCBT)
Jul00 000630 306.00 306.00 300.50 302.00 -8.75 5,926 4,015 -3,334
Sep00 000630 316.00 316.00 310.00 310.00 -11.00 7,344 34,570 +628
Dec00 000630 330.00 331.00 323.50 324.25 -11.00 3,448 28,608 +1,172
Mar01 000630 340.00 340.50 333.50 334.75 -11.00 184 4,220 +121
May01 000630 342.00 342.00 340.00 340.00 -7.00 0 599 +0
Total Volume and Open Interest 16,904 72,568 -1,413
Wheat(MGE)
Jul00 000630 321.00 323.25 319.00 322.75 -3.00 2,356 1,875 -1,193
Sep00 000630 328.00 330.00 325.50 329.00 -4.50 3,018 9,571 +265
Dec00 000630 344.00 344.25 339.00 339.50 -8.00 586 5,535 +40
Mar01 000630 355.00 356.00 351.00 352.00 -6.50 50 416 +34
May01 000630 362.50 363.00 358.00 359.00 -6.00 0 126 +0
Total Volume and Open Interest 6,012 17,566 -855
Oats(CBOT)
Jul00 000630 97.75 98.75 96.75 96.75 -4.50 2,714 1,349 -1,377
Sep00 000630 104.50 106.00 103.75 103.75 -4.50 1,952 6,778 +823
Dec00 000630 113.50 114.50 112.00 112.00 -4.25 479 5,864 +149
Mar01 000630 123.00 123.00 120.00 120.00 -4.00 2 801 +0
Total Volume and Open Interest 5,147 14,795 -405
Rough Rice(CBOT)
Jul00 000630 4.71 4.71 4.60 4.67 -0.04 1,036 866 -495
Sep00 000630 6.27 6.27 6.06 6.08 -0.19 372 1,865 +33
Nov00 000630 6.45 6.45 6.28 6.28 -0.20 428 2,063 +181
Jan01 000630 6.67 6.67 6.52 6.52 -0.19 14 1,521 +13
Total Volume and Open Interest 1,876 6,591 -253
Live Cattle(CME)
Jun00 000630 68.150 68.500 66.575 67.475 -0.600 876 1,305 -671
Aug00 000630 66.575 67.100 66.575 66.725 +0.250 3,424 47,910 +792
Oct00 000630 68.750 69.300 68.750 69.175 +0.450 1,796 31,883 +243
Dec00 000630 71.000 71.500 71.000 71.050 +0.100 993 12,207 +95
Feb01 000630 72.350 72.700 72.350 72.550 +0.175 522 7,066 +221
Apr01 000630 74.675 75.050 74.675 74.850 +0.175 198 5,295 +89
Total Volume and Open Interest 7,859 108,321 +784
Feeder Cattle(CME)
Aug00 000630 85.900 86.950 85.900 86.450 +0.875 1,592 10,564 +11
Sep00 000630 85.600 86.700 85.600 86.300 +0.975 180 2,394 +2
Oct00 000630 86.500 87.400 86.450 87.150 +0.850 267 3,715 +12
Nov00 000630 87.400 88.300 87.400 88.100 +1.000 234 2,233 -3
Jan01 000630 88.050 88.750 88.050 88.650 +0.675 68 1,401 -8
Mar01 000630 87.950 88.750 87.950 88.750 +0.850 11 319 +3
Apr01 000630 88.500 88.675 88.500 88.675 +0.875 5 93 +5
Total Volume and Open Interest 2,358 20,810 +23
Lean Hogs(CME)
Jul00 000630 71.150 71.300 70.525 70.600 -0.600 1,973 8,986 -463
Aug00 000630 69.950 70.100 68.900 69.025 -0.925 4,107 20,089 -69
Oct00 000630 59.300 59.400 58.750 58.875 -0.600 904 11,122 +5
Dec00 000630 55.900 56.050 54.700 54.950 -1.125 682 7,413 +72
Feb01 000630 56.450 56.500 55.900 55.900 -0.500 47 1,982 -23
Apr01 000630 55.450 55.500 55.050 55.050 -0.425 67 835 +13
Jun01 000630 62.400 62.400 62.400 62.400 -0.100 1 147 +0
Jul01 000630 62.350 62.350 62.350 62.350 -0.050 0 42 +0
Total Volume and Open Interest 7,781 50,616 -465
Pork Bellies(CME)
Jul00 000630 86.100 87.100 86.000 87.075 +1.150 852 2,390 -73
Aug00 000630 84.100 85.200 84.000 85.150 +1.300 654 2,056 +145
Feb01 000630 73.600 73.800 72.600 72.600 unch 4 134 -1
Mar01 000630 73.500 74.000 73.500 74.000 unch 1 16 -1
May01 000630 75.500 75.500 75.000 75.500 unch      
Total Volume and Open Interest 1,511 4,597 +70
Cocoa(NYBOT)
Jul00 000630 805 826 805 820 +7 48 361 +6
Sep00 000630 838 847 821 835 -3 4,529 40,417 -615
Dec00 000630 872 883 860 871 -2 853 24,984 +280
Mar01 000630 907 915 896 905 -3 600 9,726 +380
May01 000630 936 940 920 929 -3 715 7,099 +481
Jul01 000630 952 952 952 952 -4 122 7,650 -25
Sep01 000630 967 978 967 978 -4 45 5,907 +28
Total Volume and Open Interest 6,912 111,408 +535
Coffee "C"(NYBOT)
Jul00 000630 86.90 87.00 84.60 84.85 -1.55 150 647 -218
Sep00 000630 89.50 90.00 86.50 87.45 -1.50 3,237 35,105 -31
Dec00 000630 93.75 93.80 90.80 91.65 -1.35 600 7,862 -8
Mar01 000630 97.90 97.90 95.50 95.90 -1.40 188 3,212 -65
May01 000630 99.75 99.75 98.25 98.40 -1.20 57 679 +12
Jul01 000630 101.50 102.00 100.90 100.90 -1.00 6 171 +0
Total Volume and Open Interest 4,239 47,860 -309
Orange Juice(NYBOT)
Jul00 000630 83.75 84.30 83.50 83.75 -0.10 1,660 1,025 -995
Sep00 000630 84.30 85.35 84.20 84.30 -0.60 2,467 18,299 +179
Nov00 000630 84.40 85.00 84.10 84.10 -0.90 777 4,653 +183
Jan01 000630 84.60 85.10 84.25 84.25 -0.85 28 1,909 -16
Mar01 000630 84.60 84.60 84.35 84.35 -0.85 5 1,838 +5
Total Volume and Open Interest 4,937 28,394 -644
Sugar #11(NYBOT)
Jul00 000630 9.25 9.50 8.30 8.50 -0.70 6,596 8,969 -3,262
Oct00 000630 8.98 9.18 8.15 8.48 -0.46 19,343 99,929 +3,510
Mar01 000630 8.78 8.95 8.10 8.32 -0.37 6,933 43,537 +737
May01 000630 8.74 8.75 8.18 8.19 -0.35 598 9,632 +234
Jul01 000630 8.55 8.57 8.00 8.00 -0.35 135 8,036 +11
Total Volume and Open Interest 33,850 182,831 +1,324
London Cocoa(LCE)
Jul00 000630 602 602 582 585 -11 343 13,784 -146
Sep00 000630 622 626 601 607 -12 2,006 33,880 -317
Dec00 000630 663 663 643 646 -11 1,280 42,240 +574
Mar01 000630 678 678 663 664 -10 647 30,860 +100
May01 000630 692 692 679 679 -9 989 19,238 -49
Jul01 000630 702 702 694 694 -8 113 6,015 +96
Sep01 000630 712 712 709 709 -7 78 4,167 +54
Total Volume and Open Interest 5,529 175,825 +297
London Coffee(LCE)
Jul00 000630 836.00 842.00 830.00 833.00 -4.00 4,057 5,209 -3,165
Sep00 000630 867.00 871.00 860.00 863.00 -4.00 3,671 37,550 +1,073
Nov00 000630 887.00 891.00 880.00 883.00 -3.00 714 12,450 +347
Jan01 000630 906.00 911.00 902.00 903.00 -2.00 158 3,774 +91
Mar01 000630 924.00 932.00 923.00 923.00 -1.00 63 1,149 +27
May01 000630 947.00 955.00 943.00 943.00 unch 30 885 +30
Total Volume and Open Interest 8,693 61,017 -1,597
London Sugar(LCE)
Aug00 000630 246.50 249.70 234.10 240.00 -4.70 1,645 15,518 -354
Oct00 000630 242.50 246.30 231.10 237.50 -4.80 1,767 15,382 +5
Dec00 000630 244.50 245.00 232.50 237.10 -4.90 241 4,969 -29
Mar01 000630 243.20 244.90 236.80 236.80 -5.10 217 5,085 +3
May01 000630 234.80 234.80 234.80 234.80 -5.00 0 746 +0
Total Volume and Open Interest 3,870 45,923 -375
Cotton(NYBOT)
Jul00 000630 52.00 53.00 50.50 50.88 -1.42 192 141 -121
Oct00 000630 56.30 56.50 54.60 54.80 -1.30 576 4,277 +66
Dec00 000630 58.30 58.50 56.60 56.76 -1.41 4,519 30,254 +960
Mar01 000630 60.40 60.40 58.65 58.71 -1.34 932 5,570 +72
May01 000630 61.05 61.15 59.75 59.85 -1.05 180 3,988 +2
Jul01 000630 62.00 62.00 60.90 60.92 -0.88 98 1,429 +30
Total Volume and Open Interest 6,686 47,638 +1,117
Lumber(CME)
Jul00 000630 282.7 283.0 274.6 275.5 -4.4 570 1,552 -73
Sep00 000630 286.7 288.5 279.0 280.3 -4.9 394 1,043 -2
Nov00 000630 286.5 288.6 282.7 283.6 -4.5 188 630 +10
Jan01 000630 292.1 293.8 290.5 291.3 -2.4 8 117 -1
Total Volume and Open Interest 1,161 3,372 -65
Crude Oil(NYM)
Aug00 000630 32.55 32.95 32.40 32.50 -0.22 60,457 131,978 -1,213
Sep00 000630 31.10 31.55 31.00 31.13 -0.12 31,173 56,049 +2,188
Oct00 000630 30.08 30.58 30.08 30.20 -0.13 9,491 32,473 +1,281
Nov00 000630 29.55 29.80 29.46 29.51 -0.14 1,614 19,274 -35
Dec00 000630 28.88 29.27 28.85 28.94 -0.14 5,613 37,663 +522
Jan01 000630 28.35 28.57 28.35 28.42 -0.14 1,579 19,144 +268
Feb01 000630 28.00 28.11 27.92 27.92 -0.14 900 9,367 -339
Mar01 000630 27.39 27.63 27.39 27.45 -0.14 1,024 10,572 +99
Apr01 000630 27.02 27.02 27.02 27.02 -0.14 195 5,159 +20
May01 000630 26.61 26.61 26.61 26.61 -0.14 1,338 4,968 +569
Total Volume and Open Interest 119,727 443,924 +3,212
Heating Oil(NYM)
Jul00 000630 84.20 85.00 83.00 84.14 -0.33 11,343 7,292 -3,704
Aug00 000630 84.20 84.95 83.00 83.28 -1.32 18,252 38,455 +2,512
Sep00 000630 84.15 84.90 83.20 83.38 -1.27 3,835 14,837 +866
Oct00 000630 84.10 85.00 83.43 83.43 -1.22 3,666 13,306 +1,488
Nov00 000630 84.00 84.70 83.13 83.13 -1.22 2,833 14,904 +1,268
Dec00 000630 83.70 84.10 82.63 82.63 -1.22 245 20,031 +191
Jan01 000630 82.30 83.20 81.48 81.48 -1.27 2,181 13,526 +618
Feb01 000630 80.30 81.00 79.23 79.23 -1.37 946 8,968 +211
Mar01 000630 76.30 77.00 75.13 75.13 -1.52 1,392 6,576 +205
Apr01 000630 72.80 73.25 71.33 71.33 -1.57 282 3,129 +81
Total Volume and Open Interest 45,323 147,084 +3,990
Unleaded Gas(NYM)
Jul00 000630 103.80 105.45 102.10 103.78 -1.27 18,408 7,295 -4,824
Aug00 000630 100.50 102.60 100.20 100.79 -0.58 19,377 34,584 -289
Sep00 000630 94.60 96.90 94.60 95.19 -0.46 5,303 22,027 +32
Oct00 000630 87.30 88.80 87.10 87.49 -0.56 2,243 11,232 +540
Nov00 000630 82.00 83.40 82.00 82.74 -0.66 1,186 4,987 -451
Dec00 000630 80.50 81.15 80.24 80.24 -0.76 53 2,908 +24
Jan01 000630 79.70 79.70 78.74 78.74 -0.91 94 1,601 +72
Feb01 000630 79.25 79.25 78.34 78.34 -0.91 155 1,428 +102
Total Volume and Open Interest 46,946 87,765 -4,742
Natural Gas(NYM)
Aug00 000630 4.410 4.490 4.410 4.476 +0.053 39,601 49,389 +1,484
Sep00 000630 4.390 4.450 4.370 4.442 +0.052 6,477 29,295 +597
Oct00 000630 4.365 4.415 4.350 4.411 +0.043 4,234 31,812 -262
Nov00 000630 4.420 4.480 4.420 4.466 +0.043 1,998 18,768 +33
Dec00 000630 4.490 4.560 4.485 4.536 +0.043 3,234 25,569 +404
Jan01 000630 4.465 4.540 4.465 4.516 +0.045 3,810 25,998 +421
Feb01 000630 4.210 4.250 4.195 4.240 +0.040 1,762 13,773 +130
Mar01 000630 3.940 3.970 3.930 3.965 +0.035 1,678 15,483 +267
Total Volume and Open Interest 67,073 331,373 -826
Brent Crude Oil(IPE)
Aug00 000630 30.67 31.15 30.45 30.57 -0.23 28,752 71,194 +1,668
Sep00 000630 29.70 29.95 29.38 29.39 -0.31 19,775 53,457 +1,882
Oct00 000630 28.77 29.09 28.50 28.51 -0.29 5,580 22,327 +664
Nov00 000630 28.25 28.52 27.96 27.96 -0.29 1,745 12,090 +209
Dec00 000630 27.75 28.00 27.49 27.49 -0.28 4,376 32,676 +578
Jan01 000630 27.16 27.40 26.89 26.89 -0.31 53 13,029 -108
Feb01 000630 26.64 26.64 26.35 26.35 -0.35 52 9,148 -150
Mar01 000630 26.15 26.15 25.85 25.85 -0.37 46 6,983 +30
Total Volume and Open Interest 60,536 263,879 +4,923
Gas Oil(IPE)
Jul00 000630 256.50 256.50 252.00 255.75 +4.25 10,328 28,288 -1,631
Aug00 000630 254.25 254.25 249.50 253.50 +4.00 9,068 28,483 +1,697
Sep00 000630 253.00 254.00 250.00 253.00 +3.50 2,242 13,405 +685
Oct00 000630 253.50 253.50 249.00 253.25 +3.75 2,717 13,398 +298
Nov00 000630 248.00 250.50 246.75 250.50 +3.50 874 3,698 +342
Dec00 000630 248.00 248.00 242.00 247.50 +3.50 2,692 23,280 -177
Jan01 000630 241.25 242.50 239.00 242.50 +3.25 538 4,943 +363
Feb01 000630 235.75 235.75 235.00 235.00 +2.75 0 2,666 +0
Total Volume and Open Interest 29,111 127,877 +1,537
US Dollar Index(NYBOT)
Sep00 000630 106.55 106.75 106.09 106.58 +0.02 494 3,570 +91
Dec00 000630 106.20 106.20 106.20 106.20 +0.02 1 2,017 +1
Mar01 000630 105.82 105.82 105.82 105.82 +0.02 495 5,587 +92
Total Volume and Open Interest 495 5,587 +92
Australian Dollar(IMM)
Sep00 000630 60.24 60.26 59.33 59.80 -0.55 730 15,278 -61
Dec00 000630 59.75 60.25 59.70 59.90 -0.55 0 183 +0
Mar01 000630 60.00 60.00 60.00 60.00 -0.55 0 378 +0
Total Volume and Open Interest 730 15,839 -61
British Pound(IMM)
Sep00 000630 151.32 152.08 151.26 151.86 -0.28 5,670 25,287 -416
Dec00 000630 151.84 152.50 151.60 152.14 -0.28 7 271 -1
Mar01 000630 152.36 152.36 152.36 152.36 -0.28 0 4 +0
Total Volume and Open Interest 5,677 25,562 -417
Canadian Dollar(IMM)
Sep00 000630 67.61 67.77 67.47 67.67 +0.11 729 55,182 +1,839
Dec00 000630 67.72 67.91 67.67 67.82 +0.11 556 4,726 -297
Mar01 000630 67.98 67.98 67.98 67.98 +0.11 10 611 +8
Jun01 000630 68.14 68.14 68.14 68.14 +0.11 23 165 -3
Total Volume and Open Interest 1,318 60,698 +1,547
Japanese Yen(IMM)
Sep00 000630 96.34 96.40 95.27 95.77 -0.79 29,867 47,330 +4,468
Dec00 000630 97.30 97.42 97.00 97.42 -0.79 4 3,010 +2
Mar01 000630 99.04 99.04 98.80 99.04 -0.79 0 46 +0
Total Volume and Open Interest 29,871 50,386 +4,470
Swiss Franc(IMM)
Sep00 000630 61.76 62.07 61.60 61.62 +0.04 13,267 34,348 +2,233
Dec00 000630 62.12 62.50 62.12 62.12 +0.04 6 74 +0
Mar01 000630 62.60 62.60 62.60 62.60 +0.04 0 1 +0
Total Volume and Open Interest 13,273 34,423 +2,233
EuroFX(IMM)
Sep00 000630 96.02 96.47 95.67 95.81 +0.14 12,451 52,613 +913
Dec00 000630 96.74 96.85 96.33 96.33 +0.14 4 628 +0
Mar01 000630 96.84 97.27 96.84 96.84 +0.14 0 35 +0
Total Volume and Open Interest 12,455 53,276 +913
Mexican Peso(IMM)
Jun00 000619 10150.0 10150.0 10120.0 10120.0 +12.0      
Sep00 000630 9930.0 10030.0 9900.0 9963.0 +105.0 4,437 10,371 +180
Total Volume and Open Interest 4,809 12,298 +276
30-Year T-Bonds(CBOT)
Sep00 000630 97~17 97~25 97~10 97~11 -0~05 234,088 374,617 +14,025
Dec00 000630 97~15 97~22 97~09 97~09 -0~05 103 4,175 +56
Mar01 000630 97~19 97~19 97~08 97~08 -0~05 282 841 +251
Total Volume and Open Interest 234,473 379,646 +9,989
Municipal Bonds(CBOT)
Sep00 000630 95~23 95~27 95~19 95~23 +0~01 1,823 20,795 +603
Dec00 000630 95~05 95~05 95~05 95~05 +0~01 0 400 +0
Total Volume and Open Interest 1,823 21,195 +603
10-Year T-Notes(CBOT)
Sep00 000630 98~110 98~200 98~110 98~155 +0~035 141,636 598,016 +252
Dec00 000630 98~155 98~165 98~120 98~130 +0~035 103 5,087 +2
Total Volume and Open Interest 141,741 603,103 -8,377
5-Year T-Notes(CBOT)
Sep00 000630 99~010 99~030 98~295 99~005 +0~035 88,582 370,988 +388
Dec00 000630 98~310 98~310 98~310 98~310 +0~035      
Total Volume and Open Interest 88,582 370,988 +388
2 Year T-Notes(CBOT)
Sep00 000630 99~022 99~027 99~020 99~024 +0~006 3,892 54,070 +1,697
Total Volume and Open Interest 3,892 54,070 +215
3-Mth T-Bills(IMM)
Sep00 000630 93.86 93.86 93.85 93.85 +0.03 0 537 +0
Total Volume and Open Interest 0 537 +0
Eurodollars(IMM)
Sep00 000630 93.080 93.080 93.055 93.065 unch 75,433 622,522 -5,513
Dec00 000630 92.885 92.890 92.855 92.875 unch 78,757 511,699 +7,362
Mar01 000630 92.905 92.915 92.875 92.895 unch 103,313 387,856 +6,267
Jun01 000630 92.895 92.900 92.865 92.880 unch 46,921 254,462 -95
Sep01 000630 92.895 92.900 92.870 92.880 unch 26,777 220,626 +3,153
Dec01 000630 92.850 92.860 92.840 92.840 unch 14,286 160,348 +3,168
Mar02 000630 92.905 92.920 92.890 92.905 +0.015 11,133 137,787 +2,032
Jun02 000630 92.910 92.920 92.890 92.905 +0.015 8,706 97,871 +1,277
Sep02 000630 92.900 92.935 92.895 92.910 +0.020 4,492 105,311 +445
Dec02 000630 92.875 92.890 92.850 92.865 +0.020 3,279 76,128 -77
Mar03 000630 92.935 92.950 92.910 92.925 +0.020 4,909 79,081 -55
Jun03 000630 92.920 92.925 92.895 92.915 +0.025 3,482 55,777 +593
Total Volume and Open Interest 409,523 3,112,594 +18,886
3-Mth Euro-Yen(IMM)
Jun00 000619 0.00 0.00 0.00 0.00 -99.88      
Sep00 000630 99.67 99.67 99.65 99.67 unch 1,004 13,469 -351
Dec00 000630 99.53 99.54 99.53 99.53 unch 1,392 12,070 +518
Mar01 000630 99.45 99.45 99.44 99.44 unch 575 13,207 +69
Jun01 000630 99.35 99.35 99.33 99.33 unch 650 5,700 +306
Sep01 000630 99.23 99.23 99.21 99.21 unch 80 20,480 -29
Dec01 000630 99.08 99.08 99.08 99.08 +0.01 100 1,925 +0
Mar02 000630 98.97 98.98 98.97 98.97 unch 650 1,924 +197
Jun02 000630 98.86 98.86 98.86 98.86 unch 400 410 +321
Sep02 000630 98.74 98.74 98.74 98.74 unch 0 30 +0
Total Volume and Open Interest 4,851 69,245 +1,031
3-Mth Euro-Yen(SIMEX)
Sep00 000630 99.67 99.67 99.66 99.67 +0.01 8,371 79,638 -521
Dec00 000630 99.53 99.54 99.53 99.54 +0.01 6,025 81,092 -600
Mar01 000630 99.44 99.45 99.44 99.44 +0.01 4,174 85,624 +281
Jun01 000630 99.33 99.35 99.33 99.35 +0.02 1,016 63,189 -6
Sep01 000630 99.21 99.22 99.21 99.22 +0.01 2,206 60,055 -832
Dec01 000630 99.07 99.09 99.07 99.08 +0.01 27 22,501 +465
Mar02 000630 98.97 98.97 98.97 98.97 +0.01 64 11,818 -287
Jun02 000630 98.86 98.86 98.86 98.86 +0.01 0 1,831 +0
Total Volume and Open Interest 21,883 408,015 -1,500
German Euro-Bund(EUREX)
Sep00 000630 105.40 105.56 105.04 105.07 -0.36 609,577 514,628 -11,774
Dec00 000630 105.10 105.10 104.73 104.73 -0.36 761 16,514 +2,762
Mar01 000630 104.57 104.57 104.57 104.57 -0.36 0 3,240 -1,406
Total Volume and Open Interest 610,338 534,382 -10,418
German Euro-Bobl(EUREX)
Sep00 000630 103.28 103.47 103.18 103.22 -0.09 242,594 277,352 -1,256
Dec00 000630 103.17 103.17 103.07 103.07 -0.09 0 656 +0
Mar01 000630 102.87 102.87 102.87 102.87 -0.13      
Total Volume and Open Interest 242,594 278,008 -1,256
Long Gilt(LIFFE)
Sep00 000630 113~29 113~32 113~20 113~20 -0~07 13,823 58,382 +685
Dec00 000630 113~15 113~15 113~15 113~15 -0~12      
Total Volume and Open Interest 14,710 58,382 +685
3-Mth Short Sterling(LIFFE)
Sep00 000630 93.69 93.69 93.68 93.68 -0.01 39,880 212,471 +10,676
Dec00 000630 93.58 93.59 93.55 93.56 -0.03 27,743 190,687 +2,804
Mar01 000630 93.55 93.55 93.50 93.51 -0.04 30,905 102,778 -2,194
Total Volume and Open Interest 132,851 778,334 +10,478
3-Mth Euribor(LIFFE)
Sep00 000630 95.205 95.220 95.195 95.200 -0.005 78,645 340,747 -1,284
Dec00 000630 94.865 94.875 94.850 94.855 -0.005 63,687 258,931 +6,103
Mar01 000630 94.795 94.820 94.780 94.795 +0.005 52,055 176,810 +1,305
Total Volume and Open Interest 266,596 1,193,891 +9,535
3-Mth Aus T-Bills(SFE)
Sep00 000630 93.82 93.84 93.80 93.82 +0.01 18,573 196,092 +11,274
Dec00 000630 93.68 93.70 93.65 93.67 +0.02 1,474 89,912 +8,245
Mar01 000630 93.63 93.64 93.59 93.62 +0.02 403 38,003 +2,120
Jun01 000630 93.57 93.58 93.55 93.56 +0.02 1,062 17,326 +487
Sep01 000630 93.51 93.52 93.51 93.52 +0.04 217 9,448 -116
Dec01 000630 93.46 93.47 93.45 93.47 +0.04 4 7,427 +0
Mar02 000630 93.43 93.44 93.42 93.44 +0.04 8 6,221 +20
Jun02 000630 93.39 93.40 93.39 93.40 +0.03 10 3,677 +2
Sep02 000630 93.37 93.37 93.37 93.37 +0.03 20 2,481 +20
Dec02 000630 93.35 93.35 93.35 93.35 +0.03 20 1,811 +20
Total Volume and Open Interest 21,821 376,432 +22,072
10-Year Aus T-Bonds(SFE)
Sep00 000630 93.80 93.84 93.79 93.82 +0.03 8,187 132,287 +744
Dec00 000630 93.83 93.83 93.83 93.83 +0.07      
Total Volume and Open Interest 8,187 132,287 +744
3-Year Aus T-Bonds(SFE)
Sep00 000630 93.99 94.01 93.96 93.99 +0.04 30,963 249,417 +12,668
Dec00 000630 94.00 94.00 94.00 94.00 +0.04      
Total Volume and Open Interest 30,963 249,417 +12,668
Gold(CMX)
Aug00 000630 291.0 291.7 289.1 291.5 +0.8 23,137 80,810 -2,186
Oct00 000630 294.0 295.0 292.8 294.5 +0.8 220 5,090 +5
Dec00 000630 297.2 297.5 295.3 297.5 +0.8 467 23,548 +252
Feb01 000630 300.0 300.0 300.0 300.0 +0.8 133 10,622 +34
Apr01 000630 302.7 302.7 302.7 302.7 +0.8 335 3,567 -61
Jun01 000630 305.3 305.3 305.3 305.3 +0.8 30 8,665 +0
Total Volume and Open Interest 24,582 148,160 -1,831
Silver(CMX)
Jul00 000630 503.0 505.0 501.0 503.3 +3.6 16,592 5,723 -6,685
Sep00 000630 508.0 511.0 507.0 508.3 +2.5 31,027 52,318 +4,297
Dec00 000630 515.0 518.0 513.0 514.5 +2.5 1,852 12,353 +306
Mar01 000630 520.0 521.0 519.6 519.6 +2.5 53 1,030 +51
May01 000630 522.3 522.3 522.3 522.3 +2.5 0 810 +0
Total Volume and Open Interest 49,871 77,109 -2,028
Platinum(NYM)
Jul00 000630 560.5 570.0 553.1 565.5 -2.2 1,075 1,333 -1,696
Oct00 000630 545.5 548.0 538.0 542.5 -11.7 1,163 8,431 +428
Jan01 000630 526.5 526.5 526.5 526.5 -13.7 40 314 +40
Total Volume and Open Interest 2,278 10,078 -1,228
Palladium(NYME)
Sep00 000630 635.00 651.10 635.00 647.95 -6.35 28 1,830 -5
Dec00 000630 645.95 645.95 645.95 645.95 -6.35 0 117 +0
Total Volume and Open Interest 28 1,947 -5
Copper(CMX)
Jul00 000630 81.50 81.80 81.10 81.55 +0.75 8,256 9,033 -3,137
Sep00 000630 82.30 82.70 82.00 82.40 +0.55 11,470 31,864 +5,130
Dec00 000630 82.50 82.60 82.00 82.55 +0.55 394 9,004 +113
Mar01 000630 82.20 82.40 82.10 82.10 +0.40 89 2,312 +72
May01 000630 82.20 82.20 81.85 81.85 +0.40 0 931 +0
Total Volume and Open Interest 21,055 66,975 +2,848
DJIA Index(CBOT)
Jun00 000615 10745 10770 10670 10703 -17 1,604 9,897 -946
Sep00 000630 10540 10560 10430 10550 +30 15,438 11,396 -797
Dec00 000630 10625 10697 10590 10697 +29 29 2,126 +13
Mar01 000630 10852 10852 10852 10852 +29      
Total Volume and Open Interest 15,467 13,528 -784
S & P 500(CME)
Sep00 000630 1455.00 1471.50 1455.00 1468.10 +10.10 81,659 364,855 -2,882
Dec00 000630 1490.00 1493.60 1478.00 1490.70 +10.10 1,472 6,746 +175
Mar01 000630 1513.70 1516.60 1501.60 1513.70 +10.10 71 1,012 -21
Jun01 000630 1537.70 1540.10 1525.10 1537.70 +10.60 73 629 +4
Total Volume and Open Interest 83,281 373,388 -2,722
S & P 500 E-Mini(Globex)
Sep00 000630 1456.50 1471.00 1455.00 1468.00 +10.00 82,982 29,836 +2,728
Dec00 000630 1481.00 1492.25 1480.00 1490.75 +10.25 12 19 +1
Total Volume and Open Interest 82,994 29,855 +2,729
NASDAQ 100(CME)
Sep00 000630 3730.00 3817.00 3722.00 3817.00 +86.00 25,072 29,491 +1,373
Dec00 000630 3878.00 3878.00 3878.00 3878.00 +86.00 0 13 +0
Mar01 000630 3939.00 3939.00 3939.00 3939.00 +86.00 0 1 +0
Total Volume and Open Interest 25,072 29,505 +1,373
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000630 3726.0 3817.0 3717.5 3817.0 +86.0 40,264 19,072 +106
Dec00 000630 3878.0 3878.0 3790.0 3878.0 +86.0      
Total Volume and Open Interest 40,264 19,072 +106
NYSE Composite(NYBOT)
Sep00 000630 648.50 651.50 645.75 648.50 -1.20 322 698 +51
Dec00 000630 658.00 658.00 657.75 657.75 -1.20 0 1,496 +0
Mar01 000630 667.00 667.00 667.00 667.00 -1.20 0 100 +0
Total Volume and Open Interest 868 1,871 +56
S & P Midcap 400(CME)
Sep00 000630 495.70 500.50 488.00 488.30 -7.30 1,628 13,734 +480
Dec00 000630 495.30 495.30 495.30 495.30 -7.30      
Mar01 000630 501.30 501.30 501.30 501.30 -7.30      
Total Volume and Open Interest 1,628 13,734 +480
Russell 2000(CME)
Sep00 000630 516.10 522.60 511.00 522.60 +6.85 2,864 11,545 +117
Dec00 000630 530.40 530.40 530.40 530.40 +6.85      
Mar01 000630 537.95 537.95 537.95 537.95 +6.85      
Total Volume and Open Interest 2,864 11,545 +117
Value Line(KCBT)
Sep00 000630 1087.00 1088.00 1072.00 1077.50 -10.50 47 177 +18
Total Volume and Open Interest 47 177 +18
Nikkei 225(CME)
Sep00 000630 17325 17520 17325 17520 +205 2,028 14,397 +298
Dec00 000630 17520 17520 17520 17520 +205 0 11 +0
Total Volume and Open Interest 2,028 14,408 +298
Nikkei 225(SIMEX)
Sep00 000630 17380 17520 17305 17395 -70 8,852 110,857 -567
Dec00 000630 17385 17385 17385 17385 -70 0 2,345 +0
Mar01 000630 17400 17400 17400 17400 -65 0 3,800 +0
Total Volume and Open Interest 29,673 105,870 -1,845
CAC 40(MATIF)
Jun00 000630 6425.0 6497.5 6392.0 6409.0 -11.0 84,094 295,080 -66,950
Jul00 000630 6410.0 6515.0 6410.0 6468.0 +36.5 44,276 170,016 +26,540
Aug00 000630 6492.5 6501.5 6458.5 6471.5 +24.0 143 2,682 +91
Total Volume and Open Interest 132,234 567,746 -38,980
DAX Index(EUREX)
Sep00 000630 6975.0 7020.0 6933.5 6950.0 +8.0 32,085 141,927 -890
Dec00 000630 7039.0 7089.0 7034.5 7034.5 +9.5 177 906 +40
Mar01 000630 7126.0 7126.0 7126.0 7126.0 +9.0 0 31 +4
Total Volume and Open Interest 32,262 142,864 -846
FT-SE 100(LIFFE)
Sep00 000630 6329.00 6375.00 6309.00 6368.00 +58.00 21,026 254,745 +3,475
Dec00 000630 6436.50 6450.00 6404.00 6450.00 +59.00 0 2,262 +0
Mar01 000630 6507.00 6507.00 6507.00 6507.00 +59.00 0 1,215 +0
Total Volume and Open Interest 24,744 258,222 +3,475
SPI 200(SFE)
Jun00 000630 3231.0 3310.0 3215.0 3309.0 +60.0 837 188,645 +13,399
Sep00 000630 3262.0 3351.0 3259.0 3345.0 +52.0 1,021 85,101 +19,543
Dec00 000630 3365.0 3365.0 3365.0 3365.0 +52.0 15 2,276 +15
Total Volume and Open Interest 1,873 277,162 +32,957
GSCI(CME)
Jul00 000630 236.85 238.30 234.40 235.50 -2.20 198 38,573 +61
Aug00 000630 232.10 232.80 231.00 231.00 -1.80 11 164 +2
Sep00 000630 230.40 230.40 230.10 230.40 +0.10 0 35 +0
Total Volume and Open Interest 209 38,772 +63
Bridge CRB Index(NYBOT)
Aug00 000630 224.10 224.50 222.50 223.00 -1.80 156 876 -11
Nov00 000630 223.75 223.75 222.80 222.80 -1.80 4 869 +1
Jan01 000630 222.35 222.35 222.35 222.35 -1.80 0 424 +0
Total Volume and Open Interest      
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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