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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 Thu July 27, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000727 453.50 454.75 452.00 452.50 +1.75 10,827 13,911 -2,325
Sep00 000727 455.00 455.00 453.00 453.25 +3.50 3,712 16,800 +775
Nov00 000727 463.00 465.00 462.00 462.50 +4.00 19,416 72,858 +64
Jan01 000727 473.00 475.50 473.00 473.50 +4.50 943 9,129 +558
Mar01 000727 484.00 485.50 483.50 483.50 +4.25 402 7,425 +183
May01 000727 493.00 494.00 492.00 492.50 +5.50 47 5,735 -6
Jul01 000727 502.50 503.00 501.00 502.00 +6.00 158 5,233 +28
Total Volume and Open Interest 35,694 132,982 -634
Soybean Meal(CBOT)
Aug00 000727 153.20 154.00 152.60 153.20 +1.00 7,131 15,609 -1,239
Sep00 000727 149.50 151.00 149.30 150.30 +1.60 3,604 11,855 +151
Oct00 000727 148.90 150.50 148.70 149.60 +2.20 960 14,115 -77
Dec00 000727 150.40 152.00 149.90 150.90 +2.20 5,755 40,777 -1,417
Jan01 000727 151.50 153.00 151.50 152.10 +2.10 644 7,225 +310
Mar01 000727 154.50 155.00 154.00 154.00 +1.60 491 6,107 +361
May01 000727 157.00 157.00 156.00 156.00 +1.90 373 4,044 +179
Jul01 000727 160.00 160.00 158.20 158.20 +1.40 408 1,633 +190
Total Volume and Open Interest 19,411 101,943 -1,543
Soybean Oil(CBOT)
Aug00 000727 15.35 15.38 15.27 15.37 +0.08 9,429 13,305 -2,472
Sep00 000727 15.59 15.60 15.50 15.58 +0.06 5,079 22,079 +837
Oct00 000727 15.81 15.82 15.70 15.79 +0.06 1,139 14,181 +166
Dec00 000727 16.20 16.20 16.07 16.17 +0.06 5,650 52,393 +1,842
Jan01 000727 16.50 16.51 16.39 16.50 +0.09 462 13,930 +125
Mar01 000727 16.85 16.86 16.75 16.86 +0.12 407 7,087 +202
May01 000727 17.20 17.20 17.08 17.20 +0.16 194 6,105 +44
Jul01 000727 17.50 17.55 17.45 17.55 +0.19 46 4,338 +10
Total Volume and Open Interest 22,416 135,420 +764
Canola(WCE)
Sep00 000727 247.0 247.2 245.7 246.0 -0.5 93 1,326 +44
Nov00 000727 253.0 253.4 251.8 252.0 -0.4 1,950 34,876 +389
Jan01 000727 258.9 258.9 258.0 258.2 -0.2 37 5,463 +10
Mar01 000727 265.3 265.3 264.0 264.0 -0.3 17 942 -5
May01 000727 269.0 269.0 269.0 269.0 +1.0 5 13 +5
Total Volume and Open Interest 2,484 46,590 +152
Corn(CBOT)
Sep00 000727 182.25 183.00 180.50 181.00 +0.50 14,762 131,114 -1,379
Nov00 000727 190.75 190.75 188.50 188.75 +0.75 120 1,504 +78
Dec00 000727 194.50 194.75 192.25 192.75 +0.50 22,210 179,043 +2,200
Jan01 000727 197.75 197.75 196.50 196.50 +0.50 11 270 +1
Mar01 000727 205.50 206.50 204.25 204.50 +0.25 2,220 38,205 +330
May01 000727 214.00 214.25 212.25 212.50 +0.50 1,341 9,667 -30
Total Volume and Open Interest 42,044 386,996 +1,751
Wheat(CBOT)
Sep00 000727 246.00 247.75 245.00 245.75 +1.50 3,755 61,696 -229
Dec00 000727 264.50 265.50 263.00 263.75 +1.50 9,613 56,041 +831
Mar01 000727 280.50 280.75 279.00 280.25 +2.25 1,359 18,705 +678
May01 000727 289.50 290.00 289.00 289.50 +2.00 195 1,042 +56
Jul01 000727 298.00 299.00 297.50 298.50 +2.00 383 8,420 +213
Total Volume and Open Interest 15,305 146,381 +1,549
Wheat(KCBT)
Sep00 000727 282.00 283.50 281.00 282.00 +1.75 3,823 31,506 -692
Dec00 000727 297.50 299.00 296.25 297.75 +2.00 2,295 36,383 -11
Mar01 000727 311.00 311.75 309.50 311.25 +1.75 871 7,477 -7
May01 000727 318.50 319.50 318.25 319.50 +1.50 6 1,137 +6
Jul01 000727 325.00 326.00 325.00 325.50 +1.50 4 705 +2
Total Volume and Open Interest 6,999 77,209 -702
Wheat(MGE)
Sep00 000727 300.50 301.50 298.50 300.25 +0.50 2,121 10,652 +189
Dec00 000727 317.00 317.25 314.50 316.25 +0.50 920 8,467 +47
Mar01 000727 332.25 332.25 330.00 331.25 +0.25 443 1,754 +206
May01 000727 340.00 340.25 338.50 339.00 -0.25 11 227 +0
Jul01 000727 347.00 347.00 346.00 346.50 -0.50 1 120 +1
Total Volume and Open Interest 3,496 21,261 +443
Oats(CBOT)
Sep00 000727 107.75 108.00 107.50 107.75 +0.25 720 7,580 -7
Dec00 000727 115.00 115.50 115.00 115.25 +0.50 600 7,843 +134
Mar01 000727 123.00 123.25 123.00 123.00 +1.00 35 831 -10
May01 000727 127.50 128.00 127.50 128.00 +1.50 0 17 +0
Total Volume and Open Interest 1,355 16,333 +117
Rough Rice(CBOT)
Sep00 000727 6.15 6.16 6.04 6.07 -0.06 243 1,760 -49
Nov00 000727 6.26 6.26 6.17 6.19 -0.05 351 2,525 +74
Jan01 000727 6.48 6.48 6.41 6.42 -0.05 44 1,652 +31
Mar01 000727 6.68 6.68 6.64 6.64 -0.06 20 325 +5
Total Volume and Open Interest 667 6,302 +70
Live Cattle(CME)
Aug00 000727 66.400 66.925 66.350 66.600 +0.175 6,226 28,997 -2,086
Oct00 000727 68.200 68.725 68.150 68.400 -0.025 6,033 49,255 +1,162
Dec00 000727 70.500 70.725 70.250 70.375 -0.250 3,172 19,177 +1,399
Feb01 000727 72.200 72.350 71.975 72.075 -0.200 990 10,062 +389
Apr01 000727 74.325 74.500 74.150 74.175 -0.225 496 6,351 +103
Jun01 000727 72.350 72.425 72.050 72.125 -0.250 210 3,034 +14
Total Volume and Open Interest 17,178 119,406 +978
Feeder Cattle(CME)
Aug00 000727 86.250 86.500 85.950 86.200 +0.050 1,437 8,600 -426
Sep00 000727 86.300 86.650 86.050 86.250 unch 393 3,402 -2
Oct00 000727 87.000 87.350 86.750 87.175 +0.125 866 5,147 +151
Nov00 000727 87.500 87.900 87.375 87.450 -0.100 375 2,718 +38
Jan01 000727 88.150 88.300 87.900 88.000 -0.250 168 2,039 +29
Mar01 000727 87.950 88.250 87.875 88.025 -0.275 53 894 +11
Apr01 000727 87.950 88.100 87.750 87.750 -0.300 6 187 -3
Total Volume and Open Interest 3,325 23,626 -204
Lean Hogs(CME)
Aug00 000727 67.300 68.300 67.300 68.200 +1.425 2,769 11,570 -489
Oct00 000727 57.250 58.250 57.250 58.125 +1.300 1,779 15,841 -149
Dec00 000727 52.700 53.500 52.700 53.200 +0.675 419 9,222 -41
Feb01 000727 53.250 54.175 53.250 54.100 +1.000 163 2,686 +64
Apr01 000727 52.100 52.700 52.100 52.225 +0.550 48 1,394 +23
Jun01 000727 59.900 60.300 59.900 60.300 +0.400 14 372 +8
Jul01 000727 59.250 59.400 59.175 59.375 +0.175 2 66 +2
Aug01 000727 57.800 58.100 57.700 57.975 -0.075 1 6 +1
Total Volume and Open Interest 5,195 41,157 -581
Pork Bellies(CME)
Aug00 000727 84.150 85.275 84.150 84.700 +0.450 759 2,404 -49
Feb01 000727 69.750 70.100 69.600 70.050 unch 195 398 +42
Mar01 000727 70.000 70.000 70.000 70.000 unch 1 9 -1
May01 000727 70.300 70.300 70.300 70.300 unch 0 1 +0
Jul01 000727 71.500 71.500 71.500 71.500 unch 0 1 +0
Total Volume and Open Interest 979 2,836 -31
Cocoa(NYBOT)
Sep00 000727 851 851 839 843 -4 3,358 31,902 +318
Dec00 000727 889 889 878 882 -3 678 26,740 +602
Mar01 000727 922 922 913 915 -5 36 13,339 +479
May01 000727 942 942 938 938 -5 2 8,635 +640
Jul01 000727 972 972 963 963 -4 120 8,046 +359
Sep01 000727 989 989 989 989 -4 110 6,648 +275
Dec01 000727 1025 1025 1024 1024 -4 11 8,067 +6
Total Volume and Open Interest 4,361 112,365 +2,715
Coffee "C"(NYBOT)
Sep00 000727 86.75 88.75 86.00 86.10 -0.85 3,200 26,043 -111
Dec00 000727 91.00 93.10 90.50 90.55 -0.65 1,153 10,185 +65
Mar01 000727 95.50 97.00 94.75 94.75 -0.50 336 4,302 +95
May01 000727 98.50 99.00 97.25 97.25 -0.50 67 1,045 -4
Jul01 000727 101.50 101.75 100.45 100.45 -0.50 9 297 +7
Sep01 000727 104.75 104.75 103.45 103.45 -0.50 24 451 -6
Total Volume and Open Interest 4,789 42,379 +46
Orange Juice(NYBOT)
Sep00 000727 78.35 78.70 77.00 77.10 -1.00 786 14,728 +2
Nov00 000727 78.90 79.10 77.55 77.60 -0.75 88 6,488 +32
Jan01 000727 79.40 79.55 78.60 78.60 -0.45 185 3,221 +47
Mar01 000727 80.25 80.45 79.55 79.55 -0.45 64 3,298 +50
May01 000727 79.95 79.95 79.95 79.95 -0.30 7 474 +0
Total Volume and Open Interest 1,130 28,867 +131
Sugar #11(NYBOT)
Oct00 000727 10.70 10.80 10.57 10.78 +0.18 14,991 87,887 +83
Mar01 000727 10.28 10.46 10.20 10.45 +0.21 6,824 50,426 +1,166
May01 000727 10.02 10.20 10.00 10.19 +0.23 573 11,652 +46
Jul01 000727 9.65 9.86 9.62 9.82 +0.23 1,117 10,571 +472
Oct01 000727 9.47 9.70 9.47 9.66 +0.23 313 9,620 -19
Total Volume and Open Interest 24,330 175,001 +2,079
London Cocoa(LCE)
Jul00 000714 594 595 588 588 -8 788 742 -671
Sep00 000727 625 625 617 617 -5 764 29,318 -180
Dec00 000727 663 663 655 655 -5 185 52,288 +75
Mar01 000727 681 682 674 674 -5 136 33,672 +11
May01 000727 696 696 690 690 -5 3 19,699 -2
Jul01 000727 712 712 706 706 -4 140 6,241 +120
Sep01 000727 720 721 720 721 -4 122 4,567 +110
Total Volume and Open Interest 1,390 174,845 +164
London Coffee(LCE)
Jul00 000727 810.00 813.00 806.00 809.00 +7.00 125 642 +23
Sep00 000727 820.00 830.00 820.00 829.00 +12.00 1,423 29,220 -188
Nov00 000727 845.00 851.00 844.00 850.00 +12.00 580 17,592 +301
Jan01 000727 865.00 871.00 860.00 869.00 +13.00 263 5,388 +88
Mar01 000727 885.00 895.00 884.00 891.00 +13.00 54 1,554 +38
May01 000727 909.00 913.00 905.00 913.00 +10.00 71 1,209 +36
Total Volume and Open Interest 2,524 55,659 +301
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000727 267.00 273.60 267.00 273.20 +6.10 1,989 15,878 -367
Dec00 000727 266.90 273.00 266.90 272.40 +6.40 205 6,011 +135
Mar01 000727 265.90 271.30 265.90 271.30 +6.30 845 7,199 +194
May01 000727 264.50 268.10 264.50 268.10 +6.60 66 706 +20
Total Volume and Open Interest 3,155 34,681 +22
Cotton(NYBOT)
Oct00 000727 58.55 58.60 57.55 58.23 -0.92 542 4,446 +26
Dec00 000727 60.90 60.90 59.90 60.25 -1.30 4,430 32,253 +42
Mar01 000727 62.40 62.40 61.75 62.04 -1.34 479 7,559 +102
May01 000727 63.10 63.10 62.65 62.92 -1.41 29 5,510 -1
Jul01 000727 64.30 64.30 63.80 63.90 -1.38 53 1,973 +9
Oct01 000727 63.50 63.50 63.50 63.50 -0.80 34 469 +34
Total Volume and Open Interest 5,614 54,426 +239
Lumber(CME)
Sep00 000727 261.0 262.4 256.4 256.7 -2.8 581 1,985 -81
Nov00 000727 268.5 268.5 265.3 265.5 -0.3 261 921 +39
Jan01 000727 279.5 279.6 275.1 275.4 -3.3 3 167 +0
Total Volume and Open Interest 845 3,204 -42
Crude Oil(NYM)
Sep00 000727 28.18 28.30 27.80 28.02 +0.21 64,074 119,707 -1,770
Oct00 000727 28.00 28.08 27.65 27.80 +0.17 27,143 49,042 +1,332
Nov00 000727 27.82 27.82 27.54 27.65 +0.21 7,705 27,025 +1,034
Dec00 000727 27.50 27.60 27.40 27.43 +0.23 7,830 40,137 +409
Jan01 000727 27.20 27.30 27.15 27.18 +0.23 1,267 19,315 +376
Feb01 000727 27.10 27.10 26.90 26.93 +0.23 541 11,047 +87
Mar01 000727 26.85 26.85 26.68 26.68 +0.23 444 9,396 -53
Apr01 000727 26.60 26.60 26.43 26.43 +0.23 48 5,548 -26
May01 000727 26.10 26.18 26.10 26.18 +0.24 25 5,773 -8
Jun01 000727 25.80 26.05 25.80 25.94 +0.25 197 18,031 +69
Total Volume and Open Interest 111,538 413,380 +1,668
Heating Oil(NYM)
Aug00 000727 76.80 77.30 76.15 76.56 +0.71 13,641 14,977 -4,943
Sep00 000727 77.05 77.60 76.35 76.93 +0.73 11,186 31,262 +2,271
Oct00 000727 77.65 77.65 76.85 77.28 +0.68 2,142 21,013 +625
Nov00 000727 78.00 78.20 77.25 77.58 +0.63 1,189 21,618 -159
Dec00 000727 78.20 78.30 77.55 77.78 +0.58 1,857 23,001 +592
Jan01 000727 78.00 78.00 77.30 77.43 +0.53 1,248 16,839 +336
Feb01 000727 76.75 77.00 76.20 76.38 +0.48 356 10,689 +94
Mar01 000727 74.20 74.20 73.40 73.48 +0.53 262 7,771 -28
Apr01 000727 70.50 71.05 70.40 70.63 +0.53 139 3,820 +50
May01 000727 68.50 69.10 68.35 68.58 +0.53 76 1,669 +32
Total Volume and Open Interest 32,100 158,266 -1,117
Unleaded Gas(NYM)
Aug00 000727 91.00 92.00 90.00 91.26 +2.01 22,819 16,916 -3,325
Sep00 000727 84.00 84.50 82.80 83.92 +1.18 1,458 32,148 +2,369
Oct00 000727 78.50 79.30 77.60 78.32 +0.98 3,815 13,544 -422
Nov00 000727 75.80 75.92 75.30 75.92 +1.03 607 4,574 +58
Dec00 000727 75.00 75.00 74.60 74.82 +1.08 843 5,379 +138
Jan01 000727 74.00 74.50 74.00 74.32 +1.08 465 1,806 -26
Feb01 000727 74.75 74.75 73.95 74.57 +1.08 25 1,953 -15
Mar01 000727 75.15 75.15 74.70 74.87 +1.08 25 809 -38
Total Volume and Open Interest 30,057 78,574 -1,261
Natural Gas(NYM)
Aug00 000727 3.810 3.870 3.780 3.820 +0.057 58,600 32,417 -4,406
Sep00 000727 3.830 3.890 3.820 3.843 +0.050 21,901 36,966 +176
Oct00 000727 3.850 3.905 3.830 3.861 +0.053 6,965 29,987 -98
Nov00 000727 3.940 3.985 3.920 3.951 +0.061 2,968 18,320 +212
Dec00 000727 4.030 4.070 4.020 4.050 +0.075 2,855 25,344 -240
Jan01 000727 4.020 4.070 3.990 4.048 +0.078 4,782 27,066 +767
Feb01 000727 3.860 3.910 3.845 3.888 +0.078 2,585 16,502 +1,147
Mar01 000727 3.705 3.760 3.680 3.738 +0.078 1,912 20,096 +162
Total Volume and Open Interest      
Brent Crude Oil(IPE)
Sep00 000727 27.00 27.25 26.90 27.15 +0.32 35,040 75,210 -3,362
Oct00 000727 26.90 27.21 26.86 27.08 +0.18 19,262 70,689 +2,455
Nov00 000727 26.84 27.06 26.73 26.97 +0.20 4,234 16,068 +524
Dec00 000727 26.61 26.79 26.48 26.73 +0.22 2,365 38,411 -1,223
Jan01 000727 26.17 26.47 26.17 26.39 +0.22 913 13,266 +177
Feb01 000727 25.83 26.05 25.83 26.05 +0.23 417 10,674 +173
Mar01 000727 25.58 25.72 25.58 25.72 +0.23 451 9,741 +320
Apr01 000727 25.23 25.40 25.23 25.40 +0.23 6 3,681 +2
Total Volume and Open Interest 62,848 282,007 -934
Gas Oil(IPE)
Aug00 000727 244.00 248.50 244.00 246.00 +0.25 13,379 32,637 +433
Sep00 000727 240.75 244.75 240.75 242.00 -0.75 10,303 30,628 +1,662
Oct00 000727 239.00 242.25 239.00 239.50 -1.25 4,526 18,879 +561
Nov00 000727 237.00 238.25 236.75 237.00 -1.50 1,669 10,107 +20
Dec00 000727 233.75 236.50 233.75 234.75 -0.75 2,803 30,322 +1,074
Jan01 000727 233.00 233.00 231.25 231.25 -0.75 495 7,082 +118
Feb01 000727 226.00 226.00 226.00 226.00 -0.75 0 3,001 +0
Mar01 000727 220.50 220.50 220.50 220.50 -1.00 150 3,444 +11
Total Volume and Open Interest 33,325 145,127 +3,879
US Dollar Index(NYBOT)
Sep00 000727 107.74 108.75 107.74 108.65 +0.76 276 4,083 -29
Dec00 000727 108.29 108.29 108.29 108.29 +0.76 10 2,025 +1
Mar01 000727 107.93 107.93 107.93 107.93 +0.76 286 6,108 -28
Total Volume and Open Interest 286 6,108 -28
Australian Dollar(IMM)
Sep00 000727 59.18 59.23 58.72 58.77 -0.42 1,292 16,640 -154
Dec00 000727 58.87 58.87 58.87 58.87 -0.42 7 230 -4
Mar01 000727 58.97 58.97 58.97 58.97 -0.42 3 682 +2
Total Volume and Open Interest 1,302 17,552 -156
British Pound(IMM)
Sep00 000727 151.58 151.78 151.18 151.48 -0.18 3,305 29,773 -621
Dec00 000727 151.84 152.06 151.30 151.76 -0.18 0 287 +0
Mar01 000727 151.98 152.20 151.98 151.98 -0.18 0 7 +0
Total Volume and Open Interest 3,305 30,067 -621
Canadian Dollar(IMM)
Sep00 000727 68.29 68.29 67.94 68.02 -0.32 2,980 62,647 -1,062
Dec00 000727 68.48 68.48 68.15 68.19 -0.32 49 4,864 -7
Mar01 000727 68.50 68.50 68.35 68.36 -0.32 2 616 +1
Jun01 000727 68.60 68.60 68.53 68.53 -0.32 0 146 +0
Total Volume and Open Interest 3,031 68,287 -1,068
Japanese Yen(IMM)
Sep00 000727 92.72 92.77 92.33 92.42 +0.02 5,623 66,660 +94
Dec00 000727 93.94 94.07 93.92 93.95 +0.02 122 2,998 -20
Mar01 000727 95.51 95.60 95.51 95.51 +0.02 240 153 +22
Total Volume and Open Interest 5,985 69,812 +96
Swiss Franc(IMM)
Sep00 000727 60.74 60.90 60.40 60.41 -0.51 8,226 37,993 -120
Dec00 000727 61.10 61.30 60.85 60.87 -0.53 28 144 +14
Mar01 000727 61.58 61.60 61.32 61.32 -0.54 0 3 +0
Total Volume and Open Interest 8,254 38,140 -106
EuroFX(IMM)
Sep00 000727 94.17 94.26 93.44 93.51 -0.95 7,700 61,139 -292
Dec00 000727 94.61 94.69 93.92 93.96 -0.95 23 789 -2
Mar01 000727 94.38 94.38 94.38 94.38 -0.95 0 40 +0
Total Volume and Open Interest 7,723 61,968 -294
Mexican Peso(IMM)
Sep00 000727 10550.0 10570.0 10530.0 10555.0 +7.0 900 12,902 -101
Dec00 000727 10280.0 10310.0 10280.0 10305.0 +7.0 5 1,885 +0
Total Volume and Open Interest 957 15,623 -110
30-Year T-Bonds(CBOT)
Sep00 000727 98~14 99~09 98~02 98~30 +0~16 86,009 396,077 +2,550
Dec00 000727 98~17 99~07 98~02 98~28 +0~16 149 8,988 +57
Mar01 000727 98~25 99~00 98~24 98~27 +0~16 61 1,194 +40
Total Volume and Open Interest 86,219 406,262 +2,647
Municipal Bonds(CBOT)
Sep00 000727 97~17 98~04 97~09 97~29 +0~13 1,341 23,344 -120
Dec00 000727 97~09 97~09 97~09 97~09 +0~13 0 400 +0
Total Volume and Open Interest 1,341 23,744 -120
10-Year T-Notes(CBOT)
Sep00 000727 98~260 99~070 98~180 99~005 +0~075 77,569 596,291 +1,340
Dec00 000727 98~250 99~020 98~250 98~305 +0~075 4,089 14,587 +2,362
Total Volume and Open Interest 81,683 610,903 +3,727
5-Year T-Notes(CBOT)
Sep00 000727 99~045 99~115 98~295 99~065 +0~040 37,868 414,042 +725
Dec00 000727 99~045 99~070 99~045 99~070 +0~040      
Total Volume and Open Interest 37,868 414,042 +725
2 Year T-Notes(CBOT)
Sep00 000727 99~046 99~056 99~034 99~049 +0~007 1,103 56,223 +108
Total Volume and Open Interest 1,103 56,223 +108
3-Mth T-Bills(IMM)
Sep00 000727 93.88 93.88 93.85 93.85 -0.01 1 685 +0
Total Volume and Open Interest 1 685 +0
Eurodollars(IMM)
Sep00 000727 93.210 93.225 93.180 93.220 +0.015 32,484 605,296 -4,533
Dec00 000727 93.045 93.075 92.995 93.060 +0.015 27,651 544,083 +6,583
Mar01 000727 93.055 93.100 92.990 93.080 +0.020 50,040 410,913 -3,496
Jun01 000727 93.020 93.070 92.960 93.045 +0.025 20,324 272,561 -348
Sep01 000727 93.005 93.055 92.950 93.025 +0.025 20,030 215,134 -1,918
Dec01 000727 92.940 93.000 92.900 92.970 +0.030 9,580 162,722 -134
Mar02 000727 93.005 93.050 92.955 93.020 +0.020 10,285 139,255 -883
Jun02 000727 92.990 93.040 92.960 93.015 +0.025 8,599 99,741 -1,249
Sep02 000727 92.955 93.035 92.935 93.005 +0.020 3,428 98,286 -74
Dec02 000727 92.930 92.965 92.895 92.945 +0.020 3,568 75,914 +842
Mar03 000727 92.975 93.020 92.925 92.995 +0.020 3,518 72,400 -508
Jun03 000727 92.965 93.000 92.960 92.980 +0.015 2,902 50,164 -41
Total Volume and Open Interest 209,185 3,124,481 -6,052
3-Mth Euro-Yen(IMM)
Sep00 000727 99.74 99.74 99.74 99.74 +0.01 709 14,247 -101
Dec00 000727 99.64 99.64 99.64 99.64 +0.01 395 13,123 -370
Mar01 000727 99.60 99.60 99.60 99.60 +0.03 248 13,174 -510
Jun01 000727 99.52 99.53 99.52 99.53 +0.03 241 8,925 +22
Sep01 000727 99.42 99.43 99.42 99.43 +0.04 83 18,599 -821
Dec01 000727 99.28 99.29 99.28 99.29 +0.04 5 2,268 +0
Mar02 000727 99.17 99.18 99.17 99.18 +0.04 67 1,683 -104
Jun02 000727 99.04 99.04 99.04 99.04 +0.02 0 777 +0
Sep02 000727 98.86 98.86 98.86 98.86 unch 0 30 +0
Dec02 000727 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 1,748 72,856 -1,884
3-Mth Euro-Yen(SIMEX)
Sep00 000727 99.74 99.74 99.73 99.74 +0.01 4,036 92,808 -166
Dec00 000727 99.63 99.64 99.63 99.64 +0.01 7,499 97,416 +310
Mar01 000727 99.58 99.60 99.57 99.60 +0.03 5,530 97,477 +498
Jun01 000727 99.50 99.52 99.50 99.52 +0.03 3,634 75,825 +732
Sep01 000727 99.40 99.42 99.40 99.42 +0.03 3,217 62,943 +240
Dec01 000727 99.26 99.28 99.26 99.28 +0.03 876 23,285 +3
Mar02 000727 99.15 99.17 99.15 99.17 +0.03 462 12,854 -100
Jun02 000727 99.04 99.07 99.04 99.07 +0.03 650 2,508 +80
Total Volume and Open Interest 25,904 468,595 +2,737
German Euro-Bund(EUREX)
Sep00 000727 105.64 105.78 105.37 105.54 -0.09 528,779 532,497 +31,988
Dec00 000727 105.36 105.40 105.11 105.24 -0.08 3,344 22,570 +568
Mar01 000727 105.09 105.09 105.09 105.09 -0.09 0 893 -221
Total Volume and Open Interest 532,123 555,960 +32,335
German Euro-Bobl(EUREX)
Sep00 000727 103.06 103.15 102.86 103.02 -0.03 173,980 288,468 +800
Dec00 000727 102.92 102.95 102.92 102.95 -0.02 0 5,348 +1,160
Mar01 000727 102.72 102.72 102.72 102.72 -0.03 0 610 +129
Total Volume and Open Interest 173,980 294,426 +2,089
Long Gilt(LIFFE)
Sep00 000727 114~04 114~08 113~26 114~02 -0~02 18,139 63,740 -1,305
Dec00 000727 113~27 113~27 113~27 113~27 -0~02 0 110 +0
Total Volume and Open Interest 18,139 63,850 -1,305
3-Mth Short Sterling(LIFFE)
Sep00 000727 93.71 93.75 93.70 93.72 unch 18,820 196,418 -3,623
Dec00 000727 93.62 93.65 93.60 93.62 unch 26,989 199,055 +3,446
Mar01 000727 93.59 93.63 93.57 93.60 unch 26,214 127,927 +4,137
Total Volume and Open Interest 106,460 819,704 -129
3-Mth Euribor(LIFFE)
Sep00 000727 95.115 95.115 95.075 95.090 -0.020 37,985 341,379 -536
Dec00 000727 94.785 94.785 94.730 94.745 -0.035 37,133 273,273 -1,247
Mar01 000727 94.735 94.740 94.680 94.690 -0.040 33,089 194,598 +3,290
Total Volume and Open Interest 153,078 1,236,344 -269,615
3-Mth Aus T-Bills(SFE)
Sep00 000727 93.75 93.75 93.63 93.66 -0.09 8,153 184,799 +4,412
Dec00 000727 93.63 93.63 93.50 93.52 -0.11 10,166 100,153 +5,126
Mar01 000727 93.56 93.57 93.45 93.48 -0.09 2,955 47,241 +1,368
Jun01 000727 93.54 93.54 93.44 93.46 -0.09 191 20,949 -108
Sep01 000727 93.53 93.53 93.43 93.45 -0.08 239 11,668 +219
Dec01 000727 93.51 93.51 93.42 93.44 -0.07 30 7,161 +35
Mar02 000727 93.51 93.51 93.43 93.44 -0.06 36 5,816 -35
Jun02 000727 93.50 93.50 93.42 93.43 -0.06 76 3,575 -19
Sep02 000727 93.49 93.49 93.42 93.42 -0.06 151 1,697 -158
Dec02 000727 93.40 93.40 93.40 93.40 -0.07 120 1,485 -20
Total Volume and Open Interest 22,347 388,557 +10,902
10-Year Aus T-Bonds(SFE)
Sep00 000727 93.86 93.87 93.81 93.86 unch 1,043 162,302 +4,905
Dec00 000727 93.83 93.83 93.83 93.83 -0.01      
Total Volume and Open Interest 1,043 162,302 +4,905
3-Year Aus T-Bonds(SFE)
Sep00 000727 93.96 93.96 93.86 93.88 -0.07 3,510 365,651 +10,452
Dec00 000727 93.85 93.85 93.85 93.85 -0.07      
Total Volume and Open Interest 3,510 365,651 +10,452
Gold(CMX)
Aug00 000727 280.0 280.1 277.7 278.6 -1.1 22,570 28,919 -8,617
Oct00 000727 283.0 283.5 281.5 281.9 -1.0 382 6,408 +52
Dec00 000727 286.0 286.5 284.1 284.8 -1.1 13,238 41,806 +4,257
Feb01 000727 288.0 288.1 287.0 287.4 -1.1 531 11,443 +33
Apr01 000727 290.0 290.0 290.0 290.0 -1.1 150 3,536 +74
Jun01 000727 293.4 293.4 292.5 292.5 -1.1 489 8,095 -81
Total Volume and Open Interest 37,360 117,897 -4,282
Silver(CMX)
Jul00 000727 497.5 497.5 496.7 496.7 +1.5 17 13 -62
Sep00 000727 500.0 504.0 499.0 500.5 +1.5 8,566 53,551 +1,230
Dec00 000727 506.0 508.5 505.5 505.9 +1.5 826 16,251 -16
Mar01 000727 511.0 511.0 510.5 510.5 +1.3 1 1,622 +1
May01 000727 513.0 513.0 513.0 513.0 +1.3 0 814 +0
Total Volume and Open Interest 9,558 78,003 +1,101
Platinum(NYM)
Oct00 000727 563.1 565.0 556.1 563.8 -0.6 588 9,559 +122
Jan01 000727 554.4 554.4 554.4 554.4 -2.0 90 530 +76
Total Volume and Open Interest 688 10,093 +102
Palladium(NYME)
Sep00 000727 761.00 766.00 760.00 762.00 -2.00 108 1,336 -55
Dec00 000727 766.00 766.00 761.00 761.00 -2.00 66 823 +56
Total Volume and Open Interest 174 2,159 +1
Copper(CMX)
Jul00 000727 85.70 86.90 85.70 86.75 +1.05 474 807 -440
Sep00 000727 86.05 87.40 85.90 87.15 +1.05 9,753 46,188 +2,074
Dec00 000727 86.55 87.60 86.30 87.50 +0.95 773 10,681 +442
Mar01 000727 86.25 87.15 86.25 87.15 +0.85 310 4,049 +407
May01 000727 86.95 86.95 86.95 86.95 +0.75 31 1,365 +61
Total Volume and Open Interest 12,805 79,806 +2,841
DJIA Index(CBOT)
Sep00 000727 10625 10710 10590 10689 +56 11,563 12,963 +589
Dec00 000727 10750 10850 10750 10836 +56 18 2,112 +0
Mar01 000727 10985 10985 10985 10985 +54 0 2 +0
Jun01 000727 11142 11142 11142 11142 +53      
Total Volume and Open Interest 7,586 14,494 -22
S & P 500(CME)
Sep00 000727 1465.50 1475.50 1456.00 1463.70 -5.30 71,842 375,860 -1,943
Dec00 000727 1488.00 1497.00 1480.00 1486.00 -5.30 97 7,485 +4
Mar01 000727 1510.00 1517.80 1503.80 1508.50 -5.30 6 1,095 +1
Jun01 000727 1527.80 1541.30 1527.30 1532.00 -5.30 9 931 +2
Total Volume and Open Interest 71,961 385,521 -1,935
S & P 500 E-Mini(Globex)
Sep00 000727 1468.00 1475.75 1456.00 1463.75 -5.25 77,503 35,950 +2,315
Dec00 000727 1479.50 1486.00 1479.50 1486.00 -5.25 0 31 +0
Total Volume and Open Interest 77,503 35,981 +2,315
NASDAQ 100(CME)
Sep00 000727 3805.00 3843.00 3700.00 3707.00 -158.00 15,675 30,821 -761
Dec00 000727 3768.00 3768.00 3768.00 3768.00 -158.00 0 17 +0
Mar01 000727 3829.00 3829.00 3829.00 3829.00 -158.00 0 2 +0
Total Volume and Open Interest 15,675 30,840 -761
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000727 3857.0 3877.5 3699.0 3707.0 -158.0 45,852 26,205 +770
Dec00 000727 3768.0 3768.0 3768.0 3768.0 -158.0 0 15 +0
Total Volume and Open Interest 45,852 26,220 +770
NYSE Composite(NYBOT)
Sep00 000727 649.00 654.00 649.00 653.25 +2.25 153 983 +1
Dec00 000727 662.50 662.50 662.50 662.50 +2.25 0 1,496 +0
Mar01 000727 671.75 671.75 671.75 671.75 +2.25 0 100 +0
Total Volume and Open Interest 161 2,225 +37
S & P Midcap 400(CME)
Sep00 000727 499.00 500.00 490.00 491.50 -8.35 719 12,920 -64
Dec00 000727 498.50 498.50 498.50 498.50 -8.35      
Mar01 000727 504.50 504.50 504.50 504.50 -8.35      
Total Volume and Open Interest 719 12,920 -64
Russell 2000(CME)
Sep00 000727 515.50 515.50 502.00 503.50 -14.30 1,634 11,250 -45
Dec00 000727 511.30 511.30 509.60 511.30 -14.30      
Mar01 000727 518.85 518.85 517.15 518.85 -14.30      
Total Volume and Open Interest 1,634 11,250 -45
Value Line(KCBT)
Sep00 000727 1101.00 1101.00 1090.50 1095.10 -6.40 24 123 +3
Total Volume and Open Interest 24 124 +3
Nikkei 225(CME)
Sep00 000727 16090 16130 16020 16075 -375 682 14,900 +150
Dec00 000727 16100 16100 16070 16075 -375 0 16 +0
Total Volume and Open Interest 682 14,916 +150
Nikkei 225(SIMEX)
Sep00 000727 16350 16350 16020 16070 -395 9,654 109,797 -1,190
Dec00 000727 16060 16060 16060 16060 -395 0 5,875 +0
Mar01 000727 16075 16075 16075 16075 -395 0 3,800 +0
Total Volume and Open Interest 9,654 119,882 -1,190
CAC 40(MATIF)
Jul00 000727 6475.5 6585.0 6456.5 6528.0 +43.0 78,358 250,294 +9,709
Aug00 000727 6502.5 6606.0 6482.0 6549.0 +45.0 45,293 103,227 +39,804
Sep00 000727 6490.0 6602.0 6490.0 6547.0 +31.5 3,641 94,520 +2,384
Total Volume and Open Interest 127,292 464,740 +51,897
DAX Index(EUREX)
Sep00 000727 7319.0 7378.0 7212.5 7227.5 -92.5 31,188 154,506 +567
Dec00 000727 7430.5 7465.5 7313.0 7316.5 -93.0 161 2,233 +38
Mar01 000727 7529.5 7542.5 7411.5 7411.5 -96.0 0 136 +0
Total Volume and Open Interest 31,349 156,875 +605
FT-SE 100(LIFFE)
Sep00 000727 6411.00 6483.00 6368.50 6389.50 -33.50 18,845 271,683 +1,606
Dec00 000727 6535.00 6535.00 6470.50 6470.50 -34.50 3 4,143 -1
Mar01 000727 6542.50 6542.50 6528.50 6528.50 -34.50 0 1,465 +0
Total Volume and Open Interest 18,848 277,291 +1,605
SPI 200(SFE)
Sep00 000727 3292.0 3295.0 3273.0 3280.0 -31.0 8,019 138,146 +3,110
Dec00 000727 3305.0 3305.0 3299.0 3299.0 -31.0 14 2,708 +0
Mar01 000727 3319.0 3319.0 3319.0 3319.0 -31.0 175 1,056 +50
Total Volume and Open Interest 8,208 142,084 +3,160
GSCI(CME)
Aug00 000727 215.70 216.60 214.90 216.00 +1.35 155 35,889 +7
Sep00 000727 215.80 216.50 215.80 215.80 +1.30 0 36 +0
Oct00 000727 215.30 215.80 215.30 215.30 +1.30      
Total Volume and Open Interest 155 35,925 +7
Bridge CRB Index(NYBOT)
Aug00 000727 219.60 220.10 219.25 219.25 +0.05 44 762 +15
Nov00 000727 220.50 220.50 220.50 220.50 +0.05 5 918 +5
Jan01 000727 221.50 221.50 221.50 221.50 +0.05 0 423 +0
Total Volume and Open Interest 49 2,103 +20
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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