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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 Thu August 24, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000824 460.50 463.00 457.00 461.75 +2.25 3,949 11,909 -374
Nov00 000824 470.00 472.50 466.50 471.00 +2.00 19,704 76,104 -37
Jan01 000824 480.00 482.75 477.00 481.25 +1.75 1,178 11,759 +453
Mar01 000824 490.50 492.25 487.00 491.25 +2.25 954 9,488 +414
May01 000824 498.25 500.50 495.50 500.00 +2.00 90 6,810 +49
Jul01 000824 507.00 508.50 504.00 508.25 +2.75 362 7,101 -22
Aug01 000824 506.50 508.50 506.50 508.00 +2.50 0 160 +0
Total Volume and Open Interest 26,254 125,279 +492
Soybean Meal(CBOT)
Sep00 000824 158.00 160.50 157.20 159.80 +2.40 6,672 14,924 +319
Oct00 000824 156.00 157.40 155.20 157.30 +1.70 3,577 13,898 +339
Dec00 000824 156.70 157.80 155.60 157.30 +1.00 7,449 40,531 +548
Jan01 000824 157.20 158.20 156.20 157.50 +0.90 478 8,493 +14
Mar01 000824 157.80 159.40 157.50 159.20 +1.40 310 7,271 +106
May01 000824 160.00 161.00 158.50 160.70 +1.60 112 4,437 +26
Jul01 000824 161.50 163.30 161.00 162.70 +1.70 78 1,957 +1
Aug01 000824 161.50 163.00 161.50 162.70 +0.70 1 302 +1
Total Volume and Open Interest 18,677 92,206 +1,354
Soybean Oil(CBOT)
Sep00 000824 15.17 15.17 15.02 15.14 +0.03 6,026 13,506 -1,647
Oct00 000824 15.35 15.36 15.23 15.33 +0.02 2,742 22,136 +1,169
Dec00 000824 15.72 15.73 15.61 15.71 +0.03 7,414 61,596 +960
Jan01 000824 16.00 16.04 15.92 16.03 +0.05 2,117 16,895 -216
Mar01 000824 16.36 16.38 16.30 16.38 +0.05 869 8,279 +523
May01 000824 16.68 16.73 16.68 16.73 +0.05 246 7,222 +132
Jul01 000824 17.05 17.05 17.00 17.01 unch 655 4,633 -247
Aug01 000824 17.22 17.23 17.13 17.13 unch 40 662 +40
Total Volume and Open Interest 20,739 137,326 +852
Canola(WCE)
Sep00 000824 249.1 249.1 249.1 249.1 +0.9 13 3,368 +3
Nov00 000824 255.0 255.5 254.6 255.2 +0.5 2,739 42,845 -853
Jan01 000824 261.3 261.5 260.8 261.4 +0.5 565 7,470 +183
Mar01 000824 266.9 267.3 266.9 267.2 +0.3 222 1,332 +195
May01 000824 272.0 272.0 272.0 272.0 +0.9 0 43 +0
Total Volume and Open Interest 3,582 55,135 -515
Corn(CBOT)
Sep00 000824 175.00 176.75 174.50 176.00 +0.75 20,807 78,060 -3,678
Nov00 000824 183.00 184.50 183.00 184.25 +1.25 129 1,770 -47
Dec00 000824 187.25 188.75 186.75 188.25 +0.75 25,337 202,511 -255
Jan01 000824 190.75 191.75 190.75 191.75 +0.75 11 354 -4
Mar01 000824 199.25 200.50 198.75 200.00 +0.75 4,660 52,958 +1,393
May01 000824 207.00 208.00 206.50 207.50 +0.50 664 13,993 +251
Total Volume and Open Interest 54,301 385,042 -1,856
Wheat(CBOT)
Sep00 000824 234.50 240.50 233.75 240.00 +6.25 3,472 27,206 -1,427
Dec00 000824 253.00 259.50 252.00 259.25 +7.00 11,778 82,710 +947
Mar01 000824 270.25 276.00 269.25 275.50 +6.25 1,511 22,690 +271
May01 000824 280.50 286.50 280.00 286.00 +5.75 380 1,578 +52
Jul01 000824 290.00 295.00 290.00 295.00 +6.00 43 9,121 +15
Total Volume and Open Interest 17,202 143,847 -170
Wheat(KCBT)
Sep00 000824 275.75 282.50 275.50 281.75 +6.25 3,120 14,673 -897
Dec00 000824 292.50 298.50 291.50 298.00 +6.50 3,729 52,197 +736
Mar01 000824 307.50 313.50 306.00 313.25 +6.75 713 11,687 +403
May01 000824 315.00 321.00 315.00 321.00 +7.00 16 1,331 +5
Jul01 000824 322.50 328.00 322.50 328.00 +8.00 7 856 +1
Total Volume and Open Interest 7,585 80,752 +248
Wheat(MGE)
Sep00 000824 293.50 295.00 292.50 294.00 +0.50 1,236 7,764 -926
Dec00 000824 308.00 310.25 307.25 310.00 +2.25 1,877 12,458 +203
Mar01 000824 322.00 324.00 321.50 323.75 +2.00 178 3,297 +92
May01 000824 330.50 332.00 330.00 332.00 +3.00 9 464 +8
Jul01 000824 337.00 339.50 337.00 339.50 +2.25 8 233 +5
Total Volume and Open Interest 3,309 24,328 -617
Oats(CBOT)
Sep00 000824 98.00 98.50 97.25 98.00 unch 521 4,484 -318
Dec00 000824 108.75 109.00 108.00 108.50 unch 504 8,872 +80
Mar01 000824 118.75 118.75 117.75 118.25 unch 36 1,392 +19
May01 000824 124.00 124.00 124.00 124.00 unch 0 85 +0
Total Volume and Open Interest 1,115 14,949 -189
Rough Rice(CBOT)
Sep00 000824 6.15 6.41 6.13 6.41 +0.30 228 1,385 +91
Nov00 000824 6.11 6.23 6.11 6.16 +0.06 221 2,895 +56
Jan01 000824 6.30 6.38 6.30 6.32 +0.04 230 1,886 -9
Mar01 000824 6.52 6.53 6.48 6.50 +0.05 10 447 +0
Total Volume and Open Interest 689 6,718 +138
Live Cattle(CME)
Aug00 000824 67.550 67.700 67.325 67.400 -0.100 714 3,665 -62
Oct00 000824 69.000 69.000 68.550 68.675 -0.175 5,915 58,669 -130
Dec00 000824 70.250 70.275 69.950 70.150 -0.075 1,990 29,159 +146
Feb01 000824 71.625 71.650 71.450 71.550 -0.025 523 14,122 -12
Apr01 000824 73.525 73.600 73.475 73.525 +0.050 662 7,876 +11
Jun01 000824 71.350 71.375 71.200 71.225 -0.175 122 3,446 +0
Total Volume and Open Interest 10,112 119,568 +47
Feeder Cattle(CME)
Aug00 000824 86.450 86.550 86.400 86.475 +0.225 211 3,322 +120
Sep00 000824 86.100 86.225 85.900 85.900 -0.025 279 3,466 -85
Oct00 000824 86.950 87.000 86.650 86.775 -0.050 635 6,585 -13
Nov00 000824 87.350 87.350 87.050 87.150 +0.025 359 3,291 +102
Jan01 000824 87.650 87.700 87.400 87.550 +0.050 64 2,540 +6
Mar01 000824 87.450 87.450 87.350 87.350 +0.150 52 1,148 +12
Apr01 000824 87.350 87.350 87.300 87.350 +0.050 30 300 -4
Total Volume and Open Interest 1,642 21,333 +145
Lean Hogs(CME)
Oct00 000824 53.300 53.500 52.850 53.300 +0.375 3,604 19,027 -176
Dec00 000824 50.200 50.700 50.025 50.525 +0.600 2,219 10,551 -227
Feb01 000824 51.300 51.550 51.000 51.200 +0.150 422 3,624 +59
Apr01 000824 49.950 50.100 49.725 49.800 +0.075 70 1,674 -1
Jun01 000824 56.350 56.600 56.300 56.350 +0.225 43 609 -3
Jul01 000824 55.675 55.750 55.675 55.675 +0.050 21 157 +5
Aug01 000824 53.900 54.250 53.900 53.975 -0.100 15 84 +12
Oct01 000824 48.500 48.700 48.500 48.500 -0.050 1 1  
Total Volume and Open Interest 6,396 35,728  
Pork Bellies(CME)
Aug00 000824 60.450 63.500 60.450 60.875 -4.075 52 85 -32
Feb01 000824 65.000 65.750 64.200 65.325 +1.200 578 1,535 +68
Mar01 000824 64.200 65.500 64.200 65.250 +1.550 9 25 +0
May01 000824 64.100 66.100 64.100 64.100 unch 1 7 +0
Jul01 000824 66.500 66.500 65.800 66.500 unch 0 8 +0
Total Volume and Open Interest 640 1,660 +36
Cocoa(NYBOT)
Sep00 000824 747 770 747 750 +10 48 460 -147
Dec00 000824 806 814 786 793 +8 3,697 53,385 +576
Mar01 000824 835 842 822 826 +7 860 18,168 +385
May01 000824 863 872 848 849 +6 35 8,263 -3
Jul01 000824 891 891 866 872 +6 46 7,923 +17
Sep01 000824 898 898 898 898 +6 113 7,079 +44
Dec01 000824 932 932 932 932 +6 25 8,473 -65
Total Volume and Open Interest 4,843 117,932 +805
Coffee "C"(NYBOT)
Sep00 000824 75.00 78.50 75.00 77.80 +3.20 2,306 1,139 -2,444
Dec00 000824 80.30 84.00 80.30 82.80 +2.65 6,354 29,101 +1,619
Mar01 000824 85.50 88.50 85.50 87.55 +2.55 664 5,197 +85
May01 000824 88.20 90.50 88.20 90.20 +2.55 237 1,600 +2
Jul01 000824 90.50 93.50 90.50 93.00 +2.60 183 664 +64
Sep01 000824 93.00 95.80 93.00 95.80 +2.65 201 1,068 +166
Total Volume and Open Interest 9,945 38,847 -508
Orange Juice(NYBOT)
Sep00 000824 73.40 74.25 72.50 72.50 -1.55 537 5,056 -237
Nov00 000824 73.00 74.40 72.70 73.25 -0.70 900 14,797 +45
Jan01 000824 75.25 76.00 74.80 74.90 -0.75 353 4,121 -47
Mar01 000824 77.45 78.00 77.00 77.10 -0.75 75 4,195 +32
May01 000824 79.00 79.50 78.80 78.85 -0.80 17 592 +15
Total Volume and Open Interest 5,882 29,444 -190
Sugar #11(NYBOT)
Oct00 000824 10.40 10.54 10.32 10.36 -0.12 10,516 78,808 -1,396
Mar01 000824 10.06 10.16 10.00 10.02 -0.11 3,506 52,197 +1,980
May01 000824 9.73 9.79 9.68 9.68 -0.13 835 12,573 +54
Jul01 000824 9.25 9.30 9.15 9.16 -0.19 616 13,065 -38
Oct01 000824 9.10 9.10 9.00 9.03 -0.12 162 10,162 +6
Total Volume and Open Interest 15,638 172,227 +604
London Cocoa(LCE)
Sep00 000824 562 581 562 576 +13 2,600 15,590 -1,834
Dec00 000824 595 613 594 608 +12 3,447 58,245 +1,350
Mar01 000824 618 637 617 630 +12 1,336 39,665 +620
May01 000824 635 651 635 646 +12 135 19,771 +5
Jul01 000824 667 670 658 662 +12 98 7,280 +58
Sep01 000824 665 681 665 678 +12 426 5,391 +386
Dec01 000824 704 705 704 705 +12 55 4,649 -5
Total Volume and Open Interest 8,097 179,423 +580
London Coffee(LCE)
Sep00 000824 782.00 798.00 778.00 796.00 +6.00 2,410 16,419 -983
Nov00 000824 799.00 815.00 796.00 813.00 +6.00 1,733 28,378 +889
Jan01 000824 815.00 829.00 811.00 827.00 +5.00 330 9,170 +90
Mar01 000824 838.00 847.00 835.00 847.00 +2.00 9 2,433 -1
May01 000824 860.00 868.00 857.00 868.00 +1.00 67 1,852 +42
Jul01 000824 891.00 891.00 890.00 890.00 +1.00 0 321 +0
Total Volume and Open Interest 4,549 58,720 +37
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000824 270.00 270.10 267.00 268.10 -2.00 1,796 14,334 -241
Dec00 000824 267.00 267.90 265.00 266.40 -0.90 454 9,441 +99
Mar01 000824 264.00 264.00 262.00 262.70 -1.60 296 10,226 +79
May01 000824 260.00 260.00 257.50 257.70 -2.50 114 1,784 +114
Total Volume and Open Interest 2,660 40,874 +51
Cotton(NYBOT)
Oct00 000824 63.80 64.30 63.50 63.52 -0.36 425 4,441 +63
Dec00 000824 65.85 66.25 65.45 65.47 -0.49 4,408 42,027 +39
Mar01 000824 67.35 67.70 66.85 66.97 -0.53 647 9,731 -116
May01 000824 67.85 68.10 67.50 67.50 -0.55 412 7,066 +195
Jul01 000824 68.25 68.25 68.05 68.05 -0.55 17 2,349 +10
Oct01 000824 66.00 66.00 66.00 66.00 -0.45 8 569 +0
Total Volume and Open Interest 12,067 68,969 +320
Lumber(CME)
Sep00 000824 228.3 229.7 226.7 229.0 +1.7 393 1,564 -137
Nov00 000824 241.9 243.2 241.0 242.2 +0.4 252 1,349 +16
Jan01 000824 254.2 255.3 253.0 254.5 +0.8 54 379 +8
Mar01 000824 260.5 261.0 260.3 260.7 -0.1 25 290 +22
Total Volume and Open Interest 727 3,679 -88
Crude Oil(NYM)
Oct00 000824 31.75 32.24 31.40 31.63 -0.39 79,385 125,399 +4,518
Nov00 000824 31.35 31.70 30.95 31.09 -0.47 26,882 44,174 -718
Dec00 000824 30.80 31.12 30.45 30.53 -0.44 18,572 43,010 +2,245
Jan01 000824 30.10 30.46 29.93 29.99 -0.38 4,180 21,377 +214
Feb01 000824 29.80 29.86 29.40 29.48 -0.33 1,989 11,452 -566
Mar01 000824 29.10 29.38 28.99 28.99 -0.30 621 10,738 +18
Apr01 000824 28.68 28.68 28.53 28.53 -0.27 723 6,461 -32
May01 000824 28.20 28.34 28.08 28.08 -0.26 1,538 7,624 +1,084
Jun01 000824 27.82 28.00 27.60 27.67 -0.25 2,475 20,263 +178
Jul01 000824 27.47 27.70 27.32 27.33 -0.24 132 8,629 +110
Total Volume and Open Interest 153,364 404,463 -3,375
Heating Oil(NYM)
Sep00 000824 94.75 96.50 94.10 95.33 -0.28 18,028 24,102 -1,217
Oct00 000824 94.00 95.70 93.50 94.45 -0.33 18,202 37,326 +544
Nov00 000824 93.30 94.40 92.80 93.20 -0.58 5,197 22,021 -417
Dec00 000824 92.40 93.35 92.00 92.15 -0.68 10,074 31,208 +1,082
Jan01 000824 91.00 92.00 90.70 90.70 -0.68 6,699 19,529 -196
Feb01 000824 88.30 89.10 87.85 87.85 -0.73 1,877 14,315 -629
Mar01 000824 83.50 83.90 82.55 82.55 -0.78 1,808 10,335 -71
Apr01 000824 79.00 79.50 78.35 78.35 -0.73 242 5,149 -7
May01 000824 75.20 76.00 75.00 75.00 -0.68 353 2,725 -84
Jun01 000824 73.60 73.60 72.85 72.85 -0.58 388 2,729 -9
Total Volume and Open Interest 63,227 173,986 -987
Unleaded Gas(NYM)
Sep00 000824 94.00 95.70 93.20 95.03 +0.45 17,769 23,842 +94
Oct00 000824 88.50 89.20 87.50 88.28 -0.39 10,520 23,675 +761
Nov00 000824 85.40 86.00 85.00 85.38 -0.44 2,123 7,670 +876
Dec00 000824 83.40 84.00 83.00 83.43 -0.39 983 6,570 +168
Jan01 000824 82.20 82.70 81.70 82.23 -0.44 359 2,543 -48
Feb01 000824 81.98 81.98 81.98 81.98 -0.44 402 2,758 +57
Mar01 000824 82.08 82.08 82.08 82.08 -0.44 336 1,403 +182
Apr01 000824 86.90 87.00 86.88 86.88 -0.44 97 1,749 -46
Total Volume and Open Interest 33,915 71,713 +2,330
Natural Gas(NYM)
Sep00 000824 4.490 4.550 4.410 4.540 -0.065 38,716 35,017 -3,214
Oct00 000824 4.465 4.560 4.415 4.553 -0.052 13,811 41,889 +272
Nov00 000824 4.530 4.602 4.495 4.602 -0.050 4,937 22,631 +1,283
Dec00 000824 4.610 4.670 4.570 4.670 -0.050 4,535 32,154 +436
Jan01 000824 4.570 4.620 4.530 4.620 -0.047 5,192 28,986 +380
Feb01 000824 4.340 4.352 4.250 4.352 -0.047 1,669 17,950 -66
Mar01 000824 4.070 4.100 4.030 4.089 -0.044 987 21,679 +283
Apr01 000824 3.830 3.850 3.750 3.834 -0.041 669 12,099 +120
Total Volume and Open Interest 75,531 350,256 -1,020
Brent Crude Oil(IPE)
Oct00 000824 30.81 30.86 30.22 30.35 -0.34 33,749 75,506 +419
Nov00 000824 30.43 30.53 29.90 29.93 -0.46 16,677 42,387 +3,119
Dec00 000824 29.91 30.11 29.45 29.48 -0.47 8,521 41,832 +1,683
Jan01 000824 29.35 29.49 28.90 28.91 -0.47 1,605 18,241 +919
Feb01 000824 28.83 28.83 28.36 28.36 -0.45 702 11,871 +68
Mar01 000824 28.20 28.20 27.81 27.81 -0.42 135 8,008 +0
Apr01 000824 27.49 27.66 27.27 27.27 -0.42 137 3,659 +100
May01 000824 27.20 27.20 26.81 26.81 -0.42 182 1,670 +100
Total Volume and Open Interest 62,771 242,116 +6,958
Gas Oil(IPE)
Sep00 000824 300.25 302.00 295.75 299.50 +1.00 14,579 38,924 +564
Oct00 000824 294.75 295.25 290.25 294.00 unch 12,062 33,463 +810
Nov00 000824 287.00 287.50 282.75 286.75 +0.25 3,524 15,355 +1,087
Dec00 000824 280.00 280.00 275.50 279.00 -0.25 4,416 30,713 +854
Jan01 000824 273.50 273.50 270.00 272.25 +0.25 914 7,099 +201
Feb01 000824 263.25 263.25 262.75 262.75 +0.25 160 4,564 +19
Mar01 000824 252.75 253.25 251.50 252.75 +0.50 400 4,354 +100
Apr01 000824 243.00 243.00 243.00 243.00 -0.50 634 2,302 +284
Total Volume and Open Interest 37,289 145,896 +4,369
US Dollar Index(NYBOT)
Sep00 000824 111.22 111.38 110.90 111.14 -0.19      
Dec00 000824 111.01 111.01 110.64 110.89 -0.13      
Mar01 000824 110.64 110.64 110.64 110.64 -0.19 624 6,981 -173
Total Volume and Open Interest 1,021 6,981 -173
Australian Dollar(IMM)
Sep00 000824 57.22 57.43 57.08 57.28 +0.14 7,903 21,007 +2,270
Dec00 000824 57.20 57.45 57.17 57.30 +0.14 318 899 +90
Mar01 000824 57.32 57.32 57.32 57.32 +0.14 0 694 +0
Total Volume and Open Interest 8,221 22,601 +2,360
British Pound(IMM)
Sep00 000824 148.06 148.44 147.96 148.26 -0.48 5,282 40,285 -232
Dec00 000824 148.40 148.80 148.20 148.46 -0.48 76 603 +46
Mar01 000824 148.90 148.92 148.50 148.66 -0.48 0 12 +0
Total Volume and Open Interest 5,358 40,901 -186
Canadian Dollar(IMM)
Sep00 000824 67.40 67.48 67.26 67.28 -0.04 13,761 57,686 +2,106
Dec00 000824 67.51 67.62 67.37 67.42 -0.04 789 7,322 +201
Mar01 000824 67.66 67.66 67.55 67.58 -0.04 24 758 +4
Jun01 000824 67.74 67.74 67.74 67.74 -0.04 0 145 +0
Total Volume and Open Interest 14,582 65,929 +2,316
Japanese Yen(IMM)
Sep00 000824 93.63 94.10 93.62 93.99 +0.14 30,138 78,035 +1,780
Dec00 000824 95.42 95.55 95.30 95.49 +0.16 244 4,238 +25
Mar01 000824 97.02 97.02 97.02 97.02 +0.16 2 163 +1
Total Volume and Open Interest 30,384 82,437 +1,806
Swiss Franc(IMM)
Sep00 000824 58.27 58.66 58.23 58.58 +0.38 10,610 53,563 -951
Dec00 000824 58.70 59.07 58.70 59.03 +0.38 55 486 -2
Mar01 000824 59.46 59.46 59.46 59.46 +0.38 2 6 +0
Total Volume and Open Interest 10,667 54,055 -953
EuroFX(IMM)
Sep00 000824 90.18 90.62 90.10 90.34 +0.20 14,049 71,043 +2,377
Dec00 000824 90.80 90.98 90.53 90.73 +0.20 159 1,817 +63
Mar01 000824 91.10 91.33 91.10 91.10 +0.20 12 229 +2
Total Volume and Open Interest 10,734 70,647 +290
Mexican Peso(IMM)
Sep00 000824 10755.0 10810.0 10750.0 10800.0 +80.0 4,446 13,777 -8
Dec00 000824 10500.0 10540.0 10500.0 10540.0 +82.0 174 2,274 +123
Total Volume and Open Interest 4,629 19,268 +115
30-Year T-Bonds(CBOT)
Sep00 000824 100~13 100~24 100~09 100~16 +0~04 194,503 360,462 -6,246
Dec00 000824 100~17 100~25 100~11 100~17 +0~03 37,098 112,341 +20,689
Mar01 000824 100~19 100~19 100~19 100~19 +0~03 701 1,281 +74
Total Volume and Open Interest 232,317 474,205 +14,527
Municipal Bonds(CBOT)
Sep00 000824 99~30 100~05 99~25 99~29 +0~01 1,736 18,121 -942
Dec00 000824 99~06 99~12 99~03 99~05 +0~01 688 4,299 +474
Total Volume and Open Interest 2,424 22,420 -468
10-Year T-Notes(CBOT)
Sep00 000824 100~040 100~130 100~015 100~040 +0~005 208,530 451,634 -25,215
Dec00 000824 100~020 100~100 100~000 100~020 +0~005 62,657 139,775 +31,868
Total Volume and Open Interest 271,187 591,526 +6,653
5-Year T-Notes(CBOT)
Sep00 000824 99~280 100~005 99~260 99~275 +0~015 99,789 308,679 -11,596
Dec00 000824 99~295 100~015 99~290 99~300 +0~025 33,059 95,416 +22,419
Total Volume and Open Interest 132,848 404,095 +10,823
2 Year T-Notes(CBOT)
Sep00 000824 99~076 99~082 99~074 99~077 +0~005 5,739 46,486 -666
Dec00 000824 99~084 99~087 99~082 99~083 +0~007 2,430 10,343 +1,900
Total Volume and Open Interest 8,169 56,829 +1,234
3-Mth T-Bills(IMM)
Sep00 000824 93.92 93.92 93.91 93.91 unch 10 1,431 -5
Total Volume and Open Interest 10 1,433 -5
Eurodollars(IMM)
Sep00 000824 93.325 93.327 93.315 93.320 +0.012 44,117 558,386 -8,784
Dec00 000824 93.175 93.195 93.165 93.175 +0.020 39,545 548,653 +2,357
Mar01 000824 93.235 93.255 93.215 93.240 +0.030 83,468 501,480 +2,924
Jun01 000824 93.220 93.250 93.200 93.225 +0.030 45,319 287,433 +300
Sep01 000824 93.220 93.250 93.195 93.215 +0.025 19,335 229,623 +1,457
Dec01 000824 93.180 93.190 93.140 93.160 +0.020 11,122 172,752 +1,724
Mar02 000824 93.240 93.260 93.195 93.220 +0.015 9,294 140,780 +1,931
Jun02 000824 93.230 93.250 93.200 93.220 +0.020 10,286 108,977 +2,724
Sep02 000824 93.240 93.270 93.205 93.225 +0.020 5,766 97,390 +329
Dec02 000824 93.185 93.215 93.145 93.165 +0.020 3,641 76,506 +535
Mar03 000824 93.235 93.265 93.195 93.215 +0.020 3,088 72,778 +758
Jun03 000824 93.220 93.245 93.180 93.200 +0.020 3,169 50,911 +203
Total Volume and Open Interest 299,682 3,223,747 +10,046
3-Mth Euro-Yen(IMM)
Sep00 000824 99.63 99.63 99.63 99.63 unch 930 10,795 +16
Dec00 000824 99.53 99.53 99.52 99.53 +0.02 1,386 13,501 +937
Mar01 000824 99.46 99.46 99.46 99.46 +0.01 895 13,437 -266
Jun01 000824 99.37 99.37 99.36 99.36 unch 349 8,545 -485
Sep01 000824 99.27 99.27 99.27 99.27 +0.01 1,571 14,574 +143
Dec01 000824 99.14 99.14 99.14 99.14 unch 252 3,188 +31
Mar02 000824 99.04 99.04 99.03 99.03 -0.01 151 2,803 +100
Jun02 000824 98.93 98.93 98.93 98.93 unch 5 679 +0
Sep02 000824 98.81 98.81 98.81 98.81 unch 0 36 +0
Dec02 000824 98.66 98.66 98.66 98.66 unch 0 30 +0
Total Volume and Open Interest 5,539 67,588 +476
3-Mth Euro-Yen(SIMEX)
Sep00 000824 99.63 99.63 99.63 99.63 unch 50 94,916 -1,667
Dec00 000824 99.51 99.53 99.50 99.53 +0.02 50 107,421 +1,394
Mar01 000824 99.44 99.46 99.43 99.45 unch 12,948 106,198 +922
Jun01 000824 99.36 99.37 99.34 99.36 unch 4,998 86,257 +526
Sep01 000824 99.26 99.27 99.24 99.26 unch 6,398 63,097 +906
Dec01 000824 99.12 99.14 99.11 99.13 unch 200 24,180 +1,244
Mar02 000824 99.03 99.04 99.01 99.04 unch 50 14,815 +118
Jun02 000824 98.91 98.93 98.91 98.93 unch 4 3,740 -18
Total Volume and Open Interest 24,798 504,208 +3,450
German Euro-Bund(EUREX)
Sep00 000824 105.45 105.59 105.32 105.39 -0.05 607,409 565,784 -43,677
Dec00 000824 105.25 105.30 105.08 105.14 -0.03 11,531 53,677 +3,796
Mar01 000824 105.09 105.09 105.09 105.09 -0.04 0 1,472 +538
Total Volume and Open Interest 618,940 620,933 -39,343
German Euro-Bobl(EUREX)
Sep00 000824 102.81 102.92 102.77 102.81 -0.02 252,287 271,564 -965
Dec00 000824 102.79 102.86 102.76 102.77 -0.01 3,028 25,176 +544
Mar01 000824 102.51 102.51 102.51 102.51 -0.02 0 284 -350
Total Volume and Open Interest 255,315 297,024 -771
Long Gilt(LIFFE)
Sep00 000824 112~25 113~11 112~24 112~32 +0~07 17,269 56,419 -3,181
Dec00 000824 112~15 112~30 112~15 112~23 +0~07 3,198 12,914 +2,915
Total Volume and Open Interest 20,467 69,333 -266
3-Mth Short Sterling(LIFFE)
Sep00 000824 93.73 93.74 93.72 93.72 unch 14,880 174,253 -2,970
Dec00 000824 93.62 93.65 93.62 93.63 +0.01 19,494 181,818 -336
Mar01 000824 93.61 93.64 93.61 93.61 +0.01 14,658 163,399 +2,662
Total Volume and Open Interest 66,154 831,183 -1,284
3-Mth Euribor(LIFFE)
Sep00 000824 95.065 95.075 95.035 95.040 -0.025 66,131 324,261 -3,511
Dec00 000824 94.710 94.720 94.680 94.685 -0.025 75,850 286,662 -4,759
Mar01 000824 94.660 94.680 94.635 94.640 -0.025 61,056 218,963 -9,866
Total Volume and Open Interest 284,961 1,329,031 -8,339
3-Mth Aus T-Bills(SFE)
Sep00 000824 93.42 93.42 93.40 93.42 +0.01 7,162 210,161 +5,740
Dec00 000824 93.27 93.29 93.24 93.28 +0.02 8,795 169,422 +7,135
Mar01 000824 93.24 93.24 93.20 93.23 +0.02 5,362 55,015 +962
Jun01 000824 93.22 93.23 93.20 93.23 +0.03 3,063 25,683 +1,395
Sep01 000824 93.20 93.23 93.20 93.22 +0.03 625 11,908 -189
Dec01 000824 93.20 93.23 93.20 93.22 +0.04 586 7,863 +204
Mar02 000824 93.20 93.23 93.20 93.23 +0.05 350 6,203 +202
Jun02 000824 93.20 93.22 93.20 93.22 +0.05 275 3,813 -13
Sep02 000824 93.20 93.20 93.20 93.20 +0.05 0 1,884 +190
Dec02 000824 93.16 93.19 93.16 93.18 +0.04 164 1,529 +4
Total Volume and Open Interest 26,407 497,897 +15,655
10-Year Aus T-Bonds(SFE)
Sep00 000824 93.79 93.81 93.77 93.79 +0.01 8,976 153,862 +845
Dec00 000824 93.81 93.81 93.81 93.81 +0.07 55 77 +57
Total Volume and Open Interest 9,031 153,939 +902
3-Year Aus T-Bonds(SFE)
Sep00 000824 93.63 93.65 93.60 93.64 +0.04 32,302 405,002 +22,327
Dec00 000824 93.64 93.64 93.64 93.64 +0.04 0 1,165 +15
Total Volume and Open Interest 32,302 406,167 +22,342
Gold(CMX)
Aug00 000824 272.6 273.7 271.5 272.9 +1.8 15 53 -5
Oct00 000824 273.5 274.9 272.9 274.6 +1.8 159 8,236 +6
Dec00 000824 276.2 277.8 276.0 277.5 +1.8 21,617 80,945 +3,082
Feb01 000824 278.9 280.2 278.9 280.1 +1.8 24 11,897 +2
Apr01 000824 282.6 282.6 282.6 282.6 +1.8 5 3,871 +0
Jun01 000824 285.1 285.1 285.1 285.1 +1.8 103 8,499 -21
Total Volume and Open Interest 21,919 134,217 +4,006
Silver(CMX)
Sep00 000824 479.0 486.5 478.0 486.0 +6.2 14,165 43,073 -3,626
Dec00 000824 486.0 493.0 485.0 492.6 +6.2 7,660 44,844 +3,283
Mar01 000824 491.0 498.4 491.0 498.4 +6.2 334 2,143 -266
May01 000824 501.2 501.2 501.2 501.2 +6.2 7 831 -2
Jul01 000824 504.1 504.1 504.1 504.1 +6.2 3 1,778 +0
Total Volume and Open Interest 22,192 98,092 -606
Platinum(NYM)
Oct00 000824 570.0 576.9 570.0 573.9 +2.5 288 8,774 -10
Jan01 000824 557.0 558.9 557.0 558.9 +2.5 6 765 +2
Total Volume and Open Interest 294 9,544 -8
Palladium(NYME)
Sep00 000824 722.00 726.00 721.00 721.00 -9.00 34 214 -62
Dec00 000824 722.00 725.00 718.00 721.00 -9.00 106 1,564 +35
Mar01 000824 716.00 716.00 716.00 716.00 -9.00 0 5 +0
Total Volume and Open Interest 140 1,783 -27
Copper(CMX)
Sep00 000824 85.90 86.50 85.60 86.20 +0.55 15,074 26,778 -6,038
Dec00 000824 86.90 87.60 86.70 87.20 +0.45 13,177 29,170 +7,056
Mar01 000824 86.60 86.95 86.50 86.90 +0.45 620 5,426 +411
May01 000824 86.45 86.70 86.45 86.70 +0.45 12 1,450 +4
Jul01 000824 86.50 86.50 86.50 86.50 +0.45 10 897 +4
Total Volume and Open Interest 29,554 76,842 +1,517
DJIA Index(CBOT)
Sep00 000824 11200 11245 11151 11237 +52 10,420 13,800 -397
Dec00 000824 11350 11390 11310 11385 +51 16 2,149 +8
Mar01 000824 11536 11536 11536 11536 +51 0 8 +0
Jun01 000824 11692 11692 11692 11692 +51      
Total Volume and Open Interest 10,140 16,352 +761
S & P 500(CME)
Sep00 000824 1510.50 1516.20 1506.50 1515.20 +5.00 60,727 361,974 -1,780
Dec00 000824 1533.00 1538.00 1529.50 1537.60 +5.00 11,036 29,100 +6,328
Mar01 000824 1560.20 1561.20 1551.80 1561.20 +5.40 0 1,432 +0
Jun01 000824 1585.20 1585.70 1575.70 1585.20 +5.50 0 1,278 +0
Total Volume and Open Interest 71,763 393,949 +4,548
S & P 500 E-Mini(Globex)
Sep00 000824 1510.50 1516.25 1506.25 1517.00 +6.75 65,125 49,496 +501
Dec00 000824 1535.00 1538.75 1526.25 1537.50 +5.00 8 72 +1
Total Volume and Open Interest 65,133 49,568 +502
NASDAQ 100(CME)
Sep00 000824 3915.00 3970.00 3897.00 3965.00 +63.00 12,826 33,014 +824
Dec00 000824 4000.00 4028.00 4000.00 4028.00 +64.00 157 434 +75
Mar01 000824 4091.00 4091.00 4091.00 4091.00 +65.00 0 24 +0
Total Volume and Open Interest 12,983 33,472 +899
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000824 3909.0 3969.5 3896.0 3966.0 +64.0 47,426 32,608 -41
Dec00 000824 3938.5 4028.0 3938.5 4028.0 +64.0 3 18 +1
Total Volume and Open Interest 47,429 32,626 -40
NYSE Composite(NYBOT)
Sep00 000824 674.20 675.75 672.00 674.80 +0.60      
Dec00 000824 684.00 684.30 684.00 684.30 +0.60      
Mar01 000824 693.80 693.80 693.80 693.80 +0.60      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000824 529.00 533.00 526.30 533.00 +5.00 373 13,156 -3
Dec00 000824 540.55 540.65 540.55 540.55 +4.80      
Mar01 000824 546.55 546.65 546.55 546.55 +4.80      
Total Volume and Open Interest 373 13,156 -3
Russell 2000(CME)
Sep00 000824 521.50 526.50 520.25 525.75 +5.80 1,533 11,703 -37
Dec00 000824 533.00 533.20 533.00 533.00 +5.80 0 100 +0
Mar01 000824 540.55 540.75 540.55 540.55 +5.80      
Total Volume and Open Interest 1,533 11,803 -37
Value Line(KCBT)
Sep00 000824 1139.00 1145.00 1139.00 1145.00 +5.50 7 204 -1
Total Volume and Open Interest 7 208 -1
Nikkei 225(CME)
Sep00 000824 16680 16680 16585 16635 +220 873 14,892 -8
Dec00 000824 16725 16725 16635 16650 +225 9 57 +9
Total Volume and Open Interest 882 14,949 +1
Nikkei 225(SIMEX)
Sep00 000824 16380 16795 16380 16635 +260 12,193 104,647 -1,439
Dec00 000824 16750 16750 16625 16625 +260 69 7,131 +2
Mar01 000824 16645 16645 16645 16645 +260 0 3,790 +0
Total Volume and Open Interest 12,262 115,983 -1,437
CAC 40(MATIF)
Aug00 000824 6530.0 6546.0 6477.0 6495.0 -46.0 44,162 247,331 +7,214
Sep00 000824 6570.0 6570.0 6483.0 6507.0 -34.0 8,114 120,858 +4,077
Oct00 000824 6546.0 6546.0 6511.0 6511.0 -34.0      
Total Volume and Open Interest 54,353 393,570 +12,251
DAX Index(EUREX)
Sep00 000824 7295.0 7300.5 7231.0 7235.0 -4.0 27,843 164,652 -1,110
Dec00 000824 7385.0 7385.0 7324.5 7324.5 -4.5 151 3,175 +102
Mar01 000824 7462.0 7462.0 7423.0 7423.0 -5.0 6 301 +12
Total Volume and Open Interest 28,000 168,128 -996
FT-SE 100(LIFFE)
Sep00 000824 6610.00 6635.00 6562.00 6579.00 unch 21,973 269,367 -698
Dec00 000824 6698.50 6702.00 6658.00 6661.00 +1.00 3,303 25,869 +3,302
Mar01 000824 6723.00 6723.00 6723.00 6723.00 unch 14 3,340 +0
Total Volume and Open Interest 25,290 298,576 +2,604
SPI 200(SFE)
Sep00 000824 3375.0 3398.0 3370.0 3387.0 +18.0 8,465 122,187 +2,985
Dec00 000824 3399.0 3425.0 3399.0 3414.0 +19.0 945 6,378 +1,493
Mar01 000824 3431.0 3431.0 3431.0 3431.0 +19.0 166 1,302 +157
Total Volume and Open Interest 9,576 130,041 +4,635
GSCI(CME)
Sep00 000824 236.85 237.50 234.50 235.70 -1.45 125 34,553 -97
Oct00 000824 234.00 234.00 233.50 234.00 -1.00 0 29 +0
Nov00 000824 232.00 232.00 232.00 232.00 -1.50      
Total Volume and Open Interest 125 34,582 -97
Bridge CRB Index(NYBOT)
Nov00 000824 221.30 221.40 220.50 221.20 -0.20 180 534 -4
Jan01 000824 222.00 222.00 221.70 221.70 -0.20 0 648 +0
Feb01 000824 220.60 220.70 220.60 220.70 -0.20 0 349 +0
Total Volume and Open Interest 180 1,531 -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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