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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 24, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000724 466.00 466.00 455.75 457.00 -3.25 11,955 19,165 -3,390
Sep00 000724 467.50 469.00 455.00 456.25 -4.50 4,531 15,652 -602
Nov00 000724 477.00 477.50 462.50 464.50 -5.00 28,640 73,488 -216
Jan01 000724 487.00 487.00 473.50 475.50 -5.00 791 8,401 +181
Mar01 000724 497.00 497.00 484.00 486.00 -4.75 1,099 7,234 +235
May01 000724 504.50 504.50 492.50 494.50 -5.00 777 5,564 -114
Jul01 000724 513.00 513.00 502.00 504.75 -3.88 425 5,255 +29
Total Volume and Open Interest 48,245 136,507 -3,914
Soybean Meal(CBOT)
Aug00 000724 155.70 155.90 152.60 153.10 -1.20 6,876 19,121 -1,130
Sep00 000724 152.80 153.50 149.30 149.90 -1.80 2,839 11,388 +21
Oct00 000724 153.50 154.00 148.70 148.90 -2.60 1,453 13,800 -465
Dec00 000724 155.20 155.20 150.00 150.60 -2.80 7,117 42,436 -305
Jan01 000724 156.30 156.50 151.50 151.90 -2.20 706 6,657 +32
Mar01 000724 156.50 156.50 153.80 154.10 -2.70 1,095 5,474 +167
May01 000724 157.50 160.00 156.00 156.30 -2.30 520 3,863 +193
Jul01 000724 160.00 160.00 158.60 158.90 -2.30 163 1,340 +102
Total Volume and Open Interest 20,875 104,582 -1,297
Soybean Oil(CBOT)
Aug00 000724 15.80 15.80 15.45 15.49 -0.13 7,001 20,532 -1,212
Sep00 000724 16.00 16.03 15.68 15.69 -0.14 3,305 18,316 -96
Oct00 000724 16.22 16.23 15.92 15.92 -0.13 2,524 13,774 +1,245
Dec00 000724 16.55 16.59 16.23 16.26 -0.16 4,904 49,543 +1,237
Jan01 000724 16.88 16.88 16.57 16.57 -0.15 1,016 13,665 -462
Mar01 000724 17.25 17.25 16.85 16.87 -0.20 752 6,731 -136
May01 000724 17.42 17.42 17.15 17.15 -0.22 431 6,061 +93
Jul01 000724 17.75 17.85 17.40 17.41 -0.24 107 4,290 +71
Total Volume and Open Interest 20,110 134,910 +807
Canola(WCE)
Sep00 000724 247.0 247.3 246.7 246.7 +0.2 50 1,323 +30
Nov00 000724 254.5 255.0 253.0 253.0 -0.4 3,419 34,473 +328
Jan01 000724 259.5 260.0 259.1 259.2 -0.5 244 5,373 +181
Mar01 000724 266.0 266.0 264.9 264.9 -0.4 0 925 +0
May01 000724 269.5 269.5 269.5 269.5 unch      
Total Volume and Open Interest 4,568 47,022 -2,287
Corn(CBOT)
Sep00 000724 189.00 189.50 183.75 184.50 -3.25 16,814 136,031 +1,055
Nov00 000724 197.25 197.25 191.75 192.25 -3.50 24 1,434 +0
Dec00 000724 201.00 201.25 195.50 196.25 -3.50 24,798 176,831 -2,791
Jan01 000724 204.00 204.00 200.00 200.25 -2.75 2 255 +2
Mar01 000724 213.25 213.25 207.50 208.25 -3.50 1,757 36,910 +441
May01 000724 220.75 221.00 215.50 216.25 -3.50 1,542 9,883 +660
Total Volume and Open Interest 47,590 387,739 -82
Wheat(CBOT)
Sep00 000724 248.50 249.50 242.50 245.50 -1.75 4,380 62,411 -253
Dec00 000724 266.00 267.00 260.00 262.75 -1.75 6,731 52,499 +111
Mar01 000724 282.50 282.50 276.00 278.75 -2.00 1,060 17,588 +422
May01 000724 286.50 288.50 286.50 288.50 -2.00 94 964 +34
Jul01 000724 299.00 299.00 294.00 297.00 -1.75 467 8,064 +218
Total Volume and Open Interest 12,738 141,997 +534
Wheat(KCBT)
Sep00 000724 286.00 286.75 279.75 281.75 -3.25 4,045 33,439 -369
Dec00 000724 301.00 301.50 294.50 297.25 -2.25 2,439 35,868 +289
Mar01 000724 313.75 313.75 307.00 309.25 -2.25 1,261 7,246 +747
May01 000724 316.00 317.50 315.00 317.50 -1.25 3 1,108 +3
Jul01 000724 320.00 320.00 320.00 320.00 -3.00 3 700 +0
Total Volume and Open Interest 7,751 78,362 +670
Wheat(MGE)
Sep00 000724 305.25 306.50 300.50 302.00 -2.75 1,686 10,670 -310
Dec00 000724 322.00 322.50 316.50 318.00 -3.00 1,482 7,631 +496
Mar01 000724 336.00 336.00 331.50 332.75 -4.00 246 1,451 +148
May01 000724 340.00 340.00 339.00 339.00 -5.00 6 209 +0
Jul01 000724 348.00 348.00 348.00 348.00 -4.00 31 119 +26
Total Volume and Open Interest 3,456 20,121 +365
Oats(CBOT)
Sep00 000724 113.25 113.50 103.00 107.25 -4.75 1,213 8,089 +162
Dec00 000724 120.25 120.50 112.00 114.75 -4.75 906 7,682 +62
Mar01 000724 128.00 128.00 120.00 122.00 -5.00 17 867 +7
May01 000724 126.00 126.00 126.00 126.00 -5.00 4 12 +4
Total Volume and Open Interest 2,140 16,712 +235
Rough Rice(CBOT)
Sep00 000724 6.31 6.31 6.18 6.21 -0.08 83 1,830 +35
Nov00 000724 6.43 6.43 6.30 6.34 -0.09 174 2,373 +86
Jan01 000724 6.54 6.59 6.54 6.57 -0.08 20 1,624 +4
Mar01 000724 6.78 6.78 6.77 6.77 -0.08 2 320 +2
Total Volume and Open Interest 279 6,190 +18
Live Cattle(CME)
Aug00 000724 66.900 66.975 66.625 66.725 -0.825 2,592 33,732 -353
Oct00 000724 69.025 69.250 68.850 68.950 -0.675 2,072 46,762 +545
Dec00 000724 71.500 71.500 71.000 71.150 -0.625 795 16,200 +127
Feb01 000724 72.875 72.900 72.625 72.700 -0.425 585 9,231 +269
Apr01 000724 75.000 75.000 74.700 74.775 -0.450 146 6,294 +87
Jun01 000724 73.000 73.000 72.725 72.725 -0.450 42 2,977 +19
Total Volume and Open Interest 6,264 117,702 +694
Feeder Cattle(CME)
Aug00 000724 87.300 87.500 87.000 87.225 -0.525 739 9,423 -245
Sep00 000724 87.200 87.425 87.050 87.225 -0.450 193 3,232 +62
Oct00 000724 87.850 88.000 87.550 87.975 -0.450 526 4,912 +140
Nov00 000724 88.400 88.600 88.200 88.475 -0.350 109 2,619 +55
Jan01 000724 89.000 89.000 88.800 88.975 -0.425 85 1,971 +46
Mar01 000724 88.500 88.900 88.500 88.825 -0.175 41 841 +14
Apr01 000724 88.300 88.400 88.300 88.300 -0.100 3 183 -1
Total Volume and Open Interest 1,706 23,836 +73
Lean Hogs(CME)
Aug00 000724 66.100 66.950 65.000 66.750 +0.775 2,622 13,481 +262
Oct00 000724 56.600 57.350 56.300 56.825 +0.350 1,893 16,043 +362
Dec00 000724 52.600 53.150 52.100 52.800 +0.075 665 9,410 +48
Feb01 000724 52.950 53.450 52.900 53.250 +0.075 115 2,676 +26
Apr01 000724 52.300 52.650 52.000 52.125 -0.200 53 1,335 +4
Jun01 000724 59.900 60.075 59.850 59.950 +0.075 24 315 +9
Jul01 000724 58.900 58.900 58.900 58.900 +0.100 2 62 +0
Aug01 000724 57.700 57.700 57.700 57.700 +0.200 0 3 +0
Total Volume and Open Interest 5,374 43,331 -1,486
Pork Bellies(CME)
Jul00 000724 88.400 90.000 85.400 89.875 +2.025 86 173 -60
Aug00 000724 84.600 86.200 82.000 85.600 +1.000 709 2,681 -30
Feb01 000724 70.350 70.350 68.600 69.925 -0.600 32 297 +0
Mar01 000724 71.500 71.500 70.000 71.500 unch 1 15 +1
May01 000724 70.300 70.300 70.300 70.300 -1.375 0 1 +0
Total Volume and Open Interest 828 3,168 -89
Cocoa(NYBOT)
Sep00 000724 875 875 838 840 -47 6,027 32,481 -1,828
Dec00 000724 910 912 875 877 -47 3,133 26,520 -1,117
Mar01 000724 945 945 910 911 -47 1,612 12,459 +180
May01 000724 967 967 934 934 -47 13 7,841 -1
Jul01 000724 957 957 957 957 -47 1 7,677 +0
Sep01 000724 983 983 983 983 -47 40 6,373 +0
Dec01 000724 1018 1018 1018 1018 -47 530 8,042 +21
Total Volume and Open Interest 11,356 110,345 -2,745
Coffee "C"(NYBOT)
Sep00 000724 89.00 89.00 84.40 86.30 -10.35 7,265 28,201 -597
Dec00 000724 91.00 92.00 88.80 90.70 -9.95 2,020 10,320 +22
Mar01 000724 95.00 96.50 93.00 94.80 -9.45 458 4,340 +57
May01 000724 98.00 98.25 96.00 97.20 -8.55 15 1,060 -19
Jul01 000724 101.00 101.00 99.00 100.00 -7.75 1 251 -3
Sep01 000724 100.00 102.80 100.00 102.80 -7.10 5 436 +5
Total Volume and Open Interest 9,764 44,665 -535
Orange Juice(NYBOT)
Sep00 000724 78.40 79.00 78.00 78.00 -0.60 736 14,385 -168
Nov00 000724 78.60 79.10 78.25 78.25 -0.60 446 6,011 -374
Jan01 000724 79.80 80.00 79.20 79.20 -0.80 185 3,051 +25
Mar01 000724 80.50 80.75 80.25 80.25 -0.80 170 3,097 +77
May01 000724 80.55 80.55 80.55 80.55 -0.70 0 443 +0
Total Volume and Open Interest 1,538 27,628 -439
Sugar #11(NYBOT)
Oct00 000724 10.30 10.40 10.20 10.24 -0.17 16,334 87,117 -2,465
Mar01 000724 9.90 10.05 9.85 9.88 -0.20 6,346 48,825 +30
May01 000724 9.72 9.79 9.62 9.62 -0.21 661 11,284 +318
Jul01 000724 9.45 9.50 9.35 9.38 -0.15 600 9,544 +37
Oct01 000724 9.33 9.35 9.24 9.24 -0.14 1,014 9,327 +520
Total Volume and Open Interest 25,132 170,250 -1,516
London Cocoa(LCE)
Jul00 000714 594 595 588 588 -8 788 742 -671
Sep00 000724 649 651 617 622 -27 3,236 32,936 -1,270
Dec00 000724 685 687 655 660 -26 2,101 52,344 +385
Mar01 000724 702 704 675 679 -26 1,739 33,501 +221
May01 000724 720 720 692 695 -25 276 19,657 +138
Jul01 000724 710 710 710 710 -25 309 6,121 +27
Sep01 000724 720 725 720 725 -24 22 4,457 -18
Total Volume and Open Interest 8,268 178,006 -250
London Coffee(LCE)
Jul00 000724 845.00 845.00 790.00 790.00 -95.00 97 641 -47
Sep00 000724 875.00 875.00 795.00 805.00 -100.00 6,027 32,335 -148
Nov00 000724 885.00 885.00 820.00 825.00 -97.00 1,504 16,171 +209
Jan01 000724 899.00 899.00 840.00 844.00 -96.00 78 5,039 +12
Mar01 000724 860.00 890.00 860.00 864.00 -94.00 8 1,474 +8
May01 000724 895.00 895.00 886.00 886.00 -90.00 10 1,160 +6
Total Volume and Open Interest 7,724 56,858 +40
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000724 260.00 260.50 258.10 259.50 -1.20 2,280 16,343 -350
Dec00 000724 259.50 259.50 257.70 258.50 -0.60 852 5,911 +114
Mar01 000724 259.00 259.00 256.30 257.20 -1.20 815 6,995 +222
May01 000724 253.20 253.20 253.20 253.20 -0.90 0 686 +0
Total Volume and Open Interest 3,952 34,782 -9
Cotton(NYBOT)
Oct00 000724 59.80 61.25 59.75 60.87 +1.74 433 4,302 -8
Dec00 000724 62.00 63.65 61.90 63.26 +1.90 2,978 32,596 +304
Mar01 000724 63.92 65.10 63.70 64.91 +1.77 502 7,150 +113
May01 000724 64.75 66.00 64.75 65.93 +1.58 185 5,378 +123
Jul01 000724 65.80 67.00 65.80 66.95 +1.55 15 1,935 +59
Oct01 000724 65.80 65.80 65.80 65.80 +1.20 0 435 +0
Total Volume and Open Interest 4,131 53,950 +609
Lumber(CME)
Sep00 000724 248.5 254.6 246.5 252.0 +2.6 973 2,106 +54
Nov00 000724 259.4 265.4 258.3 263.2 +3.8 307 873 +18
Jan01 000724 269.5 274.0 269.0 273.4 +3.9 46 156 -2
Total Volume and Open Interest 1,331 3,256 +67
Crude Oil(NYM)
Sep00 000724 28.56 28.65 27.96 28.02 -0.54 83,570 137,444 -10,535
Oct00 000724 28.20 28.40 27.72 27.80 -0.56 25,014 50,026 +1,731
Nov00 000724 27.95 28.05 27.55 27.57 -0.51 7,226 25,853 +896
Dec00 000724 27.70 27.87 27.31 27.31 -0.47 10,191 40,182 +274
Jan01 000724 27.42 27.50 27.03 27.03 -0.45 1,916 18,826 -276
Feb01 000724 27.10 27.10 26.76 26.76 -0.42 1,912 10,253 +489
Mar01 000724 26.74 26.74 26.49 26.49 -0.39 240 9,857 +132
Apr01 000724 26.48 26.48 26.20 26.20 -0.38 293 5,642 +252
May01 000724 26.17 26.17 25.91 25.91 -0.37 101 5,786 +83
Jun01 000724 26.05 26.10 25.63 25.63 -0.35 4,785 18,353 +202
Total Volume and Open Interest 151,037 431,195 -13,125
Heating Oil(NYM)
Aug00 000724 75.90 76.70 75.25 75.35 -1.05 12,036 23,560 -1,111
Sep00 000724 76.30 77.15 75.75 75.83 -1.06 11,788 30,523 +1,231
Oct00 000724 77.00 77.60 76.30 76.33 -1.06 3,910 20,977 +682
Nov00 000724 77.60 78.05 76.83 76.83 -1.01 2,000 20,704 +974
Dec00 000724 77.50 78.50 77.18 77.18 -0.96 3,505 22,084 +969
Jan01 000724 77.55 78.45 77.03 77.03 -0.86 1,298 16,403 -117
Feb01 000724 76.90 77.40 76.13 76.13 -0.66 997 10,271 +408
Mar01 000724 74.00 74.50 73.28 73.28 -0.51 239 7,637 +77
Apr01 000724 71.00 71.70 70.48 70.48 -0.21 212 3,637 +65
May01 000724 69.20 69.50 68.48 68.48 -0.06 11 1,597 +0
Total Volume and Open Interest 36,162 162,918 +3,172
Unleaded Gas(NYM)
Aug00 000724 90.00 90.80 86.00 86.20 -5.11 17,829 24,742 +390
Sep00 000724 85.00 85.50 81.80 81.96 -3.53 12,651 29,216 +1,649
Oct00 000724 79.10 79.50 76.67 76.67 -2.82 3,332 16,549 -61
Nov00 000724 75.80 76.00 73.97 73.97 -2.13 623 4,769 +298
Dec00 000724 74.50 75.00 72.67 72.67 -1.78 599 5,444 +249
Jan01 000724 73.60 73.80 72.17 72.17 -1.63 147 1,940 +148
Feb01 000724 72.32 72.32 72.32 72.32 -1.73 203 1,954 +111
Mar01 000724 72.47 72.47 72.47 72.47 -1.73 100 832 +100
Total Volume and Open Interest 35,794 86,891 +2,920
Natural Gas(NYM)
Aug00 000724 3.750 3.780 3.695 3.715 -0.119 26,270 41,249 -2,264
Sep00 000724 3.760 3.775 3.710 3.725 -0.112 8,825 36,233 +701
Oct00 000724 3.760 3.775 3.710 3.732 -0.102 3,908 30,552 +71
Nov00 000724 3.850 3.870 3.800 3.810 -0.097 1,450 17,536 +285
Dec00 000724 3.950 3.960 3.870 3.892 -0.095 1,697 25,261 +556
Jan01 000724 3.940 3.960 3.875 3.890 -0.089 1,266 27,315 -44
Feb01 000724 3.800 3.810 3.720 3.735 -0.084 1,246 15,316 -186
Mar01 000724 3.650 3.650 3.580 3.585 -0.074 809 19,597 +254
Total Volume and Open Interest 48,421 347,410 -8
Brent Crude Oil(IPE)
Sep00 000724 27.50 27.67 26.90 26.92 -0.60 48,227 81,710 -5,103
Oct00 000724 27.50 27.57 26.82 26.84 -0.68 22,887 62,997 +3,103
Nov00 000724 27.40 27.40 26.68 26.68 -0.73 7,807 15,146 -847
Dec00 000724 27.15 27.15 26.40 26.40 -0.73 7,712 39,513 +268
Jan01 000724 26.48 26.63 26.05 26.05 -0.69 1,975 13,918 +503
Feb01 000724 26.25 26.26 25.70 25.70 -0.67 628 9,970 -41
Mar01 000724 26.00 26.00 25.37 25.37 -0.65 139 9,120 +60
Apr01 000724 25.57 25.58 25.06 25.06 -0.60 17 3,642 +17
Total Volume and Open Interest 98,455 286,040 +5,490
Gas Oil(IPE)
Aug00 000724 243.75 246.00 242.75 245.25 -2.50 11,204 35,229 -4,146
Sep00 000724 241.25 243.25 240.00 242.00 -2.75 8,964 26,799 +2,134
Oct00 000724 240.75 241.75 239.00 241.75 -2.75 3,954 18,468 +1,010
Nov00 000724 238.25 239.75 237.50 239.25 -3.00 1,602 7,762 +992
Dec00 000724 236.25 237.50 234.50 236.50 -3.00 3,303 30,109 +395
Jan01 000724 231.75 233.00 231.50 233.00 -2.75 1,156 6,325 +623
Feb01 000724 227.50 227.50 227.50 227.50 -2.50 108 3,001 -98
Mar01 000724 222.00 222.00 222.00 222.00 -1.50 0 3,334 +0
Total Volume and Open Interest 30,591 140,024 +1,210
US Dollar Index(NYBOT)
Sep00 000724 108.22 108.63 108.22 108.44 +0.22 370 4,246 -205
Dec00 000724 108.08 108.08 108.08 108.08 +0.22 1 2,025 +2
Mar01 000724 107.72 107.72 107.72 107.72 +0.22 371 6,271 -203
Total Volume and Open Interest 371 6,271 -203
Australian Dollar(IMM)
Sep00 000724 58.70 58.79 58.50 58.52 -0.18 1,853 17,268 +44
Dec00 000724 58.62 58.62 58.62 58.62 -0.18 0 238 +0
Mar01 000724 58.72 58.72 58.72 58.72 -0.18 0 678 +0
Total Volume and Open Interest 1,853 18,184 +44
British Pound(IMM)
Sep00 000724 151.78 151.86 151.40 151.68 -0.36 13,090 30,979 +11
Dec00 000724 152.20 152.20 151.70 151.96 -0.36 3 287 +2
Mar01 000724 152.18 152.18 152.00 152.18 -0.36 0 7 +0
Total Volume and Open Interest 13,093 31,273 +13
Canadian Dollar(IMM)
Sep00 000724 68.20 68.44 68.20 68.38 +0.34 8,384 59,785 -420
Dec00 000724 68.40 68.60 68.40 68.55 +0.34 12 4,869 +10
Mar01 000724 68.65 68.78 68.65 68.72 +0.34 4 614 -4
Jun01 000724 68.89 68.89 68.89 68.89 +0.34 8 149 -6
Total Volume and Open Interest 8,408 65,431 -420
Japanese Yen(IMM)
Sep00 000724 92.68 92.96 92.54 92.90 +0.11 25,065 67,776 +10,780
Dec00 000724 94.20 94.43 94.20 94.43 +0.11 363 2,983 -80
Mar01 000724 95.96 95.96 95.96 95.96 +0.11 60 139 +54
Total Volume and Open Interest 25,488 70,898 +10,754
Swiss Franc(IMM)
Sep00 000724 60.29 60.42 60.16 60.34 -0.25 6,727 37,871 -916
Dec00 000724 60.86 60.86 60.68 60.82 -0.25 5 110 -3
Mar01 000724 61.28 61.28 61.20 61.28 -0.25 2 3 +0
Total Volume and Open Interest 6,734 37,984 -919
EuroFX(IMM)
Sep00 000724 93.57 93.72 93.41 93.57 -0.44 6,414 58,813 -706
Dec00 000724 94.15 94.18 93.90 94.02 -0.44 61 811 +7
Mar01 000724 94.44 94.44 94.40 94.44 -0.44 0 40 +0
Total Volume and Open Interest 6,475 59,664 -699
Mexican Peso(IMM)
Sep00 000724 10555.0 10583.0 10510.0 10523.0 -12.0 0 12,463 -310
Dec00 000724 10310.0 10320.0 10273.0 10273.0 -12.0 20 1,854 +20
Total Volume and Open Interest 20 15,152 -290
30-Year T-Bonds(CBOT)
Sep00 000724 98~22 98~26 98~08 98~14 -0~08 192,622 400,264 +11,538
Dec00 000724 98~15 98~18 98~08 98~12 -0~08 2,070 7,983 +1,387
Mar01 000724 98~12 98~12 98~11 98~11 -0~08 349 999 +15
Total Volume and Open Interest 195,041 409,249 +12,938
Municipal Bonds(CBOT)
Sep00 000724 97~19 97~19 97~08 97~12 -0~08 1,277 23,552 +174
Dec00 000724 96~24 96~24 96~24 96~24 -0~08 2 402 +2
Total Volume and Open Interest 1,279 23,954 +176
10-Year T-Notes(CBOT)
Sep00 000724 98~315 99~025 98~205 98~215 -0~095 141,788 593,506 -6,743
Dec00 000724 98~230 98~240 98~190 98~195 -0~090 182 10,147 +79
Total Volume and Open Interest 141,970 603,653 -6,664
5-Year T-Notes(CBOT)
Sep00 000724 99~035 99~045 98~315 99~015 -0~040 48,104 414,203 -2,262
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 000724 99~040 99~041 99~034 99~037 -0~007 850 56,078 -81
Total Volume and Open Interest 850 56,078 -81
3-Mth T-Bills(IMM)
Sep00 000724 93.86 93.87 93.84 93.86 unch 0 687 -18
Total Volume and Open Interest 0 687 -18
Eurodollars(IMM)
Sep00 000724 93.200 93.205 93.190 93.200 -0.010 54,900 611,316 -2,758
Dec00 000724 93.030 93.040 93.020 93.035 -0.020 54,022 541,520 -3,884
Mar01 000724 93.040 93.050 93.025 93.040 -0.025 77,671 408,403 -3,841
Jun01 000724 93.000 93.010 92.985 93.000 -0.025 34,359 274,386 -3,728
Sep01 000724 92.990 92.995 92.970 92.985 -0.025 21,666 217,218 -1,863
Dec01 000724 92.930 92.940 92.920 92.930 -0.030 10,584 162,803 -956
Mar02 000724 92.985 92.990 92.970 92.985 -0.025 12,299 140,604 +2,629
Jun02 000724 92.970 92.985 92.965 92.975 -0.025 8,571 101,334 +607
Sep02 000724 92.970 92.985 92.965 92.970 -0.025 6,658 97,051 -990
Dec02 000724 92.915 92.930 92.910 92.915 -0.025 4,773 75,603 +159
Mar03 000724 92.965 92.980 92.955 92.965 -0.025 4,236 73,011 -954
Jun03 000724 92.940 92.960 92.940 92.945 -0.025 4,509 51,150 -572
Total Volume and Open Interest 313,902 3,131,285 -15,008
3-Mth Euro-Yen(IMM)
Sep00 000724 99.71 99.71 99.71 99.71 unch 699 14,073 +1
Dec00 000724 99.61 99.61 99.61 99.61 +0.02 658 13,492 -161
Mar01 000724 99.56 99.56 99.55 99.55 +0.02 416 13,768 +184
Jun01 000724 99.46 99.46 99.46 99.46 +0.02 254 8,963 +14
Sep01 000724 99.36 99.36 99.36 99.36 +0.01 75 19,690 -57
Dec01 000724 99.22 99.22 99.22 99.22 +0.01 0 2,268 -177
Mar02 000724 99.10 99.11 99.10 99.10 +0.02 0 1,787 +0
Jun02 000724 98.99 98.99 98.99 98.99 +0.02 0 777 -4
Sep02 000724 98.86 98.86 98.86 98.86 unch 0 30 +0
Dec02 000724 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 2,102 74,878 -200
3-Mth Euro-Yen(SIMEX)
Sep00 000724 99.71 99.71 99.71 99.71 unch 2,146 93,080 -1,487
Dec00 000724 99.60 99.61 99.59 99.61 +0.01 3,930 95,091 +473
Mar01 000724 99.54 99.56 99.54 99.56 +0.02 2,334 96,216 -1,762
Jun01 000724 99.45 99.47 99.45 99.46 +0.02 1,072 74,468 -288
Sep01 000724 99.36 99.36 99.35 99.36 +0.02 1,524 63,450 -40
Dec01 000724 99.21 99.22 99.21 99.22 +0.01 5 23,334 +0
Mar02 000724 99.12 99.12 99.11 99.11 +0.01 0 12,854 +0
Jun02 000724 99.00 99.01 99.00 99.01 +0.01 0 2,228 +0
Total Volume and Open Interest 11,011 463,060 -3,104
German Euro-Bund(EUREX)
Sep00 000724 105.06 105.12 104.94 105.00 +0.05 498,560 496,256 -49,078
Dec00 000724 104.75 104.75 104.68 104.71 +0.06 972 21,272 +479
Mar01 000724 104.55 104.55 104.55 104.55 +0.05 0 768 -44
Total Volume and Open Interest 499,532 518,296 -48,643
German Euro-Bobl(EUREX)
Sep00 000724 102.80 102.83 102.67 102.76 +0.01 157,641 288,589 -39,201
Dec00 000724 102.66 102.66 102.66 102.66 -0.01 0 4,199 +3,326
Mar01 000724 102.43 102.43 102.43 102.43 -0.02 0 115 +115
Total Volume and Open Interest 157,641 292,903 -35,760
Long Gilt(LIFFE)
Sep00 000724 114~01 114~04 113~27 113~32 +0~00 17,932 64,712 +4,164
Dec00 000724 113~25 113~25 113~25 113~25 unch 60 110 +60
Total Volume and Open Interest 17,992 64,822 +4,224
3-Mth Short Sterling(LIFFE)
Sep00 000724 93.67 93.68 93.66 93.68 +0.02 16,504 200,523 -1,625
Dec00 000724 93.52 93.55 93.50 93.55 +0.03 25,749 199,052 -340
Mar01 000724 93.49 93.50 93.46 93.50 +0.02 24,094 123,660 -2,645
Total Volume and Open Interest 82,801 819,683 -3,591
3-Mth Euribor(LIFFE)
Sep00 000724 95.100 95.115 95.080 95.090 unch 42,898 340,585 +2,461
Dec00 000724 94.760 94.780 94.735 94.745 -0.015 40,485 269,619 -1,196
Mar01 000724 94.700 94.715 94.670 94.680 -0.010 36,090 190,705 -404
Total Volume and Open Interest 172,203 1,493,610 +268,442
3-Mth Aus T-Bills(SFE)
Sep00 000724 93.79 93.80 93.77 93.79 unch 5,520 192,493 +3,029
Dec00 000724 93.66 93.70 93.66 93.69 +0.02 5,664 97,243 +5,374
Mar01 000724 93.60 93.65 93.60 93.64 +0.02 2,036 44,361 -778
Jun01 000724 93.58 93.63 93.58 93.63 +0.03 514 20,581 -477
Sep01 000724 93.57 93.61 93.57 93.61 +0.02 283 11,194 -279
Dec01 000724 93.55 93.59 93.55 93.59 +0.02 315 7,024 -124
Mar02 000724 93.54 93.59 93.54 93.59 +0.02 198 5,599 -35
Jun02 000724 93.54 93.57 93.54 93.57 +0.02 161 3,461 -145
Sep02 000724 93.55 93.55 93.55 93.55 +0.02 51 1,810 -132
Dec02 000724 93.53 93.53 93.53 93.53 +0.02 1 1,410 -52
Total Volume and Open Interest 15,412 388,892 +6,109
10-Year Aus T-Bonds(SFE)
Sep00 000724 93.89 93.94 93.86 93.87 unch 13,277 145,175 +3,828
Dec00 000724 93.92 93.92 93.92 93.92 +0.04      
Total Volume and Open Interest 13,277 145,175 +3,828
3-Year Aus T-Bonds(SFE)
Sep00 000724 94.00 94.06 94.00 94.04 +0.03 34,711 339,791 +33,069
Dec00 000724 94.01 94.01 94.01 94.01 +0.03      
Total Volume and Open Interest 34,711 339,791 +33,069
Gold(CMX)
Aug00 000724 280.4 280.4 279.2 279.3 -1.3 13,556 49,754 -3,238
Oct00 000724 283.3 283.6 282.5 282.5 -1.2 300 5,968 +145
Dec00 000724 286.2 286.6 285.4 285.5 -1.2 3,827 30,624 +1,984
Feb01 000724 288.3 288.3 288.1 288.1 -1.2 2 11,440 +0
Apr01 000724 290.7 290.7 290.7 290.7 -1.2 0 3,461 +0
Jun01 000724 293.3 293.3 293.2 293.2 -1.3 0 8,381 +0
Total Volume and Open Interest 17,705 127,061 -1,093
Silver(CMX)
Jul00 000724 495.0 497.0 491.0 494.6 +2.0 4 100 -309
Sep00 000724 498.0 500.0 497.0 498.8 +1.8 18,818 53,843 +2,459
Dec00 000724 504.0 506.5 502.5 504.3 +1.7 2,432 16,041 +633
Mar01 000724 511.5 511.5 508.0 509.1 +1.7 6 1,612 +2
May01 000724 511.0 511.6 511.0 511.6 +1.7 14 815 +5
Total Volume and Open Interest 21,307 77,896 +2,815
Platinum(NYM)
Jul00 000724 589.0 589.0 577.9 577.9 -4.3 4 132 -19
Oct00 000724 577.0 579.8 572.8 573.9 -4.3 680 9,487 +175
Jan01 000724 564.9 564.9 564.9 564.9 -5.3 10 435 +0
Total Volume and Open Interest 694 10,054 +156
Palladium(NYME)
Sep00 000724 773.00 776.00 762.00 762.95 -2.45 116 1,442 +8
Dec00 000724 769.00 773.00 758.00 762.45 -2.45 4 710 +3
Total Volume and Open Interest 120 2,152 +11
Copper(CMX)
Jul00 000724 86.60 86.60 86.00 86.40 +0.10 635 1,660 -441
Sep00 000724 87.10 87.25 86.30 86.85 +0.15 11,754 43,664 +2,836
Dec00 000724 87.40 87.50 86.70 87.20 +0.25 1,105 10,092 +126
Mar01 000724 86.50 86.85 86.50 86.85 +0.25 3 3,550 +2
May01 000724 86.40 86.55 86.35 86.55 +0.25 1 1,289 +0
Total Volume and Open Interest 13,662 75,969 +2,594
DJIA Index(CBOT)
Sep00 000724 10820 10860 10750 10780 -10 11,060 14,708 +2,888
Dec00 000724 10960 11000 10900 10927 -12 7 2,114 -3
Mar01 000724 11080 11080 11080 11080 -13 0 2 +0
Jun01 000724 11240 11240 11240 11240 -13      
Total Volume and Open Interest 12,283 13,945 -31
S & P 500(CME)
Sep00 000724 1493.00 1499.00 1476.40 1481.40 -8.10 49,680 375,699 -37
Dec00 000724 1515.00 1521.00 1499.50 1503.80 -8.30 3 7,420 -4
Mar01 000724 1530.20 1544.10 1522.20 1526.50 -8.60 54 1,031 +55
Jun01 000724 1557.80 1568.30 1547.80 1550.10 -9.20 37 931 +40
Total Volume and Open Interest 49,774 385,224 +54
S & P 500 E-Mini(Globex)
Sep00 000724 1489.25 1499.50 1476.25 1481.50 -8.00 63,935 32,214 -4,992
Dec00 000724 1505.75 1515.25 1500.00 1503.75 -8.25 0 30 +0
Total Volume and Open Interest 63,935 32,244 -4,992
NASDAQ 100(CME)
Sep00 000724 3960.00 4007.00 3815.00 3819.50 -119.50 12,238 30,947 -647
Dec00 000724 3880.50 3880.50 3880.00 3880.50 -119.50 0 17 +0
Mar01 000724 3941.50 3941.50 3941.00 3941.50 -119.50 0 1 +0
Total Volume and Open Interest 12,238 30,965 -647
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000724 3934.0 4007.0 3814.5 3819.5 -119.5 32,102 23,356 -2,362
Dec00 000724 3880.5 4019.5 3878.5 3880.5 -119.5 10 13 +0
Total Volume and Open Interest 41,590 23,369 -2,362
NYSE Composite(NYBOT)
Sep00 000724 661.00 661.50 655.25 657.45 -1.95 326 1,152 +306
Dec00 000724 666.70 666.70 666.70 666.70 -1.95 0 1,496 +0
Mar01 000724 675.95 675.95 675.95 675.95 -1.95 0 100 +0
Total Volume and Open Interest 133 2,203 +37
S & P Midcap 400(CME)
Sep00 000724 509.50 509.50 501.50 503.40 -3.10 23 12,755 +92
Dec00 000724 510.40 510.40 509.50 510.40 -3.10      
Mar01 000724 516.40 516.40 515.50 516.40 -3.10      
Total Volume and Open Interest 23 12,755 +92
Russell 2000(CME)
Sep00 000724 528.00 529.00 514.50 517.15 -8.25 220 11,749 +116
Dec00 000724 524.95 524.95 524.30 524.95 -8.25      
Mar01 000724 532.50 532.50 531.85 532.50 -8.25      
Total Volume and Open Interest 220 11,749 +116
Value Line(KCBT)
Sep00 000724 1108.00 1108.00 1100.00 1102.00 -6.00 31 114 -11
Total Volume and Open Interest 31 115 -11
Nikkei 225(CME)
Sep00 000724 16610 16645 16490 16515 -225 843 14,763 -115
Dec00 000724 16515 16515 16515 16515 -225 0 16 +0
Total Volume and Open Interest 843 14,779 -115
Nikkei 225(SIMEX)
Sep00 000724 16700 16710 16350 16535 -230 12,002 108,319 +108,319
Dec00 000724 16525 16525 16525 16525 -230 100 5,875 +5,875
Mar01 000724 16540 16540 16540 16540 -230 0 3,800 +3,800
Total Volume and Open Interest 12,102 118,404 +12,298
CAC 40(MATIF)
Jul00 000724 6480.0 6563.5 6465.0 6506.0 +13.0 41,804 243,666 +2,163
Aug00 000724 6513.5 6585.5 6501.0 6554.5 +39.5 10,822 28,084 +10,265
Sep00 000724 6517.0 6582.0 6506.0 6557.0 +41.0 1,864 91,759 -56
Total Volume and Open Interest 54,490 380,073 +12,612
DAX Index(EUREX)
Sep00 000724 7405.5 7480.5 7357.0 7359.0 -75.5 29,238 153,988 +1,969
Dec00 000724 7475.0 7564.0 7449.0 7449.0 -75.0 557 2,019 +95
Mar01 000724 7547.0 7547.0 7547.0 7547.0 -75.5 20 122 +0
Total Volume and Open Interest 29,815 156,129 +2,064
FT-SE 100(LIFFE)
Sep00 000724 6409.00 6444.00 6352.00 6420.00 +30.50 24,628 268,248 +181
Dec00 000724 6434.00 6502.00 6434.00 6502.00 +29.00 1,253 3,543 +361
Mar01 000724 6502.50 6560.00 6502.50 6560.00 +29.00 0 1,315 +0
Total Volume and Open Interest 25,881 273,106 +542
SPI 200(SFE)
Sep00 000724 3345.0 3347.0 3324.0 3334.0 -26.0 6,223 132,387 +1,565
Dec00 000724 3357.0 3357.0 3353.0 3353.0 -26.0 5 2,719 -7
Mar01 000724 3373.0 3373.0 3373.0 3373.0 -26.0 0 1,006 +0
Total Volume and Open Interest 6,228 136,286 +1,558
GSCI(CME)
Aug00 000724 217.50 217.50 214.50 214.50 -3.30 936 35,957 -710
Sep00 000724 215.00 215.00 215.00 215.00 -3.50 5 36 +0
Oct00 000724 214.50 214.50 214.50 214.50 -3.50      
Total Volume and Open Interest 941 35,993 -710
Bridge CRB Index(NYBOT)
Aug00 000724 219.60 220.00 218.80 219.45 -3.15 94 753 -8
Nov00 000724 220.30 221.00 220.30 220.70 -2.90 16 903 +7
Jan01 000724 221.70 221.70 221.70 221.70 -2.65 3 425 -2
Total Volume and Open Interest 113 2,081 -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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