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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 Mon July 17, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000717 458.50 461.00 455.25 457.50 -4.50 9,062 24,561 -526
Sep00 000717 445.00 448.50 442.00 444.50 -5.75 3,888 17,003 -1,002
Nov00 000717 450.00 453.00 445.50 448.50 -5.50 28,127 75,377 -171
Jan01 000717 460.50 462.75 456.00 458.75 -5.25 892 7,889 +21
Mar01 000717 470.00 470.00 467.00 469.00 -5.25 853 7,227 +208
May01 000717 478.50 480.00 474.50 478.50 -5.00 265 5,625 -87
Jul01 000717 486.75 489.00 484.00 487.25 -4.25 88 4,894 +36
Total Volume and Open Interest 43,545 144,773 -2,395
Soybean Meal(CBOT)
Aug00 000717 157.30 157.70 156.40 156.60 -1.50 11,953 25,497 +569
Sep00 000717 152.20 152.40 150.50 150.80 -2.10 3,401 12,109 +217
Oct00 000717 147.00 147.60 145.40 145.50 -2.10 1,697 13,297 +192
Dec00 000717 147.60 148.50 145.80 146.10 -2.20 9,741 40,116 +851
Jan01 000717 148.60 148.60 146.70 146.90 -1.90 393 6,601 -4
Mar01 000717 150.20 150.30 148.10 148.10 -2.20 377 4,822 +9
May01 000717 152.50 152.50 150.00 150.00 -2.40 118 3,548 -4
Jul01 000717 153.50 153.50 152.00 152.00 -1.50 63 1,057 +31
Total Volume and Open Interest 29,954 107,545 +326
Soybean Oil(CBOT)
Aug00 000717 15.50 15.51 15.28 15.41 -0.13 5,245 26,540 -396
Sep00 000717 15.68 15.71 15.49 15.62 -0.11 2,057 16,200 +29
Oct00 000717 15.80 15.83 15.70 15.82 -0.08 657 11,675 -16
Dec00 000717 16.20 16.28 16.04 16.19 -0.09 4,589 45,107 +208
Jan01 000717 16.60 16.60 16.39 16.53 -0.10 156 13,376 +45
Mar01 000717 16.85 16.87 16.73 16.79 -0.18 435 7,071 +14
May01 000717 17.18 17.18 17.10 17.10 -0.18 612 5,869 +185
Jul01 000717 17.45 17.50 17.43 17.43 -0.15 222 4,095 +114
Total Volume and Open Interest 14,612 132,205 +29
Canola(WCE)
Aug00 000717 244.5 245.0 244.1 244.9 -0.3 1,293 6,610 -735
Sep00 000717 246.5 247.5 246.3 246.6 -1.5 583 1,405 +139
Nov00 000717 252.5 253.5 251.6 252.7 -1.1 3,321 30,896 -73
Jan01 000717 258.5 259.0 257.6 258.2 -1.3 65 5,173 +5
Mar01 000717 264.3 264.3 263.5 264.0 -1.0 0 903 +0
Total Volume and Open Interest 5,262 45,072 -669
Corn(CBOT)
Sep00 000717 179.25 180.75 178.25 179.25 -3.25 17,423 145,505 -1,613
Nov00 000717 188.00 188.25 186.25 187.25 -2.75 81 1,455 +45
Dec00 000717 192.50 192.75 190.00 191.25 -3.00 26,534 179,905 +316
Jan01 000717 193.25 193.25 193.25 193.25 -3.75 0 251 +0
Mar01 000717 204.00 204.25 202.00 203.00 -3.25 3,018 35,034 +896
May01 000717 211.25 212.00 210.00 210.75 -2.75 1,445 7,550 +679
Total Volume and Open Interest 53,255 395,217 +1,674
Wheat(CBOT)
Sep00 000717 246.50 248.00 243.75 244.25 -4.50 7,062 63,733 -255
Dec00 000717 264.00 266.00 261.00 262.00 -3.75 10,464 50,640 +1,629
Mar01 000717 280.25 281.00 277.00 278.25 -3.75 732 16,752 +234
May01 000717 288.00 289.00 286.50 288.00 -2.00 78 760 +3
Jul01 000717 299.50 299.50 296.00 296.25 -3.75 383 7,321 +188
Total Volume and Open Interest 18,782 140,299 +1,759
Wheat(KCBT)
Jul00 000717 280.00 280.00 276.50 277.00 -6.00 0 8 -40
Sep00 000717 284.00 286.50 283.25 283.50 -5.00 7,301 36,961 +93
Dec00 000717 300.00 301.50 298.00 298.25 -5.75 6,557 33,873 +1,473
Mar01 000717 313.00 314.00 310.00 310.50 -6.00 703 6,274 +161
May01 000717 320.50 320.50 318.25 318.75 -5.25 61 1,008 +2
Total Volume and Open Interest 14,682 78,829 +1,688
Wheat(MGE)
Jul00 000717 297.00 297.00 297.00 297.00 unch 2 2 +0
Sep00 000717 306.00 306.75 304.00 304.50 -4.75 1,416 10,131 -10
Dec00 000717 322.50 322.50 320.50 320.75 -4.00 1,125 6,685 -100
Mar01 000717 336.00 336.50 335.00 335.25 -4.25 36 1,202 +55
May01 000717 345.00 345.00 343.00 343.00 -4.50 11 186 +0
Total Volume and Open Interest 2,602 18,315 -46
Oats(CBOT)
Sep00 000717 102.50 104.50 102.50 104.00 -0.75 485 7,682 +238
Dec00 000717 111.25 112.25 111.00 112.00 -1.00 365 7,105 +105
Mar01 000717 119.50 119.50 119.00 119.50 -0.75 52 835 +6
May01 000717 122.00 122.50 122.00 122.50 -0.50 0 8 +0
Total Volume and Open Interest 981 15,670 +388
Rough Rice(CBOT)
Jul00 000717 4.62 4.62 4.54 4.54 -0.08 11 181 -5
Sep00 000717 6.24 6.26 6.06 6.08 -0.22 73 1,893 +17
Nov00 000717 6.33 6.33 6.21 6.23 -0.17 63 2,287 -45
Jan01 000717 6.55 6.55 6.44 6.45 -0.17 41 1,590 +3
Total Volume and Open Interest 486    
Live Cattle(CME)
Aug00 000717 67.600 67.950 67.400 67.600 +0.150 6,411 38,820 -2,277
Oct00 000717 69.850 70.175 69.650 69.825 +0.100 5,271 42,347 +2,461
Dec00 000717 72.050 72.350 71.900 72.000 -0.075 1,378 14,898 +78
Feb01 000717 73.200 73.300 73.000 73.200 +0.025 476 8,451 +16
Apr01 000717 75.300 75.300 75.000 75.150 -0.200 162 6,055 +27
Jun01 000717 73.100 73.200 73.000 73.125 +0.025 34 2,862 +26
Total Volume and Open Interest 13,752 115,946 +331
Feeder Cattle(CME)
Aug00 000717 88.400 88.400 87.800 87.850 -0.175 1,010 10,159 +93
Sep00 000717 88.175 88.250 87.750 87.800 -0.175 212 2,922 +28
Oct00 000717 88.825 88.900 88.300 88.450 -0.200 437 4,605 +161
Nov00 000717 89.400 89.450 88.950 89.025 -0.225 156 2,520 -23
Jan01 000717 89.700 89.700 89.350 89.450 -0.250 155 1,851 +44
Mar01 000717 89.175 89.400 89.175 89.200 -0.250 16 786 +2
Apr01 000717 89.000 89.100 88.950 88.950 -0.150 4 177 +4
Total Volume and Open Interest 1,992 23,669 +311
Lean Hogs(CME)
Aug00 000717 66.950 66.950 65.750 65.900 -0.975 5,234 15,854 -948
Oct00 000717 58.100 58.150 56.900 57.150 -0.875 2,893 13,944 +614
Dec00 000717 53.900 54.075 53.150 53.400 -0.700 837 8,859 +104
Feb01 000717 53.950 53.950 53.500 53.575 -0.400 117 2,349 +19
Apr01 000717 53.075 53.150 53.000 53.025 -0.025 33 1,190 +4
Jun01 000717 60.350 60.350 59.950 59.950 -0.325 12 272 +10
Jul01 000717 59.900 59.900 59.700 59.700 -0.400 6 58 +0
Aug01 000717 59.050 59.050 58.800 59.050 unch 0 2 +0
Total Volume and Open Interest 10,057 45,236 -566
Pork Bellies(CME)
Jul00 000717 88.600 88.800 87.000 87.425 -1.500 114 689 -56
Aug00 000717 86.000 86.000 84.000 84.100 -2.075 496 2,720 -63
Feb01 000717 73.500 73.500 72.000 72.025 -1.500 17 281 +3
Mar01 000717 73.550 73.550 73.550 73.550 -0.450 0 14 +0
May01 000717 74.000 74.000 74.000 74.000 -0.450      
Total Volume and Open Interest 627 3,705 -116
Cocoa(NYBOT)
Jul00 000714 819 820 816 816 -15 3 6 -19
Sep00 000717 832 844 828 841 +2 2,356 38,965 +188
Dec00 000717 866 879 866 877 +1 491 25,455 +71
Mar01 000717 901 911 901 911 +2 63 11,139 -9
May01 000717 933 935 933 935 +2 1 7,802 -1
Jul01 000717 958 958 958 958 +2 4 7,677 -1
Sep01 000717 983 983 983 983 +2 7 6,383 +0
Total Volume and Open Interest 3,017 114,065 +337
Coffee "C"(NYBOT)
Jul00 000717 98.50 98.65 98.50 98.65 +9.50 45 201 -2
Sep00 000717 102.25 104.00 98.10 101.05 +9.70 9,235 31,161 -331
Dec00 000717 108.00 108.50 101.75 104.85 +9.25 1,228 9,505 +115
Mar01 000717 112.00 112.50 105.25 108.35 +8.85 297 3,613 +134
May01 000717 115.00 115.00 110.00 110.25 +8.60 31 958 -5
Jul01 000717 112.00 112.50 112.00 112.15 +8.35 3 237 +3
Total Volume and Open Interest 10,866 46,066 -64
Orange Juice(NYBOT)
Sep00 000717 78.00 78.00 76.75 77.05 -1.05 5,287 14,198 -986
Nov00 000717 78.10 78.10 77.25 77.35 -0.95 1,304 5,862 +448
Jan01 000717 79.00 79.10 78.50 78.70 -0.40 730 2,687 +376
Mar01 000717 80.00 80.00 79.25 79.70 -0.35 538 2,717 +350
May01 000717 80.45 80.80 79.75 79.95 -0.40 150 401 +94
Total Volume and Open Interest 8,140 26,432 +375
Sugar #11(NYBOT)
Oct00 000717 9.40 9.69 9.38 9.66 +0.46 7,233 94,852 -562
Mar01 000717 9.27 9.50 9.27 9.49 +0.43 4,285 46,301 +1,009
May01 000717 9.14 9.25 9.08 9.24 +0.41 783 10,033 +328
Jul01 000717 8.80 8.90 8.76 8.90 +0.35 507 9,165 +243
Oct01 000717 8.52 8.65 8.52 8.65 +0.33 1,551 8,459 -218
Total Volume and Open Interest 14,759 172,743 +826
London Cocoa(LCE)
Jul00 000714 594 595 588 588 -8 788 742 -671
Sep00 000717 620 626 619 625 +3 1,370 35,410 -225
Dec00 000717 659 666 657 665 +4 969 45,637 +226
Mar01 000717 681 685 677 684 +4 387 31,406 +36
May01 000717 694 700 693 700 +4 80 19,307 +10
Jul01 000717 715 715 715 715 +4 34 6,052 +17
Sep01 000717 723 730 723 730 +4 105 4,434 -56
Total Volume and Open Interest 3,061 168,221 -639
London Coffee(LCE)
Jul00 000717 857.00 896.00 857.00 878.00 +47.00 127 1,113 -4
Sep00 000717 880.00 921.00 865.00 903.00 +47.00 7,115 38,586 -190
Nov00 000717 900.00 939.00 885.00 921.00 +47.00 1,683 14,852 +139
Jan01 000717 914.00 959.00 914.00 939.00 +47.00 193 4,885 +78
Mar01 000717 950.00 957.00 950.00 957.00 +47.00 70 1,382 +15
May01 000717 975.00 975.00 975.00 975.00 +47.00 49 1,120 +49
Total Volume and Open Interest 9,237 61,942 +87
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000717 243.90 251.60 243.90 250.70 +5.80 882 17,678 -2
Dec00 000717 244.40 250.00 244.40 250.00 +5.40 98 5,725 +79
Mar01 000717 243.80 249.70 243.80 249.70 +5.30 348 6,042 +91
May01 000717 241.30 246.70 241.30 246.70 +4.40 0 758 +0
Total Volume and Open Interest 1,603 33,078 -2,514
Cotton(NYBOT)
Oct00 000717 57.50 60.02 57.50 60.02 +3.00 554 4,567 -85
Dec00 000717 59.75 62.49 59.70 62.49 +3.00 5,024 35,304 +218
Mar01 000717 61.85 64.49 61.85 64.49 +3.00 873 6,234 +342
May01 000717 62.75 65.30 62.70 65.30 +3.00 139 4,368 +47
Jul01 000717 63.70 66.20 63.70 66.20 +3.00 35 1,832 -13
Oct01 000717 64.65 64.65 64.65 64.65 +1.85 25 365 +25
Total Volume and Open Interest 6,654 54,753 +530
Lumber(CME)
Sep00 000717 260.0 260.5 251.5 251.5 -10.0 404 1,884 +108
Nov00 000717 266.0 266.0 256.0 256.2 -9.8 121 755 +10
Jan01 000717 275.1 275.1 266.0 267.1 -8.9 26 131 +5
Total Volume and Open Interest 750 2,922 +46
Crude Oil(NYM)
Aug00 000717 30.95 31.00 30.62 30.83 -0.57 58,630 71,897 -1,065
Sep00 000717 29.95 30.05 29.68 29.76 -0.67 50,117 124,141 +13,065
Oct00 000717 29.28 29.34 29.08 29.12 -0.59 9,932 40,326 +855
Nov00 000717 28.85 28.92 28.65 28.68 -0.53 2,231 21,715 -463
Dec00 000717 28.25 28.50 28.25 28.28 -0.48 6,548 39,037 +1,638
Jan01 000717 28.02 28.03 27.90 27.90 -0.45 1,565 18,050 +160
Feb01 000717 27.65 27.65 27.55 27.55 -0.43 617 9,140 -5
Mar01 000717 27.30 27.30 27.21 27.21 -0.42 165 9,583 +53
Apr01 000717 26.75 26.95 26.75 26.87 -0.41 148 5,229 +12
May01 000717 26.53 26.53 26.53 26.53 -0.40 0 5,599 +0
Total Volume and Open Interest 135,442 464,964 +15,726
Heating Oil(NYM)
Aug00 000717 79.80 80.20 78.80 79.26 -1.64 12,952 29,224 -1,072
Sep00 000717 80.40 80.40 79.30 79.53 -1.68 8,869 25,842 +1,015
Oct00 000717 80.10 80.50 79.50 79.73 -1.63 1,522 16,553 +306
Nov00 000717 80.50 80.55 79.80 79.93 -1.58 2,303 17,694 +587
Dec00 000717 80.70 80.75 79.90 80.03 -1.48 2,084 21,498 +307
Jan01 000717 80.10 80.20 79.50 79.68 -1.28 798 15,479 +100
Feb01 000717 78.70 78.90 78.10 78.28 -1.13 273 9,365 -125
Mar01 000717 75.60 75.60 74.98 74.98 -0.93 415 7,451 +77
Apr01 000717 72.50 72.50 71.68 71.68 -0.88 103 3,388 +30
May01 000717 70.40 70.40 69.38 69.38 -0.88 52 1,566 +0
Total Volume and Open Interest 29,464 153,536 +1,228
Unleaded Gas(NYM)
Aug00 000717 95.25 96.20 94.30 95.97 -0.33 12,869 30,630 +343
Sep00 000717 89.30 90.50 89.30 90.32 -0.09 7,542 23,634 +398
Oct00 000717 82.95 83.47 82.55 83.47 +0.11 1,749 15,088 +178
Nov00 000717 78.90 79.80 78.90 79.42 +0.21 422 4,113 -142
Dec00 000717 77.30 77.52 77.00 77.52 +0.31 412 4,498 +31
Jan01 000717 76.00 76.72 76.00 76.72 +0.41 144 1,586 +36
Feb01 000717 76.72 76.72 76.72 76.72 +0.46 1 1,705 +40
Mar01 000717 76.72 76.72 76.72 76.72 +0.51 50 509 +509
Total Volume and Open Interest 23,189 83,033 +854
Natural Gas(NYM)
Aug00 000717 4.135 4.135 3.990 4.002 -0.148 25,646 39,965 -1,167
Sep00 000717 4.100 4.115 3.990 4.007 -0.138 6,662 31,232 +902
Oct00 000717 4.080 4.090 3.990 3.994 -0.136 2,121 32,035 -156
Nov00 000717 4.140 4.165 4.055 4.064 -0.141 761 16,221 +258
Dec00 000717 4.230 4.245 4.120 4.150 -0.145 2,205 23,806 -78
Jan01 000717 4.230 4.230 4.130 4.138 -0.142 2,346 26,903 +350
Feb01 000717 4.030 4.050 3.960 3.963 -0.127 696 14,968 +105
Mar01 000717 3.850 3.850 3.780 3.788 -0.112 1,564 15,640 -406
Total Volume and Open Interest 48,896 326,752 +373
Brent Crude Oil(IPE)
Sep00 000717 28.90 28.90 28.52 28.56 -0.67 45,233 97,880 +1,629
Oct00 000717 28.20 28.32 28.12 28.14 -0.64 13,145 52,975 +2,691
Nov00 000717 27.78 27.90 27.70 27.74 -0.60 2,719 14,861 +321
Dec00 000717 27.35 27.50 27.30 27.31 -0.57 4,824 36,978 +830
Jan01 000717 26.95 27.00 26.85 26.85 -0.53 281 12,944 +158
Feb01 000717 26.54 26.54 26.43 26.43 -0.49 423 9,241 -41
Mar01 000717 26.00 26.11 26.00 26.05 -0.44 114 9,210 +95
Apr01 000717 25.70 25.70 25.70 25.70 -0.40 15 3,625 +0
Total Volume and Open Interest 79,150 292,399 +2,920
Gas Oil(IPE)
Aug00 000717 248.00 248.00 244.50 246.00 -4.75 11,168 41,810 -1,984
Sep00 000717 245.00 245.75 243.50 244.00 -5.25 7,599 20,981 +1,270
Oct00 000717 243.75 244.75 242.75 243.50 -4.50 5,228 17,766 -768
Nov00 000717 241.00 243.00 241.00 241.75 -4.00 864 5,343 +202
Dec00 000717 238.75 240.25 238.25 239.00 -3.75 4,689 27,760 +2,559
Jan01 000717 235.75 235.75 235.00 235.00 -3.50 590 5,286 -135
Feb01 000717 230.50 230.50 229.25 229.25 -3.50 390 2,991 -110
Mar01 000717 224.25 224.25 223.50 223.50 -3.25 0 3,234 +0
Total Volume and Open Interest 30,528 133,168 +1,034
US Dollar Index(NYBOT)
Sep00 000717 108.08 108.60 108.05 108.45 +0.27 728 4,136 -82
Dec00 000717 108.09 108.09 108.09 108.09 +0.29 2 2,023 +2
Mar01 000717 107.73 107.73 107.73 107.73 +0.31 730 6,159 -80
Total Volume and Open Interest 730 6,159 -80
Australian Dollar(IMM)
Sep00 000717 58.57 58.99 58.47 58.95 +0.41 682 16,572 +97
Dec00 000717 59.05 59.05 58.61 59.05 +0.41 6 226 +4
Mar01 000717 59.15 59.15 59.15 59.15 +0.41 0 528 +0
Total Volume and Open Interest 688 17,326 +101
British Pound(IMM)
Sep00 000717 149.36 149.62 149.22 149.62 -0.36 6,438 32,190 -865
Dec00 000717 149.90 149.90 149.70 149.90 -0.36 0 287 +1
Mar01 000717 150.12 150.12 150.00 150.12 -0.36 0 4 +0
Total Volume and Open Interest 6,438 32,481 -864
Canadian Dollar(IMM)
Sep00 000717 67.51 67.66 67.49 67.61 +0.08 6,109 63,778 +2,655
Dec00 000717 67.72 67.83 67.72 67.78 +0.08 16 4,693 -5
Mar01 000717 67.96 68.00 67.95 67.95 +0.08 0 613 +0
Jun01 000717 68.12 68.20 68.12 68.12 +0.08 0 155 +0
Total Volume and Open Interest 6,125 69,253 +2,650
Japanese Yen(IMM)
Sep00 000717 93.00 93.37 92.95 93.32 -0.40 6,808 54,226 +213
Dec00 000717 94.55 94.90 94.55 94.86 -0.40 0 3,080 +22
Mar01 000717 96.40 96.40 96.40 96.40 -0.40 0 70 +0
Total Volume and Open Interest 6,808 57,376 +235
Swiss Franc(IMM)
Sep00 000717 60.85 60.89 60.62 60.73 -0.18 8,950 37,153 +4,309
Dec00 000717 61.29 61.30 61.18 61.22 -0.18 1 103 -1
Mar01 000717 61.75 61.75 61.69 61.69 -0.18 2 2 +1
Total Volume and Open Interest 8,953 37,258 +4,309
EuroFX(IMM)
Sep00 000717 93.87 94.04 93.75 93.91 -0.22 8,061 55,273 +504
Dec00 000717 94.33 94.45 94.24 94.38 -0.22 37 738 +26
Mar01 000717 94.82 94.82 94.80 94.82 -0.22 0 40 +0
Total Volume and Open Interest 8,098 56,051 +530
Mexican Peso(IMM)
Sep00 000717 10515.0 10590.0 10490.0 10573.0 +60.0 178 12,088 +522
Dec00 000717 10230.0 10340.0 10230.0 10323.0 +50.0 410 1,598 +176
Total Volume and Open Interest 670 14,420 +778
30-Year T-Bonds(CBOT)
Sep00 000717 97~15 97~25 96~21 96~29 -0~20 251,805 391,805 -861
Dec00 000717 97~17 97~22 96~21 96~27 -0~20 1,366 5,446 +633
Mar01 000717 96~26 96~26 96~26 96~26 -0~20 112 959 +1
Total Volume and Open Interest 253,284 398,214 -226
Municipal Bonds(CBOT)
Sep00 000717 97~02 97~10 96~11 96~19 -0~12 1,955 23,189 +609
Dec00 000717 95~31 95~31 95~31 95~31 -0~12 0 400 +0
Total Volume and Open Interest 1,955 23,589 +609
10-Year T-Notes(CBOT)
Sep00 000717 98~050 98~100 97~230 97~265 -0~110 197,082 596,661 +3,048
Dec00 000717 97~270 97~275 97~220 97~240 -0~110 176 9,632 +48
Total Volume and Open Interest 197,258 606,293 +3,096
5-Year T-Notes(CBOT)
Sep00 000717 98~260 98~270 98~150 98~170 -0~080 73,900 400,378 +5,115
Dec00 000717 98~200 98~200 98~155 98~200 -0~120      
Total Volume and Open Interest 49,265 395,521 +2,615
2 Year T-Notes(CBOT)
Sep00 000717 99~023 99~024 99~004 99~009 -0~013 3,496 55,454 -493
Total Volume and Open Interest 3,496 55,454 -493
3-Mth T-Bills(IMM)
Sep00 000717 93.83 93.83 93.83 93.83 unch 27 660 +0
Total Volume and Open Interest 27 660 +0
Eurodollars(IMM)
Sep00 000717 93.150 93.155 93.120 93.130 -0.020 97,340 607,047 +2,917
Dec00 000717 92.955 92.955 92.910 92.935 -0.020 126,572 540,102 +4,517
Mar01 000717 92.950 92.955 92.905 92.925 -0.025 189,329 401,619 +648
Jun01 000717 92.910 92.920 92.860 92.880 -0.035 74,370 279,111 -1,365
Sep01 000717 92.910 92.910 92.845 92.865 -0.040 46,694 215,399 -13,176
Dec01 000717 92.860 92.860 92.790 92.820 -0.040 16,604 166,757 -2,803
Mar02 000717 92.915 92.920 92.850 92.870 -0.045 13,609 139,955 -1,577
Jun02 000717 92.905 92.905 92.845 92.860 -0.045 12,591 100,521 +331
Sep02 000717 92.905 92.905 92.835 92.855 -0.050 5,838 102,511 -432
Dec02 000717 92.840 92.840 92.785 92.805 -0.050 4,149 77,774 +174
Mar03 000717 92.870 92.870 92.835 92.855 -0.055 3,959 77,205 -383
Jun03 000717 92.890 92.890 92.820 92.830 -0.060 4,519 56,559 -291
Total Volume and Open Interest 622,897 3,181,801 -10,592
3-Mth Euro-Yen(IMM)
Sep00 000717 99.72 99.73 99.72 99.73 +0.05 3,818 14,972 +1,396
Dec00 000717 99.61 99.62 99.61 99.61 +0.03 2,470 12,794 -939
Mar01 000717 99.56 99.56 99.55 99.56 +0.03 1,819 14,344 +360
Jun01 000717 99.47 99.47 99.46 99.47 +0.03 1,253 8,414 +233
Sep01 000717 99.37 99.37 99.37 99.37 +0.04 1,431 22,165 +871
Dec01 000717 99.22 99.22 99.22 99.22 +0.02 353 2,558 +18
Mar02 000717 99.11 99.11 99.11 99.11 +0.02 394 1,931 -50
Jun02 000717 99.00 99.00 99.00 99.00 +0.01 0 781 +0
Sep02 000717 98.76 98.76 98.76 98.76 unch 0 30 +0
Dec02 000717 98.61 98.61 98.61 98.61 unch 0 30 +0
Total Volume and Open Interest 11,538 78,019 +1,889
3-Mth Euro-Yen(SIMEX)
Sep00 000717 99.70 99.73 99.69 99.73 +0.02 6,284 92,147 -6,655
Dec00 000717 99.59 99.61 99.59 99.61 +0.01 14,731 91,868 +2,933
Mar01 000717 99.54 99.56 99.53 99.55 +0.01 11,809 91,289 +1,158
Jun01 000717 99.45 99.47 99.45 99.46 unch 6,547 71,379 +3,412
Sep01 000717 99.36 99.36 99.35 99.36 unch 4,904 64,435 -800
Dec01 000717 99.22 99.22 99.21 99.22 unch 178 23,317 +68
Mar02 000717 99.11 99.11 99.11 99.11 unch 272 12,854 +72
Jun02 000717 99.01 99.01 99.01 99.01 unch 51 2,278 -521
Total Volume and Open Interest 44,776 451,906 -333
German Euro-Bund(EUREX)
Sep00 000717 104.52 104.64 104.35 104.47 -0.03 678,193 484,380 +6,105
Dec00 000717 104.22 104.31 104.09 104.16 -0.04 1,016 18,286 -285
Mar01 000717 103.96 103.96 103.96 103.96 -0.07 5,620 3,337 +1,180
Total Volume and Open Interest 684,829 506,003 +7,000
German Euro-Bobl(EUREX)
Sep00 000717 102.57 102.69 102.52 102.57 +0.01 226,936 291,866 +9,583
Dec00 000717 102.41 102.41 102.41 102.41 +0.03 400 783 +2
Mar01 000717 102.27 102.27 102.27 102.27 +0.01      
Total Volume and Open Interest 227,336 292,649 +9,585
Long Gilt(LIFFE)
Sep00 000717 113~04 113~12 112~29 112~31 -0~02 18,756 58,437 -3,403
Dec00 000717 112~25 112~25 112~25 112~25 -0~02 0 50 +0
Total Volume and Open Interest 18,756 58,487 -3,403
3-Mth Short Sterling(LIFFE)
Sep00 000717 93.76 93.77 93.73 93.73 -0.02 11,347 211,437 +128
Dec00 000717 93.67 93.68 93.63 93.64 -0.02 16,680 198,194 +461
Mar01 000717 93.64 93.64 93.58 93.59 -0.04 15,534 122,320 -772
Total Volume and Open Interest 69,356 829,987 +1,301
3-Mth Euribor(LIFFE)
Sep00 000717 95.130 95.140 95.115 95.130 -0.005 49,736 342,478 -2,841
Dec00 000717 94.750 94.765 94.740 94.755 unch 49,821 274,842 +3,122
Mar01 000717 94.670 94.680 94.650 94.665 unch 49,033 188,895 -895
Total Volume and Open Interest 206,784 1,239,651 +4,732
3-Mth Aus T-Bills(SFE)
Sep00 000717 93.79 93.80 93.72 93.75 -0.07 2,740 178,055 +3,201
Dec00 000717 93.62 93.62 93.56 93.60 -0.08 2,739 84,645 +777
Mar01 000717 93.57 93.57 93.51 93.55 -0.08 1,707 42,227 +906
Jun01 000717 93.51 93.53 93.49 93.53 -0.08 1,107 19,300 +558
Sep01 000717 93.49 93.52 93.48 93.52 -0.07 375 10,471 +435
Dec01 000717 93.48 93.48 93.48 93.48 -0.08 75 6,942 +0
Mar02 000717 93.45 93.47 93.44 93.47 -0.08 76 5,443 +50
Jun02 000717 93.45 93.45 93.45 93.45 -0.08 44 3,553 +19
Sep02 000717 93.42 93.42 93.42 93.42 -0.08 26 1,934 +13
Dec02 000717 93.40 93.40 93.40 93.40 -0.06 75 1,567 +34
Total Volume and Open Interest 8,970 357,482 +5,981
10-Year Aus T-Bonds(SFE)
Sep00 000717 93.82 93.82 93.76 93.76 -0.08 9,703 120,874 +4,353
Dec00 000717 93.81 93.81 93.81 93.81 -0.08      
Total Volume and Open Interest 9,703 120,874 +4,353
3-Year Aus T-Bonds(SFE)
Sep00 000717 93.94 93.94 93.89 93.93 -0.09 22,071 254,414 +4,761
Dec00 000717 93.90 93.90 93.90 93.90 -0.13      
Total Volume and Open Interest 22,071 254,414 +4,761
Gold(CMX)
Aug00 000717 283.5 284.7 282.6 284.2 +2.3 13,302 72,621 -3,077
Oct00 000717 287.0 287.8 285.8 287.3 +2.4 260 5,385 +14
Dec00 000717 289.8 291.0 288.9 290.4 +2.5 818 24,059 +303
Feb01 000717 293.0 293.0 293.0 293.0 +2.5 0 11,602 +11
Apr01 000717 295.7 295.7 295.7 295.7 +2.5 0 3,439 +0
Jun01 000717 298.3 298.3 298.3 298.3 +2.5 20 8,434 +11
Total Volume and Open Interest 14,647 141,361 -2,768
Silver(CMX)
Jul00 000717 500.0 503.0 500.0 501.8 +1.5 19 85 -5
Sep00 000717 506.0 509.0 506.0 506.5 +1.5 12,750 52,347 -1,587
Dec00 000717 513.0 515.0 512.0 512.4 +1.5 174 13,021 +46
Mar01 000717 517.4 517.4 517.4 517.4 +1.5 0 1,060 +0
May01 000717 520.1 520.1 520.1 520.1 +1.5 0 810 +0
Total Volume and Open Interest 13,102 72,377 -1,534
Platinum(NYM)
Jul00 000717 584.0 595.0 584.0 590.5 +14.8 26 322 -18
Oct00 000717 565.0 574.5 562.0 573.5 +14.8 906 8,547 +394
Jan01 000717 550.0 562.0 550.0 562.0 +14.8 0 415 +0
Total Volume and Open Interest 932 9,284 +376
Palladium(NYME)
Sep00 000717 699.80 710.00 695.00 708.25 +21.60 176 1,426 -108
Dec00 000717 708.25 708.25 708.25 708.25 +21.60 102 519 +519
Total Volume and Open Interest 278 1,945 -6
Copper(CMX)
Jul00 000717 82.70 84.30 82.60 84.05 +1.75 724 3,301 -427
Sep00 000717 83.00 85.00 82.85 84.60 +1.70 4,629 33,295 +232
Dec00 000717 83.15 85.00 83.15 84.75 +1.60 1,498 9,381 -13
Mar01 000717 83.10 84.50 83.10 84.35 +1.60 818 3,099 +508
May01 000717 83.80 84.10 83.80 84.10 +1.60 12 1,006 +12
Total Volume and Open Interest 7,959 65,346 +336
DJIA Index(CBOT)
Sep00 000717 10895 10948 10845 10880 -15 8,266 11,838 +238
Dec00 000717 11025 11085 10995 11030 -13 5 2,093 +0
Mar01 000717 11186 11186 11186 11186 -13      
Jun01 000717 11346 11346 11346 11346 -13      
Total Volume and Open Interest 10,594 13,699 -564
S & P 500(CME)
Sep00 000717 1521.10 1533.00 1519.50 1522.00 -2.00 44,564 369,308 +391
Dec00 000717 1545.50 1555.00 1543.50 1545.10 -2.10 99 7,243 +10
Mar01 000717 1568.80 1578.40 1568.40 1568.80 -2.60 40 1,092 +51
Jun01 000717 1593.30 1602.90 1592.90 1593.30 -2.60 40 892 +1
Total Volume and Open Interest 44,748 378,678 +454
S & P 500 E-Mini(Globex)
Sep00 000717 1523.25 1533.00 1519.50 1522.00 -2.00 64,542 31,846 +489
Dec00 000717 1546.00 1554.75 1543.75 1545.00 -2.25 4 30 +3
Total Volume and Open Interest 64,546 31,876 +492
NASDAQ 100(CME)
Sep00 000717 4087.00 4135.00 4045.00 4110.00 +32.00 13,629 30,338 +2,035
Dec00 000717 4171.00 4171.00 4171.00 4171.00 +32.00 0 13 +0
Mar01 000717 4232.00 4232.00 4232.00 4232.00 +32.00 0 1 +0
Total Volume and Open Interest 13,629 30,352 +2,035
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000717 4075.5 4134.5 4044.0 4110.0 +32.0 35,560 23,522 -287
Dec00 000717 4171.0 4183.5 4128.0 4171.0 +32.0 12 13 +11
Total Volume and Open Interest 35,572 23,535 -276
NYSE Composite(NYBOT)
Sep00 000717 669.40 672.50 668.05 668.45 -1.95 150 856 +44
Dec00 000717 677.70 677.70 677.70 677.70 -1.95 0 1,496 +0
Mar01 000717 686.95 686.95 686.95 686.95 -1.95 0 100 +0
Total Volume and Open Interest 218 2,263 +16
S & P Midcap 400(CME)
Sep00 000717 523.00 523.50 519.90 523.00 -1.50 339 13,241 +60
Dec00 000717 530.00 530.00 530.00 530.00 -1.50      
Mar01 000717 536.00 536.00 536.00 536.00 -1.50      
Total Volume and Open Interest 339 13,241 +60
Russell 2000(CME)
Sep00 000717 548.00 551.75 546.00 551.75 +3.00 47 11,444 +100
Dec00 000717 559.55 559.55 559.55 559.55 +3.00      
Mar01 000717 567.10 567.10 567.10 567.10 +3.00      
Total Volume and Open Interest 47 11,444 +100
Value Line(KCBT)
Sep00 000717 1137.00 1137.00 1130.50 1131.25 -6.75 19 136 +0
Total Volume and Open Interest 19 137 +0
Nikkei 225(CME)
Sep00 000717 17330 17360 17270 17350 +190 574 14,519 +63
Dec00 000717 17350 17350 17350 17350 +190 0 11 +0
Total Volume and Open Interest 574 14,530 +63
Nikkei 225(SIMEX)
Sep00 000717 17160 17495 17150 17290 +195 10,778 110,391 +675
Dec00 000717 17280 17280 17280 17280 +195 0 3,950 +0
Mar01 000717 17295 17295 17295 17295 +195 0 3,800 +0
Total Volume and Open Interest 10,778 118,551 +675
CAC 40(MATIF)
Jul00 000717 6631.5 6659.0 6606.0 6645.0 +19.0 5,939 225,679 -2,563
Aug00 000717 6652.5 6677.0 6630.0 6652.5 +5.0 129 7,980 +119
Sep00 000717 6665.0 6676.0 6640.0 6670.0 +18.0 560 91,244 +290
Total Volume and Open Interest 6,628 339,227 -2,147
DAX Index(EUREX)
Sep00 000717 7405.5 7480.0 7377.5 7473.0 +94.0 39,048 150,186 +119
Dec00 000717 7504.0 7561.0 7500.0 7561.0 +96.0 447 1,347 +33
Mar01 000717 7613.5 7658.5 7613.5 7658.5 +98.0 0 97 +1
Total Volume and Open Interest 39,495 151,630 +153
FT-SE 100(LIFFE)
Sep00 000717 6535.00 6583.50 6522.50 6580.00 +74.00 19,401 262,398 +973
Dec00 000717 6615.50 6663.50 6610.50 6663.50 +74.50 258 2,872 +255
Mar01 000717 6675.50 6719.00 6675.50 6719.00 +74.00 0 1,315 +0
Total Volume and Open Interest 19,659 266,585 +1,228
SPI 200(SFE)
Sep00 000717 3337.0 3358.0 3326.0 3351.0 +2.0 6,573 121,673 -2,728
Dec00 000717 3371.0 3371.0 3371.0 3371.0 +2.0 268 2,782 -131
Mar01 000717 3391.0 3391.0 3391.0 3391.0 +2.0 0 1,006 +0
Total Volume and Open Interest 6,841 125,635 -2,859
GSCI(CME)
Aug00 000717 223.50 224.00 222.25 222.70 -3.30 6,553 31,800 +6,004
Sep00 000717 222.00 222.00 221.50 222.00 -1.50 1 36 +1
Oct00 000717 220.40 220.40 220.40 220.40 -2.30      
Total Volume and Open Interest 12,485 38,316 +584
Bridge CRB Index(NYBOT)
Aug00 000717 221.00 221.40 220.40 221.00 +1.70 84 758 -2
Nov00 000717 221.25 221.75 221.25 221.50 +1.90 23 893 -1
Jan01 000717 221.75 221.75 221.75 221.75 +2.10 0 427 +0
Total Volume and Open Interest 107 2,078 -3
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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