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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Fri August 25, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000825 463.50 465.50 461.00 461.75 unch 2,451 11,215 -694
Nov00 000825 472.50 474.75 470.25 471.00 unch 19,247 77,539 +1,435
Jan01 000825 483.00 485.50 481.00 481.25 unch 927 11,988 +229
Mar01 000825 493.00 495.50 490.50 491.00 -0.25 415 9,462 -26
May01 000825 501.00 503.00 499.00 500.00 unch 417 7,083 +273
Jul01 000825 510.00 511.50 508.00 508.00 -0.25 215 7,170 +69
Aug01 000825 512.50 512.50 508.00 508.00 unch 2 162 +2
Total Volume and Open Interest 23,690 126,573 +1,294
Soybean Meal(CBOT)
Sep00 000825 160.80 161.50 160.20 161.00 +1.20 10,124 15,718 +794
Oct00 000825 158.80 158.80 156.60 157.00 -0.30 4,298 13,513 -385
Dec00 000825 158.30 159.20 157.10 157.60 +0.30 7,279 41,093 +562
Jan01 000825 158.50 159.50 158.00 158.30 +0.80 491 8,552 +59
Mar01 000825 159.70 160.60 159.00 159.70 +0.50 294 7,283 +12
May01 000825 161.00 161.90 160.20 160.60 -0.10 111 4,435 -2
Jul01 000825 162.90 164.20 162.50 162.70 unch 74 1,972 +15
Aug01 000825 163.50 163.50 162.50 162.50 -0.20 14 311 +9
Total Volume and Open Interest 22,695 93,276 +1,070
Soybean Oil(CBOT)
Sep00 000825 15.18 15.23 15.04 15.07 -0.07 5,910 11,476 -2,030
Oct00 000825 15.37 15.44 15.24 15.26 -0.07 4,359 22,625 +489
Dec00 000825 15.78 15.84 15.63 15.68 -0.03 6,623 62,249 +653
Jan01 000825 16.08 16.13 15.95 15.99 -0.04 1,314 17,076 +181
Mar01 000825 16.40 16.49 16.32 16.34 -0.04 516 8,626 +347
May01 000825 16.80 16.87 16.71 16.71 -0.02 323 7,189 -33
Jul01 000825 17.15 17.22 17.05 17.05 +0.04 129 4,647 +14
Aug01 000825 17.35 17.45 17.22 17.22 +0.09 53 715 +53
Total Volume and Open Interest 19,907 137,449 +123
Canola(WCE)
Sep00 000825 249.0 249.2 248.1 248.1 -1.0 7 3,348 -20
Nov00 000825 255.2 255.7 254.0 254.1 -1.1 2,538 42,969 +124
Jan01 000825 261.3 261.7 260.3 260.3 -1.1 615 7,757 +287
Mar01 000825 267.2 267.2 266.0 266.3 -0.9 55 1,376 +44
May01 000825 271.7 271.7 271.7 271.7 -0.3 0 43 +0
Total Volume and Open Interest 3,215 55,570 +435
Corn(CBOT)
Sep00 000825 176.50 178.25 176.50 176.50 +0.50 20,764 75,197 -2,863
Nov00 000825 185.25 186.00 184.25 185.00 +0.75 54 1,761 -9
Dec00 000825 189.00 190.50 188.25 188.75 +0.50 28,511 203,724 +1,213
Jan01 000825 194.25 194.25 192.75 192.75 +1.00 8 357 +3
Mar01 000825 200.75 202.50 200.25 200.75 +0.75 3,309 53,641 +683
May01 000825 208.50 209.75 208.00 208.00 +0.50 904 14,375 +382
Total Volume and Open Interest 55,941 384,917 -125
Wheat(CBOT)
Sep00 000825 242.50 244.25 241.00 241.50 +1.50 8,565 23,613 -3,593
Dec00 000825 262.00 263.00 259.50 260.50 +1.25 22,495 85,189 +2,479
Mar01 000825 278.50 279.50 276.25 277.50 +2.00 1,349 22,665 -25
May01 000825 289.00 289.75 287.00 287.50 +1.50 391 1,551 -27
Jul01 000825 297.50 298.75 296.00 296.50 +1.50 260 9,226 +105
Total Volume and Open Interest 33,082 142,805 -1,042
Wheat(KCBT)
Sep00 000825 285.25 287.00 283.50 286.50 +4.75 4,544 13,547 -1,126
Dec00 000825 302.00 302.00 299.00 300.75 +2.75 6,922 53,836 +1,639
Mar01 000825 317.00 317.00 314.00 315.25 +2.00 1,617 12,340 +653
May01 000825 322.00 323.25 321.50 323.00 +2.00 39 1,344 +13
Jul01 000825 330.00 330.00 329.00 330.00 +2.00 8 862 +6
Total Volume and Open Interest 13,131 81,937 +1,185
Wheat(MGE)
Sep00 000825 296.00 300.00 295.00 297.25 +3.25 1,244 7,273 -491
Dec00 000825 312.00 315.25 311.75 312.00 +2.00 2,269 13,198 +740
Mar01 000825 325.00 328.50 325.00 325.25 +1.50 292 3,438 +141
May01 000825 334.00 335.75 334.00 334.00 +2.00 12 476 +12
Jul01 000825 342.00 343.00 341.50 342.00 +2.50 10 233 +0
Total Volume and Open Interest 3,838 24,741 +413
Oats(CBOT)
Sep00 000825 98.75 99.00 98.00 98.25 +0.25 825 4,052 -432
Dec00 000825 109.50 109.75 108.50 108.75 +0.25 923 9,011 +139
Mar01 000825 119.00 119.00 118.25 118.25 unch 33 1,394 +2
May01 000825 124.50 124.50 124.00 124.00 unch 0 85 +0
Total Volume and Open Interest 1,781 14,658 -291
Rough Rice(CBOT)
Sep00 000825 6.45 6.65 6.25 6.25 -0.16 220 1,260 -125
Nov00 000825 6.18 6.25 6.07 6.09 -0.07 328 2,943 +48
Jan01 000825 6.34 6.36 6.22 6.22 -0.10 106 2,010 +124
Mar01 000825 6.50 6.54 6.38 6.38 -0.12 17 450 +3
Total Volume and Open Interest 672 6,768 +50
Live Cattle(CME)
Aug00 000825 67.150 67.200 66.200 66.200 -1.200 751 3,453 -212
Oct00 000825 68.450 68.550 67.600 67.625 -1.050 3,840 58,911 +242
Dec00 000825 70.000 70.025 69.275 69.350 -0.800 1,373 29,097 -62
Feb01 000825 71.400 71.450 70.925 70.975 -0.575 454 14,343 +221
Apr01 000825 73.400 73.500 72.925 73.025 -0.500 182 7,952 +76
Jun01 000825 71.075 71.075 70.450 70.450 -0.775 139 3,433 -13
Total Volume and Open Interest 6,771 119,838 +270
Feeder Cattle(CME)
Aug00 000825 86.375 86.375 86.125 86.200 -0.275 289 3,159 -163
Sep00 000825 85.750 85.850 84.750 84.825 -1.075 172 3,460 -6
Oct00 000825 86.500 86.550 85.450 85.500 -1.275 428 6,590 +5
Nov00 000825 87.000 87.000 85.950 86.000 -1.150 217 3,339 +48
Jan01 000825 87.300 87.300 86.600 86.600 -0.950 87 2,525 -15
Mar01 000825 87.250 87.250 86.600 86.700 -0.650 16 1,150 +2
Apr01 000825 87.150 87.150 86.550 86.550 -0.800 7 305 +5
Total Volume and Open Interest 1,231 21,220 -113
Lean Hogs(CME)
Oct00 000825 53.400 53.450 52.500 53.200 -0.100 2,383 19,386 +359
Dec00 000825 50.550 50.650 49.675 50.075 -0.450 1,777 10,981 +430
Feb01 000825 51.225 51.400 50.800 50.950 -0.250 204 3,645 +21
Apr01 000825 49.750 49.950 49.550 49.600 -0.200 100 1,681 +7
Jun01 000825 56.625 56.700 56.250 56.250 -0.100 16 622 +13
Jul01 000825 55.800 55.900 55.450 55.800 +0.125 1 157 +0
Aug01 000825 54.050 54.300 53.800 54.100 +0.125 2 84 +0
Oct01 000825 48.000 48.000 47.900 48.000 -0.500 0 1 +0
Total Volume and Open Interest 4,483 36,558 +830
Pork Bellies(CME)
Aug00 000825 63.250 63.250 57.875 57.875 -3.000 44 62 -23
Feb01 000825 64.800 65.200 63.500 63.500 -1.825 418 1,573 +38
Mar01 000825 64.500 64.500 63.250 63.250 -2.000 8 26 +1
May01 000825 64.100 65.300 64.100 64.100 unch 0 7 +0
Jul01 000825 65.950 66.050 64.600 65.700 -0.800 0 8 +0
Total Volume and Open Interest 470 1,676 +16
Cocoa(NYBOT)
Sep00 000825 735 752 735 744 -6 75 319 -141
Dec00 000825 785 791 778 785 -8 3,335 53,420 +35
Mar01 000825 819 825 815 820 -6 373 18,315 +147
May01 000825 844 845 839 845 -4 230 8,276 +13
Jul01 000825 866 868 863 868 -4 132 7,932 +9
Sep01 000825 890 894 887 894 -4 24 7,089 +10
Dec01 000825 922 928 922 928 -4 20 8,473 +0
Total Volume and Open Interest 4,189 118,005 +73
Coffee "C"(NYBOT)
Sep00 000825 78.25 78.25 77.40 77.75 -0.05 709 913 -226
Dec00 000825 82.50 83.40 82.25 82.70 -0.10 5,547 29,372 +271
Mar01 000825 87.25 88.00 87.25 87.50 -0.05 342 5,262 +65
May01 000825 90.40 90.75 90.25 90.25 +0.05 70 1,621 +21
Jul01 000825 93.00 93.00 93.00 93.00 unch 39 667 +3
Sep01 000825 96.00 96.00 95.60 95.75 -0.05 59 1,101 +33
Total Volume and Open Interest 6,787 39,023 +176
Orange Juice(NYBOT)
Sep00 000825 73.25 73.75 72.50 73.45 +0.95 1,110 4,558 -498
Nov00 000825 73.75 73.80 73.05 73.40 +0.15 1,982 15,273 +476
Jan01 000825 75.20 75.40 74.90 75.00 +0.10 212 4,134 +13
Mar01 000825 77.50 77.50 77.00 77.00 -0.10 184 4,227 +32
May01 000825 78.85 78.85 78.75 78.75 -0.10 62 639 +47
Total Volume and Open Interest 5,050 29,520 +76
Sugar #11(NYBOT)
Oct00 000825 10.33 10.85 10.28 10.82 +0.46 12,171 75,646 -3,162
Mar01 000825 10.01 10.46 10.00 10.43 +0.41 5,589 49,633 -2,564
May01 000825 9.68 10.02 9.65 9.99 +0.31 721 12,593 +20
Jul01 000825 9.16 9.53 9.16 9.53 +0.37 1,334 13,282 +217
Oct01 000825 9.03 9.27 9.00 9.27 +0.24 755 10,362 +200
Total Volume and Open Interest 20,674 166,984 -5,243
London Cocoa(LCE)
Sep00 000825 575 575 567 570 -6 897 14,954 -636
Dec00 000825 605 607 599 602 -6 2,101 58,580 +335
Mar01 000825 626 631 620 624 -6 1,536 39,755 +90
May01 000825 641 641 638 640 -6 99 19,796 +25
Jul01 000825 658 660 655 656 -6 544 7,550 +270
Sep01 000825 675 675 672 672 -6 39 5,425 +34
Dec01 000825 697 699 694 699 -6 100 4,649 +0
Total Volume and Open Interest 5,316 179,541 +118
London Coffee(LCE)
Sep00 000825 798.00 800.00 788.00 794.00 -2.00 2,336 15,336 -1,083
Nov00 000825 815.00 816.00 805.00 811.00 -2.00 1,720 28,813 +435
Jan01 000825 830.00 830.00 820.00 821.00 -6.00 401 9,289 +119
Mar01 000825 842.00 846.00 836.00 839.00 -8.00 252 2,414 -19
May01 000825 862.00 862.00 859.00 859.00 -9.00 106 1,885 +33
Jul01 000825 882.00 887.00 879.00 879.00 -11.00 4 325 +4
Total Volume and Open Interest 4,819 58,209 -511
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000825 268.20 274.90 267.50 274.30 +6.20 2,236 14,371 +37
Dec00 000825 267.00 273.00 266.50 273.00 +6.60 818 9,971 +530
Mar01 000825 262.00 268.60 262.00 268.60 +5.90 428 10,290 +64
May01 000825 263.80 263.80 263.80 263.80 +6.10 54 1,784 +0
Total Volume and Open Interest 3,575 41,544 +670
Cotton(NYBOT)
Oct00 000825 63.90 64.75 63.90 64.73 +1.21 375 4,499 +58
Dec00 000825 65.90 66.80 65.75 66.73 +1.26 3,456 42,305 +278
Mar01 000825 67.55 68.25 67.20 68.24 +1.27 754 9,988 +257
May01 000825 68.00 68.80 68.00 68.79 +1.29 289 7,142 +76
Jul01 000825 69.00 69.25 69.00 69.25 +1.20 105 2,377 +28
Oct01 000825 66.65 66.65 66.65 66.65 +0.65 1 569 +0
Total Volume and Open Interest 18,048 69,712 +743
Lumber(CME)
Sep00 000825 229.0 229.2 223.0 223.8 -5.2 242 1,548 -16
Nov00 000825 243.0 243.0 239.0 239.0 -3.2 165 1,370 +21
Jan01 000825 254.0 254.1 250.8 250.8 -3.7 28 383 +4
Mar01 000825 260.6 261.0 258.9 259.0 -1.7 23 310 +20
Total Volume and Open Interest 458 3,708 +29
Crude Oil(NYM)
Oct00 000825 31.70 32.15 31.47 32.03 +0.40 72,978 122,254 -3,145
Nov00 000825 31.09 31.25 30.90 31.23 +0.14 26,251 41,736 -2,438
Dec00 000825 30.55 30.70 30.35 30.66 +0.13 16,767 43,857 +847
Jan01 000825 29.97 30.11 29.86 30.11 +0.12 3,312 21,228 -149
Feb01 000825 29.42 29.59 29.33 29.59 +0.11 1,371 11,294 -158
Mar01 000825 28.95 29.10 28.93 29.10 +0.11 1,938 10,721 -17
Apr01 000825 28.50 28.64 28.50 28.64 +0.11 299 6,335 -126
May01 000825 28.05 28.20 28.05 28.20 +0.12 745 7,282 -342
Jun01 000825 27.74 27.80 27.55 27.79 +0.12 2,933 19,958 -305
Jul01 000825 27.25 27.45 27.25 27.45 +0.12 2,335 8,281 -348
Total Volume and Open Interest 133,108 399,135 -5,328
Heating Oil(NYM)
Sep00 000825 95.35 97.30 95.05 96.94 +1.61 10,834 21,371 -2,731
Oct00 000825 94.45 96.50 94.15 96.28 +1.83 13,044 39,079 +1,753
Nov00 000825 93.50 94.50 92.80 94.25 +1.05 5,468 22,334 +313
Dec00 000825 92.25 93.00 91.25 92.85 +0.70 7,034 30,820 -388
Jan01 000825 90.80 91.35 89.80 91.15 +0.45 3,664 18,955 -574
Feb01 000825 88.00 88.25 86.80 87.95 +0.10 1,268 14,479 +164
Mar01 000825 82.80 82.80 81.75 82.40 -0.15 1,245 10,948 +613
Apr01 000825 78.60 78.60 77.80 78.05 -0.30 290 5,006 -143
May01 000825 75.25 75.50 74.70 74.70 -0.30 153 2,680 -45
Jun01 000825 72.75 72.90 72.30 72.55 -0.30 526 2,941 +212
Total Volume and Open Interest 44,034 173,322 -664
Unleaded Gas(NYM)
Sep00 000825 95.50 95.60 94.40 95.41 +0.38 14,886 23,067 -775
Oct00 000825 88.50 89.10 87.60 88.65 +0.37 10,558 25,223 +1,548
Nov00 000825 85.10 86.00 85.00 85.75 +0.37 1,376 8,237 +567
Dec00 000825 83.40 84.00 83.30 83.80 +0.37 609 6,589 +19
Jan01 000825 82.50 82.60 82.10 82.60 +0.37 579 2,304 -239
Feb01 000825 81.60 82.35 81.60 82.35 +0.37 170 2,702 -56
Mar01 000825 81.70 82.45 81.70 82.45 +0.37 72 1,322 -81
Apr01 000825 87.25 87.25 87.25 87.25 +0.37 38 1,779 +30
Total Volume and Open Interest 28,509 72,835 +1,122
Natural Gas(NYM)
Sep00 000825 4.600 4.635 4.530 4.628 +0.088 27,915 34,575 -442
Oct00 000825 4.590 4.640 4.530 4.636 +0.083 13,383 43,060 +1,171
Nov00 000825 4.620 4.683 4.580 4.683 +0.081 3,479 21,982 -649
Dec00 000825 4.680 4.750 4.655 4.750 +0.080 2,812 32,436 +282
Jan01 000825 4.630 4.696 4.610 4.696 +0.076 2,774 28,543 -443
Feb01 000825 4.370 4.435 4.350 4.432 +0.080 519 17,983 +33
Mar01 000825 4.105 4.162 4.090 4.162 +0.073 608 21,650 -29
Apr01 000825 3.825 3.890 3.825 3.890 +0.056 697 12,110 +11
Total Volume and Open Interest 63,710 355,581 +5,325
Brent Crude Oil(IPE)
Oct00 000825 30.57 30.62 30.17 30.39 +0.04 27,115 74,323 -1,183
Nov00 000825 30.15 30.20 29.80 30.08 +0.15 11,564 46,059 +3,672
Dec00 000825 29.60 29.70 29.38 29.64 +0.16 4,838 43,148 +1,316
Jan01 000825 29.01 29.12 28.85 29.09 +0.18 3,505 19,736 +1,495
Feb01 000825 28.51 28.54 28.33 28.54 +0.18 639 12,150 +279
Mar01 000825 27.97 27.99 27.89 27.99 +0.18 455 8,406 +398
Apr01 000825 27.44 27.45 27.20 27.45 +0.18 246 3,899 +240
May01 000825 26.99 26.99 26.75 26.99 +0.18 160 1,830 +160
Total Volume and Open Interest 51,545 250,563 +8,447
Gas Oil(IPE)
Sep00 000825 298.50 303.75 298.25 302.25 +2.75 10,794 36,036 -2,888
Oct00 000825 294.00 296.50 291.25 296.25 +2.25 10,796 33,587 +124
Nov00 000825 286.50 287.75 283.50 286.25 -0.50 2,362 16,007 +652
Dec00 000825 278.00 279.50 275.25 279.00 unch 6,838 30,298 -415
Jan01 000825 272.50 272.50 268.25 272.00 -0.25 868 7,562 +463
Feb01 000825 259.00 262.00 259.00 262.00 -0.75 309 4,763 +199
Mar01 000825 251.50 251.50 251.50 251.50 -1.25 400 3,679 -675
Apr01 000825 241.50 241.50 241.50 241.50 -1.50 0 1,962 -340
Total Volume and Open Interest 32,497 143,125 -2,771
US Dollar Index(NYBOT)
Sep00 000825 111.25 111.56 110.78 111.24 +0.10 1,000 4,825 +4,825
Dec00 000825 110.95 110.99 110.50 110.99 +0.10 17 2,127 +2,127
Mar01 000825 110.74 110.74 110.74 110.74 +0.10 628 6,952 -29
Total Volume and Open Interest 1,017 6,952 -29
Australian Dollar(IMM)
Sep00 000825 57.35 57.60 57.26 57.42 +0.14 1,849 20,781 -226
Dec00 000825 57.30 57.65 57.29 57.44 +0.14 35 924 +25
Mar01 000825 57.46 57.46 57.46 57.46 +0.14 0 694 +0
Total Volume and Open Interest 1,871 22,400 -201
British Pound(IMM)
Sep00 000825 147.40 147.84 147.08 147.18 -1.08 7,057 40,643 +358
Dec00 000825 147.60 148.06 147.22 147.36 -1.10 157 652 +49
Mar01 000825 147.72 148.30 147.50 147.56 -1.10 3 13 +1
Total Volume and Open Interest 7,217 41,309 +408
Canadian Dollar(IMM)
Sep00 000825 67.53 67.59 67.37 67.39 +0.11 1,136 56,509 -1,177
Dec00 000825 67.70 67.74 67.50 67.53 +0.11 1,831 8,290 +968
Mar01 000825 67.69 67.83 67.69 67.69 +0.11 2 758 +0
Jun01 000825 67.98 67.98 67.85 67.85 +0.11 0 145 +0
Total Volume and Open Interest 8,883 65,722 -207
Japanese Yen(IMM)
Sep00 000825 93.80 94.12 93.62 93.88 -0.11 12,103 74,780 -3,255
Dec00 000825 95.35 95.60 95.05 95.38 -0.11 38 4,237 -1
Mar01 000825 96.91 96.91 96.91 96.91 -0.11 0 163 +0
Total Volume and Open Interest 12,053 79,181 -3,256
Swiss Franc(IMM)
Sep00 000825 58.50 58.80 58.40 58.61 +0.03 9,100 52,951 -612
Dec00 000825 58.95 59.22 58.84 59.06 +0.03 310 567 +81
Mar01 000825 59.49 59.60 59.35 59.49 +0.03 0 6 +0
Total Volume and Open Interest 9,410 53,524 -531
EuroFX(IMM)
Sep00 000825 90.29 90.82 90.25 90.37 +0.03 10,750 69,648 -1,395
Dec00 000825 90.71 91.12 90.67 90.75 +0.02 184 1,964 +147
Mar01 000825 91.11 91.45 91.08 91.11 +0.01 0 229 +0
Total Volume and Open Interest 14,220 73,089 +2,442
Mexican Peso(IMM)
Sep00 000825 10785.0 10800.0 10740.0 10768.0 -32.0 4,301 13,611 -166
Dec00 000825 10525.0 10525.0 10480.0 10508.0 -32.0 75 2,284 +10
Total Volume and Open Interest 4,441 19,125 -143
30-Year T-Bonds(CBOT)
Sep00 000825 100~16 100~22 100~04 100~14 -0~02 154,715 343,546 -16,916
Dec00 000825 100~17 100~22 100~06 100~16 -0~01 23,242 127,503 +15,162
Mar01 000825 100~18 100~18 100~18 100~18 -0~01 16 1,180 -101
Total Volume and Open Interest 177,978 472,355 -1,850
Municipal Bonds(CBOT)
Sep00 000825 99~26 100~02 99~22 99~26 -0~03 1,541 18,151 +30
Dec00 000825 99~02 99~08 99~00 99~02 -0~03 258 4,516 +217
Total Volume and Open Interest 1,799 22,667 +247
10-Year T-Notes(CBOT)
Sep00 000825 100~045 100~110 100~005 100~040 unch 177,400 430,335 -21,299
Dec00 000825 100~020 100~085 99~310 100~020 unch 40,817 158,464 +18,689
Total Volume and Open Interest 218,217 588,916 -2,610
5-Year T-Notes(CBOT)
Sep00 000825 99~270 99~310 99~250 99~280 +0~005 101,873 281,735 -26,944
Dec00 000825 99~295 100~010 99~270 99~305 +0~005 59,329 131,872 +36,456
Total Volume and Open Interest 161,202 413,607 +9,512
2 Year T-Notes(CBOT)
Sep00 000825 99~075 99~084 99~072 99~077 unch 13,644 40,579 -5,907
Dec00 000825 99~082 99~088 99~077 99~083 unch 12,429 16,727 +6,384
Total Volume and Open Interest 26,073 57,306 +477
3-Mth T-Bills(IMM)
Sep00 000825 93.91 93.91 93.91 93.91 unch 200 1,479 +48
Total Volume and Open Interest 200 1,481 +48
Eurodollars(IMM)
Sep00 000825 93.317 93.323 93.315 93.320 unch 59,587 549,934 -8,452
Dec00 000825 93.160 93.180 93.155 93.175 unch 46,556 545,364 -3,289
Mar01 000825 93.230 93.250 93.215 93.240 unch 97,880 501,560 +80
Jun01 000825 93.215 93.240 93.205 93.225 unch 42,573 287,393 -40
Sep01 000825 93.205 93.230 93.195 93.210 -0.005 26,838 229,738 +115
Dec01 000825 93.140 93.170 93.140 93.150 -0.010 12,435 172,654 -98
Mar02 000825 93.205 93.240 93.205 93.215 -0.005 10,255 142,378 +1,598
Jun02 000825 93.205 93.235 93.200 93.215 -0.005 10,442 108,468 -509
Sep02 000825 93.210 93.245 93.205 93.220 -0.005 6,005 98,224 +834
Dec02 000825 93.150 93.185 93.145 93.160 -0.005 4,146 76,588 +82
Mar03 000825 93.195 93.235 93.195 93.215 unch 3,898 73,804 +1,026
Jun03 000825 93.185 93.220 93.180 93.200 unch 2,632 50,652 -259
Total Volume and Open Interest 348,244 3,214,756 -8,991
3-Mth Euro-Yen(IMM)
Sep00 000825 99.61 99.61 99.61 99.61 -0.02 309 10,543 -252
Dec00 000825 99.50 99.50 99.50 99.50 -0.03 360 12,697 -804
Mar01 000825 99.42 99.42 99.42 99.42 -0.04 455 12,772 -665
Jun01 000825 99.32 99.33 99.32 99.33 -0.03 159 8,700 +155
Sep01 000825 99.22 99.23 99.22 99.22 -0.05 228 14,387 -187
Dec01 000825 99.09 99.10 99.09 99.10 -0.04 21 3,203 +15
Mar02 000825 99.00 99.00 98.99 98.99 -0.04 407 2,999 +196
Jun02 000825 98.89 98.89 98.89 98.89 -0.04 0 679 +0
Sep02 000825 98.76 98.76 98.76 98.76 -0.05 0 36 +0
Dec02 000825 98.62 98.62 98.62 98.62 -0.04 0 30 +0
Total Volume and Open Interest 1,939 66,046 -1,542
3-Mth Euro-Yen(SIMEX)
Sep00 000825 99.63 99.63 99.61 99.61 -0.02 1,406 94,315 -601
Dec00 000825 99.53 99.53 99.50 99.50 -0.03 11,905 109,751 +2,330
Mar01 000825 99.45 99.46 99.42 99.42 -0.03 17,167 107,486 +1,288
Jun01 000825 99.36 99.36 99.32 99.33 -0.03 6,491 87,404 +1,147
Sep01 000825 99.26 99.26 99.22 99.23 -0.03 1,651 63,831 +734
Dec01 000825 99.11 99.11 99.09 99.09 -0.04 6,189 24,460 +280
Mar02 000825 99.04 99.04 99.00 99.00 -0.04 100 14,919 +104
Jun02 000825 98.90 98.90 98.89 98.89 -0.04 120 3,740 +0
Total Volume and Open Interest 45,129 509,579 +5,371
German Euro-Bund(EUREX)
Sep00 000825 105.34 105.46 105.20 105.21 -0.18 422,001 580,932 +15,148
Dec00 000825 105.06 105.19 104.96 104.96 -0.18 10,860 60,975 +7,298
Mar01 000825 104.94 104.94 104.94 104.94 -0.15 0 1,670 +198
Total Volume and Open Interest 432,861 643,577 +22,644
German Euro-Bobl(EUREX)
Sep00 000825 102.77 102.82 102.68 102.69 -0.12 170,739 270,382 -1,182
Dec00 000825 102.77 102.77 102.63 102.65 -0.12 7,799 27,502 +2,326
Mar01 000825 102.39 102.39 102.39 102.39 -0.12 0 555 +271
Total Volume and Open Interest 178,538 298,439 +1,415
Long Gilt(LIFFE)
Sep00 000825 112~31 113~02 112~28 112~28 -0~03 22,276 0 -56,419
Dec00 000825 112~22 112~26 112~19 112~19 -0~04 5,862 0 -12,914
Total Volume and Open Interest 28,138    
3-Mth Short Sterling(LIFFE)
Sep00 000825 93.72 93.73 93.71 93.71 -0.01 7,573 0 -174,253
Dec00 000825 93.64 93.65 93.60 93.61 -0.02 15,267 0 -181,818
Mar01 000825 93.62 93.64 93.58 93.59 -0.02 19,294 0 -163,399
Total Volume and Open Interest 58,828    
3-Mth Euribor(LIFFE)
Sep00 000825 95.035 95.045 95.015 95.020 -0.020 48,139 0 -324,261
Dec00 000825 94.680 94.690 94.650 94.655 -0.030 46,286 0 -286,662
Mar01 000825 94.635 94.650 94.605 94.620 -0.020 26,121 0 -218,963
Total Volume and Open Interest 159,821    
3-Mth Aus T-Bills(SFE)
Sep00 000825 93.42 93.42 93.38 93.38 -0.04      
Dec00 000825 93.29 93.30 93.23 93.24 -0.04      
Mar01 000825 93.25 93.25 93.19 93.19 -0.04      
Jun01 000825 93.24 93.24 93.20 93.22 -0.01      
Sep01 000825 93.23 93.24 93.20 93.21 -0.01      
Dec01 000825 93.23 93.24 93.22 93.22 unch      
Mar02 000825 93.25 93.25 93.22 93.23 unch      
Jun02 000825 93.24 93.24 93.21 93.22 unch      
Sep02 000825 93.22 93.23 93.21 93.22 +0.02      
Dec02 000825 93.21 93.21 93.20 93.20 +0.02      
Total Volume and Open Interest      
10-Year Aus T-Bonds(SFE)
Sep00 000825 93.80 93.81 93.75 93.79 -0.01      
Dec00 000825 93.78 93.78 93.77 93.78 -0.03      
Total Volume and Open Interest      
3-Year Aus T-Bonds(SFE)
Sep00 000825 93.67 93.67 93.61 93.61 -0.03      
Dec00 000825 93.63 93.63 93.63 93.63 -0.01      
Total Volume and Open Interest      
Gold(CMX)
Aug00 000825 272.8 274.1 272.8 274.1 +1.2 23 52 -1
Oct00 000825 274.6 276.0 274.5 275.7 +1.1 272 8,342 +106
Dec00 000825 278.0 279.3 277.5 278.6 +1.1 12,140 81,717 +772
Feb01 000825 281.4 281.4 281.2 281.2 +1.1 253 11,847 -50
Apr01 000825 283.8 283.8 283.8 283.8 +1.2 53 3,863 -8
Jun01 000825 286.0 286.3 286.0 286.3 +1.2 204 8,640 +141
Total Volume and Open Interest 13,398 134,137 -80
Silver(CMX)
Sep00 000825 488.0 493.0 488.0 489.5 +3.5 14,500 39,849 -3,224
Dec00 000825 494.5 499.5 494.0 496.0 +3.4 9,460 48,197 +3,353
Mar01 000825 502.0 505.0 501.6 501.6 +3.2 66 2,170 +27
May01 000825 504.5 504.5 504.5 504.5 +3.3 0 831 +0
Jul01 000825 507.5 507.5 507.5 507.5 +3.4 3 1,778 +0
Total Volume and Open Interest 24,257 98,347 +255
Platinum(NYM)
Oct00 000825 574.0 582.0 573.0 580.7 +6.8 585 8,892 +118
Jan01 000825 556.0 568.0 556.0 565.7 +6.8 158 853 +88
Total Volume and Open Interest 743 9,750 +206
Palladium(NYME)
Sep00 000825 720.00 724.00 718.00 723.95 +2.95 30 229 +15
Dec00 000825 715.50 725.00 715.50 724.45 +3.45 136 1,587 +23
Mar01 000825 715.00 719.45 715.00 719.45 +3.45 0 5 +0
Total Volume and Open Interest 166 1,821 +38
Copper(CMX)
Sep00 000825 86.10 86.40 85.50 86.25 +0.05 8,562 23,337 -3,441
Dec00 000825 87.10 87.45 86.50 87.40 +0.20 4,698 30,997 +1,827
Mar01 000825 87.00 87.15 86.70 87.10 +0.20 109 5,455 +29
May01 000825 86.80 86.90 86.80 86.90 +0.20 5 1,450 +0
Jul01 000825 86.70 86.70 86.70 86.70 +0.20 0 897 +0
Total Volume and Open Interest 14,586 75,295 -1,547
DJIA Index(CBOT)
Sep00 000825 11240 11255 11190 11247 +10 7,215 13,842 +42
Dec00 000825 11380 11395 11345 11395 +10 67 2,187 +38
Mar01 000825 11535 11546 11535 11546 +10 0 8 +0
Jun01 000825 11702 11702 11702 11702 +10      
Total Volume and Open Interest 10,436 15,963 -389
S & P 500(CME)
Sep00 000825 1513.50 1517.10 1510.20 1513.60 -1.60 33,663 354,089 -7,885
Dec00 000825 1539.00 1539.00 1533.00 1536.00 -1.60 7,886 35,873 +6,773
Mar01 000825 1559.60 1563.20 1557.20 1559.60 -1.60 401 1,563 +131
Jun01 000825 1583.60 1587.20 1581.20 1583.60 -1.60 190 1,308 +30
Total Volume and Open Interest 56,789 392,998 -951
S & P 500 E-Mini(Globex)
Sep00 000825 1515.25 1519.00 1510.00 1513.50 -3.50 52,060 47,291 -2,205
Dec00 000825 1540.00 1540.00 1531.25 1536.00 -1.50 20 87 +15
Total Volume and Open Interest 52,080 47,378 -2,190
NASDAQ 100(CME)
Sep00 000825 3960.00 4002.00 3927.00 3959.00 -6.00 11,923 33,075 +61
Dec00 000825 4035.00 4035.00 4018.00 4022.00 -6.00 556 754 +320
Mar01 000825 4081.00 4085.00 4081.00 4085.00 -6.00 0 24 +0
Total Volume and Open Interest 12,479 33,853 +381
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000825 3968.5 4001.0 3927.0 3959.0 -7.0 35,175 33,284 +676
Dec00 000825 4022.0 4022.0 4022.0 4022.0 -6.0 1 19 +1
Total Volume and Open Interest 35,176 33,303 +677
NYSE Composite(NYBOT)
Sep00 000825 673.25 675.50 672.75 674.55 -0.25      
Dec00 000825 684.05 684.05 684.05 684.05 -0.25      
Mar01 000825 693.55 693.55 693.55 693.55 -0.25      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000825 532.00 534.00 527.50 533.00 unch 605 13,227 +71
Dec00 000825 540.85 540.85 540.85 540.85 +0.30      
Mar01 000825 546.85 546.85 546.85 546.85 +0.30      
Total Volume and Open Interest 605 13,227 +71
Russell 2000(CME)
Sep00 000825 525.50 527.90 523.25 526.90 +1.15 672 12,033 +330
Dec00 000825 534.15 534.15 534.15 534.15 +1.15 0 100 +0
Mar01 000825 541.70 541.70 541.70 541.70 +1.15      
Total Volume and Open Interest 672 12,133 +330
Value Line(KCBT)
Sep00 000825 1146.00 1148.00 1143.00 1148.00 +3.00 9 201 -3
Total Volume and Open Interest 11 205 -3
Nikkei 225(CME)
Sep00 000825 16920 16970 16825 16955 +320 988 15,165 +273
Dec00 000825 16900 16980 16900 16975 +325 6 58 +1
Total Volume and Open Interest 994 15,223 +274
Nikkei 225(SIMEX)
Sep00 000825 16770 16955 16595 16940 +305 15,638 105,493 +846
Dec00 000825 16930 16930 16930 16930 +305 2 7,131 +0
Mar01 000825 16950 16950 16950 16950 +305 0 3,790 +0
Total Volume and Open Interest 15,640 116,829 +846
CAC 40(MATIF)
Aug00 000825 6508.0 6620.0 6495.0 6611.5 +116.5 32,271 247,232 -99
Sep00 000825 6509.0 6619.0 6509.0 6614.0 +107.0 5,852 124,286 +3,428
Oct00 000825 6544.0 6631.0 6544.0 6631.0 +120.0 122 50 +50
Total Volume and Open Interest 40,274 398,843 +5,273
DAX Index(EUREX)
Sep00 000825 7261.0 7355.5 7252.0 7345.0 +110.0 23,587 165,266 +614
Dec00 000825 7387.0 7444.0 7387.0 7436.0 +111.5 236 3,161 -14
Mar01 000825 7537.0 7537.0 7500.0 7535.5 +112.5 29 307 +6
Total Volume and Open Interest 23,852 168,734 +606
FT-SE 100(LIFFE)
Sep00 000825 6605.00 6643.00 6548.00 6565.00 -14.00 19,571 0 -269,367
Dec00 000825 6708.00 6718.50 6647.00 6647.00 -14.00 1,134 0 -25,869
Mar01 000825 6709.00 6709.00 6709.00 6709.00 -14.00      
Total Volume and Open Interest 20,705    
SPI 200(SFE)
Sep00 000825 3389.0 3389.0 3369.0 3379.0 -8.0      
Dec00 000825 3409.0 3410.0 3401.0 3405.0 -9.0      
Mar01 000825 3421.0 3421.0 3421.0 3421.0 -10.0      
Total Volume and Open Interest      
GSCI(CME)
Sep00 000825 235.70 238.15 235.00 238.15 +2.45 170 34,469 -84
Oct00 000825 235.00 235.10 233.20 235.10 +1.10 50 79 +50
Nov00 000825 232.50 232.50 231.90 232.50 +0.50      
Total Volume and Open Interest 220 34,548 -34
Bridge CRB Index(NYBOT)
Nov00 000825 221.90 222.50 221.45 221.90 +0.70 100 545 +11
Jan01 000825 222.40 222.40 222.40 222.40 +0.70 3 649 +1
Feb01 000825 221.40 221.40 221.40 221.40 +0.70 1 349 +0
Total Volume and Open Interest 104 1,543 +12
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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