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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 21, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000821 456.50 462.75 454.25 462.00 +3.75 3,370 15,518 +666
Nov00 000821 465.50 472.00 463.00 471.25 +4.25 18,419 74,527 -49
Jan01 000821 477.00 482.75 474.00 482.25 +5.00 901 9,614 -2
Mar01 000821 486.50 492.50 483.50 492.25 +5.25 182 8,680 +92
May01 000821 494.50 501.00 493.00 501.00 +4.25 107 6,737 +22
Jul01 000821 502.25 509.50 501.00 509.25 +5.25 268 6,856 +88
Aug01 000821 510.00 510.00 510.00 510.00 +5.25 1 160 +1
Total Volume and Open Interest 23,261 124,010 +826
Soybean Meal(CBOT)
Sep00 000821 154.00 156.70 153.10 156.50 +2.20 5,361 15,500 -225
Oct00 000821 152.80 155.40 151.50 155.30 +2.30 1,832 13,123 -27
Dec00 000821 154.20 157.10 152.80 156.90 +2.30 5,355 39,244 -261
Jan01 000821 154.30 157.50 153.80 157.50 +2.20 385 8,125 +149
Mar01 000821 156.50 159.50 155.20 159.50 +2.30 165 7,088 +45
May01 000821 157.70 161.20 157.50 161.20 +2.60 126 4,298 +50
Jul01 000821 159.50 163.00 159.50 162.80 +2.60 57 1,945 -74
Aug01 000821 162.40 162.40 160.20 162.40 +1.90 5 300 +3
Total Volume and Open Interest 13,299 90,014 -343
Soybean Oil(CBOT)
Sep00 000821 15.20 15.36 15.15 15.21 -0.06 6,410 15,738 -3,751
Oct00 000821 15.41 15.55 15.36 15.42 -0.05 3,797 19,571 +1,195
Dec00 000821 15.73 15.95 15.68 15.77 -0.07 4,430 59,676 +911
Jan01 000821 16.03 16.23 16.02 16.07 -0.06 451 16,548 +91
Mar01 000821 16.40 16.58 16.38 16.45 -0.05 483 7,416 -93
May01 000821 16.78 16.91 16.75 16.80 -0.01 289 6,790 +48
Jul01 000821 17.12 17.25 17.07 17.10 -0.02 317 4,757 -16
Aug01 000821 17.18 17.18 17.18 17.18 -0.02 4 599 -16
Total Volume and Open Interest 16,252 133,254 -1,560
Canola(WCE)
Sep00 000821 248.5 248.7 248.2 248.3 -0.4 109 3,330 +65
Nov00 000821 254.6 254.7 254.1 254.1 -1.0 2,777 43,504 +992
Jan01 000821 261.4 261.4 260.3 260.6 -0.8 81 6,356 +3
Mar01 000821 266.5 266.5 266.5 266.5 -1.0 11 1,124 -1
May01 000821 271.7 271.7 271.7 271.7 -0.1 0 43 +0
Total Volume and Open Interest 2,978 54,477 +1,059
Corn(CBOT)
Sep00 000821 176.50 177.00 175.50 176.25 -1.00 21,695 96,302 -3,577
Nov00 000821 184.50 184.75 183.75 184.25 -1.00 164 1,582 -17
Dec00 000821 189.00 189.25 188.00 188.75 -1.00 15,940 201,380 +1,239
Jan01 000821 192.50 192.75 192.00 192.00 -1.50 16 354 +9
Mar01 000821 200.75 201.00 200.00 200.50 -1.00 1,559 49,154 +138
May01 000821 208.50 208.75 207.75 208.25 -1.00 190 13,545 +103
Total Volume and Open Interest 40,344 396,540 -2,001
Wheat(CBOT)
Sep00 000821 238.00 238.75 234.00 236.25 -2.50 5,945 33,405 -1,956
Dec00 000821 256.75 257.00 252.00 254.50 -2.75 10,389 82,031 +1,573
Mar01 000821 273.50 273.75 269.50 271.25 -3.00 875 22,441 +230
May01 000821 283.50 284.50 280.25 281.25 -4.50 72 1,420 +41
Jul01 000821 293.00 293.00 289.50 291.00 -2.00 45 9,288 -2
Total Volume and Open Interest 17,326 149,114 -112
Wheat(KCBT)
Sep00 000821 278.25 279.00 276.00 276.75 -3.00 4,556 17,127 -1,157
Dec00 000821 294.50 294.50 291.50 292.75 -2.75 5,304 50,648 +1,670
Mar01 000821 309.00 309.00 306.25 306.75 -3.50 1,161 10,956 +740
May01 000821 316.00 317.00 314.50 315.00 -3.00 3 1,321 +2
Jul01 000821 321.50 323.50 321.00 321.00 -1.50 10 854 -43
Total Volume and Open Interest 11,034 80,914 +1,212
Wheat(MGE)
Sep00 000821 294.50 297.25 293.50 295.00 -0.25 3,132 9,507 -123
Dec00 000821 308.00 310.00 307.00 307.75 -0.75 1,732 11,333 +306
Mar01 000821 321.00 322.75 320.50 321.00 -0.50 223 3,307 +14
May01 000821 329.00 330.50 328.25 329.00 -0.25 2 426 +2
Jul01 000821 337.00 337.00 336.50 336.75 -1.25 0 223 +0
Total Volume and Open Interest 5,110 24,872 +213
Oats(CBOT)
Sep00 000821 98.00 98.50 97.75 98.25 -0.50 435 5,210 -133
Dec00 000821 108.50 109.00 108.00 108.50 -0.75 536 8,542 +160
Mar01 000821 118.00 118.75 117.75 118.25 -0.50 13 1,471 +3
May01 000821 124.50 124.50 124.50 124.50 -0.50 3 86 +17
Total Volume and Open Interest 988 15,395 +48
Rough Rice(CBOT)
Sep00 000821 5.90 6.05 5.89 6.01 +0.14 155 1,396 -110
Nov00 000821 5.93 6.06 5.89 6.05 +0.15 159 2,922 +40
Jan01 000821 6.10 6.28 6.10 6.23 +0.11 24 1,842 +12
Mar01 000821 6.35 6.45 6.35 6.43 +0.10 5 417 +5
Total Volume and Open Interest 343 6,663 -53
Live Cattle(CME)
Aug00 000821 66.700 67.200 66.650 67.025 +0.325 2,029 4,320 -618
Oct00 000821 68.100 68.700 68.050 68.150 -0.050 3,845 58,429 +27
Dec00 000821 69.600 70.300 69.600 69.775 +0.050 1,732 28,655 +513
Feb01 000821 71.400 71.700 71.300 71.400 unch 569 13,940 +131
Apr01 000821 73.400 73.675 73.375 73.450 -0.025 381 7,824 -75
Jun01 000821 71.350 71.550 71.350 71.425 unch 99 3,436 -20
Total Volume and Open Interest 8,707 119,141 -42
Feeder Cattle(CME)
Aug00 000821 86.300 86.650 86.300 86.325 unch 263 3,615 -32
Sep00 000821 85.950 86.475 85.950 86.175 +0.025 170 3,530 +39
Oct00 000821 86.700 87.350 86.700 87.050 +0.075 628 6,421 +82
Nov00 000821 87.125 87.700 87.125 87.325 -0.075 325 3,071 +83
Jan01 000821 87.300 87.950 87.300 87.650 -0.025 106 2,472 +79
Mar01 000821 87.600 87.700 87.400 87.400 -0.250 72 1,125 +46
Apr01 000821 87.400 87.400 87.300 87.300 -0.050 2 259 +1
Total Volume and Open Interest 1,580 21,158 +303
Lean Hogs(CME)
Oct00 000821 53.600 54.000 53.000 53.550 unch 1,938 19,258 +302
Dec00 000821 50.850 51.175 50.325 50.550 -0.375 1,444 10,719 +88
Feb01 000821 51.650 51.800 51.300 51.350 -0.475 198 3,385 +29
Apr01 000821 50.100 50.250 49.800 49.875 -0.275 45 1,675 +1
Jun01 000821 56.900 56.950 56.550 56.550 -0.375 18 594 +8
Jul01 000821 56.200 56.200 56.200 56.200 -0.200 0 138 +0
Aug01 000821 54.650 54.800 54.300 54.800 unch 2 69 +0
Total Volume and Open Interest 3,645 35,838 +397
Pork Bellies(CME)
Aug00 000821 72.300 72.850 69.500 70.950 -1.450 47 201 -20
Feb01 000821 67.100 67.100 65.300 65.400 -1.925 410 1,395 +89
Mar01 000821 66.300 66.300 65.600 66.300 -1.400 1 18 +1
May01 000821 65.900 65.900 65.900 65.900 -1.100 0 5 +0
Jul01 000821 66.500 66.500 66.500 66.500 -2.000 0 7 +0
Total Volume and Open Interest 458 1,626 +70
Cocoa(NYBOT)
Sep00 000821 749 766 748 754 +4 796 1,464 -1,406
Dec00 000821 795 810 792 808 +12 1,792 52,103 +444
Mar01 000821 830 844 829 842 +12 194 17,469 -13
May01 000821 854 866 854 866 +12 11 8,265 +8
Jul01 000821 885 890 885 890 +12 600 7,959 -100
Sep01 000821 901 916 901 916 +12 1,620 7,033 -228
Dec01 000821 935 950 935 950 +12 0 7,980 +0
Total Volume and Open Interest 7,113 116,457 +805
Coffee "C"(NYBOT)
Sep00 000821 77.75 78.50 77.10 77.50 -0.90 3,283 8,726 -3,935
Dec00 000821 83.25 83.50 82.10 82.60 -0.65 3,870 22,479 +2,379
Mar01 000821 88.25 88.25 87.00 87.20 -0.55 174 5,009 +9
May01 000821 90.50 90.75 89.80 89.80 -0.45 55 1,569 +22
Jul01 000821 93.25 93.75 92.50 92.60 -0.40 19 578 +2
Sep01 000821 95.50 95.50 95.00 95.40 -0.35 3 911 +0
Total Volume and Open Interest 7,414 39,345 -1,514
Orange Juice(NYBOT)
Sep00 000821 74.50 75.10 73.90 74.80 +0.45 1,423 7,676 -1,511
Nov00 000821 75.15 75.50 74.00 75.00 +0.25 1,502 13,619 +620
Jan01 000821 77.10 77.10 75.90 76.70 unch 118 3,951 +27
Mar01 000821 79.50 79.50 78.50 78.90 -0.35 163 4,105 -92
May01 000821 80.65 80.65 80.65 80.65 -0.35 0 577 +0
Total Volume and Open Interest 6,206 30,609 -956
Sugar #11(NYBOT)
Oct00 000821 10.82 10.88 10.69 10.70 unch 6,994 78,982 -1,921
Mar01 000821 10.45 10.49 10.37 10.39 +0.02 2,741 51,749 +124
May01 000821 10.15 10.20 10.07 10.07 -0.03 379 12,322 -26
Jul01 000821 9.70 9.76 9.66 9.67 +0.01 292 12,933 +99
Oct01 000821 9.48 9.49 9.42 9.42 -0.03 65 10,216 -10
Total Volume and Open Interest 10,491 171,789 -1,714
London Cocoa(LCE)
Sep00 000821 573 578 572 577 +2 899 18,118 -506
Dec00 000821 606 615 605 613 +5 1,095 56,990 +119
Mar01 000821 628 636 628 635 +5 1,200 38,621 +889
May01 000821 646 653 646 651 +5 35 19,776 -25
Jul01 000821 662 667 662 667 +5 10 7,214 +10
Sep01 000821 678 683 678 683 +5 20 4,978 +0
Dec01 000821 701 710 701 710 +5 526 4,266 +175
Total Volume and Open Interest 3,785 178,785 +662
London Coffee(LCE)
Sep00 000821 783.00 785.00 775.00 779.00 -5.00 1,224 19,261 -653
Nov00 000821 804.00 805.00 795.00 799.00 -6.00 1,462 25,718 +345
Jan01 000821 820.00 820.00 811.00 815.00 -7.00 573 8,798 +293
Mar01 000821 840.00 840.00 831.00 838.00 -5.00 198 2,537 +22
May01 000821 861.00 861.00 860.00 860.00 -5.00 39 1,787 +4
Jul01 000821 882.00 882.00 882.00 882.00 -5.00 8 307 +8
Total Volume and Open Interest 3,643 58,555 +158
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000821 274.70 276.00 274.10 275.00 +0.60 1,775 14,090 -102
Dec00 000821 272.60 273.50 271.90 272.90 +0.30 383 8,863 +289
Mar01 000821 268.70 270.20 268.60 268.90 +0.60 321 10,106 +43
May01 000821 263.90 263.90 263.90 263.90 +0.50 0 1,470 +0
Total Volume and Open Interest 2,479 39,618 +230
Cotton(NYBOT)
Oct00 000821 63.40 64.65 63.40 64.34 +1.07 473 4,169 +78
Dec00 000821 65.50 66.95 65.45 66.61 +1.26 8,155 37,940 +1,828
Mar01 000821 67.25 68.40 67.25 68.12 +1.20 477 9,819 +129
May01 000821 67.80 68.80 67.70 68.68 +1.18 306 6,517 +93
Jul01 000821 69.00 69.40 69.00 69.33 +1.08 167 2,308 +36
Oct01 000821 67.25 67.25 67.25 67.25 +0.85 0 569 +0
Total Volume and Open Interest 26,612 63,885 +2,186
Lumber(CME)
Sep00 000821 231.3 233.7 229.7 232.6 +1.1 284 1,801 -43
Nov00 000821 246.0 248.5 244.8 246.3 +0.5 115 1,262 +33
Jan01 000821 257.3 259.6 257.0 257.9 +0.4 20 310 +13
Mar01 000821 261.7 263.5 261.6 263.5 +1.0 14 220 +8
Total Volume and Open Interest 444 3,688 +18
Crude Oil(NYM)
Sep00 000821 32.20 33.00 32.15 32.47 +0.48 52,651 39,022 -10,417
Oct00 000821 31.80 32.45 31.80 31.98 +0.42 56,314 113,025 +3,090
Nov00 000821 31.30 31.80 31.25 31.36 +0.33 15,347 41,484 +213
Dec00 000821 30.65 31.05 30.65 30.70 +0.24 12,680 39,337 -1,601
Jan01 000821 30.00 30.45 30.00 30.09 +0.20 1,796 21,587 +211
Feb01 000821 29.75 29.85 29.54 29.54 +0.17 377 11,155 -204
Mar01 000821 29.25 29.30 29.05 29.05 +0.15 551 10,451 +16
Apr01 000821 28.77 28.77 28.59 28.59 +0.13 378 6,826 -100
May01 000821 28.27 28.33 28.15 28.15 +0.11 471 6,537 -22
Jun01 000821 27.90 28.00 27.70 27.76 +0.10 1,545 19,404 +376
Total Volume and Open Interest 146,285 421,091 -11,012
Heating Oil(NYM)
Sep00 000821 90.70 93.10 90.70 92.32 +2.41 12,114 30,722 +877
Oct00 000821 90.50 92.80 90.30 91.81 +2.40 11,408 35,846 +1,774
Nov00 000821 89.90 91.90 89.85 91.06 +2.25 2,430 22,178 -21
Dec00 000821 89.20 91.00 89.20 90.50 +1.90 6,385 30,989 +1,257
Jan01 000821 88.10 89.70 88.10 89.01 +2.00 2,472 19,510 +80
Feb01 000821 86.10 87.60 86.10 86.71 +1.90 2,413 14,662 +41
Mar01 000821 81.50 82.70 81.20 81.91 +1.85 365 9,949 +54
Apr01 000821 78.00 78.70 77.80 78.01 +1.95 320 5,166 -7
May01 000821 75.00 75.50 74.50 74.91 +1.95 52 2,861 +4
Jun01 000821 73.00 73.00 72.90 72.96 +1.95 192 2,987 +40
Total Volume and Open Interest 38,998 179,297 +4,228
Unleaded Gas(NYM)
Sep00 000821 95.25 96.25 94.60 95.93 +1.63 13,945 28,205 -107
Oct00 000821 88.10 89.25 88.00 88.88 +1.78 6,936 19,422 -6
Nov00 000821 85.10 85.80 85.00 85.73 +1.83 1,001 6,735 +115
Dec00 000821 83.00 83.90 82.90 83.68 +1.78 632 6,062 -69
Jan01 000821 81.80 82.80 81.80 82.53 +1.73 637 2,362 -138
Feb01 000821 81.20 82.18 81.20 82.18 +1.73 622 2,832 -200
Mar01 000821 81.20 82.24 81.20 82.18 +1.73 156 1,233 -29
Apr01 000821 86.10 86.98 85.90 86.98 +1.88 163 1,588 +84
Total Volume and Open Interest 24,488 69,473 -350
Natural Gas(NYM)
Sep00 000821 4.540 4.760 4.530 4.747 +0.311 15,531 40,420 +834
Oct00 000821 4.570 4.775 4.570 4.752 +0.297 6,160 36,537 -116
Nov00 000821 4.640 4.800 4.630 4.800 +0.270 1,905 18,997 -48
Dec00 000821 4.735 4.862 4.730 4.862 +0.244 2,515 30,021 -316
Jan01 000821 4.700 4.830 4.700 4.810 +0.231 2,417 28,274 +113
Feb01 000821 4.470 4.540 4.470 4.540 +0.216 522 17,293 +217
Mar01 000821 4.230 4.267 4.220 4.267 +0.193 482 21,402 -37
Apr01 000821 3.980 4.000 3.960 3.992 +0.166 584 11,622 -206
Total Volume and Open Interest 34,820 342,753 +841
Brent Crude Oil(IPE)
Oct00 000821 30.60 31.15 30.58 30.60 +0.16 23,954 79,496 -2,320
Nov00 000821 30.04 30.52 30.02 30.09 +0.23 8,628 33,988 -1,419
Dec00 000821 29.35 29.90 29.35 29.51 +0.25 4,383 39,812 -620
Jan01 000821 28.79 29.21 28.79 28.90 +0.24 1,478 17,598 -33
Feb01 000821 28.22 28.43 28.22 28.30 +0.22 480 11,797 -225
Mar01 000821 27.64 27.72 27.64 27.72 +0.22 220 7,908 -20
Apr01 000821 27.14 27.20 27.14 27.20 +0.20 116 3,534 +0
May01 000821 26.75 26.75 26.72 26.72 +0.17 610 1,370 +250
Total Volume and Open Interest 41,629 233,720 -4,740
Gas Oil(IPE)
Sep00 000821 282.75 288.50 282.75 288.25 +6.00 11,654 36,298 -166
Oct00 000821 279.00 284.75 279.00 284.50 +6.50 10,073 29,972 +1,124
Nov00 000821 274.00 278.50 274.00 278.25 +5.75 2,275 13,856 -226
Dec00 000821 268.75 272.50 268.75 272.25 +5.25 4,109 29,630 -363
Jan01 000821 263.75 266.50 263.75 266.50 +5.25 662 7,170 -591
Feb01 000821 256.50 258.00 256.50 258.00 +4.50 276 4,558 +172
Mar01 000821 248.50 249.00 248.50 249.00 +4.00 300 4,253 +170
Apr01 000821 241.25 241.75 241.25 241.75 +4.50 300 2,067 +70
Total Volume and Open Interest 29,909 136,435 +350
US Dollar Index(NYBOT)
Sep00 000821 110.85 111.45 110.78 111.37 +0.44 650 4,672 +873
Dec00 000821 110.84 111.20 110.82 111.10 +0.45 21 2,082 +12
Mar01 000821 110.83 110.83 110.83 110.83 +0.46 1,436 6,754 +885
Total Volume and Open Interest 671 6,754 +885
Australian Dollar(IMM)
Sep00 000821 58.93 59.05 58.80 58.92 -0.13 1,806 18,335 +267
Dec00 000821 59.00 59.05 58.85 58.95 -0.13 9 660 +12
Mar01 000821 58.98 58.98 58.98 58.98 -0.13 0 684 +0
Total Volume and Open Interest 1,815 19,680 +279
British Pound(IMM)
Sep00 000821 149.20 149.36 148.70 148.82 -0.20 11,967 34,158 +4,585
Dec00 000821 149.30 149.50 148.84 149.02 -0.20 23 402 +11
Mar01 000821 149.22 149.80 149.10 149.22 -0.20 0 12 +0
Total Volume and Open Interest 11,990 34,573 +4,596
Canadian Dollar(IMM)
Sep00 000821 67.95 67.96 67.66 67.74 -0.09 6,858 57,515 -1,045
Dec00 000821 68.07 68.09 67.80 67.90 -0.09 229 5,041 +150
Mar01 000821 68.27 68.27 68.05 68.07 -0.09 1 649 -1
Jun01 000821 68.24 68.24 68.18 68.24 -0.09 1 143 +1
Total Volume and Open Interest 7,089 63,360 -895
Japanese Yen(IMM)
Sep00 000821 92.82 92.88 92.37 92.46 -0.19 15,299 76,383 -3,510
Dec00 000821 94.38 94.38 93.90 93.94 -0.19 332 4,212 +183
Mar01 000821 95.56 95.56 95.43 95.45 -0.19 0 142 +0
Total Volume and Open Interest 15,631 80,738 -3,327
Swiss Franc(IMM)
Sep00 000821 58.01 58.15 57.85 57.90 -0.35 10,041 51,971 +2,168
Dec00 000821 58.43 58.55 58.31 58.35 -0.35 7 474 +1
Mar01 000821 58.80 58.90 58.78 58.78 -0.35 0 5 +0
Total Volume and Open Interest 10,048 52,450 +2,169
EuroFX(IMM)
Sep00 000821 90.37 90.61 90.23 90.32 -0.50 18,004 68,003 +184
Dec00 000821 90.76 90.95 90.65 90.71 -0.50 36 1,324 +18
Mar01 000821 91.08 91.08 91.08 91.08 -0.50 30 227 +15
Total Volume and Open Interest 10,240 69,337 +219
Mexican Peso(IMM)
Sep00 000821 10705.0 10740.0 10695.0 10718.0 +43.0 4,893 13,967 -1,612
Dec00 000821 10450.0 10460.0 10450.0 10450.0 +45.0 190 2,143 +62
Total Volume and Open Interest 6,751 19,690 +926
30-Year T-Bonds(CBOT)
Sep00 000821 100~02 100~05 99~24 99~27 -0~08 146,864 410,539 -3,801
Dec00 000821 100~07 100~07 99~26 99~28 -0~08 19,551 43,086 +12,187
Mar01 000821 99~29 99~31 99~29 99~31 -0~07 337 1,562 +64
Total Volume and Open Interest 166,752 455,824 +8,450
Municipal Bonds(CBOT)
Sep00 000821 99~12 99~16 99~08 99~14 -0~01 1,735 19,058 -1,195
Dec00 000821 98~17 98~21 98~16 98~20 unch 1,106 3,553 +1,102
Total Volume and Open Interest 2,841 22,611 -93
10-Year T-Notes(CBOT)
Sep00 000821 99~240 99~245 99~170 99~210 -0~025 127,979 502,779 -28,333
Dec00 000821 99~210 99~210 99~155 99~190 -0~020 20,804 87,433 +7,220
Total Volume and Open Interest 149,075 590,324 -21,026
5-Year T-Notes(CBOT)
Sep00 000821 99~150 99~175 99~140 99~170 unch 77,269 341,044 -23,315
Dec00 000821 99~165 99~180 99~160 99~180 unch 28,117 50,716 +14,146
Total Volume and Open Interest 105,386 391,760 -9,169
2 Year T-Notes(CBOT)
Sep00 000821 99~054 99~058 99~051 99~058 -0~001 6,282 50,903 +92
Dec00 000821 99~056 99~060 99~056 99~059 -0~002 2,617 1,743 +1,648
Total Volume and Open Interest 8,899 52,646 +1,740
3-Mth T-Bills(IMM)
Sep00 000821 93.90 93.90 93.90 93.90 +0.01 1 1,387 +0
Total Volume and Open Interest 1 1,389 +0
Eurodollars(IMM)
Sep00 000821 93.290 93.293 93.287 93.287 unch 33,414 576,289 -5,019
Dec00 000821 93.120 93.125 93.115 93.125 unch 38,871 551,482 +5,170
Mar01 000821 93.190 93.195 93.180 93.190 -0.005 66,667 497,331 +5,177
Jun01 000821 93.170 93.170 93.155 93.165 -0.015 37,760 290,772 +2,374
Sep01 000821 93.155 93.160 93.145 93.150 -0.015 19,379 230,777 +1,845
Dec01 000821 93.090 93.090 93.080 93.080 -0.020 10,781 172,254 +55
Mar02 000821 93.145 93.145 93.135 93.140 -0.015 8,869 139,900 +1,471
Jun02 000821 93.125 93.130 93.120 93.125 -0.020 6,485 105,801 +1,542
Sep02 000821 93.125 93.130 93.120 93.125 -0.020 4,569 96,992 -239
Dec02 000821 93.075 93.075 93.065 93.065 -0.020 2,552 75,536 -21
Mar03 000821 93.115 93.120 93.110 93.110 -0.025 2,534 72,043 -45
Jun03 000821 93.090 93.095 93.090 93.090 -0.025 3,029 50,056 +366
Total Volume and Open Interest 247,174 3,231,878 +13,196
3-Mth Euro-Yen(IMM)
Sep00 000821 99.64 99.64 99.63 99.63 unch 60 10,990 -75
Dec00 000821 99.53 99.54 99.53 99.54 +0.01 541 12,915 +145
Mar01 000821 99.48 99.48 99.48 99.48 +0.01 363 13,987 +374
Jun01 000821 99.40 99.40 99.40 99.40 +0.01 671 8,859 -67
Sep01 000821 99.31 99.31 99.31 99.31 +0.02 472 14,918 -70
Dec01 000821 99.18 99.19 99.18 99.19 +0.01 1 3,371 -1
Mar02 000821 99.08 99.09 99.08 99.08 +0.01 0 2,598 -20
Jun02 000821 98.97 98.99 98.97 98.97 unch 0 679 +0
Sep02 000821 98.85 98.85 98.85 98.85 +0.01 0 36 +0
Dec02 000821 98.70 98.70 98.70 98.70 +0.01 0 30 +0
Total Volume and Open Interest 2,108 68,383 +286
3-Mth Euro-Yen(SIMEX)
Sep00 000821 99.63 99.64 99.63 99.63 unch 4,269 96,527 -2,014
Dec00 000821 99.52 99.53 99.52 99.53 unch 7,758 106,179 -3,302
Mar01 000821 99.47 99.49 99.46 99.49 +0.02 200 104,951 -194
Jun01 000821 99.39 99.40 99.39 99.40 +0.01 4,087 85,967 +204
Sep01 000821 99.30 99.32 99.29 99.32 +0.02 3,022 62,107 +1,666
Dec01 000821 99.18 99.18 99.18 99.18 +0.01 733 23,495 +222
Mar02 000821 99.08 99.10 99.08 99.10 +0.02 388 14,798 +105
Jun02 000821 99.00 99.00 98.99 98.99 +0.02 457 3,757 +97
Total Volume and Open Interest 20,915 501,340 -3,216
German Euro-Bund(EUREX)
Sep00 000821 105.47 105.61 104.99 105.00 -0.53 315,078 607,132 +14,025
Dec00 000821 105.24 105.32 104.73 104.74 -0.52 650 44,417 +791
Mar01 000821 104.72 104.72 104.70 104.70 -0.52 1,553 909 -99
Total Volume and Open Interest 317,281 652,458 +14,717
German Euro-Bobl(EUREX)
Sep00 000821 102.79 102.86 102.49 102.50 -0.31 113,615 279,766 +1,484
Dec00 000821 102.55 102.55 102.43 102.43 -0.31 3,506 19,616 +414
Mar01 000821 102.20 102.20 102.20 102.20 -0.31 754 500 +0
Total Volume and Open Interest 117,875 299,882 +1,898
Long Gilt(LIFFE)
Sep00 000821 112~28 112~28 112~10 112~11 -0~20 12,865 58,401 +565
Dec00 000821 112~13 112~13 112~02 112~02 -0~21 332 7,923 +291
Total Volume and Open Interest 13,197 66,324 +856
3-Mth Short Sterling(LIFFE)
Sep00 000821 93.70 93.70 93.68 93.70 +0.01 9,631 181,813 +238
Dec00 000821 93.57 93.59 93.56 93.58 unch 27,338 185,468 -1,456
Mar01 000821 93.58 93.58 93.54 93.56 unch 28,950 159,204 +12,889
Total Volume and Open Interest 89,844 837,204 -174,299
3-Mth Euribor(LIFFE)
Sep00 000821 95.045 95.050 95.015 95.020 -0.025 29,184 325,190 +269
Dec00 000821 94.685 94.690 94.640 94.645 -0.035 26,186 291,770 +1,351
Mar01 000821 94.635 94.635 94.575 94.585 -0.040 26,898 220,381 +3,164
Total Volume and Open Interest 128,198 1,311,805 +10,355
3-Mth Aus T-Bills(SFE)
Sep00 000821 93.44 93.47 93.44 93.47 +0.06 6,320 210,024 -4,817
Dec00 000821 93.28 93.32 93.28 93.32 +0.06 10,081 163,822 -1,829
Mar01 000821 93.24 93.27 93.24 93.27 +0.06 1,167 54,225 +294
Jun01 000821 93.27 93.27 93.24 93.26 +0.06 467 23,918 -104
Sep01 000821 93.24 93.26 93.24 93.26 +0.06 120 12,165 +0
Dec01 000821 93.25 93.25 93.24 93.25 +0.06 229 7,557 +128
Mar02 000821 93.24 93.24 93.23 93.24 +0.06 36 5,941 -3
Jun02 000821 93.21 93.23 93.21 93.23 +0.05 75 3,826 +49
Sep02 000821 93.21 93.22 93.21 93.22 +0.04 0 1,703 +0
Dec02 000821 93.22 93.22 93.22 93.22 +0.05 0 1,575 +0
Total Volume and Open Interest 18,495 489,147 -6,282
10-Year Aus T-Bonds(SFE)
Sep00 000821 93.73 93.76 93.73 93.75 +0.01 7,347 162,703 +4,933
Dec00 000821 93.76 93.76 93.76 93.76 +0.04 0 20 +0
Total Volume and Open Interest 7,347 162,723 +4,933
3-Year Aus T-Bonds(SFE)
Sep00 000821 93.62 93.65 93.62 93.65 +0.06 29,115 385,603 +987
Dec00 000821 93.64 93.64 93.64 93.64 +0.06 0 1,150 +0
Total Volume and Open Interest 29,115 386,753 +987
Gold(CMX)
Aug00 000821 275.5 276.2 275.0 275.1 -1.7 42 76 -25
Oct00 000821 277.0 277.5 276.1 277.1 -1.7 115 8,169 +1
Dec00 000821 280.3 280.5 279.2 280.0 -1.7 11,106 77,613 +332
Feb01 000821 282.6 282.6 282.6 282.6 -1.7 287 11,892 -169
Apr01 000821 285.1 285.1 285.1 285.1 -1.7 1 3,871 +1
Jun01 000821 287.6 287.6 287.6 287.6 -1.7 0 8,517 +0
Total Volume and Open Interest 11,551 129,869 +95
Silver(CMX)
Sep00 000821 486.0 487.0 485.5 486.8 +1.3 8,683 50,832 -3,427
Dec00 000821 492.0 493.5 491.5 493.2 +1.4 6,468 38,672 +2,793
Mar01 000821 497.0 499.0 497.0 498.7 +1.5 12 2,293 +7
May01 000821 501.5 501.5 501.5 501.5 +1.5 0 833 +0
Jul01 000821 507.0 507.0 504.4 504.4 +1.5 0 1,776 +0
Total Volume and Open Interest 15,227 99,632 -588
Platinum(NYM)
Oct00 000821 564.0 573.0 564.0 571.6 +6.8 250 8,669 -59
Jan01 000821 559.6 559.6 559.6 559.6 +6.8 8 751 +6
Total Volume and Open Interest 258 9,425 -53
Palladium(NYME)
Sep00 000821 730.00 749.00 730.00 744.50 +7.75 68 525 -47
Dec00 000821 735.00 750.00 735.00 743.25 +8.25 146 1,383 +47
Mar01 000821 738.25 738.25 738.25 738.25 +8.25 0 5 +0
Total Volume and Open Interest 214 1,913 +0
Copper(CMX)
Sep00 000821 85.95 86.35 85.20 85.40 -1.10 4,434 38,740 -1,143
Dec00 000821 86.90 87.20 86.15 86.40 -0.90 2,271 18,856 +568
Mar01 000821 86.45 86.65 85.80 86.00 -0.75 6 4,544 +32
May01 000821 86.30 86.30 85.80 85.80 -0.65 22 1,402 +1
Jul01 000821 85.80 85.80 85.60 85.60 -0.55 0 847 +0
Total Volume and Open Interest 7,188 77,699 -473
DJIA Index(CBOT)
Sep00 000821 11125 11180 11065 11137 +42 5,243 13,516 +418
Dec00 000821 11275 11320 11220 11286 +42 8 2,129 +2
Mar01 000821 11436 11436 11436 11436 +42 0 4 +0
Jun01 000821 11592 11592 11592 11592 +42      
Total Volume and Open Interest 9,285 15,235 -171
S & P 500(CME)
Sep00 000821 1504.00 1509.50 1497.10 1506.80 +6.00 37,426 368,364 -2,445
Dec00 000821 1527.00 1531.70 1520.00 1529.20 +6.00 144 15,520 +741
Mar01 000821 1552.60 1555.00 1543.00 1552.60 +6.10 71 1,422 +33
Jun01 000821 1578.00 1578.80 1566.80 1576.40 +6.10 0 1,279 -8
Total Volume and Open Interest 37,641 386,750 -1,679
S & P 500 E-Mini(Globex)
Sep00 000821 1501.00 1509.75 1497.25 1506.75 +6.00 49,751 46,519 -1,747
Dec00 000821 1520.50 1529.25 1517.25 1529.25 +6.00 6 59 +2
Total Volume and Open Interest 49,757 46,578 -1,745
NASDAQ 100(CME)
Sep00 000821 3865.00 3900.00 3796.00 3856.50 +21.00 11,074 33,164 +496
Dec00 000821 3918.50 3918.50 3918.50 3918.50 +21.00 0 102 +20
Mar01 000821 3979.50 3979.50 3979.50 3979.50 +21.00 0 4 +0
Total Volume and Open Interest 11,074 33,270 +516
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000821 3837.5 3900.0 3797.0 3856.5 +21.0 31,073 32,052 -412
Dec00 000821 3887.0 3922.0 3887.0 3918.5 +21.0 0 16 +0
Total Volume and Open Interest 31,073 32,068 -412
NYSE Composite(NYBOT)
Sep00 000821 672.50 674.25 671.50 674.20 +1.85      
Dec00 000821 683.95 683.95 683.95 683.95 +2.10      
Mar01 000821 693.00 693.70 693.00 693.70 +2.35      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000821 527.00 528.70 523.50 525.50 -1.00 312 13,122 +15
Dec00 000821 533.45 533.45 533.45 533.45 -0.50      
Mar01 000821 539.45 539.45 539.45 539.45 -0.50      
Total Volume and Open Interest 312 13,122 +15
Russell 2000(CME)
Sep00 000821 519.50 521.75 516.50 517.75 +0.10 207 11,499 -370
Dec00 000821 525.05 525.55 525.05 525.05 -0.40      
Mar01 000821 532.60 533.10 532.60 532.60 -0.40      
Total Volume and Open Interest 207 11,499 -370
Value Line(KCBT)
Sep00 000821 1138.00 1145.00 1138.00 1139.00 +1.50 6 206 -8
Total Volume and Open Interest 6 209 -8
Nikkei 225(CME)
Sep00 000821 16040 16120 16025 16120 -155 492 15,430 -11
Dec00 000821 16150 16150 16100 16130 -145 0 43 +0
Total Volume and Open Interest 492 15,473 -11
Nikkei 225(SIMEX)
Sep00 000821 16250 16255 15940 16060 -275 8,951 106,657 +53
Dec00 000821 16050 16050 16050 16050 -275 3 7,129 +3
Mar01 000821 16070 16070 16070 16070 -275 0 3,790 +0
Total Volume and Open Interest 8,954 117,991 +56
CAC 40(MATIF)
Aug00 000821 6617.0 6649.5 6550.0 6586.0 -39.0 22,486 243,281 +3,929
Sep00 000821 6623.0 6653.0 6554.5 6600.5 -22.5 4,505 113,259 +1,057
Oct00 000821 6626.0 6626.0 6626.0 6626.0 -22.0      
Total Volume and Open Interest 26,991 374,557 +4,986
DAX Index(EUREX)
Sep00 000821 7275.0 7275.0 7170.5 7213.0 -34.5 24,653 163,604 +532
Dec00 000821 7360.0 7360.0 7270.0 7302.5 -35.5 160 3,022 -13
Mar01 000821 7401.0 7401.0 7401.0 7401.0 -36.0 11 286 -4
Total Volume and Open Interest 24,824 166,912 +515
FT-SE 100(LIFFE)
Sep00 000821 6573.50 6584.50 6508.00 6569.50 +14.00 20,597 281,704 +685
Dec00 000821 6612.50 6664.50 6611.50 6651.50 +14.00 0 7,286 +0
Mar01 000821 6713.50 6713.50 6713.50 6713.50 +14.00 126 3,315 +0
Total Volume and Open Interest 20,723 292,305 +685
SPI 200(SFE)
Sep00 000821 3357.0 3357.0 3337.0 3347.0 -7.0 6,913 124,999 +3,424
Dec00 000821 3376.0 3376.0 3373.0 3373.0 -4.0 808 3,207 +465
Mar01 000821 3390.0 3390.0 3390.0 3390.0 -7.0 56 1,145 -16
Total Volume and Open Interest 7,777 129,525 +3,873
GSCI(CME)
Sep00 000821 234.75 238.50 234.75 236.55 +3.35 108 34,655 -14
Oct00 000821 234.50 235.00 234.50 234.50 +3.50 0 29 +0
Nov00 000821 232.50 232.50 232.50 232.50 +3.00      
Total Volume and Open Interest 108 34,684 -14
Bridge CRB Index(NYBOT)
Nov00 000821 222.25 223.20 222.25 222.55 +0.85 190 562 +5
Jan01 000821 223.65 223.65 223.05 223.05 +0.85 1 647 +1
Feb01 000821 223.00 223.00 222.05 222.05 +0.85 1 346 +0
Total Volume and Open Interest 192 1,555 +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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