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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Wed July 19, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000719 453.50 457.50 451.00 452.50 -3.00 8,947 24,717 -533
Sep00 000719 444.00 453.00 443.50 448.75 +2.50 3,372 17,277 +285
Nov00 000719 448.50 460.00 447.50 456.25 +5.00 21,606 73,975 -771
Jan01 000719 460.00 470.00 458.50 467.00 +4.75 421 7,933 +11
Mar01 000719 470.00 480.00 469.50 477.25 +4.50 401 7,159 -131
May01 000719 478.00 489.50 478.00 486.25 +5.50 125 5,756 +72
Jul01 000719 492.00 498.00 492.00 495.50 +5.00 452 5,086 +125
Total Volume and Open Interest 35,328 143,720 -938
Soybean Meal(CBOT)
Aug00 000719 155.50 156.00 152.80 153.50 -2.90 7,894 23,601 -1,020
Sep00 000719 149.50 150.70 148.90 149.00 -1.60 3,537 11,804 -357
Oct00 000719 145.20 149.20 145.20 147.60 +0.90 2,215 13,847 +501
Dec00 000719 146.70 150.70 146.20 148.90 +1.50 8,640 41,542 +303
Jan01 000719 147.30 151.20 147.30 149.50 +0.90 298 6,576 +57
Mar01 000719 149.30 152.70 149.00 151.40 +1.50 76 4,956 +24
May01 000719 151.00 154.50 150.50 153.00 +1.40 85 3,642 +48
Jul01 000719 155.50 157.00 155.50 155.60 +1.60 32 1,168 +17
Total Volume and Open Interest 22,823 107,532 -396
Soybean Oil(CBOT)
Aug00 000719 15.30 15.55 15.25 15.34 unch 5,953 25,106 -1,154
Sep00 000719 15.47 15.75 15.45 15.57 +0.04 2,978 16,878 +478
Oct00 000719 15.65 15.95 15.65 15.76 +0.04 1,614 12,062 +326
Dec00 000719 16.03 16.32 16.02 16.17 +0.07 3,333 46,123 -1,020
Jan01 000719 16.38 16.64 16.38 16.53 +0.09 862 13,714 +31
Mar01 000719 16.88 16.88 16.77 16.87 +0.09 251 6,770 -110
May01 000719 17.40 17.40 17.11 17.17 +0.07 163 5,908 +1
Jul01 000719 17.45 17.70 17.43 17.50 +0.09 49 4,157 +46
Total Volume and Open Interest 15,219 132,609 -1,386
Canola(WCE)
Aug00 000719 243.5 246.3 243.3 244.0 -0.1 555 6,227 -402
Sep00 000719 244.5 248.5 244.5 246.3 +0.2 175 1,278 -72
Nov00 000719 251.0 254.5 250.7 252.7 +0.5 2,459 32,022 +413
Jan01 000719 256.5 259.9 256.5 258.4 +0.4 5 5,174 +0
Mar01 000719 262.5 265.3 262.5 263.9 +0.4 75 913 +0
Total Volume and Open Interest 3,269 45,674 -61
Corn(CBOT)
Sep00 000719 179.25 182.75 178.75 181.75 +1.00 25,205 136,710 -5,068
Nov00 000719 188.00 191.25 187.00 189.50 +1.00 119 1,475 -57
Dec00 000719 190.75 195.00 190.50 193.50 +1.00 37,845 181,292 +2,397
Jan01 000719 194.00 197.50 194.00 196.50 +2.00 1 250 -1
Mar01 000719 203.00 206.50 202.50 205.25 +1.00 2,515 36,082 -50
May01 000719 210.75 214.25 210.25 213.00 +0.75 668 8,592 -51
Total Volume and Open Interest 67,865 389,642 -2,652
Wheat(CBOT)
Sep00 000719 240.00 246.00 239.00 244.50 +3.25 6,523 63,167 -263
Dec00 000719 258.50 263.50 258.00 262.00 +3.00 11,361 52,206 +1,676
Mar01 000719 275.00 279.00 274.50 278.00 +3.00 464 17,003 +7
May01 000719 286.00 288.25 286.00 288.25 +3.25 23 904 +18
Jul01 000719 294.50 297.50 294.50 296.50 +1.75 486 7,690 +169
Total Volume and Open Interest 18,857 141,430 +1,555
Wheat(KCBT)
Jul00 000719 274.50 274.50 274.50 274.50 +0.50 4 3 -25
Sep00 000719 279.00 283.25 279.00 281.75 +2.75 5,930 35,526 -1,593
Dec00 000719 293.50 298.00 293.50 297.25 +2.75 5,355 34,996 +413
Mar01 000719 306.00 310.50 306.00 308.50 +1.75 531 6,220 -13
May01 000719 317.00 318.00 317.00 317.50 +2.50 14 1,051 +1
Total Volume and Open Interest 11,834 78,497 -1,217
Wheat(MGE)
Jul00 000719 297.00 297.00 297.00 297.00 unch      
Sep00 000719 302.00 305.75 302.00 305.50 +2.25 2,430 10,711 +224
Dec00 000719 318.00 321.25 318.00 321.25 +1.75 1,171 6,817 +49
Mar01 000719 335.00 336.25 334.75 336.25 +2.00 73 1,207 -14
May01 000719 343.00 343.00 343.00 343.00 +2.00 0 209 +0
Total Volume and Open Interest 3,686 19,058 +262
Oats(CBOT)
Sep00 000719 106.00 107.50 105.75 107.00 +1.50 666 7,579 -43
Dec00 000719 114.00 115.50 113.75 114.75 +1.00 478 7,172 +27
Mar01 000719 121.50 122.50 121.50 122.50 +1.50 51 847 +17
May01 000719 125.50 126.00 125.50 125.50 +1.00 0 8 +0
Total Volume and Open Interest 1,195 15,608 +1
Rough Rice(CBOT)
Jul00 000719 4.61 4.70 4.60 4.70 +0.08 11 155 -8
Sep00 000719 6.10 6.13 6.08 6.08 -0.01 57 1,772 -21
Nov00 000719 6.23 6.27 6.22 6.25 +0.03 149 2,306 -7
Jan01 000719 6.44 6.46 6.44 6.46 +0.02 6 1,603 -3
Total Volume and Open Interest 223 6,184 -109
Live Cattle(CME)
Aug00 000719 68.375 68.375 67.525 67.750 -0.675 9,180 35,396 -2,625
Oct00 000719 70.300 70.300 69.650 69.750 -0.625 5,893 44,653 +1,609
Dec00 000719 72.250 72.250 71.725 71.750 -0.550 1,511 15,453 +399
Feb01 000719 73.325 73.325 72.975 73.025 -0.350 405 8,675 +194
Apr01 000719 75.350 75.350 75.125 75.200 -0.175 358 6,131 +45
Jun01 000719 73.125 73.275 73.125 73.150 -0.200 77 2,931 +46
Total Volume and Open Interest 17,524 115,743 -346
Feeder Cattle(CME)
Aug00 000719 88.150 88.150 87.650 87.775 -0.225 995 9,821 -120
Sep00 000719 88.125 88.125 87.650 87.725 -0.325 268 3,055 +95
Oct00 000719 88.650 88.650 88.200 88.325 -0.375 289 4,724 +89
Nov00 000719 89.100 89.150 88.725 88.950 -0.200 144 2,537 +17
Jan01 000719 89.500 89.500 89.100 89.250 -0.300 47 1,876 -3
Mar01 000719 89.200 89.200 88.900 89.000 -0.300 22 799 +7
Apr01 000719 89.000 89.000 88.800 88.800 -0.250 6 178 +2
Total Volume and Open Interest 1,787 23,639 +89
Lean Hogs(CME)
Aug00 000719 65.950 65.950 64.500 64.900 -1.350 4,370 14,026 -808
Oct00 000719 57.300 57.300 55.800 56.300 -1.100 2,644 15,029 +479
Dec00 000719 53.350 53.400 51.900 52.125 -1.450 535 8,953 +111
Feb01 000719 53.150 53.200 52.650 52.750 -1.200 176 2,516 +90
Apr01 000719 52.400 52.600 52.050 52.300 -0.825 46 1,279 +4
Jun01 000719 59.950 59.950 59.800 59.875 -0.475 5 290 +3
Jul01 000719 59.300 59.300 58.950 58.950 -0.950 1 62 -1
Aug01 000719 57.900 57.900 57.900 57.900 -1.100 1 3 +0
Total Volume and Open Interest 7,811 44,747 -132
Pork Bellies(CME)
Jul00 000719 86.500 86.500 84.000 84.000 -3.000 127 407 -74
Aug00 000719 83.800 83.800 80.900 80.900 -3.000 779 2,854 +45
Feb01 000719 71.500 71.500 69.550 69.850 -1.650 43 292 -1
Mar01 000719 70.475 70.475 70.475 70.475 -3.000 0 14 +0
May01 000719 71.025 71.025 71.000 71.025 -1.975 1 1 +1
Total Volume and Open Interest 950 3,569 -29
Cocoa(NYBOT)
Sep00 000719 845 858 840 856 +7 3,202 38,860 -462
Dec00 000719 882 893 875 892 +8 676 26,182 -232
Mar01 000719 916 926 910 925 +7 223 11,319 +160
May01 000719 949 949 949 949 +6 236 7,836 +34
Jul01 000719 972 972 972 972 +6 0 7,677 +0
Sep01 000719 997 997 997 997 +6 20 6,373 -10
Dec01 000719 1015 1030 1015 1030 +4 131 7,739 +51
Total Volume and Open Interest 4,488 114,938 -463
Coffee "C"(NYBOT)
Jul00 000719 113.00 113.00 111.15 111.15 -5.35 93 102 -40
Sep00 000719 116.00 116.00 109.00 111.75 -7.30 18,653 30,230 -802
Dec00 000719 118.00 118.75 113.00 115.20 -6.85 4,168 10,419 +780
Mar01 000719 120.50 121.50 117.00 118.20 -6.55 2,341 4,309 +735
May01 000719 122.00 123.00 118.50 119.50 -6.25 262 1,087 +134
Jul01 000719 123.00 123.00 121.00 121.00 -5.75 34 244 +0
Total Volume and Open Interest 25,664 46,846 +857
Orange Juice(NYBOT)
Sep00 000719 78.50 79.25 78.10 79.20 +0.50 1,399 14,355 +124
Nov00 000719 78.95 79.60 78.50 79.55 +0.35 400 6,149 +108
Jan01 000719 79.75 80.40 79.65 80.40 +0.40 255 2,943 +145
Mar01 000719 80.75 81.30 80.50 81.20 +0.20 139 2,849 +51
May01 000719 81.00 81.75 81.00 81.65 +0.20 12 440 +9
Total Volume and Open Interest 2,205 27,376 +437
Sugar #11(NYBOT)
Oct00 000719 9.85 10.18 9.70 9.96 -0.08 17,641 90,756 -2,727
Mar01 000719 9.55 9.88 9.43 9.77 -0.06 12,437 47,871 +453
May01 000719 9.25 9.63 9.20 9.49 -0.15 1,300 10,343 +148
Jul01 000719 8.95 9.24 8.94 9.16 -0.12 1,060 9,421 +231
Oct01 000719 8.75 8.98 8.75 8.98 -0.02 1,066 8,442 -19
Total Volume and Open Interest 33,749 170,887 -1,818
London Cocoa(LCE)
Jul00 000714 594 595 588 588 -8 788 742 -671
Sep00 000719 629 632 622 630 +2 937 34,252 -564
Dec00 000719 668 670 662 669 +2 482 47,893 +146
Mar01 000719 687 688 682 688 +2 1,508 32,297 +910
May01 000719 697 703 697 703 +2 268 19,334 +36
Jul01 000719 718 718 718 718 +2 0 6,050 +0
Sep01 000719 735 735 731 732 +2 63 4,475 +41
Total Volume and Open Interest 4,482 171,317 +1,623
London Coffee(LCE)
Jul00 000719 970.00 974.00 957.00 968.00 -31.00 172 1,086 -1
Sep00 000719 1030.00 1030.00 975.00 993.00 -31.00 19,184 36,349 -2,154
Nov00 000719 1050.00 1050.00 993.00 1009.00 -31.00 3,428 15,695 +452
Jan01 000719 1038.00 1044.00 1018.00 1027.00 -31.00 608 4,918 +32
Mar01 000719 1055.00 1063.00 1037.00 1045.00 -31.00 79 1,398 +16
May01 000719 1063.00 1063.00 1063.00 1063.00 -33.00 34 1,154 +34
Total Volume and Open Interest 23,539 60,638 -1,587
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000719 254.10 254.70 248.60 251.80 -2.30 2,631 17,726 -307
Dec00 000719 252.10 253.70 248.50 251.00 -3.10 770 5,840 +266
Mar01 000719 250.50 253.40 246.50 250.30 -3.00 917 6,573 +517
May01 000719 244.00 247.10 244.00 247.10 -3.40 269 633 -125
Total Volume and Open Interest 4,653 35,614 +364
Cotton(NYBOT)
Oct00 000719 61.00 61.20 59.75 60.08 -0.48 1,310 4,525 -380
Dec00 000719 63.40 63.41 62.15 62.45 -0.46 16,548 32,625 -1,255
Mar01 000719 65.05 65.15 64.00 64.32 -0.50 1,676 6,842 +504
May01 000719 65.85 65.90 64.90 65.19 -0.46 325 4,811 +377
Jul01 000719 66.80 66.80 66.00 66.05 -0.35 169 1,913 +69
Oct01 000719 65.30 65.30 65.30 65.30 -0.50 52 415 +50
Total Volume and Open Interest 20,281 53,240 -609
Lumber(CME)
Sep00 000719 250.5 254.3 248.5 253.7 +0.4 446 1,942 +7
Nov00 000719 257.6 259.7 255.6 259.2 +0.8 96 854 +26
Jan01 000719 266.1 268.3 265.5 268.0 +1.0 5 143 +2
Total Volume and Open Interest 569 3,070 +15
Crude Oil(NYM)
Aug00 000719 31.95 32.00 30.98 31.42 -0.52 72,244 42,983 -18,391
Sep00 000719 30.63 30.64 29.95 30.35 -0.29 82,256 138,504 +5,763
Oct00 000719 29.88 29.88 29.38 29.76 -0.17 19,250 45,488 +2,403
Nov00 000719 29.35 29.35 28.98 29.32 -0.09 3,987 22,980 +169
Dec00 000719 28.90 28.90 28.50 28.90 -0.06 9,497 37,834 +43
Jan01 000719 28.25 28.51 28.23 28.51 -0.04 1,664 18,519 +515
Feb01 000719 28.05 28.15 27.90 28.15 -0.03 180 9,455 +112
Mar01 000719 27.59 27.81 27.59 27.81 -0.01 181 9,709 +96
Apr01 000719 27.20 27.47 27.15 27.47 +0.01 100 5,316 +36
May01 000719 26.90 27.13 26.90 27.13 +0.03 166 5,509 -90
Total Volume and Open Interest 194,384 456,717 -9,104
Heating Oil(NYM)
Aug00 000719 80.30 81.10 79.50 80.10 -0.45 16,440 26,509 -1,563
Sep00 000719 80.40 81.35 79.80 80.43 -0.47 10,747 30,123 +2,240
Oct00 000719 80.70 81.55 80.20 80.78 -0.37 1,872 17,077 +411
Nov00 000719 81.00 82.00 80.60 81.03 -0.32 1,377 18,612 +221
Dec00 000719 81.20 81.90 80.75 81.23 -0.27 3,275 21,256 +349
Jan01 000719 80.80 81.45 80.60 80.83 -0.27 897 15,518 +53
Feb01 000719 79.50 80.15 79.20 79.38 -0.27 376 9,552 +4
Mar01 000719 76.50 76.90 76.03 76.03 -0.27 110 7,547 -53
Apr01 000719 73.45 73.45 72.68 72.68 -0.27 200 3,447 -45
May01 000719 70.38 70.38 70.38 70.38 -0.27 53 1,611 +45
Total Volume and Open Interest 35,661 156,716 +1,649
Unleaded Gas(NYM)
Aug00 000719 97.50 98.40 96.00 97.64 -0.50 17,381 28,502 -816
Sep00 000719 91.40 92.15 90.35 91.50 -0.56 9,659 26,664 +917
Oct00 000719 84.50 84.90 83.50 84.35 -0.65 2,022 15,679 +342
Nov00 000719 80.40 80.50 80.20 80.20 -0.60 573 4,265 +139
Dec00 000719 78.50 78.50 78.15 78.15 -0.60 530 4,983 +176
Jan01 000719 77.80 77.80 77.30 77.30 -0.60 100 1,597 +11
Feb01 000719 77.80 77.80 77.30 77.30 -0.60 102 1,754 +49
Mar01 000719 77.30 77.30 77.30 77.30 -0.60 227 732 +223
Total Volume and Open Interest 30,823 85,539 +1,134
Natural Gas(NYM)
Aug00 000719 4.040 4.090 3.870 3.884 -0.160 37,177 40,895 +838
Sep00 000719 4.040 4.075 3.870 3.889 -0.152 8,405 31,852 +93
Oct00 000719 4.025 4.055 3.870 3.883 -0.140 6,103 30,438 -1,843
Nov00 000719 4.085 4.110 3.950 3.955 -0.130 3,130 16,579 +184
Dec00 000719 4.170 4.200 4.000 4.043 -0.122 2,638 24,946 +663
Jan01 000719 4.165 4.175 4.000 4.034 -0.116 3,333 26,688 +56
Feb01 000719 3.980 4.000 3.850 3.866 -0.109 1,342 15,564 +623
Mar01 000719 3.815 3.825 3.700 3.702 -0.100 1,342 16,019 -161
Total Volume and Open Interest 72,851 330,793 +1,613
Brent Crude Oil(IPE)
Sep00 000719 29.35 29.45 28.72 28.88 -0.44 44,157 91,666 -1,965
Oct00 000719 28.85 28.90 28.39 28.53 -0.29 16,722 52,863 +2,828
Nov00 000719 28.35 28.46 27.95 28.13 -0.26 3,513 15,249 -62
Dec00 000719 27.89 28.01 27.58 27.70 -0.24 2,901 36,611 -307
Jan01 000719 27.36 27.36 27.15 27.23 -0.23 1,232 13,318 +516
Feb01 000719 26.90 27.25 26.75 26.81 -0.20 857 10,033 +819
Mar01 000719 26.50 26.50 26.41 26.41 -0.22 14 9,160 +0
Apr01 000719 26.19 26.19 26.03 26.03 -0.22 7 3,625 +0
Total Volume and Open Interest 69,513 273,571 +1,839
Gas Oil(IPE)
Aug00 000719 252.00 254.50 250.25 251.50 +2.00 8,944 41,402 -855
Sep00 000719 250.75 252.50 248.50 249.25 +1.50 4,608 21,816 +907
Oct00 000719 249.00 250.25 247.50 248.50 +5.75 2,122 17,231 -280
Nov00 000719 247.00 248.00 246.50 246.75 +1.75 882 6,199 +226
Dec00 000719 244.00 247.00 243.00 243.75 +1.75 997 28,093 +151
Jan01 000719 239.50 241.25 239.50 239.50 +1.25 631 5,452 +116
Feb01 000719 233.75 233.75 233.75 233.75 +1.50 100 3,099 +100
Mar01 000719 227.25 227.25 227.25 227.25 +1.50 2,425 3,334 +0
Total Volume and Open Interest 20,859 134,623 +365
US Dollar Index(NYBOT)
Sep00 000719 109.32 109.65 109.10 109.31 +0.25 996 4,604 +450
Dec00 000719 108.95 108.95 108.95 108.95 +0.25 5 2,023 +0
Mar01 000719 108.59 108.59 108.59 108.59 +0.25 1,001 6,627 +450
Total Volume and Open Interest 1,001 6,627 +450
Australian Dollar(IMM)
Sep00 000719 57.85 57.90 57.53 57.67 -0.64 1,582 16,923 +168
Dec00 000719 58.00 58.00 57.70 57.77 -0.64 14 231 +5
Mar01 000719 57.87 57.87 57.87 57.87 -0.64 0 528 +0
Total Volume and Open Interest 1,596 17,682 +173
British Pound(IMM)
Sep00 000719 149.90 149.96 149.42 149.84 -0.08 6,200 33,412 -906
Dec00 000719 150.12 150.20 149.60 150.12 -0.08 4 287 +0
Mar01 000719 150.34 150.34 150.00 150.34 -0.08 0 4 +0
Total Volume and Open Interest 6,204 33,703 -906
Canadian Dollar(IMM)
Sep00 000719 67.91 68.01 67.80 67.89 +0.01 9,756 61,853 -565
Dec00 000719 68.11 68.20 67.99 68.06 +0.01 70 4,790 +23
Mar01 000719 68.30 68.30 68.23 68.23 +0.01 0 614 +0
Jun01 000719 68.40 68.40 68.40 68.40 +0.01 2 155 +0
Total Volume and Open Interest 9,828 67,426 -542
Japanese Yen(IMM)
Sep00 000719 93.61 93.80 93.20 93.31 -0.01 13,788 58,626 +3,817
Dec00 000719 95.16 95.24 94.83 94.86 -0.01 93 3,063 -13
Mar01 000719 96.47 96.47 96.41 96.41 -0.01 68 55 -15
Total Volume and Open Interest 13,950 61,744 +3,788
Swiss Franc(IMM)
Sep00 000719 59.91 60.07 59.61 59.92 -0.16 14,276 39,181 +696
Dec00 000719 60.37 60.52 60.17 60.41 -0.16 19 109 +5
Mar01 000719 60.88 60.88 60.80 60.88 -0.16 0 3 +0
Total Volume and Open Interest 14,295 39,293 +701
EuroFX(IMM)
Sep00 000719 92.52 92.82 92.26 92.65 -0.34 13,734 57,473 +1,928
Dec00 000719 92.98 93.22 92.91 93.11 -0.35 77 787 +49
Mar01 000719 93.54 93.54 93.40 93.54 -0.36 0 40 +0
Total Volume and Open Interest 13,811 58,300 +1,977
Mexican Peso(IMM)
Sep00 000719 10530.0 10530.0 10440.0 10450.0 -85.0 2,426 12,013 -27
Dec00 000719 10180.0 10200.0 10180.0 10200.0 -85.0 249 1,668 -25
Total Volume and Open Interest 2,675 14,514 -53
30-Year T-Bonds(CBOT)
Sep00 000719 96~30 97~03 96~19 96~29 -0~01 148,692 378,694 -3,831
Dec00 000719 96~26 97~01 96~19 96~28 unch 1,662 6,363 +185
Mar01 000719 96~26 96~26 96~26 96~26 -0~01 7 973 -1
Total Volume and Open Interest 150,361 386,033 -3,647
Municipal Bonds(CBOT)
Sep00 000719 96~14 96~25 96~13 96~20 unch 1,093 23,308 +34
Dec00 000719 96~00 96~00 96~00 96~00 unch 2 401 +1
Total Volume and Open Interest 1,095 23,709 +35
10-Year T-Notes(CBOT)
Sep00 000719 97~280 97~310 97~200 97~275 unch 129,391 595,829 -3,267
Dec00 000719 97~180 97~270 97~180 97~250 unch 202 9,821 +187
Total Volume and Open Interest 129,593 605,650 -3,080
5-Year T-Notes(CBOT)
Sep00 000719 98~150 98~190 98~135 98~170 unch 63,915 416,993 +2,180
Dec00 000719 98~160 98~160 98~160 98~160 -0~005      
Total Volume and Open Interest 63,915 416,993 +2,180
2 Year T-Notes(CBOT)
Sep00 000719 99~006 99~012 99~004 99~009 -0~002 2,136 55,349 -721
Total Volume and Open Interest 2,136 55,349 -721
3-Mth T-Bills(IMM)
Sep00 000719 93.82 93.82 93.82 93.82 -0.02 12 662 +2
Total Volume and Open Interest 12 662 +2
Eurodollars(IMM)
Sep00 000719 93.120 93.130 93.110 93.120 -0.010 56,389 617,850 -1,283
Dec00 000719 92.910 92.930 92.895 92.925 unch 79,683 543,467 +1,879
Mar01 000719 92.895 92.920 92.885 92.915 -0.005 90,431 408,940 +6,558
Jun01 000719 92.845 92.885 92.830 92.865 -0.005 45,287 275,750 +899
Sep01 000719 92.840 92.860 92.815 92.845 -0.015 25,548 213,881 -826
Dec01 000719 92.780 92.810 92.770 92.790 -0.020 10,754 164,678 -1,167
Mar02 000719 92.830 92.860 92.825 92.845 -0.015 7,805 140,378 +1,297
Jun02 000719 92.815 92.855 92.810 92.840 -0.005 6,987 99,524 -160
Sep02 000719 92.825 92.855 92.810 92.835 -0.010 6,304 98,655 -2,012
Dec02 000719 92.770 92.795 92.755 92.780 -0.010 2,481 76,811 -539
Mar03 000719 92.820 92.845 92.805 92.830 -0.010 4,107 74,043 -174
Jun03 000719 92.795 92.825 92.780 92.805 -0.010 3,216 52,238 -17
Total Volume and Open Interest 366,105 3,188,266 +6,889
3-Mth Euro-Yen(IMM)
Sep00 000719 99.69 99.71 99.69 99.71 -0.01 1,862 14,691 -1,682
Dec00 000719 99.58 99.60 99.58 99.59 -0.02 30 11,428 -820
Mar01 000719 99.54 99.54 99.53 99.53 -0.02 178 13,936 -213
Jun01 000719 99.44 99.44 99.43 99.44 -0.02 94 8,914 +448
Sep01 000719 99.34 99.35 99.33 99.35 -0.01 95 21,325 -748
Dec01 000719 99.20 99.20 99.20 99.20 -0.02 0 2,368 +0
Mar02 000719 99.10 99.10 99.08 99.08 -0.03 0 1,881 -50
Jun02 000719 98.98 98.98 98.98 98.98 -0.02 0 781 +0
Sep02 000719 98.86 98.86 98.86 98.86 unch 0 30 +0
Dec02 000719 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 2,259 75,384 -3,065
3-Mth Euro-Yen(SIMEX)
Sep00 000719 99.72 99.72 99.69 99.70 -0.02 6,922 95,662 +3,515
Dec00 000719 99.61 99.61 99.58 99.59 -0.02 5,831 93,384 +1,516
Mar01 000719 99.55 99.56 99.53 99.53 -0.02 5,434 94,928 +3,639
Jun01 000719 99.46 99.46 99.44 99.44 -0.02 2,224 73,308 +1,929
Sep01 000719 99.36 99.36 99.33 99.34 -0.02 1,481 64,609 +174
Dec01 000719 99.21 99.21 99.20 99.21 -0.01 0 23,264 -53
Mar02 000719 99.10 99.10 99.10 99.10 -0.01 0 12,854 +0
Jun02 000719 99.00 99.00 99.00 99.00 -0.01 0 2,228 -50
Total Volume and Open Interest 21,892 462,576 +10,670
German Euro-Bund(EUREX)
Sep00 000719 104.40 104.62 104.15 104.54 +0.03 649,951 519,676 -4,624
Dec00 000719 103.92 104.24 103.92 104.24 +0.03 866 19,643 +725
Mar01 000719 104.09 104.09 104.09 104.09 +0.08 0 1,304 -235
Total Volume and Open Interest 650,817 540,623 -4,134
German Euro-Bobl(EUREX)
Sep00 000719 102.47 102.67 102.31 102.58 +0.04 236,800 300,930 -3,228
Dec00 000719 102.38 102.50 102.35 102.50 +0.05 0 742 +0
Mar01 000719 102.28 102.28 102.28 102.28 +0.04      
Total Volume and Open Interest 236,800 301,672 -3,228
Long Gilt(LIFFE)
Sep00 000719 112~32 113~18 112~31 113~15 +0~09 17,815 59,213 -490
Dec00 000719 113~09 113~09 113~09 113~09 +0~09 0 50 +0
Total Volume and Open Interest 17,815 59,263 -490
3-Mth Short Sterling(LIFFE)
Sep00 000719 93.73 93.74 93.71 93.71 -0.03 17,994 210,333 -1,645
Dec00 000719 93.63 93.64 93.59 93.61 -0.04 17,554 198,331 +1,767
Mar01 000719 93.58 93.59 93.54 93.56 -0.04 18,851 124,830 +1,149
Total Volume and Open Interest 83,810 834,424 +3,889
3-Mth Euribor(LIFFE)
Sep00 000719 95.075 95.105 95.060 95.080 -0.020 72,716 336,369 -5,746
Dec00 000719 94.710 94.740 94.700 94.725 -0.010 50,623 275,172 +1,186
Mar01 000719 94.625 94.665 94.615 94.655 unch 45,790 189,151 -20
Total Volume and Open Interest 249,387 1,225,593 -1,825
3-Mth Aus T-Bills(SFE)
Sep00 000719 93.74 93.75 93.73 93.74 -0.01 11,245 189,654 +1,672
Dec00 000719 93.61 93.61 93.58 93.59 -0.02 5,378 90,271 -367
Mar01 000719 93.54 93.55 93.53 93.53 -0.02 3,038 44,422 +515
Jun01 000719 93.51 93.52 93.51 93.51 -0.02 964 20,531 +393
Sep01 000719 93.49 93.50 93.49 93.49 -0.02 764 10,961 +500
Dec01 000719 93.46 93.47 93.46 93.47 -0.01 365 6,962 +20
Mar02 000719 93.44 93.45 93.44 93.45 -0.01 411 5,708 +255
Jun02 000719 93.41 93.42 93.41 93.42 -0.01 133 3,686 +133
Sep02 000719 93.40 93.40 93.40 93.40 -0.01 0 1,922 -12
Dec02 000719 93.38 93.38 93.38 93.38 -0.01 0 1,432 -135
Total Volume and Open Interest 22,428 378,953 +2,974
10-Year Aus T-Bonds(SFE)
Sep00 000719 93.75 93.76 93.70 93.71 -0.07 2,595 132,325 +4,328
Dec00 000719 93.74 93.74 93.74 93.74 -0.03      
Total Volume and Open Interest 2,595 132,325 +4,328
3-Year Aus T-Bonds(SFE)
Sep00 000719 93.90 93.92 93.88 93.89 -0.03 9,228 299,845 +29,774
Dec00 000719 93.87 93.87 93.87 93.87 -0.02      
Total Volume and Open Interest 9,228 299,845 +29,774
Gold(CMX)
Aug00 000719 281.7 282.1 278.0 279.6 -3.5 17,138 61,544 -6,255
Oct00 000719 284.9 285.0 281.0 282.7 -3.5 711 5,524 +232
Dec00 000719 288.0 288.4 284.0 285.8 -3.5 4,208 28,835 +2,018
Feb01 000719 288.4 288.4 288.4 288.4 -3.5 585 11,353 -235
Apr01 000719 291.1 291.1 291.1 291.1 -3.5 691 3,336 -108
Jun01 000719 293.7 293.7 293.7 293.7 -3.5 0 8,382 +0
Total Volume and Open Interest 24,494 136,092 -3,496
Silver(CMX)
Jul00 000719 497.5 499.0 497.5 498.2 -4.0 80 104 +66
Sep00 000719 504.0 505.5 502.0 502.8 -4.0 5,059 51,348 -661
Dec00 000719 510.0 511.0 507.0 508.7 -4.0 190 13,059 +74
Mar01 000719 515.0 515.0 513.7 513.7 -4.0 435 1,567 +94
May01 000719 516.4 516.4 516.4 516.4 -4.0 0 810 +0
Total Volume and Open Interest 5,903 72,072 -381
Platinum(NYM)
Jul00 000719 580.0 590.0 580.0 585.0 -1.9 36 209 -128
Oct00 000719 564.6 570.0 560.5 568.7 -1.2 683 9,074 +321
Jan01 000719 550.0 558.2 550.0 558.2 -0.7 21 435 +20
Total Volume and Open Interest 740 9,718 +213
Palladium(NYME)
Sep00 000719 713.00 718.00 704.00 713.75 -3.75 144 1,458 +19
Dec00 000719 713.75 713.75 713.75 713.75 -3.75 2 695 +1
Total Volume and Open Interest 146 2,153 +20
Copper(CMX)
Jul00 000719 84.50 84.50 83.85 84.20 +0.10 448 2,721 -403
Sep00 000719 84.90 85.30 84.35 84.70 unch 9,992 36,654 +1,699
Dec00 000719 85.15 85.45 84.60 84.95 +0.10 1,522 9,763 +297
Mar01 000719 84.50 84.55 84.50 84.55 +0.15 240 3,321 +128
May01 000719 84.35 84.60 84.20 84.25 +0.05 0 988 +0
Total Volume and Open Interest 12,702 69,081 +1,957
DJIA Index(CBOT)
Sep00 000719 10825 10885 10760 10810 -38 9,555 11,725 +399
Dec00 000719 11000 11025 10915 10959 -39 7 2,110 +1
Mar01 000719 11114 11114 11114 11114 -40      
Jun01 000719 11274 11274 11274 11274 -40      
Total Volume and Open Interest 9,608 13,441 -496
S & P 500(CME)
Sep00 000719 1506.50 1510.00 1493.50 1500.30 -11.20 56,619 368,376 +1,112
Dec00 000719 1528.00 1531.50 1517.00 1523.00 -11.40 102 7,279 +55
Mar01 000719 1550.00 1550.00 1541.90 1546.80 -11.10 0 992 -30
Jun01 000719 1567.90 1573.80 1566.40 1571.30 -11.10 0 892 +0
Total Volume and Open Interest 56,721 377,681 +1,137
S & P 500 E-Mini(Globex)
Sep00 000719 1512.00 1514.00 1493.25 1500.25 -11.25 75,201 32,529 +905
Dec00 000719 1523.00 1525.25 1517.75 1523.00 -11.50 5 31 +0
Total Volume and Open Interest 75,206 32,560 +905
NASDAQ 100(CME)
Sep00 000719 3978.00 3999.00 3875.00 3913.50 -110.00 14,168 30,324 +710
Dec00 000719 4015.00 4015.00 3964.50 3974.50 -110.00 0 13 +0
Mar01 000719 4035.50 4035.50 4025.50 4035.50 -110.00 0 1 +0
Total Volume and Open Interest 14,168 30,338 +710
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000719 4011.0 4039.0 3872.5 3913.5 -110.0 39,434 24,357 +1,514
Dec00 000719 3974.5 3974.5 3956.5 3974.5 -110.0 0 13 +0
Total Volume and Open Interest 39,434 24,357 +1,510
NYSE Composite(NYBOT)
Sep00 000719 664.00 665.75 661.25 663.75 -1.60 279 872 +1
Dec00 000719 673.00 673.00 673.00 673.00 -1.60 0 1,496 +0
Mar01 000719 682.25 682.25 682.25 682.25 -1.60 0 100 +0
Total Volume and Open Interest 171 2,176 -9
S & P Midcap 400(CME)
Sep00 000719 514.00 518.50 510.00 511.40 -4.35 1,953 12,700 -441
Dec00 000719 518.40 518.40 518.00 518.40 -4.35      
Mar01 000719 524.40 524.40 524.00 524.40 -4.35      
Total Volume and Open Interest 1,953 12,700 -441
Russell 2000(CME)
Sep00 000719 539.00 539.50 531.50 532.65 -7.85 1,822 11,558 -46
Dec00 000719 540.45 540.45 540.45 540.45 -7.85      
Mar01 000719 548.00 548.00 548.00 548.00 -7.85      
Total Volume and Open Interest 1,822 11,558 -46
Value Line(KCBT)
Sep00 000719 1123.00 1124.00 1113.00 1117.00 -10.00 11 135 -1
Total Volume and Open Interest 11 136 -1
Nikkei 225(CME)
Sep00 000719 16900 16900 16780 16850 +30 846 14,532 +106
Dec00 000719 16890 16890 16850 16850 +30 1 11 +0
Total Volume and Open Interest 847 14,543 +106
Nikkei 225(SIMEX)
Sep00 000719 16820 17020 16670 16935 +20 23,322 111,164 -653
Dec00 000719 16925 16925 16925 16925 +20 2,200 5,775 +1,825
Mar01 000719 16940 16940 16940 16940 +20 0 3,800 +0
Total Volume and Open Interest 25,522 121,149 +1,172
CAC 40(MATIF)
Jul00 000719 6543.0 6581.0 6505.0 6515.0 -20.0 42,493 237,392 +13,650
Aug00 000719 6577.5 6598.0 6533.5 6539.5 -25.5 2,766 11,668 +2,380
Sep00 000719 6595.0 6610.5 6538.0 6542.5 -26.0 603 91,905 +575
Total Volume and Open Interest 45,862 355,289 +16,605
DAX Index(EUREX)
Sep00 000719 7444.0 7450.5 7374.0 7415.0 -29.0 32,395 152,231 +1,370
Dec00 000719 7531.0 7532.0 7469.5 7503.0 -29.0 194 1,830 +167
Mar01 000719 7570.0 7601.0 7570.0 7601.0 -27.5 4 112 +15
Total Volume and Open Interest 32,593 154,173 +1,552
FT-SE 100(LIFFE)
Sep00 000719 6475.00 6535.00 6447.50 6510.00 +47.50 28,243 265,279 +468
Dec00 000719 6535.00 6615.00 6535.00 6593.00 +46.50 6 2,980 +6
Mar01 000719 6668.00 6668.00 6648.00 6648.00 +45.50 0 1,315 +0
Total Volume and Open Interest 28,249 269,574 +474
SPI 200(SFE)
Sep00 000719 3335.0 3352.0 3323.0 3341.0 -2.0 7,233 126,065 -1,038
Dec00 000719 3352.0 3362.0 3352.0 3362.0 -2.0 140 2,750 -22
Mar01 000719 3382.0 3382.0 3382.0 3382.0 -2.0 0 1,006 +0
Total Volume and Open Interest 7,373 129,995 -1,060
GSCI(CME)
Aug00 000719 227.30 227.40 223.70 224.30 -2.65 2,366 36,662 +1,991
Sep00 000719 223.50 225.80 223.30 223.40 -2.30 1 36 +0
Oct00 000719 221.50 223.60 221.50 221.50 -1.90      
Total Volume and Open Interest 2,367 36,698 -1,525
Bridge CRB Index(NYBOT)
Aug00 000719 223.30 223.70 222.50 223.25 -1.60 79 762 +14
Nov00 000719 223.75 223.75 223.75 223.75 -1.60 11 899 -4
Jan01 000719 224.00 224.00 224.00 224.00 -1.60 0 427 +0
Total Volume and Open Interest 90 2,088 +10
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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