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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 31, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000731 441.00 449.75 441.00 446.00 -2.00 14,786 6,811 -2,854
Sep00 000731 440.50 448.50 440.00 444.50 -3.25 5,813 17,553 -83
Nov00 000731 448.50 457.75 448.00 454.00 -2.25 31,894 75,917 +2,687
Jan01 000731 459.00 468.00 459.00 465.50 -2.00 550 8,950 -213
Mar01 000731 470.50 478.50 470.00 475.25 -1.50 313 7,609 +131
May01 000731 480.00 487.00 479.50 484.50 -1.75 31 5,713 +21
Jul01 000731 489.00 497.00 488.00 493.50 -1.75 537 5,411 +176
Total Volume and Open Interest 53,963 129,877 -118
Soybean Meal(CBOT)
Aug00 000731 149.50 152.00 149.20 149.60 -1.30 12,152 10,689 -3,030
Sep00 000731 147.10 149.30 146.40 146.80 -2.00 4,811 14,181 +1,600
Oct00 000731 146.00 148.20 145.00 145.70 -1.90 2,624 13,863 +171
Dec00 000731 147.50 149.50 146.20 146.40 -2.60 7,531 40,124 -209
Jan01 000731 148.50 150.50 147.40 148.20 -2.00 244 7,441 +0
Mar01 000731 150.50 152.60 149.50 150.30 -2.20 149 6,344 +41
May01 000731 152.30 154.00 151.50 152.40 -1.90 135 3,942 +48
Jul01 000731 155.00 157.20 154.00 154.80 -1.70 47 1,687 +16
Total Volume and Open Interest 27,713 98,868 -1,352
Soybean Oil(CBOT)
Aug00 000731 15.20 15.39 15.17 15.37 +0.06 13,267 9,452 -1,391
Sep00 000731 15.39 15.59 15.38 15.58 +0.04 10,803 26,234 +2,411
Oct00 000731 15.62 15.80 15.60 15.80 +0.07 868 14,190 +73
Dec00 000731 16.02 16.20 15.96 16.19 +0.06 3,649 53,647 +1,181
Jan01 000731 16.37 16.50 16.34 16.50 +0.04 95 14,264 +17
Mar01 000731 16.70 16.80 16.68 16.80 -0.03 163 7,067 -29
May01 000731 17.05 17.10 17.01 17.10 unch 23 6,102 -4
Jul01 000731 17.38 17.55 17.38 17.55 +0.15 85 4,383 +32
Total Volume and Open Interest 29,014 137,386 +2,333
Canola(WCE)
Sep00 000731 245.5 247.4 245.1 246.5 -0.1 147 1,363 +5
Nov00 000731 251.5 253.5 251.1 252.7 -0.2 2,926 35,240 +1,652
Jan01 000731 259.5 259.5 258.8 258.8 -0.5 37 5,515 +32
Mar01 000731 263.5 265.4 263.0 264.4 -0.9 15 974 +10
May01 000731 267.7 267.7 267.7 267.7 -1.8 0 13 +0
Total Volume and Open Interest 3,642 46,348 +1,323
Corn(CBOT)
Sep00 000731 177.50 182.00 177.50 180.25 unch 12,850 128,285 -477
Nov00 000731 186.25 189.75 185.50 188.50 +0.50 24 1,471 +15
Dec00 000731 189.00 194.00 189.00 192.25 +0.25 20,664 183,091 +1,114
Jan01 000731 196.00 196.00 196.00 196.00 unch 13 274 +3
Mar01 000731 201.75 205.75 201.25 204.00 unch 2,257 39,268 +268
May01 000731 210.00 213.50 209.00 212.25 +0.50 503 9,773 -46
Total Volume and Open Interest 37,640 390,161 +1,544
Wheat(CBOT)
Sep00 000731 247.00 248.25 245.25 246.25 -1.75 5,698 60,800 -173
Dec00 000731 264.50 266.00 263.00 264.00 -2.00 13,720 56,985 +1,297
Mar01 000731 280.00 282.50 279.50 281.25 -1.00 1,674 19,067 -265
May01 000731 290.25 292.50 290.00 291.50 -0.75 89 1,127 +46
Jul01 000731 298.50 301.50 298.50 299.50 -1.75 146 8,463 +38
Total Volume and Open Interest 21,331 146,923 +947
Wheat(KCBT)
Sep00 000731 281.00 283.25 280.50 282.50 -1.25 5,129 30,839 -389
Dec00 000731 298.00 299.00 295.50 298.00 -2.00 4,187 37,615 +933
Mar01 000731 312.00 312.50 309.50 311.50 -1.75 791 7,813 +149
May01 000731 319.00 320.50 318.25 320.50 -1.00 37 1,125 +30
Jul01 000731 326.00 326.00 326.00 326.00 -2.00 6 657 +5
Total Volume and Open Interest 10,154 78,054 +732
Wheat(MGE)
Sep00 000731 298.00 298.50 297.00 297.75 -2.00 2,372 10,028 -32
Dec00 000731 314.50 314.75 313.00 313.75 -2.00 1,102 9,190 +449
Mar01 000731 329.50 329.50 328.00 329.00 -2.00 158 2,163 +121
May01 000731 336.25 336.75 336.25 336.75 -2.75 33 228 +0
Jul01 000731 345.00 345.00 345.00 345.00 -3.00 10 130 -5
Total Volume and Open Interest 3,680 21,802 +535
Oats(CBOT)
Sep00 000731 105.50 107.00 105.25 106.50 -0.25 377 7,387 -202
Dec00 000731 113.50 115.00 113.50 114.75 unch 303 7,948 +78
Mar01 000731 122.00 122.50 122.00 122.50 -0.25 20 822 -10
May01 000731 127.75 127.75 127.75 127.75 unch 0 21 +0
Total Volume and Open Interest 701 16,241 -133
Rough Rice(CBOT)
Sep00 000731 6.11 6.11 5.91 5.91 -0.20 81 1,715 -38
Nov00 000731 6.20 6.20 6.02 6.02 -0.21 167 2,518 -12
Jan01 000731 6.35 6.35 6.25 6.25 -0.21 2 1,698 -1
Mar01 000731 6.59 6.59 6.51 6.51 -0.17 3 340 +0
Total Volume and Open Interest 253 6,331 -51
Live Cattle(CME)
Aug00 000731 66.400 66.775 66.325 66.725 +0.275 3,921 27,762 -565
Oct00 000731 68.200 68.825 68.175 68.800 +0.400 4,151 50,991 +630
Dec00 000731 70.075 70.550 69.950 70.500 +0.325 2,776 21,025 +1,090
Feb01 000731 71.700 72.150 71.700 72.125 +0.250 945 10,787 +520
Apr01 000731 74.025 74.250 73.900 74.050 -0.025 264 6,637 +41
Jun01 000731 72.000 72.250 71.850 72.000 -0.025 80 3,099 +10
Total Volume and Open Interest 12,170 122,812 +1,725
Feeder Cattle(CME)
Aug00 000731 86.100 86.500 85.950 86.100 unch 916 7,818 -265
Sep00 000731 86.100 86.600 86.100 86.175 +0.025 208 3,439 +0
Oct00 000731 87.000 87.400 86.850 87.225 +0.150 528 5,133 +25
Nov00 000731 87.400 87.950 87.400 87.675 +0.275 259 2,745 -31
Jan01 000731 87.850 88.250 87.850 88.200 +0.375 98 2,079 +35
Mar01 000731 87.800 88.125 87.800 88.000 +0.150 14 891 -1
Apr01 000731 87.850 87.850 87.850 87.850 +0.200 4 181 -1
Total Volume and Open Interest 2,050 22,922 -244
Lean Hogs(CME)
Aug00 000731 67.600 68.175 67.100 67.250 -0.575 2,261 11,455 +50
Oct00 000731 58.200 58.450 57.250 57.450 -0.725 2,363 15,614 -232
Dec00 000731 53.400 53.900 53.150 53.350 -0.150 703 9,381 +79
Feb01 000731 54.000 54.250 53.750 53.975 -0.100 189 2,671 +3
Apr01 000731 52.550 53.000 52.525 52.525 -0.050 118 1,414 +18
Jun01 000731 60.250 60.250 59.650 59.650 -0.450 36 381 +4
Jul01 000731 59.300 59.300 59.150 59.250 -0.050 16 80 +10
Aug01 000731 57.850 57.850 57.300 57.850 -0.050 0 8 +0
Total Volume and Open Interest 5,686 41,004 -68
Pork Bellies(CME)
Aug00 000731 84.125 84.775 82.900 83.200 -0.925 434 2,342 +9
Feb01 000731 70.500 73.300 70.450 72.400 +2.000 95 437 +17
Mar01 000731 72.750 73.000 70.250 72.750 +2.150 1 10 +1
May01 000731 70.750 73.000 70.400 70.750 unch 0 1 +0
Jul01 000731 71.450 73.000 71.300 73.000 +1.000 0 1 +0
Total Volume and Open Interest 530 2,791 +4
Cocoa(NYBOT)
Sep00 000731 833 840 822 825 -18 2,150 31,110 -341
Dec00 000731 876 877 861 864 -18 1,356 26,811 -120
Mar01 000731 906 908 898 899 -16 479 13,515 +214
May01 000731 928 928 920 922 -16 6 8,442 +6
Jul01 000731 962 962 945 945 -16 62 7,785 -62
Sep01 000731 972 972 970 970 -17 15 6,923 +0
Dec01 000731 1003 1005 1003 1005 -16 463 7,754 -400
Total Volume and Open Interest 4,531 111,776 -703
Coffee "C"(NYBOT)
Sep00 000731 86.50 87.00 84.10 86.45 -0.95 2,476 25,474 -222
Dec00 000731 90.40 90.80 89.00 90.75 -1.00 553 10,231 -21
Mar01 000731 94.75 94.85 93.50 94.85 -0.90 159 4,336 -24
May01 000731 96.50 97.35 96.00 97.35 -0.90 32 1,059 +10
Jul01 000731 100.00 100.35 98.00 100.35 -1.10 2 305 -1
Sep01 000731 102.25 103.50 101.00 103.50 -0.95 0 451 +0
Total Volume and Open Interest 3,222 41,912 -258
Orange Juice(NYBOT)
Sep00 000731 77.30 77.90 75.60 75.75 -1.60 843 14,320 -193
Nov00 000731 77.95 78.35 76.25 76.50 -1.40 533 7,127 +233
Jan01 000731 79.25 79.25 77.10 77.55 -1.35 99 3,332 +35
Mar01 000731 80.25 80.25 78.75 78.75 -1.10 125 3,446 +95
May01 000731 80.25 80.25 79.55 79.55 -0.95 80 534 +60
Total Volume and Open Interest 1,692 29,418 +236
Sugar #11(NYBOT)
Oct00 000731 10.75 10.84 10.35 10.40 -0.49 13,695 85,855 -2,166
Mar01 000731 10.35 10.44 10.07 10.11 -0.43 5,954 51,625 +163
May01 000731 10.11 10.20 9.89 9.90 -0.38 879 11,948 +227
Jul01 000731 9.90 9.90 9.60 9.64 -0.31 802 10,161 -87
Oct01 000731 9.69 9.70 9.48 9.48 -0.31 394 10,828 +834
Total Volume and Open Interest 21,774 175,462 -1,012
London Cocoa(LCE)
Jul00 000714 594 595 588 588 -8 788 742 -671
Sep00 000731 625 625 615 618 -6 738 28,997 +203
Dec00 000731 660 661 653 656 -6 829 52,515 +197
Mar01 000731 680 680 671 675 -6 546 33,894 +256
May01 000731 690 691 690 691 -6 0 19,657 +0
Jul01 000731 707 707 707 707 -6 0 6,170 +0
Sep01 000731 721 721 721 721 -7 0 4,569 +0
Total Volume and Open Interest 2,330 175,048 +765
London Coffee(LCE)
Jul00 000731 805.00 805.00 800.00 805.00 -3.00 13 120 +13
Sep00 000731 825.00 825.00 805.00 805.00 -18.00 1,527 27,650 -850
Nov00 000731 844.00 844.00 827.00 827.00 -17.00 972 18,311 +349
Jan01 000731 861.00 861.00 846.00 846.00 -17.00 181 5,583 +4
Mar01 000731 883.00 883.00 868.00 868.00 -17.00 68 1,690 +54
May01 000731 903.00 903.00 890.00 890.00 -17.00 11 1,146 +7
Total Volume and Open Interest 2,772 54,554 -423
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000731 277.90 280.00 264.00 264.00 -13.10 3,219 15,189 +131
Dec00 000731 279.50 279.80 263.60 263.60 -12.90 357 6,324 +233
Mar01 000731 277.00 278.30 262.40 262.40 -12.90 812 7,739 +141
May01 000731 269.00 269.00 258.10 258.10 -12.90 125 988 +102
Total Volume and Open Interest 4,673 35,472 +692
Cotton(NYBOT)
Oct00 000731 58.40 59.95 57.80 59.77 +0.96 455 4,201 -92
Dec00 000731 60.40 62.00 59.80 61.93 +1.07 4,143 32,204 +192
Mar01 000731 62.05 63.50 61.55 63.50 +0.96 447 7,799 +165
May01 000731 62.51 64.40 62.51 64.40 +0.90 59 5,586 +1
Jul01 000731 65.30 65.30 65.30 65.30 +0.90 38 2,028 +15
Oct01 000731 65.05 65.05 65.05 65.05 +1.00 0 469 +0
Total Volume and Open Interest 5,142 54,493 +271
Lumber(CME)
Sep00 000731 250.0 253.9 249.4 250.0 -3.2 516 1,959 +0
Nov00 000731 259.3 261.6 258.2 259.0 -2.5 188 968 +22
Jan01 000731 269.6 271.9 269.5 271.0 -1.9 16 167 +1
Total Volume and Open Interest 723 3,243 +22
Crude Oil(NYM)
Sep00 000731 28.18 28.33 27.35 27.43 -0.75 56,882 109,834 -5,687
Oct00 000731 27.98 28.10 27.20 27.31 -0.60 19,423 51,907 +2,344
Nov00 000731 27.92 27.92 27.10 27.19 -0.57 3,286 26,901 +278
Dec00 000731 27.65 27.70 27.00 27.00 -0.54 7,355 38,631 -1,340
Jan01 000731 27.35 27.35 26.79 26.79 -0.51 2,682 19,320 +285
Feb01 000731 26.90 26.90 26.57 26.57 -0.48 95 10,546 +40
Mar01 000731 26.90 26.90 26.30 26.34 -0.46 225 9,787 +100
Apr01 000731 26.20 26.20 26.10 26.10 -0.45 191 5,437 -125
May01 000731 25.86 25.86 25.86 25.86 -0.44 5 5,793 -5
Jun01 000731 26.10 26.10 25.55 25.64 -0.42 1,300 17,837 +206
Total Volume and Open Interest 96,187 405,912 -2,796
Heating Oil(NYM)
Aug00 000731 77.00 79.00 76.50 77.93 +1.16 9,310 8,968 -2,941
Sep00 000731 77.20 77.50 75.40 75.65 -1.26 12,165 33,684 +279
Oct00 000731 77.50 77.80 75.85 76.00 -1.31 2,610 21,239 +393
Nov00 000731 78.00 78.10 76.30 76.35 -1.31 1,092 21,869 -12
Dec00 000731 78.40 78.40 76.50 76.60 -1.26 1,718 23,944 +510
Jan01 000731 78.20 78.20 76.30 76.30 -1.21 424 17,124 +152
Feb01 000731 76.90 77.10 75.20 75.20 -1.21 2 11,598 -290
Mar01 000731 74.00 74.20 72.35 72.35 -1.16 225 8,112 +55
Apr01 000731 71.30 71.40 69.50 69.50 -1.16 159 3,968 +108
May01 000731 69.40 69.40 67.50 67.50 -1.16 17 1,703 +11
Total Volume and Open Interest 27,802 157,876 -1,703
Unleaded Gas(NYM)
Aug00 000731 96.00 99.50 95.50 97.72 +2.69 19,724 9,821 -1,807
Sep00 000731 85.50 86.30 83.70 84.87 -0.13 13,770 34,060 +212
Oct00 000731 79.00 79.40 77.25 78.02 -0.83 2,428 14,026 -28
Nov00 000731 75.25 76.00 74.70 75.32 -0.93 431 4,795 +285
Dec00 000731 75.40 75.40 74.00 74.02 -0.93 319 5,351 +111
Jan01 000731 74.30 74.30 73.47 73.47 -0.93 10 1,799 -8
Feb01 000731 74.20 74.20 73.35 73.67 -0.93 0 2,051 -12
Mar01 000731 73.92 73.92 73.92 73.92 -0.93 0 812 +0
Total Volume and Open Interest 36,682 74,161 -1,247
Natural Gas(NYM)
Sep00 000731 3.800 3.839 3.770 3.774 -0.071 28,840 43,024 +3,105
Oct00 000731 3.825 3.850 3.790 3.798 -0.058 8,566 29,434 -1,399
Nov00 000731 3.930 3.945 3.900 3.906 -0.050 2,133 18,572 -78
Dec00 000731 4.050 4.060 4.010 4.020 -0.041 3,969 25,220 -254
Jan01 000731 4.040 4.060 4.019 4.019 -0.041 3,156 27,679 +296
Feb01 000731 3.905 3.905 3.869 3.869 -0.036 3,252 16,350 +101
Mar01 000731 3.750 3.750 3.719 3.719 -0.034 1,700 19,339 -330
Apr01 000731 3.585 3.600 3.579 3.579 -0.029 547 10,719 +45
Total Volume and Open Interest 57,004 316,860 -1,211
Brent Crude Oil(IPE)
Sep00 000731 27.35 27.45 26.65 26.93 -0.43 26,276 70,368 -3,294
Oct00 000731 27.27 27.34 26.53 26.68 -0.59 10,391 72,463 +1,017
Nov00 000731 27.15 27.15 26.44 26.57 -0.54 2,223 16,968 +521
Dec00 000731 26.75 26.82 26.27 26.34 -0.50 2,233 39,634 +102
Jan01 000731 26.52 26.52 26.01 26.04 -0.48 466 13,134 -103
Feb01 000731 26.18 26.18 25.67 25.70 -0.48 520 10,979 +241
Mar01 000731 25.84 25.84 25.35 25.35 -0.49 99 9,730 +0
Apr01 000731 24.97 25.04 24.97 25.04 -0.48 6 3,775 +0
Total Volume and Open Interest 44,085 282,662 -460
Gas Oil(IPE)
Aug00 000731 246.25 246.75 239.00 239.50 -6.25 9,072 30,492 -433
Sep00 000731 242.00 242.25 236.00 236.25 -5.50 9,954 33,271 +2,205
Oct00 000731 239.75 239.75 235.00 235.00 -4.75 3,196 19,291 +8
Nov00 000731 237.75 237.75 233.00 233.00 -4.25 1,286 10,199 +188
Dec00 000731 233.25 234.00 231.00 231.00 -3.50 1,904 31,082 +586
Jan01 000731 229.00 229.00 228.50 228.50 -2.50 600 7,446 +239
Feb01 000731 223.75 223.75 223.75 223.75 -2.00 0 3,001 +0
Mar01 000731 219.25 219.25 219.25 219.25 -1.25 350 3,584 +140
Total Volume and Open Interest 26,512 147,448 +2,983
US Dollar Index(NYBOT)
Sep00 000731 109.50 109.70 109.15 109.37 -0.15 1,139 4,315 +270
Dec00 000731 109.15 109.20 108.90 109.02 -0.15 3 2,025 +0
Mar01 000731 108.67 108.67 108.67 108.67 -0.15 1,142 6,340 +270
Total Volume and Open Interest 1,142 6,340 +270
Australian Dollar(IMM)
Sep00 000731 57.84 58.17 57.75 58.04 -0.85 1,566 17,275 +819
Dec00 000731 58.00 58.18 57.98 58.13 -0.86 1 231 +1
Mar01 000731 58.22 58.22 58.10 58.22 -0.87 0 682 +0
Total Volume and Open Interest 1,567 18,188 +820
British Pound(IMM)
Sep00 000731 149.66 150.12 149.56 150.08 -0.56 11,851 31,483 +2,836
Dec00 000731 150.10 150.50 149.90 150.36 -0.56 8 285 -2
Mar01 000731 150.58 150.58 150.10 150.58 -0.56 0 7 +0
Total Volume and Open Interest 11,859 31,775 +2,834
Canadian Dollar(IMM)
Sep00 000731 67.48 67.57 67.21 67.33 -0.47 6,698 63,461 -1,585
Dec00 000731 67.63 67.72 67.39 67.50 -0.47 60 4,845 -9
Mar01 000731 67.74 67.74 67.67 67.67 -0.47 0 617 +0
Jun01 000731 67.84 67.84 67.84 67.84 -0.47 0 146 +0
Total Volume and Open Interest 6,758 69,083 -1,594
Japanese Yen(IMM)
Sep00 000731 92.22 92.30 91.93 92.24 +0.17 20,205 74,829 +7,134
Dec00 000731 93.61 93.78 93.51 93.78 +0.18 175 3,018 +7
Mar01 000731 95.34 95.34 95.05 95.34 +0.18 131 126 -27
Total Volume and Open Interest 20,511 77,974 +7,114
Swiss Franc(IMM)
Sep00 000731 59.97 60.32 59.97 60.17 +0.25 9,571 39,064 +1,209
Dec00 000731 60.52 60.78 60.50 60.63 +0.25 4 139 -5
Mar01 000731 61.08 61.08 61.08 61.08 +0.25 0 3 +0
Total Volume and Open Interest 9,575 39,206 +1,204
EuroFX(IMM)
Sep00 000731 92.66 93.21 92.64 92.96 +0.35 14,751 60,015 -494
Dec00 000731 93.16 93.60 93.14 93.41 +0.35 36 820 +4
Mar01 000731 93.88 94.05 93.80 93.83 +0.35 32 72 +32
Total Volume and Open Interest 14,819 60,907 -458
Mexican Peso(IMM)
Sep00 000731 10535.0 10570.0 10533.0 10563.0 +30.0 2,074 12,571 -139
Dec00 000731 10300.0 10313.0 10300.0 10313.0 +30.0 1 1,868 -1
Total Volume and Open Interest 2,137 15,336 -79
30-Year T-Bonds(CBOT)
Sep00 000731 98~22 98~24 98~10 98~19 -0~04 151,039 401,736 -7,173
Dec00 000731 98~13 98~21 98~10 98~17 -0~04 495 9,727 +320
Mar01 000731 98~15 98~16 98~15 98~16 -0~04 135 1,288 +64
Total Volume and Open Interest 151,669 412,754 -6,789
Municipal Bonds(CBOT)
Sep00 000731 97~24 97~29 97~19 97~27 +0~01 994 23,008 -140
Dec00 000731 97~07 97~07 97~07 97~07 +0~01 0 400 +0
Total Volume and Open Interest 994 23,408 -140
10-Year T-Notes(CBOT)
Sep00 000731 98~270 98~300 98~210 98~285 +0~010 169,452 597,781 -7,758
Dec00 000731 98~220 98~270 98~220 98~260 +0~005 1,060 15,387 +517
Total Volume and Open Interest 170,512 613,193 -7,241
5-Year T-Notes(CBOT)
Sep00 000731 99~015 99~070 99~010 99~065 +0~015 73,345 412,591 +1,791
Dec00 000731 99~085 99~085 99~055 99~080 +0~080 76 4,065 +4,065
Total Volume and Open Interest 73,421 416,656 +5,856
2 Year T-Notes(CBOT)
Sep00 000731 99~040 99~046 99~038 99~045 unch 2,499 56,637 -620
Total Volume and Open Interest 2,499 56,637 -620
3-Mth T-Bills(IMM)
Sep00 000731 93.85 93.85 93.83 93.83 -0.02 0 737 +0
Total Volume and Open Interest 0 737 +0
Eurodollars(IMM)
Sep00 000731 93.180 93.185 93.175 93.180 -0.015 114,708 616,619 +5,864
Dec00 000731 92.995 93.010 92.980 92.995 -0.030 116,666 550,028 +2,254
Mar01 000731 93.020 93.040 93.000 93.025 -0.020 181,732 439,814 +13,385
Jun01 000731 92.985 93.010 92.970 93.000 -0.015 74,822 282,257 +7,049
Sep01 000731 92.970 92.995 92.960 92.995 -0.005 32,099 218,287 -2,003
Dec01 000731 92.900 92.940 92.900 92.940 unch 9,480 162,985 -511
Mar02 000731 92.960 92.995 92.955 92.995 unch 8,923 138,197 -960
Jun02 000731 92.950 92.980 92.945 92.980 -0.005 8,054 99,800 -476
Sep02 000731 92.935 92.975 92.935 92.975 unch 6,251 96,652 -862
Dec02 000731 92.875 92.915 92.870 92.915 +0.005 2,801 74,869 -442
Mar03 000731 92.950 92.965 92.920 92.965 +0.005 4,120 71,653 -533
Jun03 000731 92.940 92.945 92.940 92.945 +0.005 3,325 51,053 -36
Total Volume and Open Interest 588,744 3,182,948 +25,057
3-Mth Euro-Yen(IMM)
Sep00 000731 99.77 99.77 99.76 99.77 unch 1,872 14,910 +931
Dec00 000731 99.67 99.67 99.67 99.67 unch 2,044 13,019 -523
Mar01 000731 99.63 99.64 99.63 99.64 unch 2,655 13,800 +1,084
Jun01 000731 99.56 99.56 99.55 99.56 unch 652 8,918 -37
Sep01 000731 99.45 99.45 99.45 99.45 -0.01 1,335 18,355 +22
Dec01 000731 99.31 99.32 99.31 99.32 unch 700 3,214 +781
Mar02 000731 99.19 99.19 99.19 99.19 -0.01 920 2,359 +674
Jun02 000731 99.05 99.06 99.05 99.05 -0.01 0 778 +1
Sep02 000731 98.86 98.86 98.86 98.86 unch 0 30 +0
Dec02 000731 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 10,178 75,413 +2,933
3-Mth Euro-Yen(SIMEX)
Sep00 000731 99.77 99.77 99.75 99.77 +0.01 7,303 98,108 +4,887
Dec00 000731 99.67 99.68 99.65 99.67 unch 7,455 99,499 +1,835
Mar01 000731 99.63 99.64 99.61 99.63 unch 9,838 100,666 +2,665
Jun01 000731 99.56 99.56 99.54 99.55 +0.01 1,744 77,503 +689
Sep01 000731 99.46 99.46 99.43 99.44 unch 1,288 61,790 -1,126
Dec01 000731 99.33 99.33 99.30 99.31 +0.01 863 23,277 +51
Mar02 000731 99.21 99.21 99.19 99.19 unch 263 12,949 +57
Jun02 000731 99.07 99.07 99.07 99.07 unch 3 2,047 +8
Total Volume and Open Interest 28,757 479,318 +9,066
German Euro-Bund(EUREX)
Sep00 000731 105.31 105.48 105.20 105.40 +0.04 680,468 534,487 -3,633
Dec00 000731 105.00 105.12 104.92 105.12 +0.05 4,663 23,912 +622
Mar01 000731 104.95 104.95 104.95 104.95 +0.04 0 743 -150
Total Volume and Open Interest 685,131 559,142 -3,161
German Euro-Bobl(EUREX)
Sep00 000731 102.98 103.08 102.90 103.06 +0.06 220,223 285,188 -1,793
Dec00 000731 102.88 102.99 102.88 102.99 +0.05 1,021 6,973 +585
Mar01 000731 102.73 102.73 102.73 102.73 +0.06 0 610 +0
Total Volume and Open Interest 221,244 292,771 -1,208
Long Gilt(LIFFE)
Sep00 000731 113~12 113~14 112~30 113~13 +0~09 24,023 63,660 +316
Dec00 000731 113~06 113~06 113~06 113~06 +0~09 0 110 +0
Total Volume and Open Interest 24,023 63,770 +316
3-Mth Short Sterling(LIFFE)
Sep00 000731 93.67 93.68 93.66 93.67 unch 19,768 187,390 -3,387
Dec00 000731 93.56 93.57 93.54 93.55 unch 30,056 202,066 +2,162
Mar01 000731 93.53 93.53 93.50 93.52 unch 20,803 128,666 -2,024
Total Volume and Open Interest 92,551 826,770 -2,939
3-Mth Euribor(LIFFE)
Sep00 000731 95.095 95.105 95.085 95.100 +0.010 46,702 345,247 -4,669
Dec00 000731 94.750 94.765 94.735 94.765 +0.015 53,804 273,574 -2,333
Mar01 000731 94.695 94.710 94.685 94.710 +0.015 55,516 200,462 +2,857
Total Volume and Open Interest 210,314 1,261,835 +6,185
3-Mth Aus T-Bills(SFE)
Sep00 000731 93.60 93.60 93.57 93.59 -0.04 20,451 206,701 +8,616
Dec00 000731 93.44 93.46 93.43 93.44 -0.05 20,107 121,298 +6,797
Mar01 000731 93.39 93.40 93.38 93.39 -0.05 6,323 50,574 +1,053
Jun01 000731 93.38 93.38 93.36 93.37 -0.06 2,356 22,878 +914
Sep01 000731 93.35 93.36 93.35 93.36 -0.05 501 11,745 +69
Dec01 000731 93.34 93.35 93.34 93.35 -0.05 247 7,140 +44
Mar02 000731 93.33 93.34 93.33 93.34 -0.05 207 5,761 +3
Jun02 000731 93.30 93.32 93.30 93.32 -0.05 327 3,760 +142
Sep02 000731 93.30 93.30 93.30 93.30 -0.05 205 1,715 +25
Dec02 000731 93.28 93.28 93.28 93.28 -0.06 80 1,485 +0
Total Volume and Open Interest 51,183 437,198 +17,841
10-Year Aus T-Bonds(SFE)
Sep00 000731 93.76 93.78 93.73 93.76 -0.02 15,311 177,054 +8,193
Dec00 000731 93.75 93.75 93.75 93.75 -0.06      
Total Volume and Open Interest 15,311 177,054 +8,193
3-Year Aus T-Bonds(SFE)
Sep00 000731 93.75 93.77 93.73 93.76 -0.05 72,104 431,522 +44,214
Dec00 000731 93.72 93.72 93.72 93.72 -0.06      
Total Volume and Open Interest 72,104 431,522 +44,214
Gold(CMX)
Aug00 000731 277.0 277.2 276.0 276.8 -0.9 26,356 6,091 -12,519
Oct00 000731 280.0 281.0 279.5 280.2 -1.0 2,782 7,789 +844
Dec00 000731 283.2 283.5 282.4 283.2 -1.0 25,335 55,248 +4,657
Feb01 000731 285.6 285.8 285.6 285.8 -1.0 112 11,346 -7
Apr01 000731 288.4 288.4 288.4 288.4 -1.0 1 4,021 +0
Jun01 000731 291.0 291.0 291.0 291.0 -1.0 60 8,066 -19
Total Volume and Open Interest 54,956 110,415 -6,998
Silver(CMX)
Sep00 000731 500.0 504.0 499.5 503.8 +3.8 3,513 54,044 +582
Dec00 000731 505.0 510.0 505.0 509.1 +3.6 433 16,683 +326
Mar01 000731 513.7 513.7 513.7 513.7 +3.6 65 1,932 +21
May01 000731 516.1 516.1 516.1 516.1 +3.6 4 817 +3
Jul01 000731 518.6 518.6 518.6 518.6 +3.6 4 1,789 +4
Total Volume and Open Interest 4,148 79,331 +989
Platinum(NYM)
Oct00 000731 570.0 584.0 570.0 579.6 +13.9 344 9,434 +39
Jan01 000731 565.0 569.6 565.0 569.6 +13.3 0 578 +0
Total Volume and Open Interest 344 10,012 +39
Palladium(NYME)
Sep00 000731 805.00 828.00 779.10 818.95 +45.95 46 1,316 +4
Dec00 000731 818.00 821.00 817.95 817.95 +45.95 1 832 +0
Total Volume and Open Interest 47 2,148 +4
Copper(CMX)
Sep00 000731 86.50 87.50 86.05 87.45 +0.60 4,599 47,458 -1,352
Dec00 000731 86.90 88.10 86.80 88.00 +0.75 844 11,122 +367
Mar01 000731 86.70 87.60 86.70 87.60 +0.75 118 4,013 +76
May01 000731 87.40 87.40 87.40 87.40 +0.75 5 1,321 +1
Jul01 000731 87.10 87.10 87.10 87.10 +0.75 0 826 +0
Total Volume and Open Interest 5,952 80,313 -964
DJIA Index(CBOT)
Sep00 000731 10625 10670 10560 10573 -12 12,061 13,303 -186
Dec00 000731 10765 10805 10717 10717 -13 12 2,112 +0
Mar01 000731 10865 10865 10865 10865 -13 0 2 +0
Jun01 000731 11021 11021 11021 11021 -13      
Total Volume and Open Interest 13,630 15,609 +526
S & P 500(CME)
Sep00 000731 1438.00 1449.00 1429.80 1438.90 +6.90 70,365 375,470 -2,128
Dec00 000731 1460.00 1470.00 1453.50 1460.90 +6.90 221 7,680 +159
Mar01 000731 1480.00 1492.20 1475.70 1483.00 +6.80 172 1,285 +160
Jun01 000731 1506.00 1515.20 1498.70 1506.00 +6.80 5 929 +0
Total Volume and Open Interest 70,768 385,520 -1,805
S & P 500 E-Mini(Globex)
Sep00 000731 1431.50 1449.25 1428.75 1439.00 +7.00 85,342 40,549 +2,456
Dec00 000731 1454.00 1467.50 1454.00 1461.00 +7.00 6 33 +1
Total Volume and Open Interest 85,348 40,582 +2,457
NASDAQ 100(CME)
Sep00 000731 3552.00 3643.00 3465.00 3617.00 +111.00 19,950 32,323 +1,051
Dec00 000731 3567.00 3679.00 3567.00 3678.00 +111.00 0 17 +0
Mar01 000731 3710.00 3740.00 3710.00 3739.00 +111.00 0 2 +0
Total Volume and Open Interest 19,950 32,342 +1,051
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000731 3508.0 3644.0 3464.5 3617.0 +111.0 47,473 29,148 +2,434
Dec00 000731 3678.0 3678.0 3678.0 3678.0 +111.0 0 15 +0
Total Volume and Open Interest 47,473 29,163 +2,434
NYSE Composite(NYBOT)
Sep00 000731 644.50 648.50 643.00 643.25 -0.60 264 905 +32
Dec00 000731 652.50 652.50 652.50 652.50 -0.60 0 1,496 +0
Mar01 000731 661.75 661.75 661.75 661.75 -0.60 0 100 +0
Total Volume and Open Interest 275 2,264 +12
S & P Midcap 400(CME)
Sep00 000731 490.00 495.00 484.00 494.40 +7.00 519 12,530 -146
Dec00 000731 501.40 501.50 501.40 501.40 +7.00      
Mar01 000731 507.40 507.50 507.40 507.40 +7.00      
Total Volume and Open Interest 519 12,530 -146
Russell 2000(CME)
Sep00 000731 497.00 507.50 490.00 506.00 +11.50 1,523 11,044 -48
Dec00 000731 513.80 513.80 513.80 513.80 +11.50      
Mar01 000731 521.35 521.35 521.35 521.35 +11.50      
Total Volume and Open Interest 1,523 11,044 -48
Value Line(KCBT)
Sep00 000731 1086.00 1094.00 1075.00 1085.00 +5.75 104 217 +46
Total Volume and Open Interest 104 219 +46
Nikkei 225(CME)
Sep00 000731 15880 15950 15805 15930 +320 1,774 15,638 +818
Dec00 000731 15900 15930 15900 15930 +320 4 29 +4
Total Volume and Open Interest 1,778 15,667 +822
Nikkei 225(SIMEX)
Sep00 000731 15590 15880 15430 15815 +35 13,697 109,686 -215
Dec00 000731 15805 15805 15805 15805 +35 84 5,917 +42
Mar01 000731 15820 15820 15820 15820 +35 0 3,800 +0
Total Volume and Open Interest 13,781 119,813 -173
CAC 40(MATIF)
Jul00 000731 6392.5 6458.0 6370.0 6433.0 +53.0 88,854 271,330 +2,296
Aug00 000731 6415.0 6569.0 6392.0 6560.0 +160.0 60,796 179,550 +51,287
Sep00 000731 6427.0 6580.0 6397.0 6566.5 +136.5 5,651 103,968 +3,092
Total Volume and Open Interest 155,388 571,498 +56,629
DAX Index(EUREX)
Sep00 000731 7170.0 7297.0 7151.0 7272.0 +102.0 29,257 157,428 +1,816
Dec00 000731 7269.0 7373.0 7263.0 7360.0 +103.0 120 2,486 +152
Mar01 000731 7394.5 7465.5 7394.5 7455.0 +102.5 44 188 +51
Total Volume and Open Interest 29,421 160,102 +2,019
FT-SE 100(LIFFE)
Sep00 000731 6346.00 6380.00 6286.00 6376.00 +7.00 19,205 268,854 -1,799
Dec00 000731 6400.00 6457.00 6400.00 6457.00 +7.00 3 4,345 +2
Mar01 000731 6515.00 6515.00 6515.00 6515.00 +7.00 0 1,665 +0
Total Volume and Open Interest 19,208 274,864 -1,797
SPI 200(SFE)
Sep00 000731 3256.0 3277.0 3252.0 3269.0 -17.0 5,163 138,332 +992
Dec00 000731 3288.0 3288.0 3288.0 3288.0 -17.0 20 2,871 -86
Mar01 000731 3308.0 3308.0 3308.0 3308.0 -17.0 0 1,056 +0
Total Volume and Open Interest 5,183 142,433 +906
GSCI(CME)
Aug00 000731 216.00 216.65 213.05 213.60 -3.30 29 35,867 -1
Sep00 000731 213.60 213.60 213.20 213.60 -2.70 0 36 +0
Oct00 000731 213.95 213.95 213.00 213.95 -1.55      
Total Volume and Open Interest 29 35,903 -1
Bridge CRB Index(NYBOT)
Aug00 000731 218.60 218.80 217.90 218.35 -1.65 77 737 -25
Nov00 000731 219.60 220.00 219.50 219.85 -1.40 22 926 +8
Jan01 000731 220.75 221.10 220.75 221.10 -1.15 1 423 +0
Total Volume and Open Interest 100 2,086 -17
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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