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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 21, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000721 456.00 460.50 455.50 460.25 +4.25 8,554 22,555 -892
Sep00 000721 454.00 461.50 453.50 460.75 +6.00 4,306 16,254 -698
Nov00 000721 462.00 470.00 460.50 469.50 +7.25 25,032 73,704 -1,116
Jan01 000721 472.38 481.00 471.00 480.50 +7.50 1,014 8,220 +117
Mar01 000721 481.00 491.00 481.00 490.75 +8.00 709 6,999 -164
May01 000721 491.00 500.00 491.00 499.50 +8.25 421 5,678 -53
Jul01 000721 499.50 509.00 499.50 508.62 +8.12 553 5,226 +118
Total Volume and Open Interest 40,675 140,421 -2,736
Soybean Meal(CBOT)
Aug00 000721 153.40 155.00 153.40 154.30 +0.90 6,788 20,251 -725
Sep00 000721 150.00 152.00 150.00 151.70 +1.30 3,025 11,367 +338
Oct00 000721 149.50 151.70 149.00 151.50 +2.10 1,359 14,265 +121
Dec00 000721 150.50 153.50 150.30 153.40 +2.30 6,293 42,741 -138
Jan01 000721 151.50 154.30 151.50 154.10 +2.30 250 6,625 +45
Mar01 000721 154.30 156.80 154.00 156.80 +3.50 170 5,307 +45
May01 000721 156.50 159.00 156.00 158.60 +3.10 135 3,670 +21
Jul01 000721 158.00 162.00 158.00 161.20 +3.20 71 1,238 +47
Total Volume and Open Interest 18,129 105,879 -227
Soybean Oil(CBOT)
Aug00 000721 15.56 15.63 15.47 15.62 +0.13 5,344 21,744 -2,802
Sep00 000721 15.75 15.83 15.69 15.83 +0.15 2,909 18,412 +1,653
Oct00 000721 15.92 16.05 15.88 16.05 +0.17 326 12,529 +211
Dec00 000721 16.30 16.44 16.24 16.42 +0.12 5,646 48,306 +1,037
Jan01 000721 16.62 16.73 16.56 16.72 +0.08 1,409 14,127 +418
Mar01 000721 16.98 17.07 16.88 17.07 +0.07 160 6,867 +71
May01 000721 17.35 17.37 17.20 17.37 +0.08 40 5,968 +27
Jul01 000721 17.75 17.75 17.50 17.65 +0.06 31 4,219 +3
Total Volume and Open Interest 15,885 134,103 +638
Canola(WCE)
Aug00 000721 243.7 244.6 243.3 244.5 +0.7 710 7,754 +1,834
Sep00 000721 246.1 247.3 245.9 246.5 +0.1 124 1,293 +6
Nov00 000721 252.5 253.7 251.5 253.4 +0.9 1,650 34,145 +926
Jan01 000721 258.7 260.0 258.5 259.7 +1.1 56 5,192 +18
Mar01 000721 265.3 265.3 265.3 265.3 +1.6 21 925 +0
Total Volume and Open Interest 2,561 49,309 +2,724
Corn(CBOT)
Sep00 000721 185.75 188.00 185.50 187.75 +1.75 18,742 134,976 -933
Nov00 000721 194.00 196.25 194.00 195.75 +1.75 267 1,434 -85
Dec00 000721 197.50 200.00 197.00 199.75 +1.75 31,561 179,622 -1,894
Jan01 000721 202.50 203.50 202.50 203.00 +2.00 0 253 +0
Mar01 000721 209.50 212.00 209.25 211.75 +2.00 2,422 36,469 +385
May01 000721 217.25 220.00 217.00 219.75 +2.25 377 9,223 +207
Total Volume and Open Interest 55,345 387,821 -2,040
Wheat(CBOT)
Sep00 000721 248.00 248.50 246.50 247.25 +0.50 3,792 62,664 -403
Dec00 000721 265.50 266.00 264.00 264.50 -0.25 7,330 52,388 +40
Mar01 000721 282.00 282.00 279.75 280.75 unch 425 17,166 +114
May01 000721 292.00 292.00 289.50 290.50 -0.50 43 930 +2
Jul01 000721 298.50 299.00 297.50 298.75 +0.25 58 7,846 -1
Total Volume and Open Interest 11,662 141,463 -239
Wheat(KCBT)
Sep00 000721 283.00 285.50 282.50 285.00 +2.00 5,803 33,808 -427
Dec00 000721 298.00 300.00 298.00 299.50 +1.00 2,296 35,579 -7
Mar01 000721 310.50 312.00 310.25 311.50 +0.75 236 6,499 +137
May01 000721 318.25 318.75 318.00 318.75 +1.00 28 1,105 +6
Jul01 000721 323.00 323.00 323.00 323.00 +1.00 0 700 +0
Total Volume and Open Interest 8,364 77,692 -292
Wheat(MGE)
Jul00 000720 297.00 297.00 297.00 297.00 unch      
Sep00 000721 305.50 306.25 303.50 304.75 -1.00 1,911 10,980 +163
Dec00 000721 322.00 322.00 319.50 321.00 -1.00 904 7,135 +237
Mar01 000721 336.50 336.75 334.75 336.75 +0.75 211 1,303 +102
May01 000721 345.00 345.00 344.00 344.00 +0.25 0 209 +0
Total Volume and Open Interest 3,026 19,756 +502
Oats(CBOT)
Sep00 000721 110.50 112.25 110.00 112.00 +2.25 1,959 7,927 +174
Dec00 000721 118.00 119.75 117.75 119.50 +1.75 1,175 7,620 +284
Mar01 000721 126.00 127.00 125.50 127.00 +1.50 131 860 +10
May01 000721 129.50 131.00 129.50 131.00 +2.50 0 8 +0
Total Volume and Open Interest 3,265 16,477 +468
Rough Rice(CBOT)
Sep00 000721 6.24 6.32 6.23 6.29 +0.09 93 1,795 +10
Nov00 000721 6.37 6.45 6.36 6.43 +0.10 251 2,287 -42
Jan01 000721 6.57 6.66 6.57 6.65 +0.10 9 1,620 +1
Mar01 000721 6.78 6.85 6.78 6.85 +0.10 0 318 +0
Total Volume and Open Interest 431 6,172 -61
Live Cattle(CME)
Aug00 000721 67.750 67.750 67.350 67.550 -0.400 4,140 34,085 -847
Oct00 000721 69.750 69.750 69.400 69.625 -0.325 2,298 46,217 +572
Dec00 000721 71.850 71.900 71.550 71.775 -0.200 1,415 16,073 +412
Feb01 000721 73.150 73.150 73.000 73.125 -0.075 329 8,962 +50
Apr01 000721 75.350 75.350 75.075 75.225 -0.075 174 6,207 +38
Jun01 000721 73.250 73.250 73.100 73.175 -0.075 38 2,958 +4
Total Volume and Open Interest 8,415 117,008 +225
Feeder Cattle(CME)
Aug00 000721 87.900 87.925 87.550 87.750 -0.200 948 9,668 -91
Sep00 000721 88.000 88.000 87.575 87.675 -0.325 254 3,170 +103
Oct00 000721 88.450 88.525 88.100 88.425 -0.175 469 4,772 +25
Nov00 000721 89.000 89.000 88.750 88.825 -0.300 167 2,564 +16
Jan01 000721 89.250 89.500 88.925 89.400 -0.150 113 1,925 +44
Mar01 000721 88.825 89.000 88.700 89.000 -0.075 14 827 +0
Apr01 000721 88.550 88.550 88.400 88.400 -0.400 1 184 +1
Total Volume and Open Interest 1,980 23,763 +100
Lean Hogs(CME)
Aug00 000721 66.050 66.800 65.800 65.975 -0.350 3,920 13,219 -573
Oct00 000721 57.200 57.750 56.400 56.475 -1.125 2,197 15,681 +261
Dec00 000721 53.100 53.350 52.325 52.725 -0.600 717 9,362 +143
Feb01 000721 53.750 54.200 53.100 53.175 -1.500 113 2,650 +42
Apr01 000721 52.800 53.200 52.275 52.325 -0.475 23 1,331 +12
Jun01 000721 60.100 60.125 59.875 59.875 -0.075 14 306 +6
Jul01 000721 58.800 58.800 58.800 58.800 -0.350 4 62 +0
Aug01 000721 57.500 57.500 57.500 57.500 -0.500 0 3 +0
Total Volume and Open Interest 6,988 44,817 -110
Pork Bellies(CME)
Jul00 000721 88.200 88.450 87.075 87.850 +0.850 161 233 -81
Aug00 000721 85.000 85.000 83.850 84.600 +0.700 1,263 2,711 -210
Feb01 000721 71.600 71.625 70.500 70.525 -0.600 48 297 +8
Mar01 000721 70.700 71.500 70.500 71.500 -0.100 0 14 +0
May01 000721 71.675 72.000 71.000 71.675 unch 0 1 +0
Total Volume and Open Interest 1,472 3,257 -283
Cocoa(NYBOT)
Sep00 000721 887 891 872 887 +1 11,339 34,309 -3,607
Dec00 000721 923 927 908 924 +1 3,729 27,637 +1,464
Mar01 000721 956 958 945 958 +2 393 12,279 +164
May01 000721 974 981 974 981 +1 0 7,842 +0
Jul01 000721 1002 1004 1002 1004 +1 0 7,677 +0
Sep01 000721 1030 1030 1030 1030 +1 0 6,373 +0
Dec01 000721 1065 1065 1054 1065 unch 106 8,021 +77
Total Volume and Open Interest 15,567 113,090 -1,902
Coffee "C"(NYBOT)
Sep00 000721 100.00 103.25 96.25 96.65 -1.10 10,469 28,798 -1,222
Dec00 000721 103.75 107.00 100.00 100.65 -1.10 1,821 10,298 -39
Mar01 000721 109.00 110.50 104.25 104.25 -1.00 372 4,283 -80
May01 000721 105.75 105.75 105.75 105.75 -1.00 87 1,079 +13
Jul01 000721 107.75 107.75 107.75 107.75 -1.00 12 254 +4
Sep01 000721 113.00 113.00 109.90 109.90 -0.85 13 431 +5
Total Volume and Open Interest 12,784 45,200 -1,313
Orange Juice(NYBOT)
Sep00 000721 79.50 79.50 78.50 78.60 -1.10 772 14,553 +208
Nov00 000721 80.00 80.00 78.80 78.85 -1.25 378 6,385 +123
Jan01 000721 80.90 80.90 80.00 80.00 -1.20 243 3,026 +54
Mar01 000721 82.00 82.10 81.05 81.05 -1.15 70 3,020 +63
May01 000721 81.25 81.25 81.25 81.25 -1.25 2 443 +0
Total Volume and Open Interest 1,465 28,067 +448
Sugar #11(NYBOT)
Oct00 000721 10.33 10.43 10.10 10.41 +0.10 11,324 89,582 +619
Mar01 000721 10.05 10.14 9.84 10.08 +0.07 5,796 48,795 +335
May01 000721 9.83 9.88 9.64 9.83 +0.03 392 10,966 +229
Jul01 000721 9.48 9.54 9.35 9.53 +0.07 578 9,507 -67
Oct01 000721 9.38 9.41 9.26 9.38 +0.05 885 8,807 -188
Total Volume and Open Interest 19,073 171,766 +970
London Cocoa(LCE)
Jul00 000714 594 595 588 588 -8 788 742 -671
Sep00 000721 651 653 638 649 unch 3,039 34,206 -893
Dec00 000721 690 691 674 686 unch 2,722 51,959 +597
Mar01 000721 709 709 698 705 unch 637 33,280 +212
May01 000721 724 724 711 720 unch 898 19,519 +192
Jul01 000721 735 735 728 735 unch 110 6,094 +44
Sep01 000721 748 749 744 749 unch 0 4,475 +0
Total Volume and Open Interest 7,750 178,256 +490
London Coffee(LCE)
Jul00 000721 910.00 910.00 885.00 885.00 -1.00 68 688 -72
Sep00 000721 895.00 950.00 895.00 905.00 -5.00 7,280 32,483 -1,560
Nov00 000721 914.00 961.00 914.00 922.00 -5.00 1,930 15,962 +85
Jan01 000721 938.00 965.00 938.00 940.00 -5.00 164 5,027 +66
Mar01 000721 955.00 970.00 955.00 958.00 -5.00 83 1,466 +48
May01 000721 1000.00 1000.00 976.00 976.00 -5.00 0 1,154 +0
Total Volume and Open Interest 9,525 56,818 -1,433
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000721 259.00 262.30 257.60 260.70 +2.00 1,264 16,693 +20
Dec00 000721 260.00 261.90 256.60 259.10 +1.40 111 5,797 -34
Mar01 000721 261.00 261.00 255.50 258.40 +1.20 123 6,773 +62
May01 000721 254.10 254.10 254.10 254.10 +0.60 5 686 +5
Total Volume and Open Interest 1,503 34,791 +53
Cotton(NYBOT)
Oct00 000721 58.60 59.20 58.10 59.13 +0.33 579 4,310 +35
Dec00 000721 60.75 61.40 60.75 61.36 +0.14 6,217 32,292 +44
Mar01 000721 62.60 63.15 62.50 63.14 +0.06 793 7,037 +87
May01 000721 63.45 64.35 63.40 64.35 +0.40 624 5,255 +401
Jul01 000721 64.55 65.40 64.55 65.40 +0.47 105 1,876 -37
Oct01 000721 64.60 64.60 64.60 64.60 +0.10 21 435 +20
Total Volume and Open Interest 8,368 53,341 +575
Lumber(CME)
Sep00 000721 241.5 253.7 240.2 249.4 +5.7 861 2,052 +100
Nov00 000721 252.1 261.9 251.2 259.4 +6.1 391 855 +16
Jan01 000721 262.7 269.5 261.5 269.5 +5.5 37 158 +13
Total Volume and Open Interest 1,297 3,189 +126
Crude Oil(NYM)
Sep00 000721 29.37 29.48 28.51 28.56 -1.21 90,168 147,979 +8,703
Oct00 000721 29.00 29.12 28.25 28.36 -0.95 21,313 48,295 +871
Nov00 000721 28.58 28.70 28.08 28.08 -0.83 4,744 24,957 +1,957
Dec00 000721 28.15 28.34 27.78 27.78 -0.74 8,963 39,908 +1,209
Jan01 000721 27.92 27.92 27.48 27.48 -0.66 1,888 19,102 +662
Feb01 000721 27.39 27.50 27.18 27.18 -0.61 344 9,764 +219
Mar01 000721 27.30 27.30 26.88 26.88 -0.57 335 9,725 +14
Apr01 000721 26.85 26.85 26.58 26.58 -0.53 216 5,390 -13
May01 000721 26.50 26.50 26.28 26.28 -0.49 209 5,703 +194
Jun01 000721 26.30 26.30 25.98 25.98 -0.47 713 18,151 +150
Total Volume and Open Interest 200,964 444,320 -3,497
Heating Oil(NYM)
Aug00 000721 78.60 79.15 75.50 76.40 -2.87 10,011 24,671 -1,049
Sep00 000721 79.00 79.35 76.30 76.89 -2.77 12,219 29,292 -1,308
Oct00 000721 79.40 80.10 77.00 77.39 -2.67 6,362 20,295 +3,120
Nov00 000721 79.65 80.30 77.84 77.84 -2.47 2,721 19,730 +601
Dec00 000721 79.90 80.60 77.80 78.14 -2.32 2,445 21,115 -22
Jan01 000721 79.60 80.10 77.89 77.89 -2.12 1,735 16,520 +802
Feb01 000721 78.50 79.00 76.79 76.79 -1.92 434 9,863 +180
Mar01 000721 75.40 76.00 73.79 73.79 -1.72 51 7,560 +14
Apr01 000721 72.30 73.00 70.69 70.69 -1.62 185 3,572 +29
May01 000721 70.15 71.00 68.54 68.54 -1.52 7 1,597 +0
Total Volume and Open Interest 36,332 159,746 +2,394
Unleaded Gas(NYM)
Aug00 000721 94.10 94.50 91.00 91.31 -4.58 17,302 24,352 -2,001
Sep00 000721 88.70 88.75 85.00 85.49 -4.38 9,242 27,567 -136
Oct00 000721 82.50 82.50 79.49 79.49 -3.51 2,471 16,610 +116
Nov00 000721 78.00 78.00 76.10 76.10 -2.95 579 4,471 -59
Dec00 000721 76.30 76.40 74.45 74.45 -2.65 543 5,195 +186
Jan01 000721 75.90 75.90 73.80 73.80 -2.50 334 1,792 +111
Feb01 000721 75.60 75.60 74.05 74.05 -2.35 131 1,843 +89
Mar01 000721 74.20 74.20 74.20 74.20 -2.20 10 732 +0
Total Volume and Open Interest 30,612 83,971 -1,694
Natural Gas(NYM)
Aug00 000721 3.880 3.930 3.820 3.834 -0.026 31,883 43,513 -431
Sep00 000721 3.885 3.930 3.825 3.837 -0.026 10,697 35,532 +671
Oct00 000721 3.885 3.925 3.825 3.834 -0.026 5,517 30,481 -784
Nov00 000721 3.955 3.990 3.890 3.907 -0.025 2,317 17,251 -87
Dec00 000721 4.030 4.070 3.975 3.987 -0.028 3,879 24,705 +2
Jan01 000721 4.035 4.060 3.960 3.979 -0.026 4,700 27,359 +753
Feb01 000721 3.870 3.890 3.810 3.819 -0.023 1,298 15,502 -163
Mar01 000721 3.705 3.730 3.650 3.659 -0.023 5,498 19,343 +2,889
Total Volume and Open Interest 75,898 347,418 +4,159
Brent Crude Oil(IPE)
Sep00 000721 28.30 28.30 27.47 27.52 -0.75 39,673 86,813 -2,458
Oct00 000721 28.00 28.02 27.50 27.52 -0.50 19,421 59,894 +2,417
Nov00 000721 27.70 27.80 27.40 27.41 -0.28 3,910 15,993 +300
Dec00 000721 27.35 27.50 27.07 27.13 -0.19 3,569 39,245 +2,015
Jan01 000721 26.92 26.99 26.74 26.74 -0.13 420 13,415 +178
Feb01 000721 26.50 26.65 26.37 26.37 -0.09 1,537 10,011 +623
Mar01 000721 26.15 26.15 26.02 26.02 -0.04 0 9,060 -100
Apr01 000721 25.83 25.83 25.66 25.66 -0.04 0 3,625 +0
Total Volume and Open Interest 70,030 280,550 +3,673
Gas Oil(IPE)
Aug00 000721 249.75 250.75 247.50 247.75 -5.25 11,252 39,375 +218
Sep00 000721 246.75 247.75 244.75 244.75 -6.00 6,533 24,665 +1,570
Oct00 000721 246.00 246.25 243.50 244.50 -4.50 2,079 17,458 -97
Nov00 000721 244.00 244.25 242.00 242.25 -4.50 979 6,770 +584
Dec00 000721 241.00 241.25 239.25 239.50 -4.25 1,210 29,714 +260
Jan01 000721 237.00 237.50 235.75 235.75 -4.00 215 5,702 +70
Feb01 000721 231.00 231.50 230.00 230.00 -3.75 0 3,099 +0
Mar01 000721 223.50 223.50 223.50 223.50 -3.75 0 3,334 +0
Total Volume and Open Interest 22,268 138,814 +2,605
US Dollar Index(NYBOT)
Sep00 000721 108.51 108.65 108.04 108.22 -0.12 1,251 4,451 -114
Dec00 000721 107.80 107.86 107.80 107.86 -0.12 4 2,023 -1
Mar01 000721 107.50 107.50 107.50 107.50 -0.12 1,255 6,474 -115
Total Volume and Open Interest 1,255 6,474 -115
Australian Dollar(IMM)
Sep00 000721 58.77 58.86 58.58 58.70 +0.29 1,465 17,224 -234
Dec00 000721 58.75 58.80 58.70 58.80 +0.29 6 238 +4
Mar01 000721 58.90 58.90 58.90 58.90 +0.29 5 678 +0
Total Volume and Open Interest 1,476 18,140 -230
British Pound(IMM)
Sep00 000721 151.48 152.20 151.24 152.04 +0.60 22,923 30,968 -3,114
Dec00 000721 151.70 152.50 151.60 152.32 +0.60 22 285 -2
Mar01 000721 152.54 152.54 151.80 152.54 +0.60 3 7 +3
Total Volume and Open Interest 22,948 31,260 -3,113
Canadian Dollar(IMM)
Sep00 000721 67.98 68.09 67.95 68.04 +0.06 9,282 60,205 -648
Dec00 000721 68.16 68.26 68.15 68.21 +0.06 3 4,859 -1
Mar01 000721 68.43 68.43 68.38 68.38 +0.06 5 618 +2
Jun01 000721 68.56 68.60 68.55 68.55 +0.06 0 155 +0
Total Volume and Open Interest 9,290 65,851 -647
Japanese Yen(IMM)
Sep00 000721 93.06 93.19 92.51 92.79 -1.07 6,750 56,996 +130
Dec00 000721 94.58 94.59 94.06 94.32 -1.09 4 3,063 +0
Mar01 000721 95.75 96.00 95.75 95.85 -1.11 0 85 +0
Total Volume and Open Interest 6,754 60,144 +130
Swiss Franc(IMM)
Sep00 000721 60.62 60.69 60.29 60.59 +0.10 3,815 38,787 -49
Dec00 000721 61.07 61.08 60.86 61.07 +0.10 26 113 +3
Mar01 000721 61.62 61.62 61.35 61.53 +0.10 0 3 +0
Total Volume and Open Interest 3,841 38,903 -46
EuroFX(IMM)
Sep00 000721 93.87 94.11 93.52 94.01 +0.41 20,027 59,519 +2,183
Dec00 000721 94.28 94.51 93.99 94.46 +0.40 56 804 +15
Mar01 000721 94.88 94.90 94.88 94.88 +0.39 0 40 +0
Total Volume and Open Interest 20,083 60,363 +2,198
Mexican Peso(IMM)
Sep00 000721 10553.0 10580.0 10520.0 10535.0 -18.0 6,529 12,773 +478
Dec00 000721 10280.0 10285.0 10280.0 10285.0 -18.0 101 1,834 +96
Total Volume and Open Interest 6,630 15,442 +574
30-Year T-Bonds(CBOT)
Sep00 000721 98~15 99~01 98~07 98~22 +0~07 280,079 388,726 +6,963
Dec00 000721 98~10 98~31 98~07 98~20 +0~07 952 6,596 +255
Mar01 000721 98~18 98~29 98~09 98~19 +0~07 18 984 +11
Total Volume and Open Interest 281,051 396,311 +7,231
Municipal Bonds(CBOT)
Sep00 000721 97~17 98~01 97~08 97~20 +0~04 1,206 23,378 +62
Dec00 000721 97~04 97~04 96~24 97~00 +0~04 0 400 +0
Total Volume and Open Interest 1,206 23,778 +62
10-Year T-Notes(CBOT)
Sep00 000721 98~275 99~060 98~225 98~310 +0~030 221,280 600,249 +4,800
Dec00 000721 99~035 99~035 98~230 98~285 +0~030 364 10,068 +112
Total Volume and Open Interest 221,644 610,317 +4,912
5-Year T-Notes(CBOT)
Sep00 000721 99~045 99~105 99~010 99~055 +0~010 97,795 416,465 -2,316
Dec00 000721 99~050 99~050 99~050 99~050 +0~015      
Total Volume and Open Interest 97,795 416,465 -2,316
2 Year T-Notes(CBOT)
Sep00 000721 99~044 99~050 99~038 99~044 unch 1,496 56,159 +132
Total Volume and Open Interest 1,496 56,159 +132
3-Mth T-Bills(IMM)
Sep00 000721 93.86 93.86 93.86 93.86 +0.01 39 705 +33
Total Volume and Open Interest 39 705 +33
Eurodollars(IMM)
Sep00 000721 93.200 93.220 93.195 93.210 +0.005 123,362 614,074 +1,390
Dec00 000721 93.040 93.070 93.030 93.055 +0.010 127,503 545,404 -293
Mar01 000721 93.050 93.080 93.040 93.065 +0.005 197,209 412,244 +4,609
Jun01 000721 93.020 93.055 93.000 93.025 unch 102,587 278,114 +3,573
Sep01 000721 93.005 93.035 92.985 93.010 unch 54,251 219,081 +4,437
Dec01 000721 92.960 92.990 92.930 92.960 unch 15,761 163,759 -25
Mar02 000721 93.000 93.035 92.985 93.010 -0.005 14,778 137,975 -2,196
Jun02 000721 92.995 93.035 92.980 93.000 -0.010 11,713 100,727 +271
Sep02 000721 93.005 93.030 92.970 92.995 -0.010 7,513 98,041 -32
Dec02 000721 92.935 92.975 92.915 92.940 -0.005 4,917 75,444 -824
Mar03 000721 92.990 93.020 92.965 92.990 -0.005 5,078 73,965 -814
Jun03 000721 92.975 93.005 92.945 92.970 -0.005 4,944 51,722 -362
Total Volume and Open Interest 692,615 3,146,293 +11,343
3-Mth Euro-Yen(IMM)
Sep00 000721 99.71 99.71 99.71 99.71 unch 1,570 14,072 +225
Dec00 000721 99.59 99.59 99.58 99.59 -0.01 466 13,653 -167
Mar01 000721 99.54 99.54 99.53 99.53 -0.01 120 13,584 -29
Jun01 000721 99.44 99.44 99.44 99.44 -0.01 105 8,949 -39
Sep01 000721 99.34 99.35 99.34 99.35 unch 9 19,747 -251
Dec01 000721 99.21 99.21 99.21 99.21 +0.01 0 2,445 -27
Mar02 000721 99.08 99.10 99.08 99.08 unch 0 1,787 +0
Jun02 000721 98.97 98.99 98.97 98.97 -0.01 0 781 +0
Sep02 000721 98.86 98.86 98.86 98.86 unch 0 30 +0
Dec02 000721 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 2,270 75,078 -288
3-Mth Euro-Yen(SIMEX)
Sep00 000721 99.70 99.71 99.69 99.71 unch 455 94,567 -322
Dec00 000721 99.60 99.60 99.59 99.60 unch 293 94,618 -285
Mar01 000721 99.54 99.54 99.53 99.54 unch 23 97,978 +2,516
Jun01 000721 99.44 99.45 99.44 99.44 -0.01 29 74,756 +1,675
Sep01 000721 99.34 99.35 99.34 99.34 -0.01 19 63,490 -1,689
Dec01 000721 99.59 99.59 99.21 99.21 unch 0 23,334 +82
Mar02 000721 99.10 99.10 99.10 99.10 unch 0 12,854 +0
Jun02 000721 99.00 99.00 99.00 99.00 unch 0 2,228 +0
Total Volume and Open Interest 819 466,164 +1,977
German Euro-Bund(EUREX)
Sep00 000721 105.06 105.16 104.88 104.95 unch 684,837 545,334 +34,717
Dec00 000721 104.75 104.82 104.65 104.65 unch 1,150 20,793 +841
Mar01 000721 104.50 104.50 104.50 104.50 unch 0 812 -300
Total Volume and Open Interest 685,987 566,939 +35,258
German Euro-Bobl(EUREX)
Sep00 000721 102.88 102.91 102.72 102.75 -0.07 288,909 327,790 +20,341
Dec00 000721 102.67 102.67 102.67 102.67 -0.05 0 873 +10
Mar01 000721 102.45 102.45 102.45 102.45 -0.17      
Total Volume and Open Interest 288,909 328,663 +20,351
Long Gilt(LIFFE)
Sep00 000721 113~27 114~08 113~16 113~31 +0~10 14,368 60,548 +46
Dec00 000721 113~16 113~25 113~16 113~25 +0~10 0 50 +0
Total Volume and Open Interest 14,368 60,598 +46
3-Mth Short Sterling(LIFFE)
Sep00 000721 93.70 93.70 93.66 93.66 -0.04 33,474 202,148 -7,322
Dec00 000721 93.57 93.58 93.51 93.52 -0.05 39,617 199,392 -3,429
Mar01 000721 93.54 93.55 93.47 93.48 -0.06 27,971 126,305 +433
Total Volume and Open Interest 128,431 823,274 -9,374
3-Mth Euribor(LIFFE)
Sep00 000721 95.125 95.135 95.080 95.090 -0.030 85,537 338,124 -3,303
Dec00 000721 94.790 94.805 94.740 94.760 -0.015 50,774 270,815 -1,836
Mar01 000721 94.720 94.750 94.680 94.690 -0.025 37,991 191,109 +624
Total Volume and Open Interest 224,146 1,225,168 -277,611
3-Mth Aus T-Bills(SFE)
Sep00 000721 93.79 93.79 93.76 93.79 +0.08 3,008 189,464 +756
Dec00 000721 93.67 93.67 93.63 93.67 +0.11 5,826 91,869 +954
Mar01 000721 93.60 93.62 93.57 93.62 +0.12 1,800 45,139 +341
Jun01 000721 93.60 93.60 93.57 93.60 +0.12 446 21,058 +238
Sep01 000721 93.56 93.59 93.55 93.59 +0.13 341 11,473 +136
Dec01 000721 93.54 93.57 93.54 93.57 +0.13 394 7,148 +67
Mar02 000721 93.53 93.57 93.52 93.57 +0.14 220 5,634 +125
Jun02 000721 93.52 93.55 93.50 93.55 +0.15 45 3,606 -25
Sep02 000721 93.50 93.53 93.50 93.53 +0.15 45 1,942 +0
Dec02 000721 93.49 93.51 93.49 93.51 +0.15 30 1,462 +30
Total Volume and Open Interest 12,824 382,783 +3,166
10-Year Aus T-Bonds(SFE)
Sep00 000721 93.86 93.90 93.84 93.87 unch 3,053 141,347 +6,024
Dec00 000721 93.88 93.88 93.88 93.88 +0.15      
Total Volume and Open Interest 3,053 141,347 +6,024
3-Year Aus T-Bonds(SFE)
Sep00 000721 94.03 94.03 93.97 94.01 +0.13 14,577 306,722 +11,987
Dec00 000721 93.98 93.98 93.98 93.98 +0.13      
Total Volume and Open Interest 14,577 306,722 +11,987
Gold(CMX)
Aug00 000721 281.2 281.7 279.2 280.6 +0.2 19,905 52,992 -3,007
Oct00 000721 284.5 284.8 282.5 283.7 +0.2 776 5,823 +5
Dec00 000721 287.0 287.5 285.4 286.7 +0.2 3,678 28,640 +28
Feb01 000721 288.8 289.3 288.8 289.3 +0.2 424 11,440 -68
Apr01 000721 291.9 291.9 291.9 291.9 +0.2 1 3,461 +80
Jun01 000721 294.5 294.5 294.5 294.5 +0.2 230 8,381 +106
Total Volume and Open Interest 25,090 128,154 -2,708
Silver(CMX)
Jul00 000721 495.5 495.5 492.6 492.6 -7.0 364 409 +290
Sep00 000721 504.0 505.5 496.5 497.0 -7.0 6,984 51,384 +21
Dec00 000721 511.5 511.5 502.0 502.6 -7.0 1,632 15,408 +849
Mar01 000721 509.0 509.0 507.4 507.4 -7.0 63 1,610 +35
May01 000721 518.0 518.0 509.9 509.9 -7.0 0 810 +0
Total Volume and Open Interest 9,573 75,081 +1,379
Platinum(NYM)
Jul00 000721 580.0 589.0 580.0 582.2 -0.9 22 151 -44
Oct00 000721 580.5 584.0 574.0 578.2 -1.4 1,013 9,312 +135
Jan01 000721 572.0 572.0 570.2 570.2 -1.4 3 435 +0
Total Volume and Open Interest 1,038 9,898 +91
Palladium(NYME)
Sep00 000721 775.00 780.00 756.00 765.40 +29.55 138 1,434 +3
Dec00 000721 770.00 770.00 764.90 764.90 +29.55 28 707 +12
Total Volume and Open Interest 166 2,141 +15
Copper(CMX)
Jul00 000721 85.80 86.40 85.70 86.30 +1.95 944 2,101 -286
Sep00 000721 86.50 86.80 86.10 86.70 +1.90 7,060 40,828 +1,482
Dec00 000721 87.00 87.10 86.40 86.95 +1.80 705 9,966 +202
Mar01 000721 86.10 86.60 86.10 86.60 +1.80 206 3,548 +54
May01 000721 86.30 86.30 86.30 86.30 +1.70 215 1,289 +108
Total Volume and Open Interest 9,346 73,375 +1,549
DJIA Index(CBOT)
Sep00 000721 10950 10950 10780 10790 -190 12,256 11,820 -40
Dec00 000721 11080 11085 10939 10939 -191 25 2,117 +7
Mar01 000721 11093 11093 11093 11093 -192 2 2 +2
Jun01 000721 11253 11253 11253 11253 -192      
Total Volume and Open Interest 13,064 13,976 +135
S & P 500(CME)
Sep00 000721 1507.00 1507.50 1488.50 1489.50 -26.70 64,914 375,736 +5,370
Dec00 000721 1528.50 1529.00 1512.10 1512.10 -26.80 149 7,424 +41
Mar01 000721 1540.00 1544.40 1535.00 1535.10 -27.30 2 976 -22
Jun01 000721 1559.30 1559.30 1559.30 1559.30 -27.50 10 891 +0
Total Volume and Open Interest 59,836 385,170 +5,389
S & P 500 E-Mini(Globex)
Sep00 000721 1515.75 1516.25 1488.50 1489.50 -26.75 72,999 37,206 +3,994
Dec00 000721 1512.00 1512.00 1512.00 1512.00 -27.00 1 30 -1
Total Volume and Open Interest 73,000 37,236 +3,993
NASDAQ 100(CME)
Sep00 000721 3987.00 4009.00 3927.00 3939.00 -113.00 18,585 31,594 +798
Dec00 000721 4000.00 4000.00 4000.00 4000.00 -113.00 0 17 +0
Mar01 000721 4061.00 4061.00 4061.00 4061.00 -113.00 0 1 +0
Total Volume and Open Interest 18,585 31,612 +798
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000721 4050.0 4052.0 3927.0 3939.0 -113.0 36,984 25,718 +486
Dec00 000721 4000.0 4000.0 4000.0 4000.0 -113.0 0 13 +0
Total Volume and Open Interest 36,984 25,731 +486
NYSE Composite(NYBOT)
Sep00 000721 665.50 665.50 658.75 659.40 -8.95 284 846 -10
Dec00 000721 668.65 668.65 668.65 668.65 -8.95 0 1,496 +1,276
Mar01 000721 677.90 677.90 677.90 677.90 -8.95 0 100 +0
Total Volume and Open Interest 277 2,166 -23
S & P Midcap 400(CME)
Sep00 000721 516.50 516.50 506.50 506.50 -11.25 1,651 12,663 +119
Dec00 000721 513.50 513.50 513.50 513.50 -11.25      
Mar01 000721 519.50 519.50 519.50 519.50 -11.25      
Total Volume and Open Interest 1,651 12,663 +119
Russell 2000(CME)
Sep00 000721 540.00 540.00 524.75 525.40 -17.35 1,012 11,633 +138
Dec00 000721 533.20 533.20 532.80 533.20 -17.35      
Mar01 000721 540.75 540.75 540.35 540.75 -17.35      
Total Volume and Open Interest 1,012 11,633 +138
Value Line(KCBT)
Sep00 000721 1119.00 1121.00 1107.00 1108.00 -20.00 11 125 +0
Total Volume and Open Interest 11 126 +0
Nikkei 225(CME)
Sep00 000721 16860 16870 16730 16740 -345 1,028 14,878 +234
Dec00 000721 16740 16740 16740 16740 -345 0 16 +0
Total Volume and Open Interest 1,028 14,894 +234
Nikkei 225(SIMEX)
Sep00 000721 16960 17145 16750 16765 -170 17,435 0 -111,164
Dec00 000721 16755 16755 16755 16755 -170      
Mar01 000721 16770 16770 16770 16770 -170      
Total Volume and Open Interest 30,652 106,106 -15,043
CAC 40(MATIF)
Jul00 000721 6615.0 6620.0 6477.0 6493.0 -113.5 33,987 241,503 +1
Aug00 000721 6631.0 6631.5 6505.0 6515.0 -118.0 4,916 17,819 +4,458
Sep00 000721 6606.0 6625.0 6506.0 6516.0 -105.0 1,606 91,815 -167
Total Volume and Open Interest 40,509 367,461 +5,292
DAX Index(EUREX)
Sep00 000721 7531.0 7549.5 7425.0 7434.5 -105.5 33,154 152,019 +453
Dec00 000721 7631.0 7632.0 7516.5 7524.0 -105.5 379 1,924 +30
Mar01 000721 7699.0 7699.0 7622.5 7622.5 -106.0 0 122 +8
Total Volume and Open Interest 33,533 154,065 +491
FT-SE 100(LIFFE)
Sep00 000721 6510.00 6515.00 6389.50 6389.50 -115.50 17,717 268,067 +2,595
Dec00 000721 6525.00 6525.00 6473.00 6473.00 -115.00 2 3,182 +2
Mar01 000721 6531.00 6531.00 6531.00 6531.00 -115.50 0 1,315 +0
Total Volume and Open Interest 17,719 272,564 +2,597
SPI 200(SFE)
Sep00 000721 3342.0 3366.0 3342.0 3360.0 +34.0 7,077 130,822 +1,696
Dec00 000721 3381.0 3381.0 3378.0 3379.0 +34.0 60 2,726 +3
Mar01 000721 3399.0 3399.0 3399.0 3399.0 +34.0 0 1,006 +0
Total Volume and Open Interest 7,137 134,728 +1,699
GSCI(CME)
Aug00 000721 222.15 222.15 217.80 217.80 -5.20 118 36,667 +52
Sep00 000721 220.10 220.10 218.50 218.50 -3.50 0 36 +0
Oct00 000721 218.00 218.00 218.00 218.00 -3.00      
Total Volume and Open Interest 118 36,703 +52
Bridge CRB Index(NYBOT)
Aug00 000721 224.00 224.00 222.40 222.60 -0.80 41 761 +3
Nov00 000721 224.00 224.70 223.50 223.60 -0.30 10 896 -3
Jan01 000721 223.50 224.35 223.50 224.35 +0.20 0 427 +0
Total Volume and Open Interest 51 2,084 +0
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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