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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 August 07, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000807 438.00 441.00 433.50 434.00 -3.00 3,348 3,371 -768
Sep00 000807 442.50 444.75 436.75 437.25 -3.50 4,128 17,373 +127
Nov00 000807 453.00 454.25 446.00 446.75 -3.00 17,530 74,639 +159
Jan01 000807 464.00 464.50 457.00 457.50 -2.75 376 8,922 -67
Mar01 000807 475.00 475.00 467.25 467.75 -2.75 294 8,231 +81
May01 000807 484.00 484.00 476.00 477.00 -3.00 254 6,386 +181
Jul01 000807 492.00 493.00 485.00 485.25 -4.25 160 5,566 +78
Total Volume and Open Interest 26,343 126,463 -111
Soybean Meal(CBOT)
Aug00 000807 148.40 148.50 145.70 146.30 -1.50 3,283 6,441 -699
Sep00 000807 147.00 147.40 145.20 146.00 -0.70 3,683 16,322 +828
Oct00 000807 147.00 147.40 145.30 145.50 -1.20 799 13,766 -129
Dec00 000807 148.50 149.00 146.30 146.60 -0.90 4,051 39,400 -336
Jan01 000807 149.10 150.20 147.90 147.90 -0.80 637 7,893 +164
Mar01 000807 151.80 152.00 149.80 149.80 -1.00 127 6,485 -14
May01 000807 151.70 153.80 151.70 151.70 -0.90 202 4,112 +33
Jul01 000807 156.00 156.50 154.80 155.20 -0.30 22 1,884 +11
Total Volume and Open Interest 12,809 96,920 -137
Soybean Oil(CBOT)
Aug00 000807 15.33 15.34 15.01 15.10 -0.10 5,792 2,659 -1,080
Sep00 000807 15.47 15.47 15.14 15.20 -0.10 7,010 27,057 -1,042
Oct00 000807 15.63 15.66 15.36 15.41 -0.11 2,058 12,834 -564
Dec00 000807 16.03 16.05 15.74 15.82 -0.10 5,699 55,579 +639
Jan01 000807 16.38 16.38 16.11 16.16 -0.14 1,011 14,408 +423
Mar01 000807 16.73 16.73 16.48 16.51 -0.11 1,287 6,932 +34
May01 000807 17.10 17.10 16.83 16.85 -0.12 328 5,996 +32
Jul01 000807 17.48 17.48 17.18 17.18 -0.09 168 4,389 +48
Total Volume and Open Interest 23,457 132,209 -1,406
Canola(WCE)
Sep00 000804 248.2 248.6 246.1 246.1 -2.1 129 2,226 -5
Nov00 000804 254.1 254.6 252.1 252.1 -2.0 2,195 35,745 +471
Jan01 000804 260.4 260.6 258.3 258.3 -2.0 22 5,580 +10
Mar01 000804 266.3 266.3 264.3 264.3 -1.8 61 1,150 +13
May01 000804 270.4 270.4 270.4 270.4 -1.1 5 18 +0
Total Volume and Open Interest 2,672 45,133 +539
Corn(CBOT)
Sep00 000807 179.25 179.50 177.50 177.75 -1.00 12,389 117,082 -1,951
Nov00 000807 187.50 187.50 185.75 185.75 -1.25 41 1,458 -1
Dec00 000807 191.50 191.75 189.50 190.00 -0.75 15,001 189,988 +1,852
Jan01 000807 195.25 195.25 193.50 193.50 -0.50 10 273 -3
Mar01 000807 203.00 203.50 201.50 201.75 -1.00 1,102 42,421 -228
May01 000807 211.00 211.50 209.50 209.75 -1.00 223 10,888 +69
Total Volume and Open Interest 29,413 391,989 -217
Wheat(CBOT)
Sep00 000807 238.50 239.25 233.00 233.50 -3.50 6,080 56,631 -1,246
Dec00 000807 257.50 257.75 251.75 252.75 -3.25 12,827 60,151 -99
Mar01 000807 274.00 274.50 268.75 269.25 -3.25 1,227 20,089 +456
May01 000807 284.50 284.50 279.75 280.00 -3.00 86 1,234 +58
Jul01 000807 293.50 294.00 288.50 289.25 -3.00 179 8,828 +105
Total Volume and Open Interest 20,399 147,420 -726
Wheat(KCBT)
Sep00 000807 276.00 276.50 272.00 272.00 -3.50 3,777 28,383 -365
Dec00 000807 291.50 292.50 287.00 287.75 -3.50 3,726 40,356 -61
Mar01 000807 305.00 305.00 301.00 301.00 -3.75 772 8,771 +125
May01 000807 313.00 313.00 310.00 310.00 -4.00 6 1,132 +5
Jul01 000807 319.00 319.00 317.00 317.00 -4.00 0 667 +0
Total Volume and Open Interest 8,281 79,314 -296
Wheat(MGE)
Sep00 000807 293.50 294.75 291.00 291.25 -2.75 2,810 10,400 +403
Dec00 000807 310.50 311.00 306.50 307.00 -3.00 838 9,955 +110
Mar01 000807 325.25 325.25 321.25 321.25 -3.50 353 2,821 +145
May01 000807 333.50 333.50 329.00 329.25 -3.50 26 284 +0
Jul01 000807 340.00 340.00 337.50 337.50 -4.50 0 135 +0
Total Volume and Open Interest 4,027 23,658 +658
Oats(CBOT)
Sep00 000807 102.00 103.75 96.50 96.50 -5.00 1,044 6,924 -261
Dec00 000807 111.75 113.00 107.00 107.00 -3.50 707 7,948 -35
Mar01 000807 120.00 121.00 116.00 116.00 -2.75 54 909 +9
May01 000807 121.50 121.50 121.50 121.50 -2.50 0 22 +0
Total Volume and Open Interest 1,805 15,866 -287
Rough Rice(CBOT)
Sep00 000807 5.98 6.05 5.94 5.98 +0.04 43 1,609 -19
Nov00 000807 6.08 6.16 6.04 6.08 +0.03 63 2,573 +7
Jan01 000807 6.35 6.35 6.28 6.30 +0.03 6 1,727 -4
Mar01 000807 6.58 6.58 6.50 6.50 +0.02 0 377 +0
Total Volume and Open Interest 112 6,366 -16
Live Cattle(CME)
Aug00 000807 66.575 66.750 66.375 66.600 -0.200 8,946 16,117 -2,622
Oct00 000807 68.825 68.975 68.650 68.775 -0.275 8,841 56,719 +547
Dec00 000807 70.600 70.775 70.300 70.600 -0.100 3,353 24,349 +947
Feb01 000807 72.225 72.325 71.950 72.325 unch 704 11,781 +101
Apr01 000807 74.200 74.350 73.950 74.300 +0.050 473 7,170 +67
Jun01 000807 72.275 72.350 72.000 72.325 +0.025 76 3,295 +15
Total Volume and Open Interest 22,447 121,919 -945
Feeder Cattle(CME)
Aug00 000807 86.300 86.500 86.100 86.350 unch 1,153 6,188 -332
Sep00 000807 86.250 86.550 86.200 86.400 +0.025 344 3,364 -40
Oct00 000807 87.300 87.350 87.000 87.325 -0.050 833 5,059 -102
Nov00 000807 87.700 87.850 87.450 87.800 -0.100 346 2,834 +59
Jan01 000807 88.000 88.200 87.950 88.200 +0.025 175 2,131 -15
Mar01 000807 87.950 87.950 87.750 87.950 -0.050 49 945 +20
Apr01 000807 87.750 87.750 87.675 87.700 -0.175 4 198 -1
Total Volume and Open Interest 2,948 21,369 -408
Lean Hogs(CME)
Aug00 000807 65.950 66.000 65.200 65.675 -0.575 2,970 7,504 -786
Oct00 000807 56.100 56.875 55.875 56.750 +0.275 2,630 17,774 +465
Dec00 000807 53.150 53.450 52.750 53.400 -0.075 1,249 10,667 +572
Feb01 000807 53.100 53.600 52.850 53.500 +0.125 268 3,082 +169
Apr01 000807 52.150 52.275 51.900 52.225 -0.025 23 1,531 +15
Jun01 000807 59.250 59.250 58.950 58.975 -0.175 3 520 +3
Jul01 000807 58.000 58.100 57.900 58.075 unch 1 103 +1
Aug01 000807 56.750 57.050 56.750 56.750 -0.250 1 21 +1
Total Volume and Open Interest 7,145 41,202 +440
Pork Bellies(CME)
Aug00 000807 84.000 85.425 84.000 84.525 -0.050 1,045 1,574 -291
Feb01 000807 71.000 71.100 70.050 70.600 -0.700 434 761 +29
Mar01 000807 70.500 70.750 70.500 70.750 -0.250 6 14 +3
May01 000807 71.100 71.100 70.500 71.100 unch 0 1 +0
Jul01 000807 71.000 71.000 70.900 70.900 -0.750 0 1 +0
Total Volume and Open Interest 1,485 2,351 -259
Cocoa(NYBOT)
Sep00 000807 772 784 760 762 -15 7,285 25,936 -4,319
Dec00 000807 811 825 803 805 -11 7,161 31,951 +2,224
Mar01 000807 853 860 843 843 -10 1,685 15,158 +995
May01 000807 875 884 866 866 -13 166 8,093 +33
Jul01 000807 893 899 889 889 -12 59 7,917 +48
Sep01 000807 925 925 915 915 -12 16 7,447 +7
Dec01 000807 950 950 950 950 -12 18 7,938 +8
Total Volume and Open Interest 16,725 115,831 -953
Coffee "C"(NYBOT)
Sep00 000807 85.60 86.00 84.80 85.40 -0.20 2,522 23,672 -449
Dec00 000807 90.30 90.60 89.50 90.15 -0.15 1,444 11,595 +463
Mar01 000807 94.30 94.50 94.00 94.50 unch 559 4,356 +27
May01 000807 97.25 97.40 96.75 97.00 unch 13 1,086 -1
Jul01 000807 100.25 100.25 100.00 100.00 +0.15 28 315 +3
Sep01 000807 102.50 103.00 102.50 103.00 +0.20 25 486 +13
Total Volume and Open Interest 4,595 41,570 +60
Orange Juice(NYBOT)
Sep00 000807 73.80 74.70 73.70 74.55 +0.95 786 14,175 -76
Nov00 000807 75.50 76.25 75.50 76.15 +1.05 490 7,883 +176
Jan01 000807 77.40 78.00 77.30 77.70 +0.90 63 3,585 +3
Mar01 000807 79.00 79.60 79.00 79.50 +0.50 193 3,756 +97
May01 000807 80.75 80.75 80.75 80.75 +0.30 1 557 +0
Total Volume and Open Interest 2,733 30,635 +200
Sugar #11(NYBOT)
Oct00 000807 10.60 10.64 10.23 10.50 -0.30 11,317 82,853 -1,406
Mar01 000807 10.28 10.39 9.95 10.22 -0.28 5,416 51,841 +1,063
May01 000807 9.75 10.08 9.70 9.96 -0.28 821 12,166 +55
Jul01 000807 9.35 9.75 9.30 9.61 -0.24 773 11,855 +202
Oct01 000807 9.30 9.62 9.15 9.45 -0.25 188 9,979 +62
Total Volume and Open Interest 19,060 174,019 +151
London Cocoa(LCE)
Sep00 000807 579 580 570 570 -13 1,839 26,863 -628
Dec00 000807 620 620 608 609 -12 5,106 55,387 +1,140
Mar01 000807 641 641 629 629 -12 1,557 35,305 +466
May01 000807 654 654 645 645 -12 146 19,857 +35
Jul01 000807 668 668 661 661 -11 98 7,110 +46
Sep01 000807 682 683 677 677 -10 207 4,692 +120
Dec01 000807 705 705 702 702 -11 490 4,006 +79
Total Volume and Open Interest 10,033 180,772 +1,848
London Coffee(LCE)
Sep00 000807 803.00 807.00 795.00 806.00 -2.00 1,270 25,543 -391
Nov00 000807 825.00 830.00 820.00 828.00 -2.00 1,493 20,782 +712
Jan01 000807 843.00 850.00 840.00 848.00 -2.00 400 6,333 +281
Mar01 000807 864.00 870.00 864.00 870.00 -1.00 93 1,944 +68
May01 000807 890.00 892.00 887.00 892.00 -1.00 0 1,601 +0
Jul01 000807 920.00 920.00 917.00 917.00 -1.00 0 93 +0
Total Volume and Open Interest 3,256 56,296 +670
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000807 279.20 279.20 270.00 274.80 -4.40 1,458 14,903 +29
Dec00 000807 277.60 277.60 270.40 272.80 -4.80 455 7,120 +2
Mar01 000807 275.20 275.20 265.50 270.70 -4.90 446 8,780 +180
May01 000807 268.50 268.50 264.50 265.60 -3.00 100 1,442 +170
Total Volume and Open Interest 2,474 37,527 +381
Cotton(NYBOT)
Oct00 000807 59.05 60.85 59.05 60.68 +2.08 350 4,233 +133
Dec00 000807 61.21 62.90 61.20 62.75 +2.09 2,173 32,255 +174
Mar01 000807 62.90 64.60 62.90 64.38 +1.94 246 7,952 +15
May01 000807 63.90 65.25 63.90 65.25 +1.95 139 5,760 +124
Jul01 000807 65.90 66.15 65.90 66.15 +1.85 5 2,028 -4
Oct01 000807 63.50 65.25 63.50 65.25 +1.55 0 469 +0
Total Volume and Open Interest 9,943 54,986 +473
Lumber(CME)
Sep00 000807 238.9 240.1 235.5 236.2 -3.2 443 2,058 +34
Nov00 000807 249.0 251.3 245.9 247.8 -2.0 150 1,021 +0
Jan01 000807 258.5 259.5 257.1 257.1 -0.9 48 219 +24
Total Volume and Open Interest 649 3,477 +58
Crude Oil(NYM)
Sep00 000807 29.72 29.78 28.82 28.91 -1.05 82,552 102,182 -2,761
Oct00 000807 29.15 29.20 28.50 28.65 -0.71 44,771 57,656 +3,769
Nov00 000807 28.80 28.80 28.20 28.30 -0.64 12,862 34,718 +3,467
Dec00 000807 28.40 28.40 27.80 27.94 -0.59 9,154 40,643 +945
Jan01 000807 27.95 27.95 27.59 27.59 -0.58 2,149 19,997 +229
Feb01 000807 27.70 27.70 27.26 27.26 -0.57 212 10,704 +121
Mar01 000807 27.45 27.45 26.96 26.96 -0.56 765 10,793 +171
Apr01 000807 26.67 26.67 26.67 26.67 -0.56 131 6,059 -35
May01 000807 26.55 26.55 26.40 26.40 -0.55 375 5,774 +188
Jun01 000807 26.28 26.28 26.15 26.15 -0.54 1,147 18,984 +523
Total Volume and Open Interest 156,256 419,984 +6,427
Heating Oil(NYM)
Sep00 000807 81.60 81.70 78.00 78.21 -3.64 23,254 37,963 +1,202
Oct00 000807 81.80 81.90 78.00 78.53 -3.71 9,432 22,485 -217
Nov00 000807 82.00 82.00 78.70 78.78 -3.46 4,001 21,555 +746
Dec00 000807 81.70 81.70 79.00 79.26 -2.68 3,594 27,154 +767
Jan01 000807 81.00 81.00 78.38 78.38 -2.76 2,619 17,984 -263
Feb01 000807 79.50 79.50 76.93 76.93 -2.51 1,437 11,687 -430
Mar01 000807 76.10 76.10 73.68 73.68 -2.26 154 8,735 +4
Apr01 000807 72.25 72.25 70.43 70.43 -2.01 260 4,567 +122
May01 000807 69.50 69.75 68.23 68.23 -1.81 130 2,067 +37
Jun01 000807 67.80 67.80 66.68 66.68 -1.66 186 2,725 +63
Total Volume and Open Interest 45,069 160,180 +2,031
Unleaded Gas(NYM)
Sep00 000807 86.50 86.85 84.70 84.80 -2.79 12,875 30,492 -180
Oct00 000807 80.20 80.30 78.80 78.93 -1.91 4,669 12,878 -125
Nov00 000807 78.00 78.00 76.63 76.63 -1.49 1,200 4,721 -417
Dec00 000807 76.50 76.50 75.50 75.58 -1.17 766 5,215 -328
Jan01 000807 75.80 75.80 75.00 75.13 -1.07 400 1,732 -181
Feb01 000807 75.80 75.90 75.20 75.20 -1.00 168 2,410 +45
Mar01 000807 76.20 76.20 75.50 75.50 -0.90 205 941 -173
Apr01 000807 80.50 80.50 80.50 80.50 -0.90 0 1,253 +0
Total Volume and Open Interest 20,487 60,334 -1,179
Natural Gas(NYM)
Sep00 000807 4.380 4.430 4.345 4.348 +0.052 33,869 44,813 +362
Oct00 000807 4.380 4.410 4.340 4.344 +0.054 10,338 28,877 +745
Nov00 000807 4.450 4.460 4.380 4.390 +0.030 3,860 20,594 +571
Dec00 000807 4.530 4.530 4.440 4.450 +0.010 5,455 25,323 +451
Jan01 000807 4.500 4.520 4.410 4.425 unch 3,105 28,900 +649
Feb01 000807 4.270 4.270 4.150 4.180 -0.025 2,657 16,402 +362
Mar01 000807 4.055 4.055 3.920 3.938 -0.052 1,703 19,044 -588
Apr01 000807 3.830 3.830 3.723 3.723 -0.072 982 11,465 -237
Total Volume and Open Interest 68,906 328,390 +5,244
Brent Crude Oil(IPE)
Sep00 000807 29.45 29.50 28.47 28.52 -0.85 28,656 61,198 -4,193
Oct00 000807 28.50 28.50 27.60 27.62 -0.73 32,635 75,953 -2,344
Nov00 000807 28.01 28.10 27.35 27.54 -0.41 3,747 17,787 -462
Dec00 000807 27.60 27.66 27.02 27.19 -0.36 3,799 37,289 -2,374
Jan01 000807 26.98 27.01 26.79 26.79 -0.33 617 13,892 +413
Feb01 000807 26.83 26.83 26.39 26.39 -0.33 109 10,678 -27
Mar01 000807 26.29 26.29 25.97 25.97 -0.32 204 9,104 +0
Apr01 000807 25.92 25.92 25.62 25.62 -0.30 9 4,225 +0
Total Volume and Open Interest 70,691 274,411 -9,740
Gas Oil(IPE)
Aug00 000807 253.75 255.50 251.00 251.50 -0.25 7,836 19,853 -889
Sep00 000807 251.50 253.50 248.25 250.00 +0.25 15,452 37,371 +3,127
Oct00 000807 250.50 250.75 246.50 248.00 +0.50 4,634 20,349 -542
Nov00 000807 248.00 248.00 244.25 245.00 unch 1,960 9,823 -305
Dec00 000807 244.75 245.25 241.00 242.00 -0.25 2,381 30,328 +258
Jan01 000807 241.50 241.50 238.00 238.00 -0.75 215 7,748 +188
Feb01 000807 232.50 232.50 232.50 232.50 -0.75 200 3,199 +50
Mar01 000807 229.25 229.25 226.50 226.50 -0.75 125 3,561 -25
Total Volume and Open Interest 33,228 141,774 +2,062
US Dollar Index(NYBOT)
Sep00 000807 110.63 110.89 110.43 110.61 -0.11 700 5,069 +363
Dec00 000807 110.33 110.33 110.22 110.28 -0.10 7 2,048 +0
Mar01 000807 109.95 109.95 109.95 109.95 -0.09 707 7,117 +363
Total Volume and Open Interest 1,607 7,117 +363
Australian Dollar(IMM)
Sep00 000807 58.68 58.81 58.52 58.73 +0.22 2,352 16,725 -307
Dec00 000807 58.68 58.85 58.65 58.79 +0.22 570 843 +484
Mar01 000807 58.85 58.85 58.85 58.85 +0.22 56 682 +0
Total Volume and Open Interest 2,978 18,251 +177
British Pound(IMM)
Sep00 000807 150.82 151.34 150.48 151.20 +0.84 8,711 34,118 -600
Dec00 000807 151.20 151.70 150.66 151.42 +0.84 17 331 +8
Mar01 000807 151.62 151.62 151.62 151.62 +0.84 5 12 +5
Total Volume and Open Interest 8,733 34,461 -587
Canadian Dollar(IMM)
Sep00 000807 67.03 67.38 67.00 67.30 +0.13 4,841 59,245 -673
Dec00 000807 67.22 67.55 67.15 67.47 +0.13 50 4,823 -6
Mar01 000807 67.40 67.75 67.39 67.64 +0.13 0 612 +0
Jun01 000807 67.81 67.81 67.81 67.81 +0.13 0 142 +0
Total Volume and Open Interest 4,892 64,832 -679
Japanese Yen(IMM)
Sep00 000807 92.55 92.60 92.29 92.31 -0.55 9,940 72,026 -1,979
Dec00 000807 94.12 94.12 93.80 93.86 -0.55 3 3,040 +3
Mar01 000807 95.43 95.43 95.43 95.43 -0.55 0 136 +0
Total Volume and Open Interest 9,943 75,203 -1,976
Swiss Franc(IMM)
Sep00 000807 58.98 59.09 58.86 58.95 +0.07 12,410 48,118 +3,273
Dec00 000807 59.48 59.50 59.35 59.40 +0.08 44 175 +1
Mar01 000807 59.84 59.84 59.84 59.84 +0.08 0 3 +0
Total Volume and Open Interest 12,454 48,296 +3,274
EuroFX(IMM)
Sep00 000807 91.14 91.34 90.87 91.06 +0.04 12,793 65,985 -1,593
Dec00 000807 91.55 91.72 91.33 91.49 +0.04 256 1,033 +132
Mar01 000807 91.90 92.05 91.76 91.89 +0.04 37 132 +0
Total Volume and Open Interest 24,178 68,611 +6,196
Mexican Peso(IMM)
Sep00 000807 10605.0 10610.0 10575.0 10595.0 unch 580 14,051 +1,059
Dec00 000807 10340.0 10340.0 10315.0 10330.0 unch 3 1,837 +0
Total Volume and Open Interest 621 16,805 +1,063
30-Year T-Bonds(CBOT)
Sep00 000807 99~23 99~25 99~09 99~10 -0~12 198,329 402,449 +9,765
Dec00 000807 99~21 99~23 99~08 99~09 -0~12 4,436 13,886 +2,511
Mar01 000807 99~08 99~08 99~08 99~08 -0~12 196 1,456 +21
Total Volume and Open Interest 202,961 417,866 +12,302
Municipal Bonds(CBOT)
Sep00 000807 98~25 98~29 98~21 98~24 -0~01 1,034 22,268 -36
Dec00 000807 98~04 98~04 98~02 98~02 -0~03 0 405 +0
Total Volume and Open Interest 1,034 22,673 -36
10-Year T-Notes(CBOT)
Sep00 000807 99~255 99~280 99~150 99~155 -0~100 183,094 586,297 -9,989
Dec00 000807 99~240 99~240 99~120 99~130 -0~100 8,219 36,102 +6,462
Total Volume and Open Interest 191,313 622,424 -3,527
5-Year T-Notes(CBOT)
Sep00 000807 99~235 99~240 99~175 99~180 -0~060 69,022 403,263 -693
Dec00 000807 99~210 99~210 99~210 99~210 -0~060 3,633 8,459 +2,177
Total Volume and Open Interest 72,655 411,722 +1,484
2 Year T-Notes(CBOT)
Sep00 000807 99~083 99~083 99~072 99~073 -0~010 3,790 54,839 +23
Dec00 000807 99~065 99~065 99~065 99~065 -0~010      
Total Volume and Open Interest 3,790 54,839 +23
3-Mth T-Bills(IMM)
Sep00 000807 93.88 93.88 93.87 93.88 unch 117 889 +110
Total Volume and Open Interest 117 889 +110
Eurodollars(IMM)
Sep00 000807 93.280 93.290 93.275 93.280 -0.005 108,246 618,679 +1,440
Dec00 000807 93.145 93.150 93.125 93.130 -0.025 111,588 554,974 +4,552
Mar01 000807 93.190 93.195 93.175 93.180 -0.020 151,745 472,663 +18,094
Jun01 000807 93.180 93.185 93.155 93.160 -0.025 70,874 288,643 +142
Sep01 000807 93.180 93.180 93.150 93.160 -0.025 50,111 223,193 +1,708
Dec01 000807 93.120 93.120 93.100 93.100 -0.030 12,075 169,570 +2,055
Mar02 000807 93.165 93.165 93.140 93.145 -0.025 10,838 137,943 +1,898
Jun02 000807 93.160 93.160 93.130 93.130 -0.035 10,621 101,795 -702
Sep02 000807 93.150 93.150 93.125 93.125 -0.030 5,305 97,687 +1,176
Dec02 000807 93.080 93.080 93.055 93.055 -0.030 2,834 75,027 +404
Mar03 000807 93.115 93.115 93.090 93.095 -0.030 3,965 72,417 +694
Jun03 000807 93.090 93.090 93.070 93.070 -0.030 4,393 49,642 -299
Total Volume and Open Interest 561,939 3,246,444 +32,576
3-Mth Euro-Yen(IMM)
Sep00 000807 99.74 99.75 99.74 99.74 -0.01 1,618 13,442 +637
Dec00 000807 99.64 99.64 99.64 99.64 -0.02 70 11,263 -400
Mar01 000807 99.61 99.61 99.60 99.60 -0.03 307 12,721 +71
Jun01 000807 99.54 99.54 99.53 99.53 -0.03 404 9,460 +670
Sep01 000807 99.43 99.43 99.43 99.43 -0.03 518 16,483 +86
Dec01 000807 99.29 99.29 99.29 99.29 -0.03 165 2,871 -11
Mar02 000807 99.17 99.17 99.17 99.17 -0.02 0 2,213 +0
Jun02 000807 99.06 99.06 99.06 99.06 unch 0 678 +0
Sep02 000807 98.86 98.86 98.86 98.86 unch 0 30 +0
Dec02 000807 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 3,082 69,191 +1,033
3-Mth Euro-Yen(SIMEX)
Sep00 000807 99.75 99.75 99.74 99.74 -0.01 5,911 91,511 +586
Dec00 000807 99.66 99.67 99.64 99.64 -0.02 5,531 102,208 +2,335
Mar01 000807 99.63 99.63 99.61 99.61 -0.02 3,647 100,886 -936
Jun01 000807 99.56 99.57 99.54 99.54 -0.02 2,858 75,420 -38
Sep01 000807 99.45 99.46 99.43 99.43 -0.03 1,164 59,542 -686
Dec01 000807 99.31 99.31 99.29 99.29 -0.02 100 23,420 -339
Mar02 000807 99.21 99.21 99.18 99.18 -0.02 443 14,454 +607
Jun02 000807 99.06 99.06 99.06 99.06 -0.02 40 2,253 +199
Total Volume and Open Interest 19,694 473,203 +1,728
German Euro-Bund(EUREX)
Sep00 000807 105.50 105.86 105.38 105.67 +0.15 442,201 598,337 +18,941
Dec00 000807 105.24 105.54 105.24 105.38 +0.15 9,945 28,758 +152
Mar01 000807 105.27 105.27 105.27 105.27 +0.13 842 814 +166
Total Volume and Open Interest 452,988 627,909 +19,259
German Euro-Bobl(EUREX)
Sep00 000807 103.18 103.43 103.13 103.34 +0.12 172,706 285,047 +2,961
Dec00 000807 103.29 103.36 103.27 103.27 +0.11 1,098 9,249 +878
Mar01 000807 103.06 103.06 103.06 103.06 +0.14 1,427 627 +80
Total Volume and Open Interest 175,231 294,923 +3,919
Long Gilt(LIFFE)
Sep00 000807 113~06 113~15 113~05 113~10 +0~02 10,483 59,004 +10
Dec00 000807 113~04 113~04 113~00 113~00 +0~00 0 110 +0
Total Volume and Open Interest 10,483 59,114 +10
3-Mth Short Sterling(LIFFE)
Sep00 000807 93.72 93.73 93.72 93.72 -0.01 9,279 191,221 +237
Dec00 000807 93.61 93.63 93.61 93.62 unch 12,470 195,003 -2,173
Mar01 000807 93.60 93.62 93.59 93.61 unch 11,081 133,639 +3,190
Total Volume and Open Interest 45,874 830,396 +1,761
3-Mth Euribor(LIFFE)
Sep00 000807 95.130 95.165 95.120 95.160 +0.025 51,961 324,092 -2,589
Dec00 000807 94.825 94.865 94.810 94.860 +0.040 46,983 272,538 +1,971
Mar01 000807 94.775 94.825 94.755 94.815 +0.045 41,653 196,873 +2,693
Total Volume and Open Interest 181,011 1,251,705 +9,422
3-Mth Aus T-Bills(SFE)
Sep00 000807 93.55 93.57 93.54 93.57 +0.04 7,432 204,832 +7,041
Dec00 000807 93.44 93.47 93.43 93.47 +0.06 8,541 131,239 +6,646
Mar01 000807 93.43 93.45 93.43 93.45 +0.07 2,956 51,841 +414
Jun01 000807 93.42 93.44 93.42 93.44 +0.07 762 23,087 +259
Sep01 000807 93.41 93.44 93.40 93.44 +0.08 89 12,307 +63
Dec01 000807 93.42 93.42 93.42 93.42 +0.07 120 7,285 +120
Mar02 000807 93.38 93.41 93.37 93.41 +0.08 2 6,015 -18
Jun02 000807 93.38 93.39 93.36 93.39 +0.07 3 3,817 -20
Sep02 000807 93.37 93.38 93.35 93.38 +0.08 3 1,791 +0
Dec02 000807 93.34 93.36 93.34 93.36 +0.08 3 1,525 -20
Total Volume and Open Interest 19,948 448,023 +14,466
10-Year Aus T-Bonds(SFE)
Sep00 000807 93.86 93.92 93.85 93.89 +0.03 12,046 141,323 +6,306
Dec00 000807 93.90 93.90 93.90 93.90 +0.10      
Total Volume and Open Interest 12,046 141,323 +6,306
3-Year Aus T-Bonds(SFE)
Sep00 000807 93.78 93.80 93.77 93.80 +0.06 24,122 356,820 -1,140
Dec00 000807 93.79 93.79 93.79 93.79 +0.06 150 1,150 +0
Total Volume and Open Interest 24,272 357,970 -1,140
Gold(CMX)
Aug00 000807 273.5 273.8 272.1 273.1 +0.5 485 438 -3
Oct00 000807 276.9 276.9 275.5 276.1 +0.5 822 7,836 +71
Dec00 000807 279.0 279.6 278.4 279.1 +0.5 21,323 69,894 +3,493
Feb01 000807 281.8 281.8 281.8 281.8 +0.5 153 11,409 +63
Apr01 000807 284.4 284.4 284.4 284.4 +0.5 2 4,026 +1
Jun01 000807 287.0 287.0 287.0 287.0 +0.5 8 8,201 +3
Total Volume and Open Interest 22,794 119,883 +3,655
Silver(CMX)
Sep00 000807 495.0 497.5 494.5 497.0 +2.7 17,529 55,252 +3,353
Dec00 000807 502.0 503.5 500.5 502.9 +2.6 3,314 19,593 +1,759
Mar01 000807 508.0 508.0 507.8 507.8 +2.5 132 2,051 +65
May01 000807 508.0 510.2 508.0 510.2 +2.5 6 823 +6
Jul01 000807 512.6 512.6 512.6 512.6 +2.4 0 1,795 +0
Total Volume and Open Interest 21,209 84,030 +5,402
Platinum(NYM)
Oct00 000807 566.0 566.8 559.0 564.2 -8.6 813 9,025 -20
Jan01 000807 556.0 556.0 551.0 552.2 -8.6 13 616 +0
Total Volume and Open Interest 831 9,646 -15
Palladium(NYME)
Sep00 000807 720.00 747.00 720.00 738.40 -43.35 361 1,302 -35
Dec00 000807 730.00 742.00 730.00 736.40 -42.35 44 912 +7
Mar01 000807 731.40 731.40 731.40 731.40 -42.35 0 5 +0
Total Volume and Open Interest 405 2,219 -28
Copper(CMX)
Sep00 000807 87.20 87.30 86.70 87.10 -0.20 6,028 48,822 -895
Dec00 000807 87.50 87.85 87.25 87.80 unch 1,766 13,874 +1,136
Mar01 000807 87.00 87.30 87.00 87.30 +0.20 38 4,082 +26
May01 000807 86.90 87.05 86.40 87.05 +0.25 2 1,324 +0
Jul01 000807 86.75 86.75 86.75 86.75 +0.30 2 836 +2
Total Volume and Open Interest 8,217 83,431 +13
DJIA Index(CBOT)
Sep00 000807 10810 10955 10800 10924 +124 7,706 13,006 -182
Dec00 000807 10940 11095 10940 11069 +125 0 2,125 +0
Mar01 000807 11217 11217 11217 11217 +125 0 2 +0
Jun01 000807 11373 11373 11373 11373 +125      
Total Volume and Open Interest 10,688 15,321 -732
S & P 500(CME)
Sep00 000807 1473.50 1490.50 1470.50 1486.20 +14.50 53,253 378,166 -1,480
Dec00 000807 1498.00 1511.00 1493.00 1508.60 +14.90 0 7,683 +103
Mar01 000807 1520.20 1532.10 1515.60 1531.40 +15.30 0 1,286 +7
Jun01 000807 1548.10 1558.00 1538.70 1554.60 +15.40 2 1,298 +13
Total Volume and Open Interest 53,257 388,602 -1,357
S & P 500 E-Mini(Globex)
Sep00 000807 1471.25 1490.50 1469.50 1486.25 +14.50 76,989 40,223 -32
Dec00 000807 1501.50 1511.75 1494.00 1508.50 +14.75 2 37 +2
Total Volume and Open Interest 76,991 40,260 -30
NASDAQ 100(CME)
Sep00 000807 3670.00 3755.00 3643.00 3722.50 +90.50 18,868 32,949 -39
Dec00 000807 3783.50 3793.00 3783.50 3783.50 +90.50 0 13 +0
Mar01 000807 3844.50 3854.00 3844.50 3844.50 +90.50 2 4 +0
Total Volume and Open Interest 18,870 32,966 -39
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000807 3632.5 3759.0 3623.5 3722.5 +90.5 51,299 28,270 -1,143
Dec00 000807 3783.5 3797.0 3783.5 3783.5 +90.5 2 16 +0
Total Volume and Open Interest 51,301 28,286 -1,143
NYSE Composite(NYBOT)
Sep00 000807 662.50 667.75 660.00 666.70 +4.95 134 836 +38
Dec00 000807 676.25 676.25 675.95 675.95 +4.95 2 1,496 +0
Mar01 000807 685.20 685.20 685.20 685.20 +4.95 2 102 +2
Total Volume and Open Interest 452 2,435 +157
S & P Midcap 400(CME)
Sep00 000807 508.00 516.00 508.00 514.60 +6.80 139 13,037 +94
Dec00 000807 521.60 522.00 521.60 521.60 +6.80      
Mar01 000807 527.60 528.00 527.60 527.60 +6.80      
Total Volume and Open Interest 139 13,037 +94
Russell 2000(CME)
Sep00 000807 507.00 513.75 507.00 513.00 +6.15 207 11,684 -156
Dec00 000807 520.80 520.80 520.80 520.80 +6.15      
Mar01 000807 528.35 528.35 528.35 528.35 +6.15      
Total Volume and Open Interest 207 11,684 -156
Value Line(KCBT)
Sep00 000807 1105.00 1119.00 1105.00 1116.00 +12.00 57 235 -14
Total Volume and Open Interest 58 237 -13
Nikkei 225(CME)
Sep00 000807 15960 16145 15935 16130 +420 667 15,548 -122
Dec00 000807 16130 16130 16130 16130 +420 0 31 +0
Total Volume and Open Interest 667 15,579 -122
Nikkei 225(SIMEX)
Sep00 000807 15730 16050 15680 15960 +230 11,639 109,628 +172
Dec00 000807 15950 15950 15950 15950 +230 0 5,942 +0
Mar01 000807 15965 15965 15965 15965 +230 0 3,790 +0
Total Volume and Open Interest 11,639 119,775 +172
CAC 40(MATIF)
Aug00 000807 6486.0 6562.0 6470.0 6561.0 +80.0 34,282 223,924 +9,081
Sep00 000807 6493.0 6565.0 6476.0 6565.0 +87.0 738 105,771 +306
Oct00 000807 6575.0 6575.0 6575.0 6575.0 +65.5      
Total Volume and Open Interest 35,209 346,479 +9,531
DAX Index(EUREX)
Sep00 000807 7085.0 7174.0 7074.0 7171.5 +111.5 33,553 161,094 +1,898
Dec00 000807 7190.5 7245.0 7190.5 7243.0 +96.5 207 2,605 +32
Mar01 000807 7283.5 7283.5 7283.5 7283.5 +44.0 6 249 +48
Total Volume and Open Interest 33,766 163,948 +1,978
FT-SE 100(LIFFE)
Sep00 000807 6400.00 6424.00 6381.50 6412.00 +26.00 22,281 270,456 +444
Dec00 000807 6476.00 6495.00 6476.00 6493.00 +26.00 1 5,198 -1
Mar01 000807 6553.00 6553.00 6553.00 6553.00 +26.00 700 2,715 +650
Total Volume and Open Interest 22,982 278,369 +1,093
SPI 200(SFE)
Sep00 000807 3298.0 3326.0 3293.0 3318.0 +33.0 10,079 122,381 +3,838
Dec00 000807 3337.0 3337.0 3337.0 3337.0 +33.0 92 2,598 +0
Mar01 000807 3357.0 3357.0 3357.0 3357.0 +33.0 0 1,056 +0
Total Volume and Open Interest 10,171 126,209 +3,838
GSCI(CME)
Aug00 000807 223.65 223.65 220.05 220.90 -3.70 235 36,028 +96
Sep00 000807 222.95 223.00 220.10 220.80 -2.80 8 97 +5
Oct00 000807 219.00 220.90 219.00 219.00 -2.55 0 19 +0
Total Volume and Open Interest 243 3,614 -32,429
Bridge CRB Index(NYBOT)
Nov00 000807 220.00 220.75 220.00 220.30 -0.05 43 773 +4
Jan01 000807 220.00 220.80 220.00 220.80 -0.55 1 324 +1
Feb01 000807 219.50 219.80 219.50 219.80 -0.55      
Total Volume and Open Interest 113 1,686 -15
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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