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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 14, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Aug00 000814 452.00 454.00 452.00 452.25 +0.25 1,683 535 -721
Sep00 000814 452.50 456.50 452.00 456.00 +3.50 4,719 16,377 -722
Nov00 000814 461.50 465.50 460.00 465.00 +3.00 39,150 77,363 +3,977
Jan01 000814 472.50 476.00 472.00 475.75 +3.50 662 9,354 -10
Mar01 000814 482.50 485.50 482.00 485.00 +2.25 506 8,675 +23
May01 000814 491.00 495.00 490.00 494.25 +1.25 140 6,865 +29
Jul01 000814 500.00 503.50 499.00 503.00 +1.50 415 6,111 +202
Total Volume and Open Interest 47,364 127,361 +2,782
Soybean Meal(CBOT)
Aug00 000814 150.30 153.90 150.10 153.40 +2.80 2,604 1,297 -1,196
Sep00 000814 151.00 152.40 150.70 152.20 +1.00 5,486 16,700 -336
Oct00 000814 151.00 152.10 150.80 151.80 +0.60 2,104 13,930 -266
Dec00 000814 152.80 154.20 152.50 154.10 +0.90 11,935 39,093 -758
Jan01 000814 154.40 155.30 153.90 155.00 +1.00 376 8,155 -107
Mar01 000814 155.70 157.00 155.70 157.00 +1.30 158 7,027 +31
May01 000814 158.00 158.80 157.60 158.80 +0.80 17 4,140 +5
Jul01 000814 160.40 161.00 160.00 160.80 +0.80 13 1,900 +1
Total Volume and Open Interest 22,695 92,863 -2,624
Soybean Oil(CBOT)
Aug00 000814 15.15 15.18 15.13 15.13 -0.02 144 320 -171
Sep00 000814 15.22 15.31 15.20 15.29 +0.05 4,357 23,178 -1,232
Oct00 000814 15.41 15.50 15.41 15.49 +0.05 884 16,223 +295
Dec00 000814 15.80 15.89 15.78 15.87 +0.05 4,246 57,419 -306
Jan01 000814 16.10 16.17 16.08 16.16 +0.03 1,372 15,801 +110
Mar01 000814 16.45 16.55 16.45 16.53 +0.08 678 7,429 +144
May01 000814 16.82 16.90 16.82 16.84 +0.02 310 6,137 +101
Jul01 000814 17.20 17.23 17.15 17.20 +0.03 129 4,583 +104
Total Volume and Open Interest 12,200 133,753 -896
Canola(WCE)
Sep00 000814 247.5 248.2 246.7 248.1 +1.3 137 3,584 +73
Nov00 000814 252.9 254.4 252.7 254.1 +1.4 3,628 37,269 -470
Jan01 000814 259.3 260.4 258.8 260.3 +1.3 70 6,195 +3
Mar01 000814 266.1 266.1 266.1 266.1 +1.4 12 1,127 -3
May01 000814 271.0 271.0 271.0 271.0 +1.2 0 18 +0
Total Volume and Open Interest 3,847 48,193 -612
Corn(CBOT)
Sep00 000814 174.50 176.25 174.25 175.75 +1.00 18,551 105,657 +778
Nov00 000814 183.50 184.00 183.25 183.75 +1.00 138 1,410 -37
Dec00 000814 187.25 188.75 186.75 188.00 +0.75 46,344 195,459 +4,011
Jan01 000814 192.25 192.25 191.00 191.50 +1.00 0 284 +0
Mar01 000814 199.00 200.50 198.75 200.00 +0.75 9,079 47,666 +2,141
May01 000814 207.00 208.25 206.75 207.75 +0.75 1,799 12,912 +910
Total Volume and Open Interest 80,088 395,949 +9,363
Wheat(CBOT)
Sep00 000814 236.50 239.00 236.00 238.50 +1.75 7,029 41,760 -1,494
Dec00 000814 254.50 257.50 254.25 256.75 +1.50 12,941 73,095 +2,341
Mar01 000814 272.00 274.50 271.25 274.25 +1.75 1,469 21,109 +318
May01 000814 282.25 285.00 282.25 284.75 +1.75 86 1,381 +14
Jul01 000814 292.00 294.00 292.00 293.50 +2.00 343 9,158 +101
Total Volume and Open Interest 21,869 147,004 +1,280
Wheat(KCBT)
Sep00 000814 273.50 276.50 273.50 276.25 +2.25 4,364 21,826 -1,090
Dec00 000814 289.50 292.50 289.50 291.75 +1.00 4,716 45,559 +957
Mar01 000814 304.00 307.00 304.00 306.75 +1.75 1,000 9,410 +261
May01 000814 314.00 315.25 313.50 315.00 +2.25 195 1,227 +83
Jul01 000814 322.00 323.00 321.50 322.75 +3.25 116 836 +83
Total Volume and Open Interest 10,391 78,863 +294
Wheat(MGE)
Sep00 000814 287.00 289.75 286.50 288.25 +0.75 1,563 10,085 -175
Dec00 000814 302.75 305.25 302.75 303.50 +0.25 1,176 10,397 -58
Mar01 000814 318.00 320.00 317.75 318.50 +0.25 230 2,997 +16
May01 000814 326.50 326.50 326.50 326.50 -0.75 8 359 +5
Jul01 000814 335.00 337.00 334.00 334.00 -1.00 13 147 -2
Total Volume and Open Interest 2,990 24,045 -214
Oats(CBOT)
Sep00 000814 97.75 99.25 97.50 97.75 -0.75 467 6,032 -166
Dec00 000814 108.00 109.25 107.75 108.00 -0.50 438 8,311 +84
Mar01 000814 117.75 118.75 117.75 118.00 unch 35 1,145 +23
May01 000814 124.50 124.50 124.00 124.00 +0.50 0 22 +0
Total Volume and Open Interest 940 15,584 -59
Rough Rice(CBOT)
Sep00 000814 5.84 5.89 5.75 5.88 +0.06 134 1,575 -6
Nov00 000814 5.94 5.96 5.86 5.93 +0.02 224 2,546 +4
Jan01 000814 6.18 6.18 6.11 6.16 +0.01 47 1,799 +10
Mar01 000814 6.32 6.37 6.32 6.37 +0.02 39 403 +25
Total Volume and Open Interest 449 6,408 +38
Live Cattle(CME)
Aug00 000814 66.650 66.700 66.450 66.550 -0.325 6,907 9,094 -2,284
Oct00 000814 68.800 69.175 68.725 68.975 +0.100 8,440 57,897 +719
Dec00 000814 70.500 70.700 70.250 70.550 +0.100 3,341 27,296 +727
Feb01 000814 72.200 72.250 72.100 72.225 +0.050 717 12,891 +320
Apr01 000814 74.150 74.250 74.100 74.250 +0.075 503 7,582 +183
Jun01 000814 72.200 72.225 72.125 72.125 unch 134 3,395 -20
Total Volume and Open Interest 20,137 120,674 -331
Feeder Cattle(CME)
Aug00 000814 86.525 86.750 86.500 86.575 +0.200 603 5,307 -268
Sep00 000814 86.600 86.950 86.600 86.650 +0.125 320 3,395 -23
Oct00 000814 87.475 87.875 87.450 87.775 +0.425 787 5,250 -22
Nov00 000814 87.800 88.200 87.800 88.150 +0.400 385 2,833 +61
Jan01 000814 88.200 88.450 88.200 88.400 +0.250 118 2,210 +41
Mar01 000814 87.900 88.150 87.900 88.150 +0.200 79 1,000 +38
Apr01 000814 87.975 88.000 87.950 87.950 +0.250 16 217 +7
Total Volume and Open Interest 2,314 20,869 -166
Lean Hogs(CME)
Aug00 000814 62.050 62.150 61.950 62.050 -0.300 1,762 4,471 -557
Oct00 000814 55.300 55.650 55.000 55.050 -0.900 2,893 18,625 +310
Dec00 000814 52.400 52.625 52.050 52.125 -0.550 827 10,212 +101
Feb01 000814 52.600 52.650 52.150 52.325 -0.275 248 3,334 +10
Apr01 000814 51.250 51.450 51.000 51.050 -0.300 33 1,610 -10
Jun01 000814 58.250 58.400 57.700 57.750 -0.375 14 567 +0
Jul01 000814 56.750 57.000 56.750 56.750 -0.200 4 125 +2
Aug01 000814 54.700 55.300 54.700 54.700 -0.600 20 57 +9
Total Volume and Open Interest 5,801 39,001 -135
Pork Bellies(CME)
Aug00 000814 77.000 77.000 74.175 74.175 -3.000 148 700 -17
Feb01 000814 68.350 68.550 67.250 67.375 -1.600 240 1,041 -1
Mar01 000814 68.750 68.750 67.000 67.000 -1.900 4 17 +2
May01 000814 68.000 68.000 67.250 67.250 -2.150 0 2 +0
Jul01 000814 69.500 69.500 69.500 69.500 -1.100 0 3 +0
Total Volume and Open Interest 392 1,763 -16
Cocoa(NYBOT)
Sep00 000814 769 774 764 770 +1 3,032 16,482 -1,562
Dec00 000814 813 814 806 810 -1 3,270 41,597 +1,513
Mar01 000814 850 851 845 847 unch 605 16,162 +330
May01 000814 869 874 869 871 unch 153 8,244 +28
Jul01 000814 895 895 895 895 unch 11 8,053 +5
Sep01 000814 921 921 921 921 unch 0 7,263 +0
Dec01 000814 955 955 955 955 unch 0 7,951 +0
Total Volume and Open Interest 7,071 117,412 +314
Coffee "C"(NYBOT)
Sep00 000814 80.00 80.00 76.50 78.80 -1.85 3,627 16,847 -3,109
Dec00 000814 85.25 85.50 81.70 83.85 -1.85 2,369 15,398 +1,059
Mar01 000814 90.20 90.20 86.75 88.50 -1.70 212 4,702 -10
May01 000814 92.80 92.80 90.00 91.25 -1.45 104 1,385 +71
Jul01 000814 95.00 95.00 92.85 94.00 -1.60 5 441 +5
Sep01 000814 97.25 97.25 95.00 96.75 -1.75 4 664 +3
Total Volume and Open Interest 6,321 39,497 -1,981
Orange Juice(NYBOT)
Sep00 000814 74.65 75.40 71.50 73.45 -0.70 1,797 11,708 -965
Nov00 000814 76.10 78.00 73.00 75.05 -0.95 1,601 10,720 +1,021
Jan01 000814 78.00 78.50 76.00 76.85 -0.65 132 3,676 +30
Mar01 000814 78.50 80.50 77.75 78.50 -0.70 205 4,009 +54
May01 000814 79.80 79.80 79.80 79.80 -0.65 0 558 +0
Total Volume and Open Interest 7,735 31,352 +140
Sugar #11(NYBOT)
Oct00 000814 10.70 10.82 10.61 10.77 +0.12 17,569 82,326 +829
Mar01 000814 10.40 10.44 10.25 10.39 +0.11 5,420 51,672 +232
May01 000814 10.14 10.17 10.02 10.12 +0.09 1,246 12,162 +240
Jul01 000814 9.71 9.74 9.60 9.67 +0.05 724 12,327 +433
Oct01 000814 9.46 9.50 9.42 9.48 +0.04 174 9,996 -116
Total Volume and Open Interest 25,453 173,976 +1,514
London Cocoa(LCE)
Sep00 000814 576 578 571 578 +1 919 23,371 -325
Dec00 000814 612 615 608 614 +1 1,297 55,374 +227
Mar01 000814 634 635 629 635 +1 1,010 37,533 +621
May01 000814 650 651 645 651 +1 139 19,942 -11
Jul01 000814 667 667 667 667 +1 29 7,184 +8
Sep01 000814 681 683 680 683 +2 123 4,883 +5
Dec01 000814 705 710 705 710 +3 1 4,092 -1
Total Volume and Open Interest 4,118 181,201 +1,117
London Coffee(LCE)
Sep00 000814 806.00 806.00 786.00 795.00 -12.00 1,256 23,100 -457
Nov00 000814 818.00 820.00 805.00 813.00 -12.00 918 22,895 +291
Jan01 000814 835.00 837.00 825.00 830.00 -12.00 429 7,682 +187
Mar01 000814 855.00 855.00 845.00 852.00 -12.00 186 2,188 +104
May01 000814 880.00 880.00 870.00 875.00 -12.00 87 1,729 +72
Jul01 000814 901.00 909.00 900.00 900.00 -11.00 0 157 +0
Total Volume and Open Interest 2,876 57,754 +197
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000814 271.40 274.50 271.40 272.90 +1.50 2,017 15,107 +85
Dec00 000814 270.40 272.30 269.40 270.80 +1.30 473 8,252 +106
Mar01 000814 268.50 270.00 268.00 268.20 +1.10 575 9,447 +172
May01 000814 263.20 263.20 263.20 263.20 +1.20 37 1,432 -3
Total Volume and Open Interest 3,156 39,327 +368
Cotton(NYBOT)
Oct00 000814 62.00 62.25 61.70 62.25 +0.52 377 4,020 -24
Dec00 000814 64.23 64.49 63.75 64.45 +0.72 6,587 34,281 +1,143
Mar01 000814 65.90 66.05 65.40 66.03 +0.60 954 9,212 +190
May01 000814 66.60 66.75 66.15 66.75 +0.43 532 6,305 +220
Jul01 000814 67.05 67.60 67.00 67.60 +0.20 291 2,127 +35
Oct01 000814 65.90 65.90 65.90 65.90 unch 1 569 +0
Total Volume and Open Interest 12,477 58,893 +1,650
Lumber(CME)
Sep00 000814 237.0 239.0 234.4 236.4 -1.3 648 2,026 -114
Nov00 000814 246.5 249.2 246.3 247.9 +0.2 331 1,072 -6
Jan01 000814 257.6 259.2 257.6 259.1 +1.6 45 260 -5
Mar01 000814 262.1 263.5 262.1 262.1 unch 10 184 +3
Total Volume and Open Interest 1,036 3,601 -120
Crude Oil(NYM)
Sep00 000814 30.95 32.00 30.92 31.94 +0.92 79,682 71,121 -12,794
Oct00 000814 30.50 31.16 30.49 31.08 +0.50 63,378 85,245 +3,273
Nov00 000814 29.90 30.45 29.90 30.41 +0.43 22,311 41,975 +5,804
Dec00 000814 29.45 29.85 29.45 29.83 +0.41 14,322 42,006 +244
Jan01 000814 28.92 29.29 28.92 29.29 +0.40 4,918 22,039 +778
Feb01 000814 28.40 28.77 28.40 28.77 +0.39 602 10,350 -159
Mar01 000814 28.10 28.30 28.10 28.30 +0.38 789 10,323 +330
Apr01 000814 27.58 27.85 27.58 27.85 +0.36 235 6,912 -1
May01 000814 27.09 27.43 27.09 27.43 +0.34 57 5,651 -44
Jun01 000814 26.80 27.06 26.78 27.06 +0.32 926 17,636 +456
Total Volume and Open Interest 191,744 428,611 -1,260
Heating Oil(NYM)
Sep00 000814 86.00 87.60 86.00 87.34 +1.52 15,925 32,002 +27
Oct00 000814 86.10 87.25 86.00 87.10 +1.39 10,915 32,487 +1,873
Nov00 000814 86.00 87.10 85.95 86.85 +1.34 2,523 19,885 -253
Dec00 000814 85.50 86.65 85.50 86.45 +1.29 5,075 30,309 +1,584
Jan01 000814 84.70 85.70 84.70 85.45 +1.14 2,798 17,674 -108
Feb01 000814 82.90 83.55 82.90 83.40 +1.04 1,196 12,493 -262
Mar01 000814 78.70 79.20 78.40 79.05 +0.94 478 9,194 +49
Apr01 000814 75.10 75.40 74.50 75.15 +0.84 449 4,640 -33
May01 000814 70.80 72.10 70.80 72.10 +0.79 41 2,196 +32
Jun01 000814 69.60 70.15 69.60 70.15 +0.74 469 3,010 +231
Total Volume and Open Interest 39,912 167,212 +3,146
Unleaded Gas(NYM)
Sep00 000814 91.50 92.30 90.55 92.02 +0.83 16,748 28,725 -827
Oct00 000814 85.50 85.80 84.50 85.45 +0.45 10,277 16,692 +337
Nov00 000814 82.25 82.50 82.00 82.45 +0.50 2,498 5,871 +605
Dec00 000814 80.50 80.70 80.20 80.70 +0.45 2,498 5,887 +52
Jan01 000814 79.65 80.00 79.65 79.90 +0.45 801 2,177 +368
Feb01 000814 79.30 79.80 79.30 79.80 +0.40 0 2,955 -1
Mar01 000814 79.95 79.95 79.95 79.95 +0.40 0 1,020 -1
Apr01 000814 84.70 84.70 84.70 84.70 +0.45 100 1,164 -90
Total Volume and Open Interest 32,922 65,183 +443
Natural Gas(NYM)
Sep00 000814 4.435 4.445 4.305 4.318 -0.157 17,128 42,720 -695
Oct00 000814 4.410 4.440 4.305 4.311 -0.150 7,029 34,200 +1,217
Nov00 000814 4.445 4.470 4.365 4.371 -0.124 2,480 18,586 -20
Dec00 000814 4.510 4.525 4.430 4.445 -0.105 2,036 27,886 +468
Jan01 000814 4.490 4.495 4.415 4.422 -0.100 1,616 27,799 +99
Feb01 000814 4.225 4.235 4.170 4.177 -0.081 979 16,561 +94
Mar01 000814 3.960 3.975 3.935 3.942 -0.059 968 20,021 +99
Apr01 000814 3.710 3.710 3.680 3.702 -0.046 427 11,615 -16
Total Volume and Open Interest 38,008 335,713 +969
Brent Crude Oil(IPE)
Sep00 000814 30.50 31.50 30.50 31.48 +0.91 16,674 58,640 +13,712
Oct00 000814 29.10 29.55 28.93 29.41 +0.42 34,458 94,633 +18,142
Nov00 000814 28.72 29.13 28.58 29.00 +0.26 9,143 34,166 +5,023
Dec00 000814 28.34 28.70 28.20 28.56 +0.22 4,248 40,858 +1,575
Jan01 000814 27.81 28.15 27.68 28.01 +0.20 1,447 15,104 +1,025
Feb01 000814 27.32 27.60 27.20 27.47 +0.16 715 10,740 +150
Mar01 000814 26.82 26.93 26.67 26.93 +0.12 308 8,432 -242
Apr01 000814 26.30 26.50 26.30 26.46 +0.12 67 3,576 -33
Total Volume and Open Interest 67,687 306,176 +39,979
Gas Oil(IPE)
Sep00 000814 264.00 268.75 263.75 268.50 -1.00 13,613 49,093 +7,732
Oct00 000814 261.50 265.50 260.75 265.50 -1.00 8,919 29,865 +6,115
Nov00 000814 257.50 261.50 257.50 261.50 unch 3,689 12,799 +2,866
Dec00 000814 254.00 257.50 253.75 257.50 unch 4,080 33,397 +2,494
Jan01 000814 249.50 252.50 248.75 252.50 +0.25 1,090 8,985 +970
Feb01 000814 242.75 245.25 242.75 245.25 unch 410 3,744 +410
Mar01 000814 238.00 238.00 238.00 238.00 unch 275 3,786 +275
Apr01 000814 228.25 231.50 228.25 230.75 unch 95 1,490 +25
Total Volume and Open Interest 32,486 151,553 +19,945
US Dollar Index(NYBOT)
Sep00 000814 111.28 111.40 110.86 111.01 -0.05 600 4,502 +122
Dec00 000814 110.80 111.05 110.54 110.72 -0.04 7 2,054 +1
Mar01 000814 110.43 110.43 110.43 110.43 -0.03 508 6,556 +123
Total Volume and Open Interest 607 6,556 +123
Australian Dollar(IMM)
Sep00 000814 57.82 58.22 57.81 58.19 +0.21 898 16,955 +447
Dec00 000814 57.93 58.25 57.85 58.25 +0.21 0 1,019 +1
Mar01 000814 58.31 58.31 58.31 58.31 +0.21 0 684 +0
Total Volume and Open Interest 898 18,659 +448
British Pound(IMM)
Sep00 000814 150.68 151.20 150.22 150.48 +0.10 5,018 30,653 -350
Dec00 000814 151.00 151.50 150.30 150.70 +0.10 46 432 +22
Mar01 000814 150.90 151.60 150.80 150.90 +0.10 0 12 +0
Total Volume and Open Interest 5,064 31,098 -328
Canadian Dollar(IMM)
Sep00 000814 67.47 67.52 67.37 67.38 -0.14 4,300 61,454 -187
Dec00 000814 67.68 67.68 67.50 67.55 -0.14 5 4,832 +0
Mar01 000814 67.72 67.72 67.72 67.72 -0.14 5 637 +5
Jun01 000814 67.89 67.89 67.89 67.89 -0.14 0 142 +0
Total Volume and Open Interest 4,310 67,077 -182
Japanese Yen(IMM)
Sep00 000814 91.95 92.00 91.79 91.87 -0.69 7,147 75,432 +437
Dec00 000814 93.50 93.50 93.29 93.37 -0.70 25 3,099 +13
Mar01 000814 94.90 94.90 94.90 94.90 -0.71 0 136 +0
Total Volume and Open Interest 7,172 78,668 +450
Swiss Franc(IMM)
Sep00 000814 58.16 58.47 58.12 58.35 +0.02 10,556 50,133 +641
Dec00 000814 58.66 58.88 58.65 58.81 +0.02 76 330 -46
Mar01 000814 59.25 59.25 59.25 59.25 +0.02 0 3 +0
Total Volume and Open Interest 10,632 50,466 +595
EuroFX(IMM)
Sep00 000814 90.26 90.86 90.19 90.70 +0.18 13,898 67,632 -254
Dec00 000814 90.72 91.25 90.63 91.11 +0.18 190 1,158 +19
Mar01 000814 91.13 91.64 91.13 91.50 +0.18 70 192 +20
Total Volume and Open Interest 11,245 69,197 +48
Mexican Peso(IMM)
Sep00 000814 10680.0 10730.0 10663.0 10675.0 -10.0 3,531 15,792 +1,774
Dec00 000814 10430.0 10460.0 10420.0 10420.0 -10.0 68 1,907 +48
Total Volume and Open Interest 3,627 18,683 +1,850
30-Year T-Bonds(CBOT)
Sep00 000814 99~21 100~01 99~12 100~00 +0~11 199,915 419,853 -1,831
Dec00 000814 99~18 100~00 99~13 99~31 +0~11 3,083 17,451 +699
Mar01 000814 99~24 100~00 99~24 100~00 +0~11 1 1,501 +1
Total Volume and Open Interest 202,999 438,880 -1,131
Municipal Bonds(CBOT)
Sep00 000814 98~23 99~03 98~20 99~03 +0~09 1,057 22,225 +64
Dec00 000814 98~09 98~09 98~09 98~09 +0~09 1 419 +1
Total Volume and Open Interest 1,058 22,644 +65
10-Year T-Notes(CBOT)
Sep00 000814 99~180 99~240 99~115 99~235 +0~045 199,508 570,928 +8,147
Dec00 000814 99~150 99~215 99~095 99~210 +0~045 16,931 56,337 +5,914
Total Volume and Open Interest 216,439 627,290 +14,061
5-Year T-Notes(CBOT)
Sep00 000814 99~185 99~205 99~150 99~200 +0~010 75,710 392,629 -6,723
Dec00 000814 99~190 99~225 99~175 99~220 unch 83 15,543 -40
Total Volume and Open Interest 75,793 408,172 -6,763
2 Year T-Notes(CBOT)
Sep00 000814 99~063 99~065 99~058 99~064 +0~001 3,573 51,144 -750
Dec00 000814 99~058 99~058 99~058 99~058 +0~001      
Total Volume and Open Interest 3,573 51,144 -750
3-Mth T-Bills(IMM)
Sep00 000814 93.90 93.90 93.88 93.88 +0.01 16 1,135 +75
Total Volume and Open Interest 16 1,135 +75
Eurodollars(IMM)
Sep00 000814 93.280 93.285 93.272 93.285 unch 66,398 594,210 -5,627
Dec00 000814 93.115 93.125 93.105 93.120 unch 84,848 554,333 +5,103
Mar01 000814 93.160 93.180 93.150 93.175 +0.005 142,336 476,811 -347
Jun01 000814 93.140 93.165 93.130 93.165 +0.020 69,562 286,085 +4,493
Sep01 000814 93.130 93.160 93.120 93.155 +0.010 52,448 225,805 -4,083
Dec01 000814 93.070 93.090 93.060 93.090 +0.010 21,689 173,054 +304
Mar02 000814 93.110 93.145 93.105 93.140 +0.005 19,281 138,285 +149
Jun02 000814 93.110 93.135 93.095 93.135 +0.015 12,488 104,995 -313
Sep02 000814 93.100 93.130 93.090 93.130 +0.015 5,398 97,984 -631
Dec02 000814 93.040 93.070 93.040 93.070 +0.015 4,237 74,724 -734
Mar03 000814 93.080 93.120 93.080 93.120 +0.015 3,774 73,051 -212
Jun03 000814 93.065 93.100 93.060 93.100 +0.015 3,843 49,457 -117
Total Volume and Open Interest 512,683 3,235,404 -437
3-Mth Euro-Yen(IMM)
Sep00 000814 99.65 99.65 99.64 99.65 unch 1,375 13,137 -169
Dec00 000814 99.57 99.57 99.57 99.57 +0.01 152 11,429 +543
Mar01 000814 99.53 99.54 99.53 99.53 +0.02 435 13,612 +834
Jun01 000814 99.46 99.46 99.46 99.46 +0.03 407 9,059 +436
Sep01 000814 99.36 99.36 99.36 99.36 +0.03 339 15,053 -219
Dec01 000814 99.22 99.22 99.22 99.22 +0.03 311 2,937 -75
Mar02 000814 99.11 99.11 99.11 99.11 +0.04 50 2,263 +10
Jun02 000814 98.99 99.00 98.99 98.99 +0.03 0 674 +0
Sep02 000814 98.86 98.86 98.86 98.86 unch 0 31 +0
Dec02 000814 98.72 98.72 98.72 98.72 unch 0 30 +0
Total Volume and Open Interest 3,069 68,225 +1,360
3-Mth Euro-Yen(SIMEX)
Sep00 000814 99.65 99.65 99.64 99.65 unch 22,202 93,019 +2,703
Dec00 000814 99.56 99.57 99.55 99.57 +0.01 23,468 104,983 -3,457
Mar01 000814 99.51 99.54 99.50 99.53 +0.02 15,739 103,822 +640
Jun01 000814 99.43 99.46 99.43 99.46 +0.03 11,255 82,443 +1,447
Sep01 000814 99.32 99.35 99.32 99.35 +0.03 4,223 59,277 +56
Dec01 000814 99.18 99.21 99.18 99.21 +0.03 450 23,953 -19
Mar02 000814 99.07 99.11 99.07 99.11 +0.04 68 14,602 +123
Jun02 000814 99.00 99.00 99.00 99.00 +0.04 1,660 3,210 +1
Total Volume and Open Interest 79,265 488,878 +1,494
German Euro-Bund(EUREX)
Sep00 000814 105.65 105.85 105.59 105.83 +0.06 667,011 614,649 +16,031
Dec00 000814 105.37 105.54 105.35 105.54 +0.08 5,343 34,377 +1,374
Mar01 000814 105.47 105.47 105.47 105.47 +0.10 1,769 986 +130
Total Volume and Open Interest 674,123 650,012 +17,535
German Euro-Bobl(EUREX)
Sep00 000814 103.09 103.16 102.97 103.11 -0.04 218,407 282,811 +5,972
Dec00 000814 102.98 103.03 102.97 103.02 -0.02 0 11,625 +975
Mar01 000814 102.81 102.81 102.81 102.81 -0.04 0 500 -47
Total Volume and Open Interest 218,407 294,936 +6,900
Long Gilt(LIFFE)
Sep00 000814 113~18 113~18 112~31 113~05 -0~12 19,614 56,197 -639
Dec00 000814 112~30 112~31 112~26 112~28 -0~13 574 5,480 -8
Total Volume and Open Interest 20,188 61,677 -647
3-Mth Short Sterling(LIFFE)
Sep00 000814 93.73 93.73 93.71 93.72 -0.01 9,271 189,408 -2,289
Dec00 000814 93.65 93.65 93.61 93.61 -0.04 16,563 196,636 +1,064
Mar01 000814 93.61 93.63 93.58 93.59 -0.04 10,956 146,690 +37
Total Volume and Open Interest 57,837 846,953 -855
3-Mth Euribor(LIFFE)
Sep00 000814 95.040 95.060 95.025 95.050 +0.005 78,998 315,782 +6,453
Dec00 000814 94.695 94.725 94.685 94.715 unch 74,540 276,289 -4,790
Mar01 000814 94.670 94.685 94.655 94.675 -0.010 63,545 197,100 +11,665
Total Volume and Open Interest 281,212 1,250,939 +10,654
3-Mth Aus T-Bills(SFE)
Sep00 000814 93.42 93.44 93.41 93.44 -0.03 4,018 214,654 -530
Dec00 000814 93.34 93.35 93.33 93.35 -0.04 4,710 139,729 +1,825
Mar01 000814 93.31 93.33 93.30 93.32 -0.05 351 52,025 -111
Jun01 000814 93.30 93.32 93.29 93.31 -0.05 165 24,329 +418
Sep01 000814 93.29 93.30 93.29 93.30 -0.06 50 12,134 +9
Dec01 000814 93.27 93.28 93.27 93.28 -0.06 192 7,425 +109
Mar02 000814 93.28 93.28 93.26 93.27 -0.06 305 5,828 +102
Jun02 000814 93.25 93.27 93.25 93.27 -0.05 120 3,791 +24
Sep02 000814 93.25 93.26 93.25 93.26 -0.04 5 1,732 +5
Dec02 000814 93.24 93.24 93.24 93.24 -0.03 0 1,575 +0
Total Volume and Open Interest 9,947 467,603 +1,851
10-Year Aus T-Bonds(SFE)
Sep00 000814 93.76 93.79 93.73 93.76 -0.05 7,082 154,834 +745
Dec00 000814 93.77 93.77 93.77 93.77 -0.06 40 20 +0
Total Volume and Open Interest 7,122 154,854 +745
3-Year Aus T-Bonds(SFE)
Sep00 000814 93.67 93.69 93.65 93.67 -0.07 20,860 364,339 -18,067
Dec00 000814 93.66 93.66 93.66 93.66 -0.08 0 1,150 +0
Total Volume and Open Interest 20,860 365,489 -18,067
Gold(CMX)
Aug00 000814 274.5 275.5 274.0 274.4 -0.7 86 149 -161
Oct00 000814 277.7 278.0 276.2 276.7 -0.7 942 7,795 -516
Dec00 000814 280.2 281.0 279.1 279.6 -0.7 14,939 77,173 +981
Feb01 000814 283.0 283.3 281.9 282.1 -0.7 536 12,474 +101
Apr01 000814 285.0 285.0 284.6 284.6 -0.7 4 3,976 +0
Jun01 000814 287.5 287.5 287.1 287.1 -0.7 214 8,364 +45
Total Volume and Open Interest 18,808 129,478 +1,377
Silver(CMX)
Sep00 000814 495.0 495.0 489.5 490.8 -3.7 5,957 55,900 -2,244
Dec00 000814 501.0 501.5 497.0 497.5 -3.5 1,848 25,317 +658
Mar01 000814 503.0 504.5 502.6 502.6 -3.5 8 2,194 +3
May01 000814 505.0 505.1 505.0 505.1 -3.5 3 830 +3
Jul01 000814 510.0 510.0 507.0 507.6 -3.5 0 1,754 +0
Total Volume and Open Interest 7,929 90,855 -1,469
Platinum(NYM)
Oct00 000814 566.4 574.0 562.5 564.0 -2.4 667 8,780 -79
Jan01 000814 558.5 560.0 554.0 554.0 -1.4 42 736 +38
Total Volume and Open Interest 709 9,521 -41
Palladium(NYME)
Sep00 000814 782.00 782.00 725.25 744.45 -41.05 42 783 -69
Dec00 000814 765.00 765.00 725.00 744.45 -40.55 114 1,234 +18
Mar01 000814 739.45 739.45 739.45 739.45 -40.55 0 5 +0
Total Volume and Open Interest 325 2,022 -51
Copper(CMX)
Sep00 000814 86.00 86.80 85.70 86.70 +0.75 7,608 42,462 -2,514
Dec00 000814 86.70 87.45 86.40 87.40 +0.75 1,700 16,587 +504
Mar01 000814 86.20 86.90 86.20 86.85 +0.75 102 4,274 +53
May01 000814 86.55 86.55 86.55 86.55 +0.75 5 1,400 +0
Jul01 000814 86.20 86.20 86.20 86.20 +0.75 8 846 +3
Total Volume and Open Interest 9,786 79,419 -2,030
DJIA Index(CBOT)
Sep00 000814 11095 11235 11050 11220 +135 11,671 13,516 +939
Dec00 000814 11240 11380 11205 11369 +136 61 2,110 -17
Mar01 000814 11380 11530 11370 11519 +136 0 2 -10
Jun01 000814 11675 11675 11675 11675 +136      
Total Volume and Open Interest 6,502 14,722 -268
S & P 500(CME)
Sep00 000814 1480.50 1499.80 1476.00 1498.10 +19.60 50,949 377,978 +1,381
Dec00 000814 1503.00 1522.00 1498.60 1520.60 +20.00 0 10,364 +465
Mar01 000814 1530.30 1544.70 1521.70 1543.90 +20.20 142 1,298 +15
Jun01 000814 1558.10 1567.90 1544.90 1567.60 +20.70 10 1,286 -13
Total Volume and Open Interest 51,101 391,091 +1,848
S & P 500 E-Mini(Globex)
Sep00 000814 1479.25 1499.50 1475.75 1498.00 +19.50 64,405 43,186 -437
Dec00 000814 1500.25 1523.00 1500.00 1520.50 +20.00 7 46 +1
Total Volume and Open Interest 64,412 43,232 -436
NASDAQ 100(CME)
Sep00 000814 3677.00 3749.00 3633.00 3748.00 +84.50 14,890 32,444 +531
Dec00 000814 3809.00 3809.00 3809.00 3809.00 +84.50 0 13 +0
Mar01 000814 3870.00 3870.00 3870.00 3870.00 +84.50 0 4 +0
Total Volume and Open Interest 14,890 32,461 +531
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000814 3662.5 3755.0 3634.5 3754.0 +90.5 42,042 31,051 +78
Dec00 000814 3809.0 3809.0 3709.0 3809.0 +84.5 0 16 +0
Total Volume and Open Interest 42,042 31,067 +78
NYSE Composite(NYBOT)
Sep00 000814 668.50 675.75 668.00 675.25 +7.90 233 806 +13
Dec00 000814 684.50 684.50 684.50 684.50 +7.90 0 1,496 +0
Mar01 000814 693.75 693.75 693.75 693.75 +7.90 0 102 +0
Total Volume and Open Interest 378 2,542 +115
S & P Midcap 400(CME)
Sep00 000814 518.00 522.25 515.00 521.75 +4.85 171 13,004 +168
Dec00 000814 528.75 528.90 528.75 528.75 +4.85      
Mar01 000814 534.75 534.90 534.75 534.75 +4.85      
Total Volume and Open Interest 171 13,004 +168
Russell 2000(CME)
Sep00 000814 514.00 519.00 512.00 517.50 +2.25 757 11,597 +275
Dec00 000814 525.30 525.80 525.30 525.30 +2.25      
Mar01 000814 532.85 533.35 532.85 532.85 +2.25      
Total Volume and Open Interest 757 11,597 +275
Value Line(KCBT)
Sep00 000814 1130.00 1142.00 1126.00 1138.50 +11.50 54 213 +19
Total Volume and Open Interest 55 216 +19
Nikkei 225(CME)
Sep00 000814 16140 16325 16130 16305 +100 660 15,565 +124
Dec00 000814 16250 16310 16155 16305 +100 2 30 +0
Total Volume and Open Interest 662 15,595 +124
Nikkei 225(SIMEX)
Sep00 000814 16225 16240 16050 16145 -30 10,219 105,574 +272
Dec00 000814 16135 16135 16135 16135 -30 0 7,122 +0
Mar01 000814 16150 16150 16150 16150 -30 0 3,790 +0
Total Volume and Open Interest 10,219 116,901 +272
CAC 40(MATIF)
Aug00 000814 6589.0 6659.0 6575.0 6659.0 +64.0 19,555 227,183 -11,955
Sep00 000814 6600.0 6656.0 6586.5 6656.0 +58.5 520 108,552 +513
Oct00 000814 6660.5 6660.5 6660.5 6660.5 +70.0      
Total Volume and Open Interest 20,192 353,749 -11,442
DAX Index(EUREX)
Sep00 000814 7366.0 7399.0 7327.0 7348.0 -3.0 25,752 163,499 +47
Dec00 000814 7457.0 7482.0 7420.0 7438.0 +60.0 193 2,881 +104
Mar01 000814 7535.5 7535.5 7535.5 7535.5 +38.0 3 244 +1
Total Volume and Open Interest 25,948 166,624 +152
FT-SE 100(LIFFE)
Sep00 000814 6400.50 6488.50 6391.00 6438.00 +21.00 14,559 271,435 -130
Dec00 000814 6520.00 6520.00 6520.00 6520.00 +22.00 506 7,286 +505
Mar01 000814 6580.00 6580.00 6580.00 6580.00 +22.00 200 3,215 +100
Total Volume and Open Interest 15,265 281,936 +475
SPI 200(SFE)
Sep00 000814 3325.0 3337.0 3315.0 3319.0 -4.0 3,613 112,045 +782
Dec00 000814 3343.0 3343.0 3341.0 3342.0 unch 55 2,798 +0
Mar01 000814 3362.0 3362.0 3362.0 3362.0 unch 28 1,084 +28
Total Volume and Open Interest 3,696 116,101 +810
GSCI(CME)
Aug00 000814 229.30 232.30 229.30 231.60 +1.65 7,758 2,286 -5,884
Sep00 000814 228.85 230.60 228.85 230.10 +1.00 7,394 34,195 +7,232
Oct00 000814 228.00 228.00 226.45 228.00 +1.50 0 29 +0
Total Volume and Open Interest 15,152 36,510 +1,348
Bridge CRB Index(NYBOT)
Nov00 000814 221.00 221.70 220.70 221.00 +0.25 190 566 +45
Jan01 000814 222.00 222.00 221.85 221.85 +0.25 2 645 +0
Feb01 000814 221.35 221.35 221.20 221.20 +0.25 0 347 +0
Total Volume and Open Interest 192 1,558 -90
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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