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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 August 11, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000811 443.00 455.50 443.00 452.00 +6.25 2,413 1,256 -649
Sep00 000811 444.00 457.00 444.00 452.50 +5.00 4,773 17,099 -228
Nov00 000811 453.50 467.00 453.00 462.00 +5.25 18,936 73,386 -1,744
Jan01 000811 465.00 477.50 464.50 472.25 +5.00 718 9,364 +30
Mar01 000811 473.50 487.50 473.50 482.75 +6.25 386 8,652 +122
May01 000811 484.00 495.50 483.50 493.00 +6.00 453 6,836 +419
Jul01 000811 493.00 504.50 493.00 501.50 +5.50 546 5,909 +56
Total Volume and Open Interest 28,385 124,579 -2,029
Soybean Meal(CBOT)
Aug00 000811 149.00 152.50 148.50 150.60 +0.30 2,313 2,493 -793
Sep00 000811 148.20 152.80 148.00 151.20 +1.50 6,723 17,036 +380
Oct00 000811 147.50 152.50 147.50 151.20 +2.10 1,590 14,196 +158
Dec00 000811 149.00 154.80 149.00 153.20 +2.50 7,268 39,851 +290
Jan01 000811 152.50 155.00 151.00 154.00 +2.80 584 8,262 +59
Mar01 000811 152.00 157.50 152.00 155.70 +2.40 345 6,996 +186
May01 000811 156.00 159.00 156.00 158.00 +2.80 184 4,135 +44
Jul01 000811 160.00 161.00 159.70 160.00 +2.80 53 1,899 +10
Total Volume and Open Interest 19,060 95,487 +334
Soybean Oil(CBOT)
Aug00 000811 15.05 15.25 15.05 15.15 +0.01 246 491 -563
Sep00 000811 15.13 15.37 15.13 15.24 unch 2,893 24,410 -124
Oct00 000811 15.36 15.55 15.36 15.44 +0.01 1,529 15,928 +624
Dec00 000811 15.75 15.93 15.73 15.82 unch 4,541 57,725 +665
Jan01 000811 16.10 16.22 16.09 16.13 -0.01 1,203 15,691 +671
Mar01 000811 16.50 16.62 16.45 16.45 -0.01 185 7,285 -63
May01 000811 16.82 16.99 16.82 16.82 unch 99 6,036 +37
Jul01 000811 17.25 17.40 17.17 17.17 -0.02 111 4,479 +75
Total Volume and Open Interest 10,867 134,649 +1,377
Canola(WCE)
Sep00 000811 246.7 248.2 246.6 246.8 +0.3 238 3,511 +126
Nov00 000811 251.5 254.3 251.5 252.7 +0.2 2,397 37,739 +199
Jan01 000811 258.2 260.0 258.0 259.0 +0.1 365 6,192 +215
Mar01 000811 264.8 264.8 264.6 264.7 -0.1 17 1,130 +5
May01 000811 269.8 269.8 269.8 269.8 +0.8 0 18 +0
Total Volume and Open Interest 3,017 48,805 +545
Corn(CBOT)
Sep00 000811 174.00 176.00 174.00 174.75 -2.50 17,658 104,879 -2,696
Nov00 000811 182.00 184.00 182.00 182.75 -2.50 83 1,447 -9
Dec00 000811 186.00 188.25 185.50 187.25 -2.25 27,358 191,448 +222
Jan01 000811 190.50 190.50 190.50 190.50 -2.25 5 284 +5
Mar01 000811 199.50 200.25 198.50 199.25 -2.50 5,258 45,525 +1,616
May01 000811 206.50 208.00 206.50 207.00 -2.50 1,144 12,002 +652
Total Volume and Open Interest 53,428 386,586 +441
Wheat(CBOT)
Sep00 000811 232.50 238.00 232.50 236.75 +1.00 10,411 43,254 -4,561
Dec00 000811 251.50 256.00 251.00 255.25 +0.75 14,322 70,754 +5,098
Mar01 000811 268.50 272.75 268.00 272.50 +0.75 1,209 20,791 +98
May01 000811 279.25 283.50 279.25 283.00 +1.00 358 1,367 +90
Jul01 000811 288.00 292.00 288.00 291.50 +1.50 235 9,057 +77
Total Volume and Open Interest 26,537 145,724 +804
Wheat(KCBT)
Sep00 000811 271.50 275.00 271.00 274.00 +0.75 6,337 22,916 -3,099
Dec00 000811 286.50 291.00 286.50 290.75 +0.75 6,309 44,602 +2,684
Mar01 000811 301.50 305.50 301.25 305.00 +1.50 579 9,149 +72
May01 000811 311.00 313.00 311.00 312.75 +0.75 43 1,144 +31
Jul01 000811 318.00 320.00 318.00 319.50 +1.00 96 753 +53
Total Volume and Open Interest 13,364 78,569 -259
Wheat(MGE)
Sep00 000811 286.50 289.25 286.50 287.50 -1.25 1,857 10,260 +167
Dec00 000811 303.00 305.25 302.50 303.25 -1.75 1,628 10,455 +70
Mar01 000811 318.00 320.00 317.75 318.25 -2.25 212 2,981 +39
May01 000811 327.25 328.50 327.00 327.25 -1.75 16 354 +16
Jul01 000811 336.50 336.50 335.00 335.00 -2.50 0 149 +0
Total Volume and Open Interest 3,713 24,259 +292
Oats(CBOT)
Sep00 000811 97.00 98.75 97.00 98.50 -0.75 354 6,198 -94
Dec00 000811 107.50 108.75 107.50 108.50 -0.50 220 8,227 -15
Mar01 000811 116.75 118.00 116.75 118.00 -0.50 33 1,122 -129
May01 000811 123.50 123.50 123.50 123.50 -1.00 0 22 +0
Total Volume and Open Interest 618 15,643 -227
Rough Rice(CBOT)
Sep00 000811 5.85 5.90 5.75 5.82 -0.16 61 1,581 -6
Nov00 000811 5.95 5.99 5.88 5.91 -0.17 80 2,542 -16
Jan01 000811 6.15 6.22 6.15 6.15 -0.15 3 1,789 -3
Mar01 000811 6.38 6.40 6.35 6.35 -0.16 6 378 -1
Total Volume and Open Interest 150 6,370 -26
Live Cattle(CME)
Aug00 000811 66.250 67.050 66.200 66.875 +1.000 4,215 11,378 -1,385
Oct00 000811 68.250 69.000 68.200 68.875 +0.900 5,221 57,178 +442
Dec00 000811 70.200 70.700 70.200 70.450 +0.475 2,797 26,569 +563
Feb01 000811 72.075 72.250 71.950 72.175 +0.400 447 12,571 -27
Apr01 000811 74.000 74.250 74.000 74.175 +0.325 291 7,399 +74
Jun01 000811 71.900 72.200 71.900 72.125 +0.300 83 3,415 -2
Total Volume and Open Interest 13,104 121,005 -339
Feeder Cattle(CME)
Aug00 000811 86.350 86.575 86.300 86.375 +0.300 747 5,575 -28
Sep00 000811 86.350 86.800 86.350 86.525 +0.475 153 3,418 +2
Oct00 000811 87.325 87.550 87.250 87.350 +0.275 895 5,272 +202
Nov00 000811 87.800 88.050 87.750 87.750 +0.250 264 2,772 +61
Jan01 000811 88.000 88.250 88.000 88.150 +0.350 142 2,169 +49
Mar01 000811 87.900 88.050 87.900 87.950 +0.250 35 962 +23
Apr01 000811 87.300 87.750 87.300 87.700 +0.450 9 210 +7
Total Volume and Open Interest 2,258 21,035 +316
Lean Hogs(CME)
Aug00 000811 62.050 62.500 62.050 62.350 +0.300 1,749 5,028 -574
Oct00 000811 55.500 56.150 55.200 55.950 +0.475 2,680 18,315 +74
Dec00 000811 52.350 52.975 52.150 52.675 +0.350 912 10,111 +179
Feb01 000811 52.350 52.900 52.175 52.600 +0.175 261 3,324 +83
Apr01 000811 51.550 51.700 51.150 51.350 -0.125 38 1,620 -2
Jun01 000811 58.200 58.300 58.100 58.125 +0.025 17 567 +3
Jul01 000811 56.750 56.950 56.700 56.950 +0.225 4 123 +4
Aug01 000811 55.600 55.900 55.250 55.300 +0.050 15 48 +9
Total Volume and Open Interest 5,676 39,136 -224
Pork Bellies(CME)
Aug00 000811 79.000 79.000 77.175 77.175 -3.000 799 717 -306
Feb01 000811 68.700 69.800 68.200 68.975 +0.125 552 1,042 +83
Mar01 000811 68.650 69.400 68.500 68.900 -1.350 0 15 +0
May01 000811 69.400 69.400 69.400 69.400 -0.300 0 2 +0
Jul01 000811 70.600 70.600 70.200 70.600 +0.100 2 3 -2
Total Volume and Open Interest 1,353 1,779 -225
Cocoa(NYBOT)
Sep00 000811 780 780 767 769 unch 2,938 18,044 -1,931
Dec00 000811 815 818 809 811 +1 3,830 40,084 +1,200
Mar01 000811 853 854 846 847 unch 545 15,832 +106
May01 000811 876 878 871 871 +1 249 8,216 -64
Jul01 000811 895 895 895 895 +1 0 8,048 +0
Sep01 000811 921 921 921 921 +1 1 7,263 +1
Dec01 000811 955 955 955 955 +1 75 7,951 -27
Total Volume and Open Interest 7,806 117,098 -547
Coffee "C"(NYBOT)
Sep00 000811 79.60 81.00 79.60 80.65 +1.05 5,813 19,956 -1,487
Dec00 000811 85.00 85.90 84.60 85.70 +1.15 3,595 14,339 +761
Mar01 000811 89.50 90.75 89.50 90.20 +1.15 389 4,712 +60
May01 000811 92.50 93.50 92.25 92.70 +1.00 44 1,314 +29
Jul01 000811 95.75 96.10 95.60 95.60 +1.00 58 436 +54
Sep01 000811 98.25 98.50 98.25 98.50 +1.00 9 661 +1
Total Volume and Open Interest 9,908 41,478 -582
Orange Juice(NYBOT)
Sep00 000811 74.05 74.60 73.50 74.15 +0.65 1,102 12,673 -473
Nov00 000811 76.30 76.40 75.60 76.00 +0.55 754 9,699 +434
Jan01 000811 77.50 78.40 77.30 77.50 +0.40 28 3,646 +18
Mar01 000811 79.00 79.25 78.80 79.20 +0.50 130 3,955 +100
May01 000811 80.45 80.45 80.45 80.45 +0.50 0 558 +0
Total Volume and Open Interest 4,514 31,212 +79
Sugar #11(NYBOT)
Oct00 000811 10.25 10.72 10.25 10.65 +0.24 8,643 81,497 -947
Mar01 000811 10.05 10.37 10.05 10.28 +0.12 3,618 51,440 -283
May01 000811 9.83 10.10 9.83 10.03 +0.13 608 11,922 +98
Jul01 000811 9.50 9.68 9.50 9.62 +0.06 604 11,894 -49
Oct01 000811 9.33 9.44 9.33 9.44 +0.06 156 10,112 -32
Total Volume and Open Interest 13,869 172,462 -1,086
London Cocoa(LCE)
Sep00 000811 581 588 576 577 -1 2,197 23,696 -1,815
Dec00 000811 617 623 612 613 -2 2,675 55,147 -1,030
Mar01 000811 636 643 633 634 -2 897 36,912 +230
May01 000811 650 653 649 650 -2 77 19,953 -67
Jul01 000811 669 669 666 666 -2 95 7,176 +42
Sep01 000811 683 686 680 681 -2 45 4,878 +38
Dec01 000811 710 710 707 707 -1 0 4,093 +0
Total Volume and Open Interest 6,136 180,084 -2,457
London Coffee(LCE)
Sep00 000811 798.00 810.00 797.00 807.00 +5.00 1,745 23,557 -602
Nov00 000811 820.00 828.00 816.00 825.00 +3.00 1,948 22,604 +421
Jan01 000811 833.00 845.00 833.00 842.00 +2.00 664 7,495 +226
Mar01 000811 860.00 866.00 860.00 864.00 unch 420 2,084 +135
May01 000811 890.00 893.00 887.00 887.00 -1.00 79 1,657 -9
Jul01 000811 911.00 911.00 911.00 911.00 -1.00 65 157 +52
Total Volume and Open Interest 4,921 57,557 +223
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000811 268.00 272.50 264.00 271.40 +3.00 1,423 15,022 -912
Dec00 000811 265.00 270.00 263.00 269.50 +2.80 828 8,146 +449
Mar01 000811 262.00 267.80 251.50 267.10 +3.10 891 9,275 +393
May01 000811 258.50 262.00 257.00 262.00 +2.50 5 1,435 -5
Total Volume and Open Interest 3,148 38,959 -76
Cotton(NYBOT)
Oct00 000811 61.90 62.70 61.66 61.73 +0.87 826 4,044 -76
Dec00 000811 63.90 64.60 63.60 63.73 +0.96 9,894 33,138 +192
Mar01 000811 65.80 66.00 65.00 65.43 +1.13 1,338 9,022 +347
May01 000811 66.10 66.50 66.10 66.32 +1.23 774 6,085 +236
Jul01 000811 66.90 67.40 66.90 67.40 +1.50 154 2,092 +29
Oct01 000811 65.90 65.90 65.90 65.90 +0.65 101 569 +100
Total Volume and Open Interest 26,090 57,243 +829
Lumber(CME)
Sep00 000811 249.8 249.8 237.7 237.7 -10.0 425 2,140 +27
Nov00 000811 258.3 258.3 247.7 247.7 -10.0 225 1,078 +1
Jan01 000811 265.5 265.6 257.5 257.5 -7.8 33 265 -7
Mar01 000811 269.1 269.5 262.1 262.1 -7.0 10 181 -12
Total Volume and Open Interest 693 3,721 +9
Crude Oil(NYM)
Sep00 000811 31.10 31.85 30.90 31.02 -0.32 81,740 83,915 -4,195
Oct00 000811 30.60 31.35 30.50 30.58 -0.29 63,914 81,972 +11,507
Nov00 000811 30.07 30.65 29.90 29.98 -0.27 14,477 36,171 +1,923
Dec00 000811 29.60 30.10 29.25 29.42 -0.28 15,553 41,762 +465
Jan01 000811 29.07 29.50 28.89 28.89 -0.28 3,075 21,261 +594
Feb01 000811 28.45 29.00 28.38 28.38 -0.29 1,041 10,509 -193
Mar01 000811 28.05 28.50 27.92 27.92 -0.30 1,166 9,993 +227
Apr01 000811 27.49 27.49 27.49 27.49 -0.31 711 6,913 +370
May01 000811 27.18 27.49 27.09 27.09 -0.33 442 5,695 -124
Jun01 000811 26.80 27.29 26.74 26.74 -0.35 2,148 17,180 +546
Total Volume and Open Interest 189,437 429,871 +12,412
Heating Oil(NYM)
Sep00 000811 85.40 88.00 85.25 85.82 -0.46 20,828 31,975 -1,604
Oct00 000811 85.50 87.70 85.25 85.71 -0.48 12,108 30,614 +2,989
Nov00 000811 85.50 87.35 85.10 85.51 -0.48 4,970 20,138 +565
Dec00 000811 84.90 87.00 84.65 85.16 -0.48 5,691 28,725 -530
Jan01 000811 84.30 86.20 84.00 84.31 -0.48 3,424 17,782 +110
Feb01 000811 82.20 84.00 82.10 82.36 -0.58 1,397 12,755 +272
Mar01 000811 78.20 79.95 78.11 78.11 -0.83 987 9,145 -7
Apr01 000811 74.90 76.25 74.31 74.31 -0.93 685 4,673 +8
May01 000811 72.20 73.05 71.31 71.31 -1.23 47 2,164 +25
Jun01 000811 70.10 70.60 69.41 69.41 -1.33 79 2,779 +39
Total Volume and Open Interest 50,243 164,066 +1,892
Unleaded Gas(NYM)
Sep00 000811 92.10 92.85 90.90 91.19 -1.45 26,320 29,552 +664
Oct00 000811 85.20 86.60 84.80 85.00 -0.78 13,101 16,355 +2,187
Nov00 000811 82.05 83.30 81.95 81.95 -0.78 1,774 5,266 +85
Dec00 000811 80.70 81.60 80.25 80.25 -0.83 638 5,835 +252
Jan01 000811 80.10 80.40 79.45 79.45 -0.88 383 1,809 -6
Feb01 000811 79.40 79.40 79.40 79.40 -0.90 26 2,956 -16
Mar01 000811 79.55 79.55 79.55 79.55 -0.95 1 1,021 -26
Apr01 000811 84.25 84.25 84.25 84.25 -1.10 0 1,254 +0
Total Volume and Open Interest 42,244 64,740 +3,141
Natural Gas(NYM)
Sep00 000811 4.455 4.480 4.395 4.475 +0.007 31,616 43,415 -7
Oct00 000811 4.425 4.465 4.390 4.461 +0.008 10,609 32,983 +1,453
Nov00 000811 4.470 4.500 4.420 4.495 +0.007 4,674 18,606 -114
Dec00 000811 4.520 4.555 4.490 4.550 +0.012 3,324 27,418 -259
Jan01 000811 4.495 4.522 4.480 4.522 +0.012 2,157 27,700 +48
Feb01 000811 4.235 4.258 4.210 4.258 +0.013 820 16,467 -123
Mar01 000811 3.980 4.001 3.970 4.001 +0.015 1,783 19,922 +247
Apr01 000811 3.725 3.750 3.725 3.748 +0.015 1,062 11,631 -381
Total Volume and Open Interest 58,967 334,744 +638
Brent Crude Oil(IPE)
Sep00 000811 30.65 31.44 30.50 30.57 -0.31 26,337 44,928 -3,283
Oct00 000811 29.22 29.70 28.95 28.99 -0.39 50,522 76,491 +1,201
Nov00 000811 28.75 29.30 28.65 28.74 -0.19 13,197 29,143 +2,343
Dec00 000811 28.31 28.88 28.30 28.34 -0.16 7,766 39,283 +910
Jan01 000811 27.80 28.35 27.80 27.81 -0.17 1,795 14,079 +93
Feb01 000811 27.42 27.55 27.31 27.31 -0.19 630 10,590 -205
Mar01 000811 26.86 27.20 26.81 26.81 -0.18 857 8,674 +245
Apr01 000811 26.47 26.64 26.34 26.34 -0.20 800 3,609 +600
Total Volume and Open Interest 103,354 266,197 +2,129
Gas Oil(IPE)
Sep00 000811 264.50 269.50 261.25 269.50 +7.75 15,240 41,361 -1,821
Oct00 000811 259.50 266.50 258.50 266.50 +7.75 5,919 23,750 +942
Nov00 000811 255.25 261.75 254.75 261.50 +7.00 1,097 9,933 -147
Dec00 000811 251.75 258.50 251.25 257.50 +6.50 2,596 30,903 +125
Jan01 000811 245.50 253.25 245.50 252.25 +5.75 485 8,015 +165
Feb01 000811 238.50 245.25 238.50 245.25 +5.50 0 3,334 +0
Mar01 000811 231.50 238.00 231.50 238.00 +5.00 0 3,511 +0
Apr01 000811 229.00 232.25 227.75 230.75 +4.50 250 1,465 -155
Total Volume and Open Interest 33,626 131,608 -7,015
US Dollar Index(NYBOT)
Sep00 000811 110.75 111.15 110.15 111.06 +0.32 397 4,380 -35
Dec00 000811 110.35 110.76 110.12 110.76 +0.32 6 2,053 +1
Mar01 000811 110.46 110.46 110.46 110.46 +0.32 403 6,433 -34
Total Volume and Open Interest 756 6,433 -34
Australian Dollar(IMM)
Sep00 000811 58.21 58.26 57.85 57.98 -0.24 1,099 16,508 -187
Dec00 000811 58.30 58.30 57.98 58.04 -0.24 118 1,018 +76
Mar01 000811 58.10 58.10 58.10 58.10 -0.24 0 684 +0
Total Volume and Open Interest 1,217 18,211 -111
British Pound(IMM)
Sep00 000811 150.84 150.88 150.18 150.38 +0.58 1,733 31,003 -122
Dec00 000811 150.90 151.10 150.50 150.60 +0.58 20 410 +39
Mar01 000811 150.80 151.30 150.80 150.80 +0.58 0 12 +0
Total Volume and Open Interest 2,642 31,426 -82
Canadian Dollar(IMM)
Sep00 000811 67.52 67.58 67.40 67.52 -0.03 15,686 61,641 +2,252
Dec00 000811 67.69 67.75 67.52 67.69 -0.03 104 4,832 +3
Mar01 000811 67.79 67.86 67.79 67.86 -0.03 1 632 +2
Jun01 000811 68.03 68.03 68.03 68.03 -0.03 0 142 +0
Total Volume and Open Interest 15,793 67,259 +2,258
Japanese Yen(IMM)
Sep00 000811 92.55 92.93 92.43 92.56 +0.08 13,402 74,995 -21
Dec00 000811 94.15 94.40 93.91 94.07 +0.08 176 3,086 +6
Mar01 000811 95.61 95.61 95.61 95.61 +0.08 0 136 +0
Total Volume and Open Interest 13,578 78,218 -15
Swiss Franc(IMM)
Sep00 000811 59.01 59.03 58.23 58.33 -0.52 8,086 49,492 +796
Dec00 000811 59.42 59.43 58.73 58.79 -0.53 16 376 +12
Mar01 000811 59.23 59.23 59.20 59.23 -0.53 0 3 +0
Total Volume and Open Interest 6,852 49,871 +808
EuroFX(IMM)
Sep00 000811 91.51 91.51 90.42 90.52 -0.45 11,179 67,886 +49
Dec00 000811 91.90 91.90 90.89 90.93 -0.46 66 1,139 -1
Mar01 000811 91.90 92.23 91.32 91.32 -0.46 0 172 +0
Total Volume and Open Interest 10,913 69,149 +428
Mexican Peso(IMM)
Sep00 000811 10620.0 10730.0 10605.0 10685.0 +70.0 1,224 14,018 +332
Dec00 000811 10365.0 10450.0 10365.0 10430.0 +75.0 150 1,859 +34
Total Volume and Open Interest 1,460 16,833 +395
30-Year T-Bonds(CBOT)
Sep00 000811 100~03 100~12 99~15 99~21 -0~13 221,979 421,684 +10,840
Dec00 000811 100~00 100~11 99~16 99~20 -0~13 1,290 16,752 +273
Mar01 000811 99~19 99~21 99~19 99~21 -0~12 212 1,500 -23
Total Volume and Open Interest 223,481 440,011 +11,090
Municipal Bonds(CBOT)
Sep00 000811 99~07 99~11 98~21 98~26 -0~11 603 22,161 -46
Dec00 000811 98~12 98~12 97~31 98~00 -0~11 0 418 -3
Total Volume and Open Interest 603 22,579 -49
10-Year T-Notes(CBOT)
Sep00 000811 100~005 100~070 99~165 99~190 -0~125 161,348 562,781 -4,987
Dec00 000811 99~315 100~040 99~140 99~165 -0~125 4,004 50,423 +1,349
Total Volume and Open Interest 165,352 613,229 -3,638
5-Year T-Notes(CBOT)
Sep00 000811 99~295 100~000 99~170 99~190 -0~090 47,668 399,352 -1,286
Dec00 000811 100~020 100~020 99~210 99~220 -0~090 2,627 15,583 +1,995
Total Volume and Open Interest 50,295 414,935 +709
2 Year T-Notes(CBOT)
Sep00 000811 99~082 99~088 99~060 99~063 -0~019 4,723 51,894 -2,741
Dec00 000811 99~057 99~057 99~057 99~057 -0~019      
Total Volume and Open Interest 4,723 51,894 -2,741
3-Mth T-Bills(IMM)
Sep00 000811 93.89 93.89 93.87 93.87 -0.03 140 1,060 +100
Total Volume and Open Interest 140 1,060 +100
Eurodollars(IMM)
Sep00 000811 93.295 93.300 93.275 93.285 -0.010 43,449 599,837 -3,141
Dec00 000811 93.165 93.175 93.110 93.120 -0.050 50,621 549,230 +2,911
Mar01 000811 93.250 93.260 93.150 93.170 -0.085 72,085 477,158 +6,235
Jun01 000811 93.245 93.245 93.135 93.145 -0.100 32,151 281,592 -1,151
Sep01 000811 93.235 93.240 93.125 93.145 -0.090 24,963 229,888 +1,921
Dec01 000811 93.180 93.180 93.070 93.080 -0.100 10,253 172,750 +429
Mar02 000811 93.230 93.235 93.120 93.135 -0.090 11,209 138,136 -249
Jun02 000811 93.220 93.225 93.115 93.120 -0.095 7,748 105,308 +943
Sep02 000811 93.210 93.220 93.110 93.115 -0.090 5,300 98,615 -315
Dec02 000811 93.145 93.155 93.055 93.055 -0.085 3,007 75,458 +659
Mar03 000811 93.180 93.195 93.095 93.105 -0.075 2,737 73,263 -117
Jun03 000811 93.160 93.170 93.080 93.085 -0.070 2,772 49,574 +368
Total Volume and Open Interest 283,459 3,235,841 +8,154
3-Mth Euro-Yen(IMM)
Sep00 000811 99.64 99.65 99.64 99.65 -0.02 2,109 13,306 -1,513
Dec00 000811 99.55 99.56 99.55 99.56 unch 1,160 10,886 +384
Mar01 000811 99.51 99.52 99.51 99.51 -0.02 419 12,778 -34
Jun01 000811 99.43 99.43 99.43 99.43 unch 1,197 8,623 -212
Sep01 000811 99.32 99.33 99.32 99.33 +0.01 802 15,272 +136
Dec01 000811 99.18 99.19 99.18 99.19 +0.01 193 3,012 -69
Mar02 000811 99.07 99.07 99.07 99.07 unch 1 2,253 +0
Jun02 000811 98.96 98.96 98.96 98.96 unch 0 674 +0
Sep02 000811 98.86 98.86 98.86 98.86 unch 0 31 +0
Dec02 000811 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 5,881 66,865 -1,308
3-Mth Euro-Yen(SIMEX)
Sep00 000811 99.67 99.68 99.64 99.65 -0.02 81 90,316 +704
Dec00 000811 99.55 99.57 99.54 99.56 unch 15,594 108,440 +4,380
Mar01 000811 99.51 99.54 99.50 99.51 unch 13,651 103,182 +1,710
Jun01 000811 99.42 99.46 99.41 99.43 unch 8,237 80,996 +52
Sep01 000811 99.31 99.35 99.31 99.32 unch 1,626 59,221 -311
Dec01 000811 99.18 99.19 99.18 99.18 unch 699 23,972 +52
Mar02 000811 99.07 99.07 99.07 99.07 unch 152 14,479 +98
Jun02 000811 98.96 98.97 98.95 98.96 unch 1 3,209 +513
Total Volume and Open Interest 40,141 487,384 +7,258
German Euro-Bund(EUREX)
Sep00 000811 106.00 106.26 105.76 105.77 -0.15 477,811 598,618 -11,699
Dec00 000811 105.60 105.92 105.46 105.46 -0.17 2,720 33,003 -489
Mar01 000811 105.75 105.75 105.37 105.37 -0.20 0 856 -132
Total Volume and Open Interest 480,531 632,477 -12,320
German Euro-Bobl(EUREX)
Sep00 000811 103.39 103.40 103.12 103.15 -0.23 176,036 276,839 +2,656
Dec00 000811 103.04 103.04 103.04 103.04 -0.23 1,258 10,650 +32
Mar01 000811 102.85 102.85 102.85 102.85 -0.23 0 547 +0
Total Volume and Open Interest 177,294 288,036 +2,688
Long Gilt(LIFFE)
Sep00 000811 113~11 113~31 113~03 113~18 +0~07 14,426 56,836 +1,087
Dec00 000811 112~31 113~20 112~31 113~09 +0~08 571 5,488 +291
Total Volume and Open Interest 14,997 62,324 +1,378
3-Mth Short Sterling(LIFFE)
Sep00 000811 93.74 93.75 93.73 93.73 -0.02 8,346 191,697 -2,105
Dec00 000811 93.67 93.67 93.64 93.65 -0.02 19,270 195,572 -1,855
Mar01 000811 93.65 93.66 93.63 93.63 -0.03 11,044 146,653 +221
Total Volume and Open Interest 54,774 847,808 -1,463
3-Mth Euribor(LIFFE)
Sep00 000811 95.115 95.115 95.045 95.045 -0.075 41,247 309,329 -6,214
Dec00 000811 94.800 94.800 94.710 94.715 -0.095 42,186 281,079 +9,952
Mar01 000811 94.765 94.765 94.680 94.685 -0.095 30,059 185,435 -484
Total Volume and Open Interest 158,800 1,240,285 +5,300
3-Mth Aus T-Bills(SFE)
Sep00 000811 93.48 93.48 93.46 93.47 -0.01 22,560 215,184 +10,738
Dec00 000811 93.40 93.40 93.37 93.39 unch 21,462 137,904 +6,389
Mar01 000811 93.36 93.38 93.36 93.37 unch 6,201 52,136 +490
Jun01 000811 93.36 93.37 93.36 93.36 -0.01 1,322 23,911 +863
Sep01 000811 93.34 93.36 93.34 93.36 +0.01 552 12,125 +75
Dec01 000811 93.34 93.35 93.34 93.34 +0.01 303 7,316 +73
Mar02 000811 93.33 93.35 93.33 93.33 +0.02 155 5,726 -221
Jun02 000811 93.31 93.32 93.31 93.32 +0.03 102 3,767 -70
Sep02 000811 93.30 93.30 93.30 93.30 +0.03 0 1,727 +0
Dec02 000811 93.27 93.27 93.27 93.27 +0.01 0 1,575 +0
Total Volume and Open Interest 52,662 465,752 +18,342
10-Year Aus T-Bonds(SFE)
Sep00 000811 93.86 93.89 93.81 93.82 -0.02 12,216 154,089 +6,734
Dec00 000811 93.83 93.83 93.83 93.83 0.00 40 20 +20
Total Volume and Open Interest 12,256 154,109 +6,754
3-Year Aus T-Bonds(SFE)
Sep00 000811 93.76 93.76 93.73 93.74 unch 54,334 382,406 +40,031
Dec00 000811 93.74 93.74 93.74 93.74 +0.01 0 1,150 +0
Total Volume and Open Interest 54,334 383,556 +40,031
Gold(CMX)
Aug00 000811 273.2 275.1 273.2 275.1 +3.1 212 310 -66
Oct00 000811 275.3 278.0 275.0 277.4 +2.7 439 8,311 +209
Dec00 000811 278.4 280.5 277.7 280.3 +2.7 12,203 76,192 +2,629
Feb01 000811 280.8 282.8 280.8 282.8 +2.7 3,147 12,373 +294
Apr01 000811 285.3 285.3 285.3 285.3 +2.7 14 3,976 +5
Jun01 000811 285.4 287.8 285.4 287.8 +2.7 871 8,319 +102
Total Volume and Open Interest 16,970 128,101 +3,288
Silver(CMX)
Sep00 000811 494.0 496.5 493.0 494.5 +2.0 6,436 58,144 -208
Dec00 000811 500.5 503.0 499.5 501.0 +2.1 3,014 24,659 +1,263
Mar01 000811 506.1 506.1 506.1 506.1 +2.1 1 2,191 +0
May01 000811 508.0 508.6 508.0 508.6 +2.1 8 827 +3
Jul01 000811 511.1 511.1 511.1 511.1 +2.1 0 1,754 +0
Total Volume and Open Interest 9,653 92,324 +1,199
Platinum(NYM)
Oct00 000811 565.5 570.9 561.0 566.4 -15.4 593 8,859 -64
Jan01 000811 559.0 559.0 555.4 555.4 -15.4 65 698 +47
Total Volume and Open Interest 658 9,562 -17
Palladium(NYME)
Sep00 000811 793.00 793.00 775.00 785.50 -7.40 293 852 -270
Dec00 000811 790.00 790.00 780.00 785.00 -4.90 201 1,216 +166
Mar01 000811 780.00 780.00 780.00 780.00 -4.90 0 5 +0
Total Volume and Open Interest 494 2,073 -104
Copper(CMX)
Sep00 000811 86.45 86.85 85.60 85.95 -0.50 7,462 44,976 -2,118
Dec00 000811 87.20 87.35 86.40 86.65 -0.45 1,339 16,083 +617
Mar01 000811 86.65 86.65 86.00 86.10 -0.50 171 4,221 +49
May01 000811 86.00 86.00 85.80 85.80 -0.50 6 1,400 +6
Jul01 000811 85.45 85.45 85.45 85.45 -0.50 0 843 +0
Total Volume and Open Interest 9,602 81,449 -1,567
DJIA Index(CBOT)
Sep00 000811 10990 11119 10925 11085 +113 6,498 12,577 -281
Dec00 000811 11110 11260 11110 11233 +115 4 2,127 +3
Mar01 000811 11383 11383 11383 11383 +116 0 12 +10
Jun01 000811 11539 11539 11539 11539 +116      
Total Volume and Open Interest 9,998 14,990 +15
S & P 500(CME)
Sep00 000811 1470.00 1484.50 1461.00 1478.50 +4.20 42,680 376,597 +1,226
Dec00 000811 1493.00 1506.00 1483.30 1500.60 +4.20 1,405 9,899 +1,051
Mar01 000811 1510.10 1528.00 1508.20 1523.70 +4.50 13 1,283 -10
Jun01 000811 1530.80 1551.10 1530.80 1546.90 +4.70 8 1,299 -2
Total Volume and Open Interest 44,114 389,243 +2,259
S & P 500 E-Mini(Globex)
Sep00 000811 1473.25 1484.75 1460.50 1478.50 +4.25 57,852 43,623 -790
Dec00 000811 1489.00 1506.00 1485.50 1500.50 +4.00 10 45 +6
Total Volume and Open Interest 57,862 43,668 -784
NASDAQ 100(CME)
Sep00 000811 3602.00 3673.00 3543.00 3663.50 +33.00 15,008 31,913 +385
Dec00 000811 3724.50 3724.50 3724.50 3724.50 +33.00 0 13 +0
Mar01 000811 3785.50 3785.50 3785.50 3785.50 +33.00 0 4 +0
Total Volume and Open Interest 15,008 31,930 +385
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000811 3627.0 3672.0 3542.5 3663.5 +33.0 36,446 30,973 +471
Dec00 000811 3724.5 3724.5 3620.5 3724.5 +33.0 3 16 -1
Total Volume and Open Interest 36,449 30,989 +470
NYSE Composite(NYBOT)
Sep00 000811 662.00 669.75 662.00 667.35 +3.45 45 793 +8
Dec00 000811 676.60 676.60 676.60 676.60 +3.45 0 1,496 +0
Mar01 000811 685.85 685.85 685.85 685.85 +3.45 0 102 +0
Total Volume and Open Interest 285 2,427 +159
S & P Midcap 400(CME)
Sep00 000811 507.00 516.90 505.10 516.90 +9.90 307 12,836 -31
Dec00 000811 523.90 523.90 523.90 523.90 +9.90      
Mar01 000811 529.90 529.90 529.90 529.90 +9.90      
Total Volume and Open Interest 307 12,836 -31
Russell 2000(CME)
Sep00 000811 503.00 515.50 499.70 515.25 +10.60 1,262 11,322 -198
Dec00 000811 523.05 523.05 523.05 523.05 +10.60      
Mar01 000811 530.60 530.60 530.60 530.60 +10.60      
Total Volume and Open Interest 1,262 11,322 -198
Value Line(KCBT)
Sep00 000811 1106.00 1129.50 1106.00 1127.00 +18.00 33 194 -9
Total Volume and Open Interest 33 197 -9
Nikkei 225(CME)
Sep00 000811 16200 16260 16105 16205 +265 546 15,441 +98
Dec00 000811 16350 16350 16205 16205 +265 0 30 +0
Total Volume and Open Interest 546 15,471 +98
Nikkei 225(SIMEX)
Sep00 000811 15920 16200 15840 16175 +220 9,542 105,302 -1,246
Dec00 000811 16165 16165 16165 16165 +220 0 7,122 +0
Mar01 000811 16180 16180 16180 16180 +220 0 3,790 +0
Total Volume and Open Interest 9,542 116,629 -1,246
CAC 40(MATIF)
Aug00 000811 6578.0 6608.0 6535.0 6595.0 +29.0 22,138 239,138 -1,767
Sep00 000811 6584.0 6608.0 6540.5 6597.5 +25.5 926 108,039 +683
Oct00 000811 6590.5 6590.5 6590.5 6590.5 -19.5      
Total Volume and Open Interest 23,250 365,191 -984
DAX Index(EUREX)
Sep00 000811 7300.0 7362.0 7256.0 7351.0 +44.5 26,776 163,452 -583
Dec00 000811 7382.5 7440.5 7364.0 7378.0 -18.0 126 2,777 +132
Mar01 000811 7498.0 7498.0 7497.5 7497.5 +5.0 29 243 +3
Total Volume and Open Interest 26,931 166,472 -448
FT-SE 100(LIFFE)
Sep00 000811 6401.00 6418.50 6357.50 6417.00 +17.00 23,662 271,565 -168
Dec00 000811 6447.50 6498.00 6447.50 6498.00 +17.00 11 6,781 +10
Mar01 000811 6532.00 6558.00 6532.00 6558.00 +16.00 0 3,115 +0
Total Volume and Open Interest 23,673 281,461 -158
SPI 200(SFE)
Sep00 000811 3314.0 3324.0 3311.0 3323.0 +7.0 6,389 111,263 -16
Dec00 000811 3342.0 3342.0 3342.0 3342.0 +6.0 55 2,798 +42
Mar01 000811 3362.0 3362.0 3362.0 3362.0 +7.0 0 1,056 +0
Total Volume and Open Interest 6,444 115,291 +26
GSCI(CME)
Aug00 000811 228.95 232.50 228.90 229.95 -0.30 12,957 8,170 -12,195
Sep00 000811 228.80 231.40 228.20 229.10 -0.30 11,820 26,963 +11,419
Oct00 000811 226.50 229.00 226.50 226.50 -0.40 0 29 +0
Total Volume and Open Interest 24,777 35,162 -776
Bridge CRB Index(NYBOT)
Nov00 000811 219.50 221.50 219.00 220.75 +0.15 57 521 +24
Jan01 000811 220.75 222.40 220.75 221.60 +0.15 0 645 +0
Feb01 000811 220.95 220.95 220.95 220.95 +0.15 30 347 +12
Total Volume and Open Interest 187 1,648 -6
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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