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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 Wed August 23, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000823 458.50 460.25 456.50 459.50 +1.00 2,326 12,283 -462
Nov00 000823 467.00 469.50 465.50 469.00 +1.50 28,482 76,141 +55
Jan01 000823 477.50 479.50 476.00 479.50 +1.50 2,247 11,306 +956
Mar01 000823 488.00 490.25 486.00 489.00 +1.25 450 9,074 +49
May01 000823 497.00 498.00 495.00 498.00 +1.25 78 6,761 +12
Jul01 000823 505.00 507.00 503.00 505.50 +0.50 629 7,123 +261
Aug01 000823 505.50 505.50 505.50 505.50 +0.50 0 160 +0
Total Volume and Open Interest 34,261 124,787 +861
Soybean Meal(CBOT)
Sep00 000823 155.00 157.50 154.70 157.40 +1.80 6,636 14,605 -14
Oct00 000823 153.70 155.70 153.20 155.60 +1.60 2,743 13,559 +308
Dec00 000823 154.80 156.70 154.50 156.30 +1.00 9,288 39,983 +739
Jan01 000823 156.00 157.30 155.40 156.60 +0.30 855 8,479 +255
Mar01 000823 157.00 158.50 157.00 157.80 +0.30 150 7,165 +20
May01 000823 159.00 160.00 158.80 159.10 -0.10 64 4,411 +31
Jul01 000823 162.00 162.00 161.00 161.00 -0.30 100 1,956 +8
Aug01 000823 162.00 162.00 162.00 162.00 +1.00 1 301 +0
Total Volume and Open Interest 19,838 90,852 +1,348
Soybean Oil(CBOT)
Sep00 000823 15.17 15.20 15.01 15.11 -0.05 6,149 15,153 -738
Oct00 000823 15.38 15.42 15.24 15.31 -0.05 4,004 20,967 +389
Dec00 000823 15.75 15.78 15.60 15.68 -0.06 6,563 60,636 +426
Jan01 000823 16.04 16.06 15.88 15.98 -0.06 417 17,111 +349
Mar01 000823 16.40 16.43 16.30 16.33 -0.07 252 7,756 +61
May01 000823 16.71 16.77 16.65 16.68 -0.03 139 7,090 +72
Jul01 000823 17.05 17.12 17.00 17.01 -0.04 51 4,880 +37
Aug01 000823 17.18 17.30 17.13 17.13 -0.05 3 622 +3
Total Volume and Open Interest 17,676 136,474 +698
Canola(WCE)
Sep00 000823 246.7 248.2 246.7 248.2 +0.5 216 3,365 +24
Nov00 000823 253.0 255.0 253.0 254.7 +1.0 3,623 43,698 +666
Jan01 000823 259.5 261.1 259.2 260.9 +1.0 1,511 7,287 +788
Mar01 000823 265.2 266.9 265.2 266.9 +1.3 13 1,137 +13
May01 000823 271.1 271.1 271.1 271.1 -0.6 0 43 +0
Total Volume and Open Interest 5,363 55,650 +1,491
Corn(CBOT)
Sep00 000823 174.75 175.75 174.50 175.25 -0.25 18,264 81,738 -4,085
Nov00 000823 182.75 183.50 182.75 183.00 -1.00 292 1,817 +97
Dec00 000823 187.25 188.00 186.50 187.50 -0.50 20,844 202,766 +2,272
Jan01 000823 191.50 191.75 190.50 191.00 -1.00 29 358 +4
Mar01 000823 199.25 199.75 198.50 199.25 -0.50 3,977 51,565 +1,365
May01 000823 207.00 207.50 206.50 207.00 -0.75 393 13,742 +114
Total Volume and Open Interest 45,281 386,898 +453
Wheat(CBOT)
Sep00 000823 233.00 235.25 232.25 233.75 -1.00 5,745 28,633 -2,318
Dec00 000823 251.50 254.00 250.50 252.25 -0.75 14,920 81,763 -280
Mar01 000823 269.00 271.00 268.25 269.25 -1.25 1,244 22,419 -75
May01 000823 279.50 281.00 279.00 280.25 -0.75 188 1,526 +65
Jul01 000823 289.00 290.50 288.00 289.00 -1.25 300 9,106 -109
Total Volume and Open Interest 22,437 144,017 -2,678
Wheat(KCBT)
Sep00 000823 275.00 277.00 274.25 275.50 -0.75 3,282 15,570 -810
Dec00 000823 290.50 293.50 290.00 291.50 -0.50 2,497 51,461 -335
Mar01 000823 305.50 307.00 305.00 306.50 +0.25 546 11,284 +80
May01 000823 313.50 314.00 312.50 314.00 unch 7 1,326 +3
Jul01 000823 321.00 321.00 320.00 320.00 -1.00 2 855 -202
Total Volume and Open Interest 6,334 80,504 -1,264
Wheat(MGE)
Sep00 000823 293.00 294.50 293.00 293.50 -1.00 2,308 8,690 -279
Dec00 000823 307.00 308.25 307.00 307.75 -0.25 2,022 12,255 +394
Mar01 000823 321.00 322.00 320.50 321.75 unch 195 3,205 +15
May01 000823 329.50 330.00 329.00 329.00 -1.00 9 456 +6
Jul01 000823 337.00 337.50 337.00 337.25 -0.75 0 228 +0
Total Volume and Open Interest 4,546 24,945 +147
Oats(CBOT)
Sep00 000823 98.00 99.00 98.00 98.00 -0.75 466 4,802 -116
Dec00 000823 108.75 109.50 108.50 108.50 -0.75 950 8,792 +98
Mar01 000823 118.75 119.00 118.25 118.25 -0.50 29 1,373 +9
May01 000823 124.00 124.00 124.00 124.00 -0.75 8 85 -1
Total Volume and Open Interest 1,453 15,138 -10
Rough Rice(CBOT)
Sep00 000823 5.92 6.15 5.92 6.11 +0.16 325 1,294 -117
Nov00 000823 5.93 6.13 5.93 6.10 +0.15 328 2,839 -51
Jan01 000823 6.18 6.30 6.18 6.28 +0.10 42 1,895 +7
Mar01 000823 6.44 6.45 6.44 6.45 +0.10 34 447 +29
Total Volume and Open Interest 749 6,580 -113
Live Cattle(CME)
Aug00 000823 67.400 67.600 67.150 67.500 +0.300 547 3,727 -205
Oct00 000823 68.250 68.900 68.225 68.850 +0.625 4,037 58,799 +449
Dec00 000823 69.750 70.275 69.750 70.225 +0.425 1,310 29,013 +162
Feb01 000823 71.400 71.600 71.350 71.575 +0.175 382 14,134 +122
Apr01 000823 73.450 73.500 73.300 73.475 +0.050 331 7,865 +22
Jun01 000823 71.400 71.425 71.275 71.400 -0.025 99 3,446 -2
Total Volume and Open Interest 6,715 119,521 +548
Feeder Cattle(CME)
Aug00 000823 86.200 86.275 86.150 86.250 +0.125 429 3,202 -244
Sep00 000823 86.000 86.100 85.750 85.925 -0.025 218 3,551 +17
Oct00 000823 86.825 86.850 86.500 86.825 +0.075 656 6,598 +63
Nov00 000823 87.150 87.200 86.975 87.125 +0.050 158 3,189 +53
Jan01 000823 87.400 87.500 87.300 87.500 +0.150 75 2,534 +24
Mar01 000823 87.150 87.300 87.100 87.200 +0.050 14 1,136 +6
Apr01 000823 87.050 87.300 87.000 87.300 +0.250 40 304 +30
Total Volume and Open Interest 1,618 21,188 -48
Lean Hogs(CME)
Oct00 000823 51.750 53.100 51.700 52.925 +0.475 3,332 19,203 -103
Dec00 000823 48.700 49.950 48.700 49.925 +0.575 1,875 10,778 -27
Feb01 000823 50.200 51.150 50.150 51.050 +0.525 493 3,565 +125
Apr01 000823 49.350 49.875 49.100 49.725 +0.275 63 1,675 +9
Jun01 000823 56.125 56.500 56.025 56.125 -0.025 35 612 +11
Jul01 000823 55.500 55.750 55.300 55.625 -0.125 12 152 +14
Aug01 000823 53.850 54.400 53.850 54.075 -0.075 2 72 +2
Oct01 000823 48.250 48.600 48.000 48.550        
Pork Bellies(CME)
Aug00 000823 64.950 64.950 64.950 64.950 -3.000 52 117 -32
Feb01 000823 64.600 65.100 63.600 64.125 -0.900 319 1,467 -17
Mar01 000823 64.850 64.850 63.500 63.700 -0.900 7 25 +3
May01 000823 64.500 64.500 64.100 64.100 -0.900 2 7 +2
Jul01 000823 66.500 66.500 64.700 66.500 unch 0 8 +0
Total Volume and Open Interest 380 1,624 -44
Cocoa(NYBOT)
Sep00 000823 759 759 735 740 -11 44 607 -46
Dec00 000823 801 803 782 785 -17 1,551 52,809 +18
Mar01 000823 833 837 817 819 -16 332 17,783 +198
May01 000823 857 857 843 843 -16 21 8,266 -1
Jul01 000823 880 880 866 866 -16 75 7,906 -66
Sep01 000823 906 906 892 892 -16 0 7,035 +0
Dec01 000823 926 926 926 926 -16 293 8,538 +350
Total Volume and Open Interest 2,321 117,127 +452
Coffee "C"(NYBOT)
Sep00 000823 76.75 77.40 74.50 74.60 -2.50 6,549 3,583 -2,693
Dec00 000823 82.75 82.90 79.75 80.15 -2.10 6,729 27,482 +2,919
Mar01 000823 87.25 87.50 85.00 85.00 -1.75 228 5,112 +22
May01 000823 90.00 90.00 87.65 87.65 -1.60 35 1,598 +27
Jul01 000823 92.75 92.75 90.25 90.40 -1.60 20 600 +9
Sep01 000823 94.75 94.75 93.00 93.15 -1.60 15 902 -9
Total Volume and Open Interest 13,577 39,355 +276
Orange Juice(NYBOT)
Sep00 000823 76.25 76.25 73.50 74.05 -2.50 2,947 5,293 -1,267
Nov00 000823 75.75 75.75 73.50 73.95 -1.80 2,154 14,752 +934
Jan01 000823 77.60 77.60 75.15 75.65 -1.80 608 4,168 +230
Mar01 000823 79.25 79.30 77.85 77.85 -1.70 226 4,163 +74
May01 000823 81.00 81.00 79.65 79.65 -1.65 0 577 +0
Total Volume and Open Interest 7,435 29,634 -29
Sugar #11(NYBOT)
Oct00 000823 10.68 10.68 10.41 10.48 -0.14 4,074 80,204 -677
Mar01 000823 10.31 10.31 10.06 10.13 -0.16 1,387 50,217 +72
May01 000823 9.98 9.98 9.75 9.81 -0.18 432 12,519 +0
Jul01 000823 9.54 9.54 9.30 9.35 -0.21 304 13,103 +85
Oct01 000823 9.31 9.31 9.15 9.15 -0.20 145 10,156 +19
Total Volume and Open Interest 6,439 171,623 -549
London Cocoa(LCE)
Sep00 000823 578 578 563 563 -13 390 17,424 -262
Dec00 000823 612 612 595 596 -16 723 56,895 -281
Mar01 000823 635 635 618 618 -16 213 39,045 +84
May01 000823 650 650 634 634 -16 20 19,766 +0
Jul01 000823 666 666 650 650 -16 0 7,222 +0
Sep01 000823 669 669 665 666 -16 0 5,005 +0
Dec01 000823 696 696 693 693 -16 220 4,654 +220
Total Volume and Open Interest 1,566 178,843 -239
London Coffee(LCE)
Sep00 000823 780.00 790.00 776.00 790.00 +11.00 1,763 17,402 -978
Nov00 000823 800.00 807.00 795.00 807.00 +8.00 1,638 27,489 +467
Jan01 000823 814.00 822.00 812.00 822.00 +8.00 629 9,080 +235
Mar01 000823 835.00 845.00 835.00 845.00 +8.00 4 2,434 +0
May01 000823 859.00 867.00 858.00 867.00 +8.00 23 1,810 +23
Jul01 000823 889.00 889.00 889.00 889.00 +8.00 14 321 +14
Total Volume and Open Interest 4,071 58,683 -239
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000823 272.30 272.30 270.00 270.10 -2.20 1,324 14,575 +693
Dec00 000823 270.10 270.10 266.60 267.30 -2.90 493 9,342 +335
Mar01 000823 266.10 266.10 264.30 264.30 -1.80 310 10,147 -4
May01 000823 261.60 261.60 260.00 260.20 -1.40 200 1,670 +200
Total Volume and Open Interest 2,327 40,823 +1,224
Cotton(NYBOT)
Oct00 000823 63.70 64.00 63.25 63.88 -0.12 567 4,378 -30
Dec00 000823 65.75 66.20 65.40 65.96 -0.24 6,415 41,988 -176
Mar01 000823 67.40 67.75 67.00 67.50 -0.28 1,644 9,847 -65
May01 000823 67.90 68.10 67.50 68.05 -0.20 497 6,871 +149
Jul01 000823 68.70 68.70 68.60 68.60 -0.20 75 2,339 +16
Oct01 000823 66.35 66.45 66.35 66.45 -0.40 4 569 +0
Total Volume and Open Interest 15,823 68,649 -9
Lumber(CME)
Sep00 000823 228.0 229.9 226.2 227.3 -0.9 480 1,701 -26
Nov00 000823 241.8 243.2 241.5 241.8 -0.7 319 1,333 +35
Jan01 000823 256.1 256.1 253.7 253.7 -1.4 66 371 +17
Mar01 000823 262.0 262.0 260.6 260.8 -1.8 48 268 +26
Total Volume and Open Interest 917 3,767 +51
Crude Oil(NYM)
Oct00 000823 32.00 32.80 31.96 32.02 +0.80 84,418 120,881 +3,464
Nov00 000823 31.70 32.20 31.50 31.56 +0.73 20,522 44,892 +2,952
Dec00 000823 31.05 31.46 30.95 30.97 +0.66 12,011 40,765 +397
Jan01 000823 30.50 30.80 30.37 30.37 +0.61 2,641 21,163 +62
Feb01 000823 29.95 30.22 29.81 29.81 +0.57 1,933 12,018 +482
Mar01 000823 29.45 29.58 29.29 29.29 +0.53 1,175 10,720 +276
Apr01 000823 28.95 29.00 28.80 28.80 +0.49 1,074 6,493 -441
May01 000823 28.60 28.62 28.34 28.34 +0.45 297 6,540 -14
Jun01 000823 28.10 28.28 27.92 27.92 +0.41 1,323 20,085 +363
Jul01 000823 27.83 27.83 27.57 27.57 +0.39 780 8,519 +171
Total Volume and Open Interest 180,183 407,838 -9,455
Heating Oil(NYM)
Sep00 000823 94.50 96.40 93.70 95.61 +5.26 16,041 25,319 -3,533
Oct00 000823 93.50 95.45 93.20 94.78 +4.92 11,765 36,782 +349
Nov00 000823 92.80 94.50 92.50 93.78 +4.52 6,315 22,438 +0
Dec00 000823 92.00 93.50 91.50 92.83 +4.07 5,424 30,126 -613
Jan01 000823 90.75 92.10 90.40 91.38 +3.62 3,163 19,725 +277
Feb01 000823 88.50 89.50 88.00 88.58 +2.92 3,789 14,944 +286
Mar01 000823 84.00 84.25 83.30 83.33 +2.37 557 10,406 +185
Apr01 000823 80.00 80.00 79.08 79.08 +1.92 378 5,156 -56
May01 000823 77.20 77.20 75.68 75.68 +1.62 73 2,809 -35
Jun01 000823 74.00 74.70 73.43 73.43 +1.22 640 2,738 -213
Total Volume and Open Interest 48,686 174,973 -3,315
Unleaded Gas(NYM)
Sep00 000823 94.90 96.00 94.00 94.58 +1.25 20,240 23,748 -3,310
Oct00 000823 89.00 90.20 88.00 88.67 +1.42 12,461 22,914 +1,571
Nov00 000823 86.40 87.30 85.60 85.82 +1.42 1,668 6,794 -223
Dec00 000823 84.00 84.90 83.65 83.82 +1.37 203 6,402 +11
Jan01 000823 83.00 83.45 82.67 82.67 +1.27 553 2,591 +97
Feb01 000823 82.75 83.40 82.00 82.42 +1.27 467 2,701 -200
Mar01 000823 82.80 82.90 82.40 82.52 +1.27 225 1,221 -215
Apr01 000823 87.30 87.50 87.20 87.32 +1.27 10 1,795 +0
Total Volume and Open Interest 35,867 69,383 -2,264
Natural Gas(NYM)
Sep00 000823 4.690 4.790 4.565 4.605 +0.085 49,404 38,231 -2,386
Oct00 000823 4.680 4.760 4.560 4.605 +0.075 20,155 41,617 +1,692
Nov00 000823 4.750 4.760 4.600 4.652 +0.062 8,203 21,348 +679
Dec00 000823 4.800 4.860 4.680 4.720 +0.055 6,339 31,718 +1,102
Jan01 000823 4.720 4.800 4.620 4.667 +0.042 5,956 28,606 -408
Feb01 000823 4.460 4.530 4.390 4.399 +0.031 980 18,016 +285
Mar01 000823 4.200 4.225 4.115 4.133 +0.023 646 21,396 +126
Apr01 000823 3.900 3.950 3.860 3.875 +0.015 1,130 11,979 +76
Total Volume and Open Interest 97,106 351,276 +1,491
Brent Crude Oil(IPE)
Oct00 000823 30.90 31.18 30.55 30.69 +0.76 43,036 75,087 -3,382
Nov00 000823 30.50 30.77 30.25 30.39 +0.90 20,655 39,268 +2,587
Dec00 000823 29.90 30.26 29.80 29.95 +0.89 6,551 40,149 -835
Jan01 000823 29.40 29.60 29.24 29.38 +0.84 1,310 17,322 -572
Feb01 000823 28.85 28.92 28.76 28.81 +0.77 393 11,803 +6
Mar01 000823 28.30 28.30 28.20 28.23 +0.72 155 8,008 +0
Apr01 000823 27.80 27.83 27.69 27.69 +0.68 26 3,559 +25
May01 000823 27.35 27.35 27.10 27.23 +0.65 102 1,570 +100
Total Volume and Open Interest 72,366 235,158 -2,096
Gas Oil(IPE)
Sep00 000823 294.00 299.75 293.00 298.50 +11.25 13,108 38,360 -122
Oct00 000823 290.25 295.00 289.00 294.00 +10.50 7,474 32,653 +1,293
Nov00 000823 284.50 287.50 282.25 286.50 +9.25 3,124 14,268 +167
Dec00 000823 278.25 280.50 275.25 279.25 +8.00 2,690 29,859 -699
Jan01 000823 270.75 273.50 269.00 272.00 +6.75 491 6,898 -237
Feb01 000823 263.75 264.00 262.50 262.50 +5.75 209 4,545 +18
Mar01 000823 253.50 254.00 252.25 252.25 +4.75 3 4,254 +1
Apr01 000823 248.75 248.75 243.50 243.50 +4.00 51 2,018 -49
Total Volume and Open Interest 27,151 141,527 +373
US Dollar Index(NYBOT)
Sep00 000823 111.74 112.05 111.30 111.33 -0.32 900 5,041 +374
Dec00 000823 111.50 111.75 111.02 111.02 -0.38 40 2,113 +22
Mar01 000823 110.83 110.83 110.83 110.83 -0.32 912 7,154 +396
Total Volume and Open Interest 940 7,154 +396
Australian Dollar(IMM)
Sep00 000823 56.91 57.40 56.86 57.14 -0.93 5,008 18,737 +533
Dec00 000823 56.90 57.35 56.90 57.16 -0.94 919 809 +155
Mar01 000823 57.18 57.18 57.18 57.18 -0.95 0 694 +0
Total Volume and Open Interest 5,927 20,241 +688
British Pound(IMM)
Sep00 000823 148.18 148.78 147.90 148.74 +0.26 6,540 40,517 +1,741
Dec00 000823 148.30 148.94 148.10 148.94 +0.26 370 557 +137
Mar01 000823 149.14 149.14 148.30 149.14 +0.26 0 12 +0
Total Volume and Open Interest 6,910 41,087 +1,878
Canadian Dollar(IMM)
Sep00 000823 67.50 67.50 67.22 67.32 -0.47 7,253 55,580 -2,129
Dec00 000823 67.61 67.64 67.35 67.46 -0.48 1,693 7,121 +1,612
Mar01 000823 67.60 67.62 67.48 67.62 -0.48 6 754 +3
Jun01 000823 67.78 67.78 67.78 67.78 -0.48 2 145 +1
Total Volume and Open Interest 8,956 63,613 -512
Japanese Yen(IMM)
Sep00 000823 93.65 94.03 93.58 93.85 +1.08 6,716 76,255 -799
Dec00 000823 95.25 95.50 95.12 95.33 +1.08 54 4,213 +0
Mar01 000823 96.95 96.95 96.86 96.86 +1.10 0 162 +0
Total Volume and Open Interest 6,770 80,631 -799
Swiss Franc(IMM)
Sep00 000823 57.69 58.22 57.69 58.20 +0.55 6,619 54,514 -181
Dec00 000823 58.19 58.66 58.19 58.65 +0.55 47 488 +9
Mar01 000823 58.65 59.08 58.65 59.08 +0.55 0 6 +0
Total Volume and Open Interest 6,666 55,008 -172
EuroFX(IMM)
Sep00 000823 89.45 90.16 89.36 90.14 +0.27 10,281 68,666 -130
Dec00 000823 89.86 90.55 89.78 90.53 +0.27 453 1,754 +420
Mar01 000823 90.25 90.90 90.20 90.90 +0.27 0 227 +0
Total Volume and Open Interest 8,985 70,357 +803
Mexican Peso(IMM)
Sep00 000823 10680.0 10730.0 10650.0 10720.0 -13.0 1,734 13,785 -169
Dec00 000823 10430.0 10458.0 10400.0 10458.0 -12.0 37 2,151 +18
Total Volume and Open Interest 2,282 19,153 -648
30-Year T-Bonds(CBOT)
Sep00 000823 99~29 100~19 99~25 100~12 +0~15 137,033 366,708 -21,136
Dec00 000823 100~00 100~19 99~31 100~14 +0~15 49,933 91,652 +30,498
Mar01 000823 100~07 100~21 100~07 100~16 +0~14 174 1,207 -541
Total Volume and Open Interest 187,177 459,678 +8,857
Municipal Bonds(CBOT)
Sep00 000823 99~24 100~03 99~23 99~28 +0~05 644 19,063 -41
Dec00 000823 99~07 99~08 99~03 99~04 +0~07 303 3,825 +243
Total Volume and Open Interest 947 22,888 +202
10-Year T-Notes(CBOT)
Sep00 000823 99~230 100~050 99~210 100~035 +0~125 66,694 476,849 -22,903
Dec00 000823 99~255 100~030 99~255 100~015 +0~130 16,464 107,907 +6,291
Total Volume and Open Interest 83,164 584,873 -16,612
5-Year T-Notes(CBOT)
Sep00 000823 99~230 99~275 99~225 99~260 +0~070 52,781 320,275 -11,679
Dec00 000823 99~255 99~280 99~245 99~275 +0~070 21,499 72,997 +14,098
Total Volume and Open Interest 74,280 393,272 +2,419
2 Year T-Notes(CBOT)
Sep00 000823 99~064 99~074 99~064 99~072 +0~011 4,433 47,152 -210
Dec00 000823 99~067 99~076 99~067 99~076 +0~013 3,615 8,443 +1,458
Total Volume and Open Interest 8,048 55,595 +1,248
3-Mth T-Bills(IMM)
Sep00 000823 93.91 93.91 93.91 93.91 +0.01 0 1,436 -1
Total Volume and Open Interest 0 1,438 -1
Eurodollars(IMM)
Sep00 000823 93.302 93.310 93.302 93.308 +0.010 49,873 567,170 -3,286
Dec00 000823 93.135 93.160 93.135 93.155 +0.035 36,855 546,296 -1,283
Mar01 000823 93.185 93.225 93.185 93.210 +0.040 71,323 498,556 +2,435
Jun01 000823 93.170 93.210 93.170 93.195 +0.045 29,212 287,133 -1,651
Sep01 000823 93.155 93.195 93.155 93.190 +0.055 15,002 228,166 -482
Dec01 000823 93.100 93.140 93.100 93.140 +0.060 10,567 171,028 -1,169
Mar02 000823 93.160 93.210 93.160 93.205 +0.070 11,164 138,849 -227
Jun02 000823 93.160 93.205 93.160 93.200 +0.070 7,773 106,253 +812
Sep02 000823 93.175 93.205 93.170 93.205 +0.070 3,318 97,061 +16
Dec02 000823 93.110 93.150 93.110 93.145 +0.070 2,977 75,971 +1,030
Mar03 000823 93.160 93.200 93.160 93.195 +0.070 2,913 72,020 +47
Jun03 000823 93.150 93.185 93.150 93.180 +0.070 2,382 50,708 +588
Total Volume and Open Interest 262,549 3,213,701 -1,339
3-Mth Euro-Yen(IMM)
Sep00 000823 99.63 99.63 99.62 99.63 +0.01 423 10,779 -46
Dec00 000823 99.51 99.51 99.51 99.51 unch 606 12,564 -261
Mar01 000823 99.45 99.45 99.44 99.45 -0.01 694 13,703 -122
Jun01 000823 99.36 99.36 99.36 99.36 -0.01 1,097 9,030 +259
Sep01 000823 99.26 99.26 99.25 99.26 -0.01 1,136 14,431 -86
Dec01 000823 99.13 99.14 99.13 99.14 -0.01 150 3,157 +41
Mar02 000823 99.04 99.04 99.04 99.04 -0.02 155 2,703 +105
Jun02 000823 98.93 98.93 98.93 98.93 -0.03 0 679 +0
Sep02 000823 98.81 98.81 98.80 98.81 -0.02 0 36 +0
Dec02 000823 98.66 98.66 98.66 98.66 -0.02 0 30 +0
Total Volume and Open Interest 4,261 67,112 -110
3-Mth Euro-Yen(SIMEX)
Sep00 000823 99.62 99.63 99.62 99.63 unch 3,035 96,583 +56
Dec00 000823 99.50 99.51 99.50 99.51 unch 4,512 106,027 -152
Mar01 000823 99.46 99.46 99.44 99.45 -0.01 6,781 105,276 +325
Jun01 000823 99.36 99.37 99.35 99.36 -0.01 5,985 85,731 -236
Sep01 000823 99.27 99.27 99.25 99.26 -0.02 2,962 62,191 +84
Dec01 000823 99.14 99.14 99.13 99.13 -0.02 2,371 22,936 -559
Mar02 000823 99.05 99.05 99.04 99.04 -0.02 516 14,697 -101
Jun02 000823 98.92 98.93 98.92 98.93 -0.03 142 3,758 +1
Total Volume and Open Interest 26,429 500,758 -582
German Euro-Bund(EUREX)
Sep00 000823 105.20 105.56 104.92 105.44 +0.21 510,678 609,461 +14,339
Dec00 000823 104.88 105.25 104.69 105.17 +0.20 5,772 49,881 +5,189
Mar01 000823 105.13 105.13 105.13 105.13 +0.20 0 934 -195
Total Volume and Open Interest 516,450 660,276 +19,333
German Euro-Bobl(EUREX)
Sep00 000823 102.64 102.89 102.55 102.83 +0.15 219,093 272,529 +49
Dec00 000823 102.71 102.78 102.70 102.78 +0.16 1,319 24,632 +1,892
Mar01 000823 102.53 102.53 102.53 102.53 +0.15 0 634 -120
Total Volume and Open Interest 220,412 297,795 +1,821
Long Gilt(LIFFE)
Sep00 000823 112~07 112~27 112~04 112~25 +0~09 16,482 59,600 +2,016
Dec00 000823 111~30 112~17 111~30 112~16 +0~09 1,859 9,999 +1,612
Total Volume and Open Interest 18,341 69,599 +3,628
3-Mth Short Sterling(LIFFE)
Sep00 000823 93.69 93.73 93.68 93.72 +0.02 7,557 177,223 -1,196
Dec00 000823 93.57 93.63 93.57 93.62 +0.03 9,468 182,154 -771
Mar01 000823 93.56 93.62 93.55 93.60 +0.03 10,579 160,737 +343
Total Volume and Open Interest 40,495 832,467 -516
3-Mth Euribor(LIFFE)
Sep00 000823 95.030 95.075 95.025 95.065 +0.020 69,442 327,772 +3,176
Dec00 000823 94.655 94.715 94.645 94.710 +0.030 59,790 291,421 +2,049
Mar01 000823 94.610 94.670 94.590 94.665 +0.045 44,652 228,829 +3,677
Total Volume and Open Interest 241,147 1,337,370 +18,672
3-Mth Aus T-Bills(SFE)
Sep00 000823 93.43 93.44 93.39 93.41 -0.05 1,207 204,421 -5,603
Dec00 000823 93.27 93.29 93.23 93.26 -0.06 1,178 162,287 -1,535
Mar01 000823 93.23 93.23 93.18 93.21 -0.06 157 54,053 -172
Jun01 000823 93.22 93.22 93.19 93.20 -0.06 684 24,288 +370
Sep01 000823 93.21 93.21 93.19 93.19 -0.07 11 12,097 -68
Dec01 000823 93.21 93.21 93.18 93.18 -0.08 11 7,659 +102
Mar02 000823 93.20 93.20 93.18 93.18 -0.07 50 6,001 +60
Jun02 000823 93.18 93.19 93.16 93.17 -0.06 25 3,826 +0
Sep02 000823 93.16 93.17 93.15 93.15 -0.06 19 1,694 -9
Dec02 000823 93.16 93.16 93.14 93.14 -0.07 50 1,525 -50
Total Volume and Open Interest 3,401 482,242 -6,905
10-Year Aus T-Bonds(SFE)
Sep00 000823 93.72 93.79 93.71 93.78 +0.05 3,378 153,017 -8,985
Dec00 000823 93.73 93.73 93.73 93.73 -0.04 0 20 +0
Total Volume and Open Interest 3,378 153,037 -8,985
3-Year Aus T-Bonds(SFE)
Sep00 000823 93.61 93.62 93.57 93.60 -0.06 7,058 382,675 -2,928
Dec00 000823 93.60 93.60 93.60 93.60 -0.05 0 1,150 +0
Total Volume and Open Interest 7,058 383,825 -2,928
Gold(CMX)
Aug00 000823 271.0 273.4 271.0 271.1 -2.4 9 58 -7
Oct00 000823 273.3 275.6 272.6 272.8 -2.6 268 8,230 +4
Dec00 000823 276.5 278.7 275.3 275.7 -2.6 11,525 77,863 +656
Feb01 000823 279.7 281.6 278.2 278.3 -2.6 109 11,895 +3
Apr01 000823 280.8 280.8 280.8 280.8 -2.7 4 3,871 +0
Jun01 000823 283.3 283.3 283.3 283.3 -2.7 17 8,520 +3
Total Volume and Open Interest 11,942 130,211 +702
Silver(CMX)
Sep00 000823 483.0 485.5 478.0 479.8 -5.0 8,200 46,699 -2,659
Dec00 000823 490.0 492.0 485.0 486.4 -5.0 4,695 41,561 +1,146
Mar01 000823 497.0 497.0 490.0 492.2 -5.1 176 2,409 +69
May01 000823 495.0 495.0 495.0 495.0 -5.1 0 833 +0
Jul01 000823 497.9 497.9 497.9 497.9 -5.1 0 1,778 +0
Total Volume and Open Interest 13,280 98,698 -1,251
Platinum(NYM)
Oct00 000823 570.8 575.8 565.2 571.4 +0.1 301 8,784 +68
Jan01 000823 552.0 557.0 552.0 556.4 -0.9 29 763 +12
Total Volume and Open Interest 330 9,552 +80
Palladium(NYME)
Sep00 000823 732.00 732.50 730.00 730.00 -9.15 158 276 -143
Dec00 000823 734.00 739.00 725.50 730.00 -8.15 263 1,529 +126
Mar01 000823 725.00 725.00 725.00 725.00 -8.15 0 5 +0
Total Volume and Open Interest 421 1,810 -17
Copper(CMX)
Sep00 000823 85.85 86.60 85.35 85.65 -0.10 7,845 32,816 -1,334
Dec00 000823 86.80 87.55 86.40 86.75 -0.05 5,542 22,114 +1,387
Mar01 000823 86.90 87.00 86.20 86.45 +0.05 24 5,015 +52
May01 000823 86.45 86.80 86.25 86.25 +0.05 8 1,446 +5
Jul01 000823 86.70 86.70 86.05 86.05 +0.05 9 893 +6
Total Volume and Open Interest 14,101 75,325 -116
DJIA Index(CBOT)
Sep00 000823 11160 11213 11095 11185 -15 10,117 14,197 +755
Dec00 000823 11300 11360 11255 11334 -15 19 2,141 +2
Mar01 000823 11485 11485 11485 11485 -15 4 8 +4
Jun01 000823 11641 11641 11641 11641 -15      
Total Volume and Open Interest 6,517 15,591 -64
S & P 500(CME)
Sep00 000823 1501.00 1513.50 1495.00 1510.20 +2.70 42,569 363,754 -1,265
Dec00 000823 1523.00 1535.00 1518.00 1532.60 +2.70 9,193 22,772 +4,358
Mar01 000823 1555.80 1558.30 1543.30 1555.80 +2.50 18 1,432 +10
Jun01 000823 1579.70 1582.10 1567.10 1579.70 +2.60 38 1,278 -2
Total Volume and Open Interest 51,818 389,401 +3,101
S & P 500 E-Mini(Globex)
Sep00 000823 1507.50 1513.50 1494.75 1510.25 +2.75 49,703 48,995 +1,051
Dec00 000823 1519.25 1534.00 1519.00 1532.50 +2.50 11 71 +4
Total Volume and Open Interest 49,714 49,066 +1,055
NASDAQ 100(CME)
Sep00 000823 3814.00 3918.00 3773.00 3902.00 +57.00 10,900 32,190 -1,131
Dec00 000823 3858.00 3965.00 3858.00 3964.00 +57.00 258 359 +257
Mar01 000823 4026.00 4026.00 4026.00 4026.00 +58.00 20 24 +20
Total Volume and Open Interest 11,178 32,573 -854
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000823 3845.0 3918.5 3772.5 3902.0 +57.0 36,435 32,649 -147
Dec00 000823 3842.5 3964.0 3842.0 3964.0 +57.0 0 17 +0
Total Volume and Open Interest 36,435 32,666 -147
NYSE Composite(NYBOT)
Sep00 000823 673.50 676.00 671.50 674.20 -0.60      
Dec00 000823 681.25 683.70 681.25 683.70 -0.60      
Mar01 000823 693.50 693.50 693.20 693.20 -0.60      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000823 525.00 528.40 523.00 528.00 +1.40 404 13,159 +84
Dec00 000823 535.75 535.75 535.75 535.75 +1.40      
Mar01 000823 541.75 541.75 541.75 541.75 +1.40      
Total Volume and Open Interest 404 13,159 +84
Russell 2000(CME)
Sep00 000823 516.50 520.80 514.75 519.95 -0.05 808 11,740 +110
Dec00 000823 527.20 527.20 526.25 527.20 -0.05 0 100 +0
Mar01 000823 534.75 534.75 533.80 534.75 -0.05      
Total Volume and Open Interest 808 11,840 +110
Value Line(KCBT)
Sep00 000823 1138.00 1139.50 1132.50 1139.50 -0.50 6 205 -3
Total Volume and Open Interest 7 209 -2
Nikkei 225(CME)
Sep00 000823 16345 16420 16260 16415 -35 909 14,900 -412
Dec00 000823 16360 16425 16310 16425 -35 3 48 +3
Total Volume and Open Interest 912 14,948 -409
Nikkei 225(SIMEX)
Sep00 000823 16380 16540 16350 16375 -35 18,110 106,086 -3,141
Dec00 000823 16365 16365 16365 16365 -35 0 7,129 +0
Mar01 000823 16385 16385 16385 16385 -35 0 3,790 +0
Total Volume and Open Interest 18,110 117,420 -3,141
CAC 40(MATIF)
Aug00 000823 6550.0 6585.5 6467.0 6541.0 -11.0 40,255 240,117 +1,918
Sep00 000823 6556.0 6586.0 6473.0 6541.0 -23.0 5,730 116,781 -1,218
Oct00 000823 6545.0 6545.0 6545.0 6545.0 -54.0      
Total Volume and Open Interest 48,680 381,319 +7,104
DAX Index(EUREX)
Sep00 000823 7280.0 7280.0 7175.0 7239.0 -35.0 23,759 165,762 +938
Dec00 000823 7335.0 7335.0 7270.0 7329.0 -35.5 116 3,073 +2
Mar01 000823 7395.0 7428.0 7395.0 7428.0 -35.0 12 289 +0
Total Volume and Open Interest 23,887 169,124 +940
FT-SE 100(LIFFE)
Sep00 000823 6596.00 6618.50 6551.00 6579.00 -21.00 23,040 270,065 +1,960
Dec00 000823 6680.00 6680.00 6652.50 6660.00 -22.00 253 22,567 +3
Mar01 000823 6717.00 6723.00 6717.00 6723.00 -20.50 25 3,340 +25
Total Volume and Open Interest 23,318 295,972 +1,988
SPI 200(SFE)
Sep00 000823 3380.0 3383.0 3365.0 3369.0 -13.0 10,200 119,202 -5,797
Dec00 000823 3405.0 3408.0 3394.0 3395.0 -12.0 1,638 4,885 +1,678
Mar01 000823 3412.0 3412.0 3412.0 3412.0 -12.0 0 1,145 +0
Total Volume and Open Interest 11,838 125,406 -4,119
GSCI(CME)
Sep00 000823 237.00 240.05 236.35 237.15 +4.10 510 34,650 -110
Oct00 000823 235.00 236.80 235.00 235.00 +2.50 0 29 +0
Nov00 000823 233.50 234.80 233.50 233.50 +2.50      
Total Volume and Open Interest 510 34,679 -110
Bridge CRB Index(NYBOT)
Nov00 000823 222.10 222.60 221.40 221.40 +0.10 150 538 -6
Jan01 000823 221.90 221.90 221.90 221.90 +0.10 0 648 +0
Feb01 000823 220.90 220.90 220.90 220.90 +0.10 3 349 +2
Total Volume and Open Interest 153 1,535 -4
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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