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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 28, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000728 452.00 456.50 447.00 448.00 -4.50 12,991 9,665 -4,246
Sep00 000728 453.00 458.00 447.00 447.75 -5.50 5,063 17,636 +836
Nov00 000728 462.50 467.50 455.50 456.25 -6.25 22,337 73,230 +372
Jan01 000728 473.50 478.00 467.00 467.50 -6.00 553 9,163 +34
Mar01 000728 484.50 488.00 476.50 476.75 -6.75 437 7,478 +53
May01 000728 490.00 497.00 486.00 486.25 -6.25 411 5,692 -43
Jul01 000728 502.00 506.00 495.00 495.25 -6.75 233 5,235 +2
Total Volume and Open Interest 42,052 129,995 -2,987
Soybean Meal(CBOT)
Aug00 000728 153.70 153.90 150.50 150.90 -2.30 8,383 13,719 -1,890
Sep00 000728 150.50 151.70 148.80 148.80 -1.50 3,557 12,581 +726
Oct00 000728 150.00 151.60 147.50 147.60 -2.00 2,171 13,692 -423
Dec00 000728 150.80 153.00 148.80 149.00 -1.90 6,251 40,333 -444
Jan01 000728 152.30 154.00 150.20 150.20 -1.90 503 7,441 +216
Mar01 000728 154.30 156.00 152.50 152.50 -1.50 446 6,303 +196
May01 000728 156.30 157.50 154.30 154.30 -1.70 197 3,894 -150
Jul01 000728 158.50 160.30 156.50 156.50 -1.70 114 1,671 +38
Total Volume and Open Interest 21,631 100,220 -1,723
Soybean Oil(CBOT)
Aug00 000728 15.38 15.46 15.25 15.31 -0.06 6,127 10,843 -2,462
Sep00 000728 15.62 15.68 15.50 15.54 -0.04 5,382 23,823 +1,744
Oct00 000728 15.85 15.88 15.71 15.73 -0.06 1,831 14,117 -64
Dec00 000728 16.20 16.25 16.04 16.13 -0.04 3,421 52,466 +73
Jan01 000728 16.55 16.57 16.38 16.46 -0.04 496 14,247 +317
Mar01 000728 16.95 16.95 16.75 16.83 -0.03 152 7,096 +9
May01 000728 17.30 17.30 17.10 17.10 -0.10 99 6,106 +1
Jul01 000728 17.60 17.65 17.40 17.40 -0.15 15 4,351 +13
Total Volume and Open Interest 17,524 135,053 -367
Canola(WCE)
Sep00 000728 245.5 246.8 245.5 246.6 +0.6 69 1,358 +32
Nov00 000728 252.2 253.2 251.5 252.9 +0.9 2,040 33,588 -1,288
Jan01 000728 259.1 259.3 258.8 259.3 +1.1 40 5,483 +20
Mar01 000728 264.0 265.3 263.5 265.3 +1.3 22 964 +22
May01 000728 269.5 269.5 269.5 269.5 +0.5 0 13 +0
Total Volume and Open Interest 2,587 45,025 -1,565
Corn(CBOT)
Sep00 000728 181.25 182.50 180.00 180.25 -0.75 12,353 128,762 -2,352
Nov00 000728 189.50 190.50 188.00 188.00 -0.75 19 1,456 -48
Dec00 000728 193.00 194.50 191.75 192.00 -0.75 19,975 181,977 +2,934
Jan01 000728 196.00 198.25 196.00 196.00 -0.50 11 271 +1
Mar01 000728 204.75 206.50 203.75 204.00 -0.50 2,534 39,000 +795
May01 000728 212.75 214.00 211.50 211.75 -0.75 473 9,819 +152
Total Volume and Open Interest 36,238 388,617 +1,621
Wheat(CBOT)
Sep00 000728 246.50 251.00 246.50 248.00 +2.25 5,397 60,973 -723
Dec00 000728 265.00 269.00 264.75 266.00 +2.25 10,329 55,688 -353
Mar01 000728 282.00 285.25 281.25 282.25 +2.00 2,752 19,332 +627
May01 000728 290.50 295.00 290.50 292.25 +2.75 61 1,081 +39
Jul01 000728 300.00 303.50 299.50 301.25 +2.75 82 8,425 +5
Total Volume and Open Interest 18,628 145,976 -405
Wheat(KCBT)
Sep00 000728 282.50 287.25 282.50 283.75 +1.75 2,880 31,228 -278
Dec00 000728 298.00 302.50 297.75 300.00 +2.25 2,397 36,682 +299
Mar01 000728 312.00 316.00 311.50 313.25 +2.00 816 7,664 +187
May01 000728 320.50 323.50 320.50 321.50 +2.00 158 1,095 -42
Jul01 000728 328.00 329.50 328.00 328.00 +2.50 50 652 -53
Total Volume and Open Interest 6,301 77,322 +113
Wheat(MGE)
Sep00 000728 300.00 302.75 299.50 299.75 -0.50 907 10,060 -592
Dec00 000728 317.00 319.00 315.50 315.75 -0.50 1,010 8,741 +274
Mar01 000728 331.50 334.50 330.75 331.00 -0.25 517 2,042 +288
May01 000728 340.00 342.25 339.50 339.50 +0.50 7 228 +1
Jul01 000728 346.50 349.50 346.50 348.00 +1.50 15 135 +15
Total Volume and Open Interest 2,476 21,267 +6
Oats(CBOT)
Sep00 000728 108.00 108.25 106.50 106.75 -1.00 145 7,589 +9
Dec00 000728 115.50 115.75 114.50 114.75 -0.50 197 7,870 +27
Mar01 000728 123.50 123.50 122.75 122.75 -0.25 7 832 +1
May01 000728 127.75 127.75 127.75 127.75 -0.25 4 21 +4
Total Volume and Open Interest 353 16,374 +41
Rough Rice(CBOT)
Sep00 000728 6.10 6.15 6.10 6.11 +0.04 103 1,753 -7
Nov00 000728 6.24 6.30 6.22 6.23 +0.04 289 2,530 +5
Jan01 000728 6.46 6.46 6.46 6.46 +0.04 101 1,699 +47
Mar01 000728 6.70 6.70 6.68 6.68 +0.04 15 340 +15
Total Volume and Open Interest 533 6,382 +80
Live Cattle(CME)
Aug00 000728 66.550 66.950 66.375 66.450 -0.150 6,156 28,327 -670
Oct00 000728 68.300 68.750 68.175 68.400 unch 6,338 50,361 +1,106
Dec00 000728 70.325 70.650 70.075 70.175 -0.200 3,137 19,935 +758
Feb01 000728 72.075 72.200 71.825 71.875 -0.200 965 10,267 +205
Apr01 000728 74.150 74.350 74.025 74.075 -0.100 578 6,596 +245
Jun01 000728 72.200 72.250 72.000 72.025 -0.100 158 3,089 +55
Total Volume and Open Interest 17,426 121,087 +1,681
Feeder Cattle(CME)
Aug00 000728 86.500 86.750 85.975 86.100 -0.100 1,498 8,083 -517
Sep00 000728 86.550 86.850 86.100 86.150 -0.100 382 3,439 +37
Oct00 000728 87.375 87.500 86.750 87.075 -0.100 578 5,108 -39
Nov00 000728 87.700 87.950 87.300 87.400 -0.050 356 2,776 +58
Jan01 000728 88.200 88.300 87.800 87.825 -0.175 88 2,044 +5
Mar01 000728 88.050 88.150 87.850 87.850 -0.175 48 892 -2
Apr01 000728 87.800 87.800 87.650 87.650 -0.100 21 182 -5
Total Volume and Open Interest 2,999 23,166 -460
Lean Hogs(CME)
Aug00 000728 68.200 68.450 67.775 67.825 -0.375 3,440 11,405 -165
Oct00 000728 58.000 58.600 57.975 58.175 +0.050 2,923 15,846 +5
Dec00 000728 53.200 53.700 53.075 53.500 +0.300 1,171 9,302 +80
Feb01 000728 53.850 54.325 53.850 54.075 -0.025 257 2,668 -18
Apr01 000728 52.300 53.100 52.300 52.575 +0.350 62 1,396 +2
Jun01 000728 60.200 60.500 60.100 60.100 -0.200 18 377 +5
Jul01 000728 59.200 59.375 59.200 59.300 -0.075 4 70 +4
Aug01 000728 57.900 57.900 57.700 57.900 -0.075 2 8 +2
Total Volume and Open Interest 7,877 41,072 -85
Pork Bellies(CME)
Aug00 000728 85.000 85.200 83.950 84.125 -0.575 510 2,333 -71
Feb01 000728 70.500 71.100 70.200 70.400 +0.350 49 420 +22
Mar01 000728 70.500 70.600 70.500 70.600 +0.600 0 9 +0
May01 000728 70.750 70.750 70.750 70.750 +0.450 0 1 +0
Jul01 000728 72.000 72.000 72.000 72.000 +0.500 0 1 +0
Total Volume and Open Interest 559 2,787 -49
Cocoa(NYBOT)
Sep00 000728 841 845 837 843 unch 2,261 31,451 -451
Dec00 000728 880 884 875 882 unch 1,099 26,931 +191
Mar01 000728 911 915 909 915 unch 415 13,301 -38
May01 000728 938 938 938 938 unch 202 8,436 -199
Jul01 000728 961 961 961 961 -2 511 7,847 -199
Sep01 000728 987 987 987 987 -2 275 6,923 +275
Dec01 000728 1020 1021 1020 1021 -3 88 8,154 +87
Total Volume and Open Interest 5,899 112,479 +114
Coffee "C"(NYBOT)
Sep00 000728 86.75 88.10 86.75 87.40 +1.30 3,893 25,696 -347
Dec00 000728 91.25 92.40 91.25 91.75 +1.20 743 10,252 +67
Mar01 000728 95.50 96.50 95.50 95.75 +1.00 147 4,360 +58
May01 000728 98.75 99.00 98.25 98.25 +1.00 15 1,049 +4
Jul01 000728 101.50 101.50 101.45 101.45 +1.00 9 306 +9
Sep01 000728 104.45 104.45 104.45 104.45 +1.00 5 451 +0
Total Volume and Open Interest 4,812 42,170 -209
Orange Juice(NYBOT)
Sep00 000728 77.00 78.00 76.80 77.35 +0.25 1,118 14,513 -215
Nov00 000728 77.75 78.70 77.75 77.90 +0.30 647 6,894 +406
Jan01 000728 78.40 79.40 78.40 78.90 +0.30 185 3,297 +76
Mar01 000728 79.60 80.25 79.60 79.85 +0.30 62 3,351 +53
May01 000728 80.10 81.50 80.10 80.50 +0.55 5 474 +0
Total Volume and Open Interest 2,022 29,182 +315
Sugar #11(NYBOT)
Oct00 000728 10.84 10.93 10.76 10.89 +0.11 9,162 88,021 +134
Mar01 000728 10.49 10.58 10.42 10.54 +0.09 6,082 51,462 +1,036
May01 000728 10.25 10.32 10.16 10.28 +0.09 391 11,721 +69
Jul01 000728 9.87 9.99 9.83 9.95 +0.13 841 10,248 -323
Oct01 000728 9.70 9.81 9.67 9.79 +0.13 793 9,994 +374
Total Volume and Open Interest 17,519 176,474 +1,473
London Cocoa(LCE)
Jul00 000714 594 595 588 588 -8 788 742 -671
Sep00 000728 617 625 611 624 +7 1,181 28,794 -524
Dec00 000728 653 663 649 662 +7 593 52,318 +30
Mar01 000728 673 681 668 681 +7 264 33,638 -34
May01 000728 697 697 697 697 +7 100 19,657 -42
Jul01 000728 713 713 713 713 +7 101 6,170 -71
Sep01 000728 728 728 728 728 +7 2 4,569 +2
Total Volume and Open Interest 2,339 174,283 -562
London Coffee(LCE)
Jul00 000728 811.00 811.00 808.00 808.00 -1.00 49 107 -535
Sep00 000728 825.00 833.00 820.00 823.00 -6.00 2,203 28,500 -720
Nov00 000728 843.00 853.00 840.00 844.00 -6.00 775 17,962 +370
Jan01 000728 862.00 872.00 861.00 863.00 -6.00 396 5,579 +191
Mar01 000728 884.00 890.00 884.00 885.00 -6.00 150 1,636 +82
May01 000728 910.00 910.00 907.00 907.00 -6.00 257 1,139 -70
Total Volume and Open Interest 3,830 54,977 -682
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000728 273.50 279.00 273.50 277.10 +3.90 1,978 15,058 -820
Dec00 000728 273.70 278.00 273.70 276.50 +4.10 188 6,091 +80
Mar01 000728 273.40 276.80 272.50 275.30 +4.00 826 7,598 +399
May01 000728 270.10 271.00 270.00 271.00 +2.90 280 886 +180
Total Volume and Open Interest 3,592 34,780 +99
Cotton(NYBOT)
Oct00 000728 57.70 59.20 57.60 58.81 +0.58 600 4,293 -153
Dec00 000728 59.81 61.40 59.80 60.86 +0.61 5,233 32,012 -241
Mar01 000728 61.65 62.80 61.55 62.54 +0.50 495 7,634 +75
May01 000728 62.70 63.60 62.70 63.50 +0.58 133 5,585 +75
Jul01 000728 63.80 64.40 63.80 64.40 +0.50 106 2,013 +40
Oct01 000728 64.05 64.05 64.05 64.05 +0.55 0 469 +0
Total Volume and Open Interest 6,567 54,222 -204
Lumber(CME)
Sep00 000728 259.0 259.0 249.5 253.2 -3.5 461 1,959 -26
Nov00 000728 267.0 267.5 260.4 261.5 -4.0 112 946 +25
Jan01 000728 276.9 276.9 271.8 272.9 -2.5 15 166 -1
Total Volume and Open Interest 669 3,221 +17
Crude Oil(NYM)
Sep00 000728 28.52 28.59 28.01 28.18 +0.16 47,976 115,521 -4,186
Oct00 000728 28.30 28.35 27.85 27.91 +0.11 18,495 49,563 +521
Nov00 000728 28.00 28.10 27.70 27.76 +0.11 4,832 26,623 -402
Dec00 000728 27.80 27.80 27.52 27.54 +0.11 5,446 39,971 -166
Jan01 000728 27.50 27.50 27.30 27.30 +0.12 1,515 19,035 -280
Feb01 000728 27.05 27.05 27.05 27.05 +0.12 2,293 10,506 -541
Mar01 000728 26.98 27.00 26.78 26.80 +0.12 2,556 9,687 +291
Apr01 000728 26.55 26.55 26.55 26.55 +0.12 623 5,562 +14
May01 000728 26.30 26.30 26.30 26.30 +0.12 126 5,798 +25
Jun01 000728 26.25 26.25 26.06 26.06 +0.12 1,041 17,631 -400
Total Volume and Open Interest 87,771 408,708 -4,672
Heating Oil(NYM)
Aug00 000728 77.60 77.65 76.60 76.77 +0.21 11,790 11,909 -3,068
Sep00 000728 77.80 78.00 76.80 76.91 -0.02 14,274 33,405 +2,143
Oct00 000728 78.05 78.25 77.30 77.31 +0.03 3,353 20,846 -167
Nov00 000728 78.40 78.40 77.66 77.66 +0.08 1,926 21,881 +263
Dec00 000728 78.60 78.65 77.86 77.86 +0.08 2,916 23,434 +433
Jan01 000728 78.30 78.35 77.51 77.51 +0.08 1,494 16,972 +133
Feb01 000728 77.40 77.40 76.41 76.41 +0.03 2,243 11,888 +1,199
Mar01 000728 74.50 74.60 73.51 73.51 +0.03 643 8,057 +286
Apr01 000728 71.25 71.50 70.66 70.66 +0.03 82 3,860 +40
May01 000728 69.50 69.50 68.66 68.66 +0.08 30 1,692 +23
Total Volume and Open Interest 38,810 159,579 +1,313
Unleaded Gas(NYM)
Aug00 000728 93.25 96.00 92.70 95.03 +3.77 18,649 11,628 -5,288
Sep00 000728 85.20 85.50 84.60 85.00 +1.08 13,117 33,848 +1,700
Oct00 000728 78.80 79.40 78.40 78.85 +0.53 3,320 14,054 +510
Nov00 000728 76.50 76.50 76.10 76.25 +0.33 721 4,510 -64
Dec00 000728 75.45 75.50 74.95 74.95 +0.13 278 5,240 -139
Jan01 000728 75.00 75.00 74.30 74.40 +0.08 150 1,807 +1
Feb01 000728 74.60 74.60 74.60 74.60 +0.03 162 2,063 +110
Mar01 000728 74.85 74.85 74.85 74.85 -0.02 3 812 +3
Total Volume and Open Interest 36,441 75,408 -3,166
Natural Gas(NYM)
Sep00 000728 3.930 3.985 3.840 3.845 +0.002 26,106 39,919 +2,953
Oct00 000728 3.965 4.000 3.855 3.856 -0.005 8,386 30,833 +846
Nov00 000728 4.040 4.085 3.956 3.956 +0.005 3,013 18,650 +330
Dec00 000728 4.150 4.190 4.060 4.061 +0.011 5,553 25,474 +130
Jan01 000728 4.150 4.175 4.060 4.060 +0.012 2,799 27,383 +317
Feb01 000728 3.990 4.000 3.905 3.905 +0.017 1,743 16,249 -253
Mar01 000728 3.830 3.850 3.753 3.753 +0.015 1,979 19,669 -427
Apr01 000728 3.690 3.695 3.593 3.608 +0.015 1,586 10,674 +171
Total Volume and Open Interest 113,085 318,071 +318,071
Brent Crude Oil(IPE)
Sep00 000728 27.35 27.62 27.25 27.36 +0.21 26,698 73,662 -1,548
Oct00 000728 27.40 27.49 27.12 27.27 +0.19 11,198 71,446 +757
Nov00 000728 27.24 27.30 27.02 27.11 +0.14 2,270 16,447 +379
Dec00 000728 26.99 27.04 26.75 26.84 +0.11 4,045 39,532 +1,121
Jan01 000728 26.52 26.61 26.46 26.52 +0.13 1,707 13,237 -29
Feb01 000728 26.18 26.25 26.13 26.18 +0.13 874 10,738 +64
Mar01 000728 25.85 25.85 25.84 25.84 +0.12 1 9,730 -11
Apr01 000728 25.53 25.53 25.52 25.52 +0.12 101 3,775 +94
Total Volume and Open Interest 48,444 283,122 +1,115
Gas Oil(IPE)
Aug00 000728 248.00 250.00 245.25 245.75 -0.25 8,206 30,925 -1,712
Sep00 000728 244.00 245.50 241.25 241.75 -0.25 5,504 31,066 +438
Oct00 000728 241.50 242.50 238.75 239.75 +0.25 2,023 19,283 +404
Nov00 000728 240.75 240.75 236.50 237.25 +0.25 804 10,011 -96
Dec00 000728 237.75 237.75 234.00 234.50 -0.25 948 30,496 +174
Jan01 000728 231.75 232.50 231.00 231.00 -0.25 125 7,207 +125
Feb01 000728 225.75 225.75 225.75 225.75 -0.25 0 3,001 +0
Mar01 000728 222.25 222.50 220.50 220.50 unch 0 3,444 +0
Total Volume and Open Interest 17,620 144,465 -662
US Dollar Index(NYBOT)
Sep00 000728 108.70 109.68 108.54 109.52 +0.87 556 4,045 -38
Dec00 000728 108.78 109.38 108.78 109.17 +0.88 0 2,025 +0
Mar01 000728 108.82 108.82 108.82 108.82 +0.89 556 6,070 -38
Total Volume and Open Interest 556 6,070 -38
Australian Dollar(IMM)
Sep00 000728 58.94 59.05 58.66 58.89 +0.12 287 16,456 -184
Dec00 000728 58.95 59.00 58.85 58.99 +0.12 0 230 +0
Mar01 000728 59.09 59.09 59.09 59.09 +0.12 0 682 +0
Total Volume and Open Interest 287 17,368 -184
British Pound(IMM)
Sep00 000728 150.80 150.86 149.96 150.64 -0.84 5,460 28,647 -1,126
Dec00 000728 150.50 151.10 150.20 150.92 -0.84 2 287 +0
Mar01 000728 151.14 151.14 150.50 151.14 -0.84 0 7 +0
Total Volume and Open Interest 5,463 28,941 -1,126
Canadian Dollar(IMM)
Sep00 000728 68.00 68.03 67.70 67.80 -0.22 14,943 65,046 +2,399
Dec00 000728 68.12 68.12 67.89 67.97 -0.22 20 4,854 -10
Mar01 000728 68.15 68.15 68.14 68.14 -0.22 29 617 +1
Jun01 000728 68.31 68.31 68.31 68.31 -0.22 10 146 +0
Total Volume and Open Interest 15,010 70,677 +2,390
Japanese Yen(IMM)
Sep00 000728 92.42 92.44 91.89 92.07 -0.35 10,456 67,695 +1,035
Dec00 000728 93.75 93.83 93.45 93.60 -0.35 37 3,011 +13
Mar01 000728 95.05 95.16 94.95 95.16 -0.35 0 153 +0
Total Volume and Open Interest 10,493 70,860 +1,048
Swiss Franc(IMM)
Sep00 000728 60.16 60.20 59.85 59.92 -0.49 10,803 37,855 -138
Dec00 000728 60.45 60.58 60.37 60.38 -0.49 2 144 +0
Mar01 000728 60.83 60.83 60.83 60.83 -0.49 3 3 +0
Total Volume and Open Interest 9,523 38,002 -138
EuroFX(IMM)
Sep00 000728 93.03 93.07 92.52 92.61 -0.90 16,824 60,509 -630
Dec00 000728 93.18 93.46 93.02 93.06 -0.90 42 816 +27
Mar01 000728 93.62 93.62 93.48 93.48 -0.90 0 40 +0
Total Volume and Open Interest 16,866 61,365 -603
Mexican Peso(IMM)
Sep00 000728 10595.0 10620.0 10500.0 10533.0 -22.0 1,287 12,710 -192
Dec00 000728 10370.0 10370.0 10283.0 10283.0 -22.0 5 1,869 -16
Total Volume and Open Interest 1,292 15,415 -208
30-Year T-Bonds(CBOT)
Sep00 000728 98~30 99~01 98~07 98~23 -0~07 218,983 408,909 +12,832
Dec00 000728 98~26 98~26 98~06 98~21 -0~07 1,253 9,407 +419
Mar01 000728 98~16 98~20 98~16 98~20 -0~07 347 1,224 +30
Total Volume and Open Interest 220,583 419,543 +13,281
Municipal Bonds(CBOT)
Sep00 000728 97~29 97~31 97~15 97~26 -0~03 1,467 23,148 -196
Dec00 000728 97~06 97~06 97~06 97~06 -0~03 0 400 +0
Total Volume and Open Interest 1,467 23,548 -196
10-Year T-Notes(CBOT)
Sep00 000728 99~015 99~035 98~170 98~275 -0~050 171,793 605,539 +9,248
Dec00 000728 98~190 98~295 98~165 98~255 -0~050 985 14,870 +283
Total Volume and Open Interest 172,778 620,434 +9,531
5-Year T-Notes(CBOT)
Sep00 000728 99~070 99~100 98~305 99~050 -0~015 66,718 410,800 -3,242
Dec00 000728 99~000 99~085 99~000 99~000 -0~070      
Total Volume and Open Interest 66,718 410,800 -3,242
2 Year T-Notes(CBOT)
Sep00 000728 99~050 99~051 99~032 99~045 -0~004 5,735 57,257 +1,034
Total Volume and Open Interest 5,735 57,257 +1,034
3-Mth T-Bills(IMM)
Sep00 000728 93.83 93.86 93.82 93.85 unch 192 737 +52
Total Volume and Open Interest 192 737 +52
Eurodollars(IMM)
Sep00 000728 93.215 93.215 93.160 93.195 -0.025 84,087 610,755 +5,459
Dec00 000728 93.045 93.050 92.970 93.025 -0.035 85,356 547,774 +3,691
Mar01 000728 93.070 93.070 92.980 93.045 -0.035 132,295 426,429 +15,516
Jun01 000728 93.035 93.045 92.945 93.015 -0.030 61,450 275,208 +2,647
Sep01 000728 93.015 93.025 92.935 93.000 -0.025 31,278 220,290 +5,156
Dec01 000728 92.950 92.960 92.890 92.940 -0.030 10,222 163,496 +774
Mar02 000728 93.010 93.010 92.940 92.995 -0.025 13,174 139,157 -98
Jun02 000728 93.005 93.005 92.930 92.985 -0.030 6,304 100,276 +535
Sep02 000728 92.990 92.995 92.930 92.975 -0.030 4,345 97,514 -772
Dec02 000728 92.925 92.935 92.870 92.910 -0.035 3,169 75,311 -603
Mar03 000728 92.980 92.980 92.915 92.960 -0.035 7,150 72,186 -214
Jun03 000728 92.965 92.965 92.900 92.940 -0.040 3,511 51,089 +925
Total Volume and Open Interest 466,587 3,157,891 +33,410
3-Mth Euro-Yen(IMM)
Sep00 000728 99.76 99.77 99.76 99.77 +0.03 577 13,979 -268
Dec00 000728 99.67 99.67 99.66 99.67 +0.03 327 13,542 +419
Mar01 000728 99.62 99.64 99.62 99.64 +0.04 297 12,716 -458
Jun01 000728 99.54 99.56 99.54 99.56 +0.03 591 8,955 +30
Sep01 000728 99.44 99.46 99.44 99.46 +0.03 789 18,333 -266
Dec01 000728 99.30 99.32 99.30 99.32 +0.03 231 2,433 +165
Mar02 000728 99.19 99.20 99.19 99.20 +0.02 2 1,685 +2
Jun02 000728 99.06 99.07 99.06 99.06 +0.02 0 777 +0
Sep02 000728 98.86 98.86 98.86 98.86 unch 0 30 +0
Dec02 000728 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 2,814 72,480 -376
3-Mth Euro-Yen(SIMEX)
Sep00 000728 99.75 99.76 99.75 99.76 +0.02 7,982 93,221 +413
Dec00 000728 99.65 99.67 99.64 99.67 +0.03 9,460 97,664 +248
Mar01 000728 99.61 99.63 99.61 99.63 +0.03 8,084 98,001 +524
Jun01 000728 99.53 99.54 99.53 99.54 +0.02 4,873 76,814 +989
Sep01 000728 99.44 99.44 99.43 99.44 +0.02 6,458 62,916 -27
Dec01 000728 99.29 99.30 99.29 99.30 +0.02 993 23,226 -59
Mar02 000728 99.18 99.19 99.18 99.19 +0.02 119 12,892 +38
Jun02 000728 99.07 99.07 99.07 99.07 unch 7 2,039 -469
Total Volume and Open Interest 37,976 470,252 +1,657
German Euro-Bund(EUREX)
Sep00 000728 105.54 105.64 105.17 105.36 -0.18 669,296 538,120 +5,623
Dec00 000728 105.27 105.27 104.89 105.07 -0.17 1,209 23,290 +720
Mar01 000728 104.91 104.91 104.91 104.91 -0.18 0 893 +0
Total Volume and Open Interest 670,505 562,303 +6,343
German Euro-Bobl(EUREX)
Sep00 000728 103.01 103.08 102.87 103.00 -0.02 239,880 286,981 -1,487
Dec00 000728 103.00 103.00 102.94 102.94 -0.01 126 6,388 +1,040
Mar01 000728 102.67 102.67 102.67 102.67 -0.05 0 610 +0
Total Volume and Open Interest 240,006 293,979 -447
Long Gilt(LIFFE)
Sep00 000728 114~03 114~03 113~02 113~04 -0~30 12,207 63,344 -396
Dec00 000728 112~29 112~29 112~29 112~29 -0~30 0 110 +0
Total Volume and Open Interest 12,207 63,454 -396
3-Mth Short Sterling(LIFFE)
Sep00 000728 93.71 93.71 93.67 93.67 -0.05 22,621 190,777 -5,641
Dec00 000728 93.61 93.61 93.54 93.55 -0.07 20,437 199,904 +849
Mar01 000728 93.58 93.58 93.51 93.52 -0.08 15,069 130,690 +2,763
Total Volume and Open Interest 77,416 829,709 +10,005
3-Mth Euribor(LIFFE)
Sep00 000728 95.090 95.105 95.070 95.090 unch 56,879 349,916 +8,537
Dec00 000728 94.750 94.765 94.710 94.750 +0.005 54,123 275,907 +2,634
Mar01 000728 94.690 94.715 94.655 94.695 +0.005 41,746 197,605 +3,007
Total Volume and Open Interest 215,127 1,255,650 +19,306
3-Mth Aus T-Bills(SFE)
Sep00 000728 93.65 93.66 93.61 93.63 -0.03 24,490 198,085 +13,286
Dec00 000728 93.52 93.52 93.45 93.49 -0.03 29,578 114,501 +14,348
Mar01 000728 93.47 93.47 93.40 93.44 -0.04 5,110 49,521 +2,280
Jun01 000728 93.45 93.45 93.40 93.43 -0.03 2,057 21,964 +1,015
Sep01 000728 93.41 93.41 93.38 93.41 -0.04 659 11,676 +8
Dec01 000728 93.36 93.41 93.36 93.40 -0.04 252 7,096 -65
Mar02 000728 93.37 93.40 93.36 93.39 -0.05 179 5,758 -58
Jun02 000728 93.38 93.38 93.35 93.37 -0.06 222 3,618 +43
Sep02 000728 93.35 93.35 93.34 93.35 -0.07 58 1,690 -7
Dec02 000728 93.33 93.34 93.33 93.34 -0.06 0 1,485 +0
Total Volume and Open Interest 62,800 419,357 +30,800
10-Year Aus T-Bonds(SFE)
Sep00 000728 93.85 93.85 93.74 93.78 -0.08 13,872 168,861 +6,559
Dec00 000728 93.81 93.81 93.81 93.81 -0.03      
Total Volume and Open Interest 13,872 168,861 +6,559
3-Year Aus T-Bonds(SFE)
Sep00 000728 93.87 93.87 93.77 93.81 -0.07 65,318 387,308 +21,657
Dec00 000728 93.78 93.78 93.78 93.78 -0.07      
Total Volume and Open Interest 65,318 387,308 +21,657
Gold(CMX)
Aug00 000728 278.7 279.0 277.4 277.7 -0.9 29,016 18,610 -10,309
Oct00 000728 282.1 282.5 281.0 281.2 -0.7 1,417 6,945 +537
Dec00 000728 285.0 285.2 283.7 284.2 -0.6 22,580 50,591 +8,785
Feb01 000728 287.2 287.2 286.8 286.8 -0.6 448 11,353 -90
Apr01 000728 289.4 289.4 289.4 289.4 -0.6 672 4,021 +485
Jun01 000728 292.0 292.0 292.0 292.0 -0.5 217 8,085 -10
Total Volume and Open Interest 54,607 117,413 -484
Silver(CMX)
Sep00 000728 500.5 502.5 499.5 500.0 -0.5 6,394 53,462 -89
Dec00 000728 506.0 508.0 505.0 505.5 -0.4 456 16,357 +106
Mar01 000728 512.0 512.0 510.1 510.1 -0.4 319 1,911 +289
May01 000728 515.0 515.0 512.5 512.5 -0.5 0 814 +0
Jul01 000728 517.0 517.0 515.0 515.0 -0.5 24 1,785 +19
Total Volume and Open Interest 7,239 78,342 +339
Platinum(NYM)
Oct00 000728 558.0 567.0 558.0 565.7 +1.9 790 9,395 -164
Jan01 000728 556.3 556.3 556.3 556.3 +1.9 60 578 +48
Total Volume and Open Interest 850 9,973 -120
Palladium(NYME)
Sep00 000728 768.00 774.00 766.00 773.00 +11.00 48 1,312 -24
Dec00 000728 772.00 772.00 772.00 772.00 +11.00 26 832 +9
Total Volume and Open Interest 74 2,144 -15
Copper(CMX)
Sep00 000728 87.30 87.55 86.45 86.85 -0.30 8,554 48,810 +2,622
Dec00 000728 87.60 87.80 87.00 87.25 -0.25 976 10,755 +74
Mar01 000728 86.70 86.85 86.70 86.85 -0.30 82 3,937 -112
May01 000728 86.65 86.65 86.65 86.65 -0.30 0 1,320 -45
Jul01 000728 86.35 86.35 86.35 86.35 -0.30 0 826 -1
Total Volume and Open Interest 10,409 81,277 +1,471
DJIA Index(CBOT)
Sep00 000728 10710 10720 10525 10585 -104 13,625 13,489 +526
Dec00 000728 10847 10847 10690 10730 -106 5 2,112 +0
Mar01 000728 10878 10878 10878 10878 -107 0 2 +0
Jun01 000728 11034 11034 11034 11034 -108      
Total Volume and Open Interest 11,581 15,083 +589
S & P 500(CME)
Sep00 000728 1464.00 1467.50 1424.00 1432.00 -31.70 56,997 377,598 +1,738
Dec00 000728 1468.00 1488.00 1447.80 1454.00 -32.00 146 7,521 +36
Mar01 000728 1501.20 1510.50 1472.50 1476.20 -32.30 139 1,125 +30
Jun01 000728 1507.90 1534.00 1496.00 1499.20 -32.80 20 929 -2
Total Volume and Open Interest 57,309 387,325 +1,804
S & P 500 E-Mini(Globex)
Sep00 000728 1463.25 1469.00 1423.50 1432.00 -31.75 85,738 38,093 +2,143
Dec00 000728 1479.25 1479.25 1450.50 1454.00 -32.00 2 32 +1
Total Volume and Open Interest 85,740 38,125 +2,144
NASDAQ 100(CME)
Sep00 000728 3721.00 3750.00 3471.00 3506.00 -201.00 18,215 31,272 +451
Dec00 000728 3567.00 3567.00 3567.00 3567.00 -201.00 0 17 +0
Mar01 000728 3628.00 3628.00 3628.00 3628.00 -201.00 0 2 +0
Total Volume and Open Interest 18,215 31,291 +451
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000728 3705.0 3751.5 3473.5 3506.0 -201.0 47,060 26,714 +509
Dec00 000728 3567.0 3567.0 3567.0 3567.0 -201.0 0 15 +0
Total Volume and Open Interest 47,060 26,729 +509
NYSE Composite(NYBOT)
Sep00 000728 653.00 653.00 641.50 643.85 -9.40 340 873 -110
Dec00 000728 653.10 653.10 653.10 653.10 -9.40 0 1,496 +0
Mar01 000728 662.35 662.35 662.35 662.35 -9.40 0 100 +0
Total Volume and Open Interest 340 2,252 +27
S & P Midcap 400(CME)
Sep00 000728 494.00 495.00 483.00 487.40 -4.10 117 12,676 -244
Dec00 000728 494.40 494.40 494.00 494.40 -4.10      
Mar01 000728 500.40 500.40 500.00 500.40 -4.10      
Total Volume and Open Interest 117 12,676 -244
Russell 2000(CME)
Sep00 000728 504.10 505.20 490.25 494.50 -9.00 1,349 11,092 -158
Dec00 000728 502.30 502.30 500.80 502.30 -9.00      
Mar01 000728 509.85 509.85 508.35 509.85 -9.00      
Total Volume and Open Interest 1,349 11,092 -158
Value Line(KCBT)
Sep00 000728 1095.50 1096.00 1075.00 1079.25 -15.85 69 171 +48
Total Volume and Open Interest 70 173 +49
Nikkei 225(CME)
Sep00 000728 15820 15830 15575 15610 -465 1,678 14,820 -80
Dec00 000728 15825 15825 15610 15610 -465 10 25 +9
Total Volume and Open Interest 1,688 14,845 -71
Nikkei 225(SIMEX)
Sep00 000728 16025 16050 15760 15780 -290 17,379 109,901 +104
Dec00 000728 15900 15950 15770 15770 -290 0 5,875 +0
Mar01 000728 15785 15785 15785 15785 -290 0 3,800 +0
Total Volume and Open Interest 17,379 119,986 +104
CAC 40(MATIF)
Jul00 000728 6530.0 6534.0 6377.0 6380.0 -148.0 89,657 269,034 +18,740
Aug00 000728 6541.5 6553.0 6400.0 6400.0 -149.0 42,272 128,263 +25,036
Sep00 000728 6525.0 6550.0 6417.0 6430.0 -117.0 7,686 100,876 +6,356
Total Volume and Open Interest 139,627 514,869 +50,129
DAX Index(EUREX)
Sep00 000728 7231.0 7271.0 7115.0 7170.0 -57.5 35,166 155,612 +1,106
Dec00 000728 7341.0 7345.5 7251.5 7257.0 -59.5 426 2,334 +101
Mar01 000728 7438.0 7438.0 7351.5 7352.5 -59.0 127 137 +1
Total Volume and Open Interest 35,719 158,083 +1,208
FT-SE 100(LIFFE)
Sep00 000728 6368.00 6418.50 6343.00 6369.00 -20.50 34,864 270,653 -1,030
Dec00 000728 6455.50 6478.00 6435.00 6450.00 -20.50 203 4,343 +200
Mar01 000728 6508.00 6508.00 6508.00 6508.00 -20.50 200 1,665 +200
Total Volume and Open Interest 35,267 276,661 -630
SPI 200(SFE)
Sep00 000728 3280.0 3288.0 3270.0 3286.0 +6.0 7,890 137,340 -806
Dec00 000728 3297.0 3305.0 3297.0 3305.0 +6.0 421 2,957 +249
Mar01 000728 3325.0 3325.0 3325.0 3325.0 +6.0 175 1,056 +0
Total Volume and Open Interest 8,486 141,527 -557
GSCI(CME)
Aug00 000728 217.30 218.20 216.20 216.90 +0.90 77 35,868 -21
Sep00 000728 216.30 218.00 216.30 216.30 +0.50 0 36 +0
Oct00 000728 215.50 216.60 215.50 215.50 +0.20      
Total Volume and Open Interest 77 35,904 -21
Bridge CRB Index(NYBOT)
Aug00 000728 220.00 220.80 220.00 220.00 +0.75 52 762 +0
Nov00 000728 221.75 221.75 221.25 221.25 +0.75 0 918 +0
Jan01 000728 222.60 222.60 222.25 222.25 +0.75 0 423 +0
Total Volume and Open Interest 52 2,103 +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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