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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 July 07, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul00 000707 480.00 480.00 473.00 473.50 +2.75 4,479 3,216 -806
Aug00 000707 475.50 480.00 471.50 473.25 +4.00 14,099 29,359 -1,266
Sep00 000707 466.00 468.50 461.50 463.50 +6.25 4,392 17,117 +742
Nov00 000707 470.00 473.00 464.50 468.00 +7.50 32,844 70,872 -416
Jan01 000707 481.00 482.50 475.00 478.50 +8.00 995 7,751 +215
Mar01 000707 490.00 490.00 485.00 487.75 +7.75 352 6,255 +36
May01 000707 498.00 498.00 493.00 495.00 +7.00 81 5,447 +22
Total Volume and Open Interest 57,394 146,440 -1,456
Soybean Meal(CBOT)
Jul00 000707 167.00 168.30 167.00 168.10 +2.20 5,154 9,648 -1,381
Aug00 000707 161.50 162.20 161.20 161.60 +1.70 8,905 21,820 +787
Sep00 000707 156.50 157.00 155.50 155.60 +1.20 4,069 11,863 -256
Oct00 000707 153.00 153.20 151.60 151.60 +1.60 1,920 11,122 +580
Dec00 000707 153.50 154.00 152.00 152.10 +1.70 11,450 39,937 +1,586
Jan01 000707 154.50 154.50 153.00 153.40 +2.10 531 5,906 +202
Mar01 000707 157.00 157.00 155.30 155.50 +1.50 463 4,278 +170
May01 000707 157.00 157.70 157.00 157.20 +1.40 111 3,328 +26
Total Volume and Open Interest 32,727 108,945 +1,779
Soybean Oil(CBOT)
Jul00 000707 15.72 15.78 15.45 15.57 +0.20 7,001 3,745 -934
Aug00 000707 15.70 15.80 15.60 15.71 +0.18 8,980 29,191 +540
Sep00 000707 16.00 16.00 15.81 15.93 +0.20 990 17,440 +10
Oct00 000707 16.12 16.20 16.01 16.08 +0.15 970 11,674 +461
Dec00 000707 16.48 16.50 16.32 16.44 +0.22 5,970 44,629 +1,158
Jan01 000707 16.73 16.78 16.68 16.76 +0.21 889 12,671 +31
Mar01 000707 17.10 17.10 17.00 17.01 +0.16 494 6,160 -24
May01 000707 17.40 17.40 17.30 17.32 +0.17 568 5,178 +122
Total Volume and Open Interest 26,044 135,543 +1,530
Canola(WCE)
Aug00 000707 246.3 246.5 245.5 246.0 +2.0 1,458 8,517 +102
Sep00 000707 249.0 249.5 248.5 249.2 +2.4 152 1,428 -127
Nov00 000707 254.5 255.8 254.0 255.2 +2.4 5,987 31,425 -182
Jan01 000707 261.0 261.0 259.7 260.3 +2.3 22 4,992 +1
Mar01 000707 265.5 266.0 265.4 266.0 +2.2 0 894 +0
Total Volume and Open Interest 7,675 47,418 -350
Corn(CBOT)
Jul00 000707 186.50 186.75 183.00 183.75 +2.00 8,278 7,390 -5,295
Sep00 000707 193.00 193.75 190.00 190.75 +2.25 24,159 154,567 -239
Nov00 000707 200.00 200.00 198.00 198.50 +2.50 43 1,485 +25
Dec00 000707 204.00 206.25 201.50 202.50 +2.50 35,094 174,452 +575
Jan01 000707 208.00 208.00 198.00 198.50 -3.75 1 199 -1
Mar01 000707 215.75 218.00 213.50 214.00 +1.75 4,027 30,404 +1,150
Total Volume and Open Interest 77,006 394,976 -4,362
Wheat(CBOT)
Jul00 000707 247.50 248.00 244.75 245.50 +1.00 955 1,865 -765
Sep00 000707 257.00 258.50 254.50 254.75 -0.25 11,226 60,801 +2,741
Dec00 000707 273.50 275.00 271.00 271.50 +0.25 15,282 46,059 +1,123
Mar01 000707 288.00 289.00 285.50 285.75 +0.50 1,671 14,138 +530
May01 000707 295.00 296.00 295.00 295.00 +1.00 127 661 +69
Total Volume and Open Interest 29,701 130,481 +3,907
Wheat(KCBT)
Jul00 000707 289.00 289.00 287.00 287.00 unch 65 862 +862
Sep00 000707 297.50 299.50 296.00 296.25 unch 5,694 36,424 +36,424
Dec00 000707 310.75 313.00 309.50 310.25 +1.00 2,410 31,629 +31,629
Mar01 000707 321.00 323.50 320.25 320.75 unch 448 5,446 +5,446
May01 000707 327.00 327.00 326.50 327.00 -1.00 606 837 +837
Total Volume and Open Interest 9,285 75,774 +75,774
Wheat(MGE)
Jul00 000707 307.00 307.00 307.00 307.00 unch 1 33 +33
Sep00 000707 318.00 319.50 315.50 316.00 -1.25 2,311 9,712 +9,712
Dec00 000707 332.50 333.50 329.50 330.00 -1.00 1,640 5,674 +5,674
Mar01 000707 345.00 345.25 344.00 344.25 +0.25 147 678 +678
May01 000707 352.00 352.00 352.00 352.00 -0.25 2 178 +178
Total Volume and Open Interest 4,104 16,349 +16,349
Oats(CBOT)
Jul00 000707 99.00 99.50 98.75 99.00 +4.00 113 173 -66
Sep00 000707 104.00 105.00 103.50 104.50 +3.50 777 7,108 -155
Dec00 000707 112.50 113.00 111.50 112.75 +3.75 570 6,206 +128
Mar01 000707 118.50 120.50 118.50 119.75 +3.25 84 820 +16
Total Volume and Open Interest 1,544 14,315 -77
Rough Rice(CBOT)
Jul00 000707 4.75 4.75 4.70 4.70 -0.08 53 308 +18
Sep00 000707 6.16 6.20 6.16 6.17 +0.05 149 1,889 +9
Nov00 000707 6.36 6.39 6.36 6.37 +0.05 89 2,180 -16
Jan01 000707 6.55 6.59 6.55 6.59 +0.05 20 1,493 +5
Total Volume and Open Interest 331 6,185 +25
Live Cattle(CME)
Aug00 000707 67.450 67.475 67.050 67.400 -0.125 5,411 47,996 -401
Oct00 000707 69.850 69.900 69.600 69.725 -0.275 3,004 34,091 +692
Dec00 000707 72.300 72.325 72.100 72.275 -0.100 1,013 12,978 +281
Feb01 000707 73.475 73.500 73.350 73.500 unch 311 7,408 +102
Apr01 000707 75.550 75.550 75.400 75.550 -0.025 440 5,763 +195
Jun01 000707 73.550 73.650 73.500 73.600 unch 175 2,667 +0
Total Volume and Open Interest 10,954 112,011 +1,290
Feeder Cattle(CME)
Aug00 000707 87.600 87.650 87.250 87.325 -0.575 1,211 10,477 -84
Sep00 000707 87.300 87.400 87.100 87.225 -0.525 360 2,600 -32
Oct00 000707 88.200 88.200 87.800 88.050 -0.400 591 4,158 +242
Nov00 000707 88.750 88.750 88.275 88.600 -0.300 229 2,430 +3
Jan01 000707 89.350 89.350 88.950 89.275 -0.175 149 1,670 +74
Mar01 000707 89.100 89.200 88.925 89.150 -0.025 80 704 +36
Apr01 000707 88.750 88.750 88.700 88.750 -0.250 6 143 +4
Total Volume and Open Interest 2,635 22,817 +246
Lean Hogs(CME)
Jul00 000707 71.050 71.900 70.750 71.550 +0.400 2,777 6,839 -781
Aug00 000707 69.450 70.875 69.250 70.500 +1.075 4,822 20,240 -509
Oct00 000707 59.400 60.050 59.350 59.975 +0.475 2,270 12,293 +440
Dec00 000707 55.150 55.300 54.825 55.250 +0.275 738 8,042 +232
Feb01 000707 56.200 56.250 55.800 56.100 +0.100 34 2,033 +20
Apr01 000707 55.050 55.200 54.950 55.050 +0.025 25 884 -6
Jun01 000707 61.600 61.600 61.525 61.550 unch 16 168 +3
Jul01 000707 61.500 61.500 61.475 61.500 +0.025 5 48 +4
Total Volume and Open Interest 10,688 50,548 -596
Pork Bellies(CME)
Jul00 000707 91.600 93.275 90.550 92.975 +2.700 1,019 2,060 -168
Aug00 000707 89.300 91.200 88.700 90.275 +2.075 1,225 2,496 +303
Feb01 000707 74.900 74.950 73.250 73.250 -1.150 36 143 +4
Mar01 000707 74.950 74.950 74.950 74.950 unch 0 16 +0
May01 000707 76.000 76.000 76.000 76.000 unch      
Total Volume and Open Interest 2,280 4,716 +139
Cocoa(NYBOT)
Jul00 000707 830 830 814 826 +14 3 46 -151
Sep00 000707 835 850 832 848 +14 3,838 41,146 +516
Dec00 000707 871 887 870 884 +14 1,057 25,514 -165
Mar01 000707 910 918 910 917 +13 66 9,963 +10
May01 000707 937 940 934 940 +12 599 7,239 +138
Jul01 000707 963 963 963 963 +12 2 7,651 +2
Sep01 000707 989 990 989 990 +13 0 5,908 +0
Total Volume and Open Interest 5,565 112,736 +350
Coffee "C"(NYBOT)
Jul00 000707 82.75 82.75 79.75 80.80 -2.05 262 381 -74
Sep00 000707 85.50 86.00 82.40 83.40 -2.00 5,499 35,630 +250
Dec00 000707 90.50 90.50 87.00 87.80 -2.05 1,159 8,142 +106
Mar01 000707 94.60 94.60 91.25 92.20 -2.05 472 3,331 -19
May01 000707 97.10 97.50 94.25 94.80 -2.00 255 833 +82
Jul01 000707 100.00 100.00 97.00 97.40 -2.00 39 178 -3
Total Volume and Open Interest 7,725 48,739 +373
Orange Juice(NYBOT)
Jul00 000707 82.50 83.45 82.50 83.45 +1.10 322 254 -153
Sep00 000707 81.20 82.00 81.15 81.95 +1.05 3,046 16,316 -212
Nov00 000707 81.10 81.70 81.10 81.55 +0.65 640 4,713 -76
Jan01 000707 81.60 82.60 81.60 82.05 +0.60 300 2,112 +108
Mar01 000707 82.75 83.25 82.75 82.90 +0.90 124 1,989 +67
Total Volume and Open Interest 4,442 26,061 -266
Sugar #11(NYBOT)
Oct00 000707 8.83 8.92 8.64 8.68 -0.18 7,001 97,854 -1,539
Mar01 000707 8.69 8.73 8.51 8.57 -0.12 2,602 43,920 +69
May01 000707 8.53 8.57 8.35 8.39 -0.13 184 9,141 -370
Jul01 000707 8.31 8.33 8.15 8.23 -0.06 232 7,968 +13
Oct01 000707 8.21 8.28 8.13 8.13 -0.06 57 8,898 +42
Total Volume and Open Interest 10,076 171,634 -1,785
London Cocoa(LCE)
Jul00 000707 590 599 590 599 +11 4,912 7,082 -4,555
Sep00 000707 615 625 615 625 +12 643 33,369 +83
Dec00 000707 659 665 654 665 +12 4,734 44,865 +895
Mar01 000707 674 682 674 682 +13 220 31,214 +155
May01 000707 691 697 690 697 +13 46 19,233 +20
Jul01 000707 712 712 712 712 +13 26 6,035 +25
Sep01 000707 727 727 727 727 +13 0 4,181 +0
Total Volume and Open Interest 10,581 171,834 -3,377
London Coffee(LCE)
Jul00 000707 820.00 830.00 805.00 806.00 -29.00 191 2,215 -105
Sep00 000707 853.00 854.00 825.00 826.00 -27.00 2,369 38,854 -173
Nov00 000707 869.00 870.00 843.00 843.00 -28.00 637 13,124 +194
Jan01 000707 898.00 898.00 862.00 862.00 -29.00 344 4,538 +78
Mar01 000707 910.00 910.00 882.00 882.00 -29.00 86 1,359 +58
May01 000707 925.00 925.00 902.00 902.00 -29.00 75 979 +15
Total Volume and Open Interest 3,706 61,073 +71
London Sugar(LCE)
Aug00 000707 240.50 241.30 238.60 239.80 -1.50 3,183 8,799 -1,451
Oct00 000707 240.00 241.30 238.60 239.30 -1.50 1,406 17,073 +86
Dec00 000707 240.80 241.00 238.70 239.30 -1.50 114 5,463 +5
Mar01 000707 241.30 241.60 238.60 239.50 -1.60 183 5,047 +11
May01 000707 240.30 240.50 238.00 238.00 -1.50 6 758 +2
Total Volume and Open Interest 5,023 41,548 -1,238
Cotton(NYBOT)
Jul00 000707 50.90 51.80 50.90 51.73 +1.68 33 39 -10
Oct00 000707 54.60 55.75 54.60 55.66 +1.36 396 4,500 +21
Dec00 000707 56.62 57.80 56.35 57.74 +1.42 5,030 34,394 +600
Mar01 000707 58.60 59.55 58.40 59.55 +1.41 553 5,594 -11
May01 000707 59.55 60.25 59.50 60.25 +0.95 241 4,179 +67
Jul01 000707 60.50 61.20 60.25 61.15 +0.87 117 1,722 +38
Total Volume and Open Interest 6,525 52,663 +788
Lumber(CME)
Jul00 000707 258.0 259.9 254.6 256.6 -6.4 167 761 -72
Sep00 000707 267.0 267.0 263.4 265.0 -4.2 277 1,304 +22
Nov00 000707 273.1 273.1 269.4 269.9 -4.3 69 708 +16
Jan01 000707 281.9 281.9 278.0 278.8 -4.2 19 121 +4
Total Volume and Open Interest 533 2,926 -29
Crude Oil(NYM)
Aug00 000707 29.99 30.38 29.48 30.28 +0.29 86,321 107,786 -10,156
Sep00 000707 29.04 29.30 28.60 29.18 +0.14 42,432 68,222 +7,139
Oct00 000707 28.48 28.62 28.15 28.62 +0.14 10,234 33,860 +2,047
Nov00 000707 27.98 28.12 27.70 28.12 +0.14 2,095 20,129 +203
Dec00 000707 27.53 27.70 27.25 27.69 +0.14 8,463 37,784 -262
Jan01 000707 26.90 27.35 26.90 27.28 +0.15 2,242 18,120 -1,021
Feb01 000707 26.60 26.91 26.55 26.91 +0.15 994 10,277 +218
Mar01 000707 26.40 26.57 26.40 26.57 +0.16 1,615 9,517 -1,317
Apr01 000707 26.23 26.23 26.23 26.23 +0.16 219 5,210 +51
May01 000707 25.89 25.89 25.89 25.89 +0.16 150 5,868 +149
Total Volume and Open Interest 158,179 433,636 -2,916
Heating Oil(NYM)
Aug00 000707 78.50 79.40 77.75 78.90 +0.52 20,254 36,729 -3,416
Sep00 000707 78.80 79.40 78.00 79.00 +0.55 6,236 16,901 +1,295
Oct00 000707 78.80 79.30 78.20 79.10 +0.55 4,059 14,245 +1,337
Nov00 000707 78.80 79.25 78.15 79.10 +0.60 2,057 14,978 -265
Dec00 000707 78.60 79.30 78.20 78.95 +0.65 4,682 20,330 +33
Jan01 000707 78.00 78.80 77.70 78.30 +0.75 1,645 14,499 +152
Feb01 000707 76.40 77.20 76.35 76.70 +0.85 761 9,235 +28
Mar01 000707 72.50 73.75 72.50 73.15 +0.95 265 6,784 +39
Apr01 000707 69.70 70.25 69.70 69.90 +1.05 251 3,315 +98
May01 000707 67.65 68.50 67.50 67.80 +1.15 228 1,500 +191
Total Volume and Open Interest 40,717 143,589 -254
Unleaded Gas(NYM)
Aug00 000707 92.00 93.90 90.30 92.64 +0.62 18,965 32,636 -2,128
Sep00 000707 87.50 88.50 86.00 87.93 +0.52 10,617 20,876 -551
Oct00 000707 80.40 82.00 80.40 81.63 +0.17 5,814 14,780 +2,472
Nov00 000707 77.85 78.00 77.15 77.68 +0.07 1,666 5,193 +529
Dec00 000707 75.10 76.00 75.10 75.78 +0.07 1,274 3,535 +555
Jan01 000707 74.25 75.25 74.25 74.83 +0.07 256 1,662 +59
Feb01 000707 74.73 74.73 74.73 74.73 +0.07 25 1,452 +25
Mar01 000707 74.57 74.57 74.57 74.57 +0.07 151 593 +593
Total Volume and Open Interest 38,768 81,991 +1,038
Natural Gas(NYM)
Aug00 000707 4.030 4.310 3.970 4.262 +0.196 42,288 44,172 -2,013
Sep00 000707 4.005 4.290 3.965 4.248 +0.203 8,958 27,897 -720
Oct00 000707 3.985 4.270 3.940 4.230 +0.200 6,925 29,416 -2,285
Nov00 000707 4.050 4.325 4.020 4.302 +0.202 6,167 20,525 +1,621
Dec00 000707 4.150 4.440 4.120 4.390 +0.205 3,679 26,639 +507
Jan01 000707 4.140 4.440 4.100 4.380 +0.200 3,065 26,401 +664
Feb01 000707 3.920 4.200 3.910 4.145 +0.200 2,589 14,397 +138
Mar01 000707 3.680 3.960 3.670 3.905 +0.200 1,770 16,099 +826
Total Volume and Open Interest      
Brent Crude Oil(IPE)
Aug00 000707 29.65 29.75 29.10 29.70 +0.03 41,351 61,826 -4,620
Sep00 000707 28.35 28.35 27.70 28.32 +0.02 34,900 62,295 +7,063
Oct00 000707 27.65 27.67 27.15 27.65 -0.05 9,256 29,155 +1,911
Nov00 000707 27.19 27.21 26.75 27.18 -0.12 767 11,799 +373
Dec00 000707 26.80 26.80 26.30 26.73 -0.18 4,187 34,089 -56
Jan01 000707 26.00 26.25 25.88 26.25 -0.18 1,003 13,512 -42
Feb01 000707 25.52 25.77 25.46 25.77 -0.19 0 9,184 +0
Mar01 000707 25.34 25.34 25.34 25.34 -0.17 512 8,815 +0
Total Volume and Open Interest 95,013 275,028 +5,128
Gas Oil(IPE)
Jul00 000707 245.00 246.50 239.75 240.00 -6.25 14,213 19,915 -4,693
Aug00 000707 242.50 244.00 237.25 237.75 -5.25 12,357 35,004 +1,875
Sep00 000707 243.00 243.50 237.00 237.00 -5.75 2,540 16,018 +46
Oct00 000707 243.00 243.25 237.00 237.25 -5.25 1,905 15,939 +58
Nov00 000707 238.75 238.75 235.50 235.50 -5.00 1,000 4,080 -323
Dec00 000707 237.25 237.25 231.75 233.00 -4.75 1,431 22,914 -386
Jan01 000707 232.00 232.00 228.50 228.50 -4.50 385 4,700 +17
Feb01 000707 221.75 221.75 221.75 221.75 -4.75 250 2,666 +0
Total Volume and Open Interest 34,361 131,442 -3,596
US Dollar Index(NYBOT)
Sep00 000707 107.11 107.40 106.81 107.34 +0.20 654 3,800 +203
Dec00 000707 106.96 106.96 106.96 106.96 +0.20 1 2,016 -1
Mar01 000707 106.58 106.58 106.58 106.58 +0.20 655 5,816 +202
Total Volume and Open Interest 655 5,816 +202
Australian Dollar(IMM)
Sep00 000707 58.90 59.24 58.90 59.17 +0.05 1,877 15,939 +267
Dec00 000707 58.95 59.35 58.95 59.27 +0.05 116 219 +34
Mar01 000707 59.37 59.37 59.37 59.37 +0.05 0 378 +0
Total Volume and Open Interest 1,993 16,536 +301
British Pound(IMM)
Sep00 000707 151.20 151.96 151.12 151.48 +0.56 2,615 28,242 +274
Dec00 000707 151.50 152.30 151.50 151.76 +0.56 76 266 -5
Mar01 000707 151.98 152.40 151.98 151.98 +0.56 0 4 +0
Total Volume and Open Interest 4,254 28,512 +269
Canadian Dollar(IMM)
Sep00 000707 67.49 67.72 67.48 67.64 +0.16 8,045 60,869 +1,027
Dec00 000707 67.66 67.86 67.66 67.79 +0.16 17 4,719 +1
Mar01 000707 67.95 67.99 67.95 67.95 +0.16 10 614 -4
Jun01 000707 68.11 68.11 68.11 68.11 +0.16 8 170 +5
Total Volume and Open Interest 8,097 66,386 +1,029
Japanese Yen(IMM)
Sep00 000707 94.21 94.40 93.84 93.86 -0.40 981 46,050 +433
Dec00 000707 95.75 95.76 95.40 95.41 -0.41 285 3,043 -21
Mar01 000707 97.20 97.20 96.95 96.95 -0.42 0 70 +0
Total Volume and Open Interest 14,289 49,163 +412
Swiss Franc(IMM)
Sep00 000707 61.74 62.04 61.64 61.78 -0.12 7,778 34,980 -1,345
Dec00 000707 62.30 62.50 62.28 62.28 -0.12 5 90 +3
Mar01 000707 62.76 62.76 62.76 62.76 -0.12 0 1 +0
Total Volume and Open Interest 8,832 35,071 -1,342
EuroFX(IMM)
Sep00 000707 95.23 95.68 95.00 95.10 -0.38 12,504 53,652 -224
Dec00 000707 95.77 96.02 95.60 95.60 -0.38 15 690 +5
Mar01 000707 96.08 96.50 96.08 96.08 -0.38 5 40 +5
Total Volume and Open Interest 12,524 54,382 -214
Mexican Peso(IMM)
Sep00 000707 10310.0 10368.0 10300.0 10350.0 +45.0 2,399 11,056 +709
Dec00 000707 10115.0 10115.0 10115.0 10115.0 +45.0 97 1,377 -23
Total Volume and Open Interest 2,519 13,011 +691
30-Year T-Bonds(CBOT)
Sep00 000707 97~05 98~02 97~00 97~20 +0~14 161,324 368,210 -4,612
Dec00 000707 97~07 97~31 97~06 97~19 +0~14 768 4,612 +333
Mar01 000707 97~18 97~18 97~18 97~18 +0~14 10 907 +10
Total Volume and Open Interest 162,102 373,742 -4,269
Municipal Bonds(CBOT)
Sep00 000707 96~09 96~28 96~05 96~21 +0~16 942 21,120 -18
Dec00 000707 96~03 96~03 96~03 96~03 +0~16 0 400 +0
Total Volume and Open Interest 942 21,520 -18
10-Year T-Notes(CBOT)
Sep00 000707 98~175 99~080 98~130 98~275 +0~100 114,409 602,817 -4,803
Dec00 000707 98~180 99~020 98~180 98~255 +0~105 3,458 8,202 +2,415
Total Volume and Open Interest 117,867 611,019 -2,388
5-Year T-Notes(CBOT)
Sep00 000707 99~035 99~190 99~030 99~065 +0~050 54,081 378,042 +4,652
Dec00 000707 99~125 99~125 99~065 99~065 +0~065      
Total Volume and Open Interest 54,081 378,042 +10,322
2 Year T-Notes(CBOT)
Sep00 000707 99~039 99~066 99~037 99~045 +0~011 2,053 55,918 +266
Total Volume and Open Interest 2,053 55,918 +266
3-Mth T-Bills(IMM)
Sep00 000707 93.83 93.83 93.82 93.82 +0.01 4 545 +0
Total Volume and Open Interest 4 545 +0
Eurodollars(IMM)
Sep00 000707 93.150 93.230 93.145 93.200 +0.045 68,888 606,643 -2,779
Dec00 000707 92.985 93.110 92.980 93.050 +0.070 64,777 516,952 -353
Mar01 000707 93.005 93.130 92.985 93.080 +0.090 82,358 392,123 +1,371
Jun01 000707 92.975 93.090 92.955 93.055 +0.095 48,861 270,743 +311
Sep01 000707 92.965 93.080 92.955 93.045 +0.090 36,637 216,119 -4,314
Dec01 000707 92.930 93.030 92.920 93.000 +0.090 13,386 162,370 -302
Mar02 000707 92.985 93.080 92.980 93.055 +0.085 13,736 138,929 +1,620
Jun02 000707 92.975 93.070 92.965 93.045 +0.085 10,210 99,487 +873
Sep02 000707 92.965 93.065 92.960 93.040 +0.085 10,527 106,135 -491
Dec02 000707 92.910 93.005 92.910 92.985 +0.085 6,848 77,460 +922
Mar03 000707 92.965 93.065 92.965 93.040 +0.085 4,204 79,385 -115
Jun03 000707 92.955 93.055 92.955 93.025 +0.080 4,223 55,948 +14
Total Volume and Open Interest 406,729 3,141,144 -4,293
3-Mth Euro-Yen(IMM)
Sep00 000707 99.68 99.69 99.68 99.69 +0.01 1,183 16,140 +1,261
Dec00 000707 99.56 99.56 99.56 99.56 unch 508 13,082 +260
Mar01 000707 99.50 99.50 99.50 99.50 +0.01 791 13,695 -717
Jun01 000707 99.40 99.40 99.40 99.40 unch 82 6,412 +262
Sep01 000707 99.28 99.29 99.28 99.29 +0.01 214 21,767 -117
Dec01 000707 99.15 99.15 99.15 99.15 +0.01 4 2,029 +4
Mar02 000707 99.04 99.04 99.04 99.04 unch 15 1,964 +40
Jun02 000707 98.92 98.92 98.92 98.92 unch 0 739 +0
Sep02 000707 98.74 98.74 98.74 98.74 unch 0 30 +0
Dec02 000707 98.61 98.61 98.61 98.61 unch 0 30 +0
Total Volume and Open Interest 2,797 75,888 +993
3-Mth Euro-Yen(SIMEX)
Sep00 000707 99.68 99.69 99.68 99.68 unch 4,546 85,081 +1,588
Dec00 000707 99.57 99.57 99.56 99.57 unch 8,595 81,208 -2,395
Mar01 000707 99.49 99.50 99.49 99.50 unch 4,848 87,935 -814
Jun01 000707 99.40 99.40 99.39 99.40 unch 2,800 64,988 +2,034
Sep01 000707 99.29 99.29 99.28 99.29 unch 2,313 62,705 +344
Dec01 000707 99.15 99.15 99.14 99.14 -0.01 450 22,561 -491
Mar02 000707 99.04 99.05 99.04 99.04 unch 621 12,411 +578
Jun02 000707 98.93 98.93 98.93 98.93 unch 0 2,370 +0
Total Volume and Open Interest 24,173 421,538 +844
German Euro-Bund(EUREX)
Sep00 000707 104.55 105.12 104.45 104.96 +0.36 711,972 560,573 +67,687
Dec00 000707 104.36 104.64 104.36 104.64 +0.37 1,488 17,887 +585
Mar01 000707 104.56 104.56 104.56 104.56 +0.36 0 2,751 -50
Total Volume and Open Interest 713,460 581,211 +68,222
German Euro-Bobl(EUREX)
Sep00 000707 102.84 103.08 102.73 102.99 +0.11 308,689 292,098 +19,794
Dec00 000707 102.71 102.80 102.71 102.80 +0.11 209 853 +15
Mar01 000707 102.69 102.69 102.69 102.69 +0.11      
Total Volume and Open Interest 308,898 292,951 +19,809
Long Gilt(LIFFE)
Sep00 000707 113~20 114~15 113~17 114~05 +0~20 18,532 61,319 -2,606
Dec00 000707 113~31 113~31 113~31 113~31 +0~20 0 50 +0
Total Volume and Open Interest 18,532 61,369 -2,606
3-Mth Short Sterling(LIFFE)
Sep00 000707 93.72 93.77 93.72 93.73 unch 28,216 211,489 -2,981
Dec00 000707 93.64 93.68 93.63 93.67 +0.03 29,213 198,343 -14
Mar01 000707 93.61 93.66 93.58 93.65 +0.04 27,445 116,750 +5,197
Total Volume and Open Interest 130,311 811,603 +6,885
3-Mth Euribor(LIFFE)
Sep00 000707 95.200 95.240 95.195 95.215 +0.010 72,933 328,681 -4,691
Dec00 000707 94.845 94.910 94.845 94.880 +0.015 82,196 266,361 +1,103
Mar01 000707 94.785 94.850 94.780 94.820 +0.020 65,025 176,242 -3,477
Total Volume and Open Interest 313,047 1,196,636 -346,952
3-Mth Aus T-Bills(SFE)
Sep00 000707 93.82 93.82 93.80 93.81 -0.02 281 175,702 +3,355
Dec00 000707 93.69 93.69 93.68 93.69 -0.02 275 81,902 +1,406
Mar01 000707 93.64 93.65 93.63 93.65 -0.02 1,537 38,337 +992
Jun01 000707 93.59 93.61 93.59 93.61 -0.02 215 17,635 +29
Sep01 000707 93.56 93.57 93.56 93.57 -0.02 84 9,702 -28
Dec01 000707 93.53 93.53 93.53 93.53 -0.02 112 7,229 -95
Mar02 000707 93.50 93.50 93.50 93.50 -0.02 0 6,257 +0
Jun02 000707 93.47 93.47 93.47 93.47 -0.02 69 3,721 +25
Sep02 000707 93.43 93.43 93.43 93.43 -0.02 0 2,463 +0
Dec02 000707 93.41 93.41 93.41 93.41 -0.02 0 1,811 +0
Total Volume and Open Interest 2,573 348,793 +5,684
10-Year Aus T-Bonds(SFE)
Sep00 000707 93.83 93.92 93.83 93.91 +0.08 7,583 102,749 +5,470
Dec00 000707 93.84 93.84 93.84 93.84 -0.04      
Total Volume and Open Interest 7,583 102,749 +5,470
3-Year Aus T-Bonds(SFE)
Sep00 000707 93.99 94.01 93.99 94.01 -0.02 28,304 207,662 +2,521
Dec00 000707 94.02 94.02 94.02 94.02 -0.02      
Total Volume and Open Interest 28,304 207,662 +2,521
Gold(CMX)
Aug00 000707 285.1 285.7 282.6 284.6 unch 22,407 79,171 -2,386
Oct00 000707 287.9 287.9 286.5 287.7 unch 196 5,160 -35
Dec00 000707 290.8 291.7 288.8 290.7 unch 2,244 22,500 -1,400
Feb01 000707 293.1 293.1 293.1 293.1 unch 25 11,287 +11
Apr01 000707 295.7 295.7 295.7 295.7 unch 1 3,587 +0
Jun01 000707 298.5 298.5 298.3 298.3 unch 22 8,694 +0
Total Volume and Open Interest 24,917 146,298 -3,800
Silver(CMX)
Jul00 000707 499.0 501.0 498.0 498.6 -1.8 87 597 -139
Sep00 000707 505.0 505.5 501.0 503.3 -2.0 6,093 52,759 -750
Dec00 000707 510.0 510.0 507.0 509.1 -2.0 354 12,724 +11
Mar01 000707 514.2 514.2 514.2 514.2 -2.0 0 1,061 +0
May01 000707 516.9 516.9 516.9 516.9 -2.0 0 810 +0
Total Volume and Open Interest 6,584 72,799 -1,225
Platinum(NYM)
Jul00 000707 570.0 574.2 565.0 569.8 +5.8 293 372 -116
Oct00 000707 528.0 535.8 525.1 531.8 +5.8 854 8,090 +43
Jan01 000707 515.8 515.8 515.8 515.8 +5.8 0 297 +0
Total Volume and Open Interest 1,147 8,759 -73
Palladium(NYME)
Sep00 000707 647.00 664.00 647.00 662.35 +20.95 76 1,755 -67
Dec00 000707 662.35 662.35 662.35 662.35 +22.70 4 141 -1
Total Volume and Open Interest 80 1,896 -68
Copper(CMX)
Jul00 000707 80.30 80.60 80.05 80.60 +0.25 639 5,270 -542
Sep00 000707 80.95 81.45 80.80 81.35 +0.20 10,311 34,967 +2,180
Dec00 000707 81.30 81.70 81.10 81.65 +0.15 460 9,121 +89
Mar01 000707 81.10 81.60 81.10 81.35 +0.10 0 2,391 +2
May01 000707 81.40 81.40 81.10 81.10 +0.10 8 953 +6
Total Volume and Open Interest 11,618 66,890 +1,630
DJIA Index(CBOT)
Sep00 000707 10610 10775 10610 10740 +147 10,803 11,384 -139
Dec00 000707 10755 10920 10755 10887 +147 19 2,117 +11
Mar01 000707 11042 11042 11042 11042 +147      
Jun01 000707 11202 11202 11202 11202 +147      
Total Volume and Open Interest 10,822 13,507 -128
S & P 500(CME)
Sep00 000707 1479.00 1502.00 1476.50 1494.70 +21.00 60,273 365,961 +1,370
Dec00 000707 1506.10 1524.00 1506.10 1517.30 +21.00 1,780 7,326 +557
Mar01 000707 1540.30 1547.00 1540.00 1540.50 +21.20 224 966 -40
Jun01 000707 1548.00 1570.80 1548.00 1564.00 +21.20 313 696 +69
Total Volume and Open Interest 62,590 375,094 +1,955
S & P 500 E-Mini(Globex)
Sep00 000707 1474.25 1502.25 1473.25 1494.75 +21.00 71,643 31,507 -813
Dec00 000707 1515.00 1523.50 1510.75 1517.25 +21.00 4 32 +1
Total Volume and Open Interest 71,647 31,539 -812
NASDAQ 100(CME)
Sep00 000707 3848.00 3940.00 3830.00 3877.50 +43.50 19,407 28,552 +301
Dec00 000707 3938.50 3938.50 3938.50 3938.50 +43.50 0 13 +0
Mar01 000707 3999.50 3999.50 3999.50 3999.50 +43.50 0 1 +0
Total Volume and Open Interest 19,407 28,566 +301
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000707 3836.0 3938.5 3827.0 3877.5 +43.5 44,677 20,442 +3,290
Dec00 000707 3980.0 3989.0 3938.5 3938.5 +43.5      
Total Volume and Open Interest 44,677 20,442 +3,290
NYSE Composite(NYBOT)
Sep00 000707 655.25 662.95 653.50 660.55 +8.05 139 748 -1
Dec00 000707 669.80 669.80 669.80 669.80 +8.05 0 1,496 +0
Mar01 000707 679.05 679.05 679.05 679.05 +8.05 0 100 +0
Total Volume and Open Interest 558 3,964 +1,885
S & P Midcap 400(CME)
Sep00 000707 499.50 505.00 498.00 503.40 +6.90 2,028 13,211 -170
Dec00 000707 510.40 510.40 510.40 510.40 +6.90      
Mar01 000707 516.40 516.40 516.40 516.40 +6.90      
Total Volume and Open Interest 2,028 13,211 -170
Russell 2000(CME)
Sep00 000707 533.90 535.50 530.00 534.50 +3.25 3,521 11,158 -37
Dec00 000707 542.30 542.30 542.30 542.30 +3.25      
Mar01 000707 549.85 549.85 549.85 549.85 +3.25      
Total Volume and Open Interest 3,521 11,158 -37
Value Line(KCBT)
Sep00 000707 1094.95 1102.00 1094.95 1099.00 +7.00 43 172 +172
Total Volume and Open Interest 43 173 +173
Nikkei 225(CME)
Sep00 000707 17430 17590 17420 17590 +195 849 14,824 -109
Dec00 000707 17590 17590 17590 17590 +195 0 11 +0
Total Volume and Open Interest 849 14,835 -109
Nikkei 225(SIMEX)
Sep00 000707 17400 17510 17300 17360 +80 10,016 109,066 +314
Dec00 000707 17350 17350 17350 17350 +80 0 3,950 +0
Mar01 000707 17365 17365 17365 17365 +80 0 3,800 +0
Total Volume and Open Interest 65,412 217,890 +110,724
CAC 40(MATIF)
Jul00 000707 6502.5 6600.0 6463.0 6583.0 +73.0 36,171 216,322 +10,783
Aug00 000707 6515.0 6619.5 6486.5 6619.5 +100.5 1,290 4,940 +1,315
Sep00 000707 6514.0 6612.0 6489.0 6605.0 +104.5 1,965 93,099 +428
Total Volume and Open Interest 39,426 328,402 +12,516
DAX Index(EUREX)
Sep00 000707 7041.5 7116.5 6970.0 7108.0 +88.0 27,905 145,065 +1,102
Dec00 000707 7114.5 7140.0 7074.0 7140.0 +36.5 15 1,220 +125
Mar01 000707 0.0 0.0 0.0 0.0 -7191.0 0 46 +14
Total Volume and Open Interest 27,920 146,331 +1,241
FT-SE 100(LIFFE)
Sep00 000707 6470.00 6550.50 6424.00 6530.00 +72.50 27,858 259,917 -415
Dec00 000707 6612.00 6612.00 6612.00 6612.00 +72.50 0 2,587 +0
Mar01 000707 6669.00 6669.00 6669.00 6669.00 +72.50 0 1,315 +0
Total Volume and Open Interest 27,858 263,819 -415
SPI 200(SFE)
Sep00 000707 3352.0 3366.0 3333.0 3341.0 -11.0 9,431 121,643 +3,718
Dec00 000707 3367.0 3367.0 3363.0 3363.0 -8.0 26 2,518 -115
Mar01 000707 3383.0 3383.0 3383.0 3383.0 -8.0 10 1,006 +10
Total Volume and Open Interest 9,497 125,341 +3,643
GSCI(CME)
Jul00 000707 223.30 225.90 221.15 225.20 +1.95 2,075 37,395 -983
Aug00 000707 220.00 222.10 218.50 221.20 +1.00 11 385 +5
Sep00 000707 220.00 220.00 218.90 220.00 +1.00 0 35 +0
Total Volume and Open Interest 2,086 37,815 -943
Bridge CRB Index(NYBOT)
Aug00 000707 217.20 218.25 216.70 217.85 +0.90 214 862 -10
Nov00 000707 217.20 217.85 217.10 217.85 +0.90 1 897 +0
Jan01 000707 217.60 217.60 217.60 217.60 +0.90 0 426 +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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