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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 28, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000828 470.00 471.00 466.25 470.25 +8.50 2,176 10,686 -529
Nov00 000828 481.00 482.00 476.00 480.25 +9.25 19,717 79,019 +1,480
Jan01 000828 491.00 491.50 486.50 490.75 +9.50 2,777 12,737 +749
Mar01 000828 501.00 501.50 496.00 501.25 +10.25 689 9,746 +284
May01 000828 508.00 509.50 505.50 509.50 +9.50 115 7,101 +18
Jul01 000828 515.00 518.00 513.00 517.75 +9.75 389 7,272 +102
Aug01 000828 517.50 517.50 517.50 517.50 +9.50 1 163 +1
Total Volume and Open Interest 26,088 128,683 +2,110
Soybean Meal(CBOT)
Sep00 000828 163.20 164.60 162.00 163.50 +2.50 8,219 14,972 -746
Oct00 000828 160.00 160.50 158.50 160.40 +3.40 6,044 13,979 +466
Dec00 000828 161.00 161.50 159.30 161.30 +3.70 8,517 42,340 +1,247
Jan01 000828 161.50 162.00 159.80 161.80 +3.50 483 8,709 +157
Mar01 000828 163.50 163.50 161.20 163.00 +3.30 366 7,381 +98
May01 000828 164.00 164.20 162.00 164.20 +3.60 40 4,456 +21
Jul01 000828 165.30 166.30 164.30 166.10 +3.40 88 2,023 +51
Aug01 000828 165.70 165.70 165.70 165.70 +3.20 2 313 +2
Total Volume and Open Interest 23,761 94,574 +1,298
Soybean Oil(CBOT)
Sep00 000828 15.22 15.27 15.11 15.14 +0.07 4,035 11,414 -62
Oct00 000828 15.45 15.45 15.32 15.35 +0.09 2,962 23,236 +611
Dec00 000828 15.83 15.86 15.70 15.74 +0.06 6,281 63,129 +880
Jan01 000828 16.12 16.12 16.02 16.05 +0.06 537 16,936 -140
Mar01 000828 16.50 16.50 16.40 16.44 +0.10 475 8,836 +210
May01 000828 16.90 16.90 16.78 16.80 +0.09 392 7,214 +25
Jul01 000828 17.25 17.25 17.14 17.15 +0.10 992 5,077 +430
Aug01 000828 17.42 17.43 17.30 17.30 +0.08 2 713 -2
Total Volume and Open Interest 15,992 139,533 +2,084
Canola(WCE)
Sep00 000828 248.8 248.8 247.7 248.6 +0.5 155 3,230 -118
Nov00 000828 255.0 255.4 254.0 254.7 +0.6 3,039 42,547 -422
Jan01 000828 261.7 261.7 260.1 261.1 +0.8 421 7,824 +67
Mar01 000828 267.1 267.1 265.5 267.0 +0.7 110 1,481 +105
May01 000828 271.7 271.7 271.7 271.7 unch 0 43 +0
Total Volume and Open Interest 3,725 55,202 -368
Corn(CBOT)
Sep00 000828 180.25 181.50 178.00 179.50 +3.00 21,622 70,238 -4,959
Nov00 000828 189.75 189.75 186.25 187.50 +2.50 56 1,753 -8
Dec00 000828 194.00 195.00 190.00 191.75 +3.00 34,596 207,350 +3,626
Jan01 000828 195.00 195.50 194.00 195.50 +2.75 5 362 +5
Mar01 000828 206.00 206.00 202.00 203.75 +3.00 3,977 54,685 +1,044
May01 000828 213.00 213.25 209.50 211.00 +3.00 1,069 14,800 +425
Total Volume and Open Interest 50,313    
Wheat(CBOT)
Sep00 000828 245.00 247.00 241.50 242.50 +1.00 8,198 19,913 -3,700
Dec00 000828 264.50 265.50 259.50 261.25 +0.75 23,978 89,134 +3,945
Mar01 000828 282.00 282.00 277.00 278.75 +1.25 2,840 22,320 -345
May01 000828 291.00 291.00 287.50 288.75 +1.25 380 1,468 -83
Jul01 000828 300.50 300.50 296.50 297.75 +1.25 817 9,337 +111
Total Volume and Open Interest 32,462 142,720 -85
Wheat(KCBT)
Sep00 000828 289.00 291.00 287.25 288.50 +2.00 5,179 11,893 -1,654
Dec00 000828 305.00 306.00 303.00 304.50 +3.75 10,360 55,682 +1,846
Mar01 000828 319.00 320.00 317.50 319.00 +3.75 1,551 12,358 +18
May01 000828 326.00 327.00 325.50 327.00 +4.00 438 1,536 +192
Jul01 000828 333.00 333.50 332.50 332.50 +2.50 725 1,464 +602
Total Volume and Open Interest 18,255 82,943 +1,006
Wheat(MGE)
Sep00 000828 299.00 302.00 298.50 300.25 +3.00 2,756 6,829 -444
Dec00 000828 314.00 317.00 314.00 316.00 +4.00 3,681 14,735 +1,537
Mar01 000828 326.00 329.50 326.00 329.25 +4.00 1,246 4,057 +619
May01 000828 336.00 337.50 335.75 337.50 +3.50 141 540 +64
Jul01 000828 345.00 345.00 345.00 345.00 +3.00 48 274 +41
Total Volume and Open Interest 7,874 26,560 +1,819
Oats(CBOT)
Sep00 000828 100.00 100.00 98.00 98.25 unch 620 3,804 -248
Dec00 000828 111.00 111.00 108.50 108.75 unch 1,057 9,130 +119
Mar01 000828 119.75 119.75 118.50 118.50 +0.25 73 1,394 +0
May01 000828 125.00 125.00 124.00 124.00 unch 3 88 +3
Total Volume and Open Interest 1,753 14,532 -126
Rough Rice(CBOT)
Sep00 000828 6.40 6.75 6.40 6.75 +0.50 318 1,176 -84
Nov00 000828 6.20 6.50 6.20 6.49 +0.40 314 2,759 -184
Jan01 000828 6.40 6.62 6.40 6.60 +0.38 202 2,195 +185
Mar01 000828 6.59 6.72 6.59 6.66 +0.28 47 467 +17
Total Volume and Open Interest 881 6,702 -66
Live Cattle(CME)
Aug00 000828 66.000 66.050 65.675 65.700 -0.500 1,810 2,407 -1,046
Oct00 000828 67.500 67.750 67.350 67.525 -0.100 10,798 58,711 -200
Dec00 000828 69.200 69.475 69.150 69.425 +0.075 3,327 29,514 +417
Feb01 000828 70.950 71.100 70.825 70.975 unch 886 14,631 +288
Apr01 000828 73.000 73.100 72.850 73.050 +0.025 637 8,247 +295
Jun01 000828 70.450 70.600 70.450 70.575 +0.125 210 3,457 +24
Total Volume and Open Interest 17,842 119,624 -214
Feeder Cattle(CME)
Aug00 000828 86.350 86.400 86.200 86.275 +0.075 581 2,933 -226
Sep00 000828 84.900 84.900 84.500 84.675 -0.150 427 3,467 +7
Oct00 000828 85.450 85.450 84.850 85.050 -0.450 1,670 6,926 +336
Nov00 000828 86.050 86.050 85.500 85.625 -0.375 536 3,444 +105
Jan01 000828 86.400 86.450 86.100 86.250 -0.350 248 2,590 +65
Mar01 000828 86.350 86.350 86.050 86.200 -0.500 78 1,184 +34
Apr01 000828 86.400 86.400 86.150 86.150 -0.400 16 302 -3
Total Volume and Open Interest 3,600 21,550 +330
Lean Hogs(CME)
Oct00 000828 52.900 53.725 52.650 53.550 +0.350 2,957 19,431 +45
Dec00 000828 50.000 50.850 49.950 50.650 +0.575 1,830 11,420 +439
Feb01 000828 50.900 51.700 50.800 51.500 +0.550 282 3,723 +78
Apr01 000828 49.600 50.150 49.525 49.975 +0.375 75 1,668 -13
Jun01 000828 56.175 56.500 56.100 56.325 +0.075 31 633 +11
Jul01 000828 55.700 55.950 55.700 55.950 +0.150 38 163 +6
Aug01 000828 54.000 54.400 54.000 54.400 +0.300 21 89 +5
Oct01 000828 47.950 47.950 47.800 47.800 -0.200 0 1 +0
Total Volume and Open Interest 5,234 37,129 +571
Pork Bellies(CME)
Feb01 000828 63.850 64.525 62.900 64.325 +0.825 419 1,530 -43
Mar01 000828 63.050 64.250 63.050 63.925 +0.675 10 24 -2
May01 000828 64.100 64.500 64.000 64.100 unch 0 7 +0
Jul01 000828 65.700 65.700 64.600 65.700 unch 3 3 -5
Total Volume and Open Interest 458 1,607 -69
Cocoa(NYBOT)
Sep00 000828 750 750 745 749 +5 62 194 -125
Dec00 000828 790 796 786 790 +5 2,801 54,089 +669
Mar01 000828 827 830 822 824 +4 573 18,377 +62
May01 000828 847 847 847 847 +2 191 8,390 +114
Jul01 000828 870 870 870 870 +2 509 7,978 +46
Sep01 000828 897 897 896 896 +2 21 7,099 +10
Dec01 000828 930 930 930 930 +2 1 8,473 +0
Total Volume and Open Interest 4,658 119,281 +1,276
Coffee "C"(NYBOT)
Sep00 000828 78.00 78.00 74.50 75.20 -2.55 347 669 -244
Dec00 000828 82.70 82.70 79.50 80.15 -2.55 3,029 29,591 +219
Mar01 000828 87.20 87.20 84.50 85.10 -2.40 255 5,222 -40
May01 000828 90.25 90.25 88.00 88.00 -2.25 75 1,655 +34
Jul01 000828 92.25 92.25 90.90 90.90 -2.10 13 673 +6
Sep01 000828 95.50 95.50 93.35 93.80 -1.95 62 1,161 +60
Total Volume and Open Interest 3,786 39,061 +38
Orange Juice(NYBOT)
Sep00 000828 73.75 74.50 73.00 73.40 -0.05 586 4,222 -336
Nov00 000828 73.60 73.90 73.05 73.70 +0.30 714 15,631 +358
Jan01 000828 75.15 75.25 74.95 75.05 +0.05 150 4,181 +47
Mar01 000828 77.30 77.40 76.90 77.05 +0.05 26 4,242 +15
May01 000828 78.60 78.60 78.60 78.60 -0.15 2 639 +0
Total Volume and Open Interest 4,478 29,604 +84
Sugar #11(NYBOT)
Oct00 000828 10.82 10.87 10.72 10.80 -0.02 18,124 76,977 +1,331
Mar01 000828 10.43 10.49 10.36 10.42 -0.01 10,783 50,812 +1,179
May01 000828 9.99 10.08 9.98 10.02 +0.03 1,728 12,662 +69
Jul01 000828 9.52 9.59 9.50 9.51 -0.02 2,343 13,426 +144
Oct01 000828 9.30 9.30 9.21 9.21 -0.06 776 10,673 +311
Total Volume and Open Interest 33,860 170,024 +3,040
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 000828 64.35 65.10 63.85 64.84 +0.11 433 4,460 -39
Dec00 000828 66.45 67.10 65.90 66.81 +0.08 7,497 43,689 +1,384
Mar01 000828 68.00 68.50 67.50 68.33 +0.09 1,015 10,218 +230
May01 000828 68.45 68.95 68.10 68.75 -0.04 442 7,136 -6
Jul01 000828 69.10 69.50 68.90 69.33 +0.08 62 2,381 +4
Oct01 000828 66.75 66.75 66.75 66.75 +0.10 0 569 +0
Total Volume and Open Interest 16,398 71,599 +1,887
Lumber(CME)
Sep00 000828 224.5 225.4 221.1 222.0 -1.8 458 1,428 -120
Nov00 000828 240.0 240.0 235.4 236.9 -2.1 345 1,373 +3
Jan01 000828 252.0 252.5 248.8 249.8 -1.0 41 399 +16
Mar01 000828 259.5 260.0 256.6 259.1 +0.1 40 336 +26
Total Volume and Open Interest 885 3,634 -74
Crude Oil(NYM)
Oct00 000828 32.04 32.90 31.87 32.87 +0.84 44,601 119,872 -2,382
Nov00 000828 31.25 32.00 31.12 31.94 +0.71 20,119 43,503 +1,767
Dec00 000828 30.73 31.40 30.58 31.32 +0.66 8,460 43,437 -420
Jan01 000828 30.20 30.75 30.16 30.75 +0.64 3,208 21,401 +173
Feb01 000828 29.95 30.25 29.95 30.21 +0.62 1,332 11,513 +219
Mar01 000828 29.70 29.71 29.70 29.71 +0.61 2,115 11,385 +664
Apr01 000828 29.23 29.23 29.23 29.23 +0.59 1,557 6,380 +45
May01 000828 28.68 28.78 28.68 28.78 +0.58 610 7,315 +33
Jun01 000828 28.05 28.40 28.02 28.35 +0.56 1,030 20,396 +438
Jul01 000828 27.75 27.99 27.75 27.99 +0.54 138 8,333 +52
Total Volume and Open Interest 84,142 399,843 +708
Heating Oil(NYM)
Sep00 000828 96.60 100.20 96.50 99.88 +2.94 11,984 20,461 -910
Oct00 000828 96.00 99.60 95.70 99.25 +2.97 14,924 40,802 +1,723
Nov00 000828 94.00 97.50 94.00 96.97 +2.72 4,478 22,892 +558
Dec00 000828 92.90 95.90 92.90 95.47 +2.62 4,727 30,019 -801
Jan01 000828 91.30 94.50 91.30 93.47 +2.32 2,525 19,309 +354
Feb01 000828 88.25 90.75 88.25 90.07 +2.12 4,262 15,917 +1,438
Mar01 000828 82.70 85.10 82.70 84.32 +1.92 1,324 10,501 -447
Apr01 000828 78.45 80.50 78.45 79.87 +1.82 1,278 5,379 +373
May01 000828 75.20 77.00 75.20 76.52 +1.82 374 2,896 +216
Jun01 000828 73.50 74.70 73.50 74.22 +1.67 536 2,794 -147
Total Volume and Open Interest 46,737 175,647 +2,325
Unleaded Gas(NYM)
Sep00 000828 95.25 98.20 94.55 97.77 +2.36 12,895 21,684 -1,383
Oct00 000828 88.30 91.10 88.20 90.93 +2.28 9,336 26,274 +1,051
Nov00 000828 85.50 88.00 85.50 87.83 +2.08 1,286 8,406 +169
Dec00 000828 83.80 85.83 83.70 85.83 +2.03 1,012 6,458 -131
Jan01 000828 84.20 84.63 84.20 84.63 +2.03 298 2,189 -115
Feb01 000828 83.60 84.38 83.60 84.38 +2.03 206 2,710 +8
Mar01 000828 82.45 84.38 82.45 84.38 +1.93 161 1,322 +0
Apr01 000828 89.08 89.08 89.08 89.08 +1.83 0 1,779 +0
Total Volume and Open Interest 25,282 72,442 -393
Natural Gas(NYM)
Sep00 000828 4.610 4.775 4.570 4.685 +0.057 24,797 32,136 -2,439
Oct00 000828 4.610 4.780 4.580 4.692 +0.056 9,178 43,747 +687
Nov00 000828 4.640 4.830 4.635 4.736 +0.053 2,589 22,775 +793
Dec00 000828 4.720 4.870 4.710 4.800 +0.050 2,889 32,814 +378
Jan01 000828 4.670 4.810 4.665 4.744 +0.048 2,370 28,727 +184
Feb01 000828 4.410 4.545 4.400 4.480 +0.048 653 18,070 +87
Mar01 000828 4.132 4.280 4.125 4.213 +0.051 900 21,530 -120
Apr01 000828 3.860 4.000 3.860 3.938 +0.048 582 12,109 -1
Total Volume and Open Interest 48,871 356,194 +613
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 000828 111.18 111.49 111.03 111.40 +0.16 650 4,833 +8
Dec00 000828 111.05 111.20 111.00 111.15 +0.16 24 2,138 +11
Mar01 000828 110.90 110.90 110.90 110.90 +0.16 316 6,971 +19
Total Volume and Open Interest 674 6,971 +19
Australian Dollar(IMM)
Sep00 000828 57.27 57.35 57.12 57.14 -0.28 1,547 20,727 -54
Dec00 000828 57.30 57.33 57.16 57.16 -0.28 0 936 +12
Mar01 000828 57.24 57.24 57.18 57.18 -0.28 0 694 +0
Total Volume and Open Interest 1,547 22,358 -42
British Pound(IMM)
Sep00 000828 147.20 147.36 146.96 147.12 -0.06 6,491 42,441 +1,798
Dec00 000828 147.30 147.56 147.20 147.30 -0.06 235 866 +214
Mar01 000828 147.50 147.70 147.50 147.50 -0.06 0 13 +0
Total Volume and Open Interest 6,726 43,321 +2,012
Canadian Dollar(IMM)
Sep00 000828 67.39 67.49 67.37 67.47 +0.08 4,105 56,599 +90
Dec00 000828 67.50 67.65 67.50 67.61 +0.08 0 8,299 +9
Mar01 000828 67.77 67.77 67.77 67.77 +0.08 8 768 +10
Jun01 000828 67.96 67.96 67.93 67.93 +0.08 1 145 +0
Total Volume and Open Interest 4,114 65,831 +109
Japanese Yen(IMM)
Sep00 000828 94.28 94.48 94.15 94.24 +0.36 10,797 72,546 -2,234
Dec00 000828 95.77 95.92 95.67 95.74 +0.36 305 4,290 +53
Mar01 000828 97.27 97.38 97.27 97.27 +0.36 0 163 +0
Total Volume and Open Interest 11,102 77,000 -2,181
Swiss Franc(IMM)
Sep00 000828 58.50 58.56 58.36 58.50 -0.11 8,188 52,204 -747
Dec00 000828 58.94 59.02 58.84 58.95 -0.11 14 613 +46
Mar01 000828 59.38 59.38 59.35 59.38 -0.11 0 6 +0
Total Volume and Open Interest 8,202 52,823 -701
EuroFX(IMM)
Sep00 000828 90.20 90.24 89.95 90.10 -0.27 13,150 70,009 +361
Dec00 000828 90.60 90.61 90.35 90.48 -0.27 160 2,052 +88
Mar01 000828 90.80 90.85 90.75 90.84 -0.27 0 229 +0
Total Volume and Open Interest 10,934 71,841 -1,248
Mexican Peso(IMM)
Sep00 000828 10785.0 10830.0 10770.0 10788.0 +20.0 0 13,364 -247
Dec00 000828 10530.0 10535.0 10528.0 10528.0 +20.0 66 2,344 +60
Total Volume and Open Interest 66 18,938 -187
30-Year T-Bonds(CBOT)
Sep00 000828 100~14 100~17 99~18 99~27 -0~19 179,329 318,219 -25,327
Dec00 000828 100~15 100~16 99~19 99~29 -0~19 47,573 144,862 +17,359
Mar01 000828 100~17 100~17 99~25 99~31 -0~19 137 1,178 -2
Total Volume and Open Interest 227,039 464,385 -7,970
Municipal Bonds(CBOT)
Sep00 000828 99~22 99~26 99~05 99~11 -0~15 802 18,025 -126
Dec00 000828 99~00 99~02 98~15 98~19 -0~15 226 4,636 +120
Total Volume and Open Interest 1,028 22,661 -6
10-Year T-Notes(CBOT)
Sep00 000828 100~040 100~065 99~230 99~255 -0~105 158,808 395,697 -34,638
Dec00 000828 100~005 100~035 99~215 99~230 -0~110 71,397 181,637 +23,173
Total Volume and Open Interest 230,212 577,451 -11,465
5-Year T-Notes(CBOT)
Sep00 000828 99~285 99~290 99~205 99~230 -0~050 90,513 244,916 -36,819
Dec00 000828 99~310 99~315 99~240 99~265 -0~040 50,247 163,659 +31,787
Total Volume and Open Interest 140,760 408,575 -5,032
2 Year T-Notes(CBOT)
Sep00 000828 99~076 99~077 99~064 99~070 -0~007 3,555 36,475 -4,104
Dec00 000828 99~085 99~085 99~072 99~078 -0~005 3,078 19,409 +2,682
Total Volume and Open Interest 6,633 55,884 -1,422
3-Mth T-Bills(IMM)
Sep00 000828 93.90 93.90 93.86 93.86 -0.05 0 1,480 +1
Total Volume and Open Interest 0 1,482 +1
Eurodollars(IMM)
Sep00 000828 93.317 93.320 93.312 93.315 -0.005 29,383 550,098 +164
Dec00 000828 93.175 93.175 93.145 93.150 -0.025 42,632 548,003 +2,639
Mar01 000828 93.230 93.230 93.195 93.200 -0.040 58,519 503,255 +1,695
Jun01 000828 93.225 93.225 93.160 93.170 -0.055 26,643 289,049 +1,656
Sep01 000828 93.210 93.210 93.150 93.155 -0.055 16,860 230,148 +410
Dec01 000828 93.150 93.150 93.090 93.100 -0.050 9,749 174,051 +1,397
Mar02 000828 93.210 93.210 93.155 93.160 -0.055 6,348 143,813 +1,435
Jun02 000828 93.210 93.210 93.155 93.160 -0.055 8,517 107,937 -531
Sep02 000828 93.220 93.220 93.165 93.165 -0.055 4,528 98,803 +579
Dec02 000828 93.155 93.155 93.105 93.110 -0.050 3,787 76,778 +190
Mar03 000828 93.220 93.220 93.165 93.165 -0.050 3,587 74,202 +398
Jun03 000828 93.205 93.210 93.155 93.155 -0.045 4,254 50,604 -48
Total Volume and Open Interest 239,581 3,227,648 +12,892
3-Mth Euro-Yen(IMM)
Sep00 000828 99.61 99.61 99.61 99.61 unch 362 10,435 -108
Dec00 000828 99.50 99.50 99.49 99.50 unch 508 12,388 -309
Mar01 000828 99.40 99.41 99.40 99.41 -0.01 755 12,157 -615
Jun01 000828 99.32 99.32 99.32 99.32 -0.01 567 8,812 +112
Sep01 000828 99.21 99.21 99.21 99.21 -0.01 445 14,660 +273
Dec01 000828 99.07 99.08 99.07 99.08 -0.02 158 3,191 -12
Mar02 000828 98.99 98.99 98.99 98.99 unch 4 3,001 +2
Jun02 000828 98.89 98.89 98.89 98.89 unch 0 679 +0
Sep02 000828 98.75 98.75 98.75 98.75 -0.01 0 36 +0
Dec02 000828 98.60 98.60 98.60 98.60 -0.02 0 30 +0
Total Volume and Open Interest 2,799 65,389 -657
3-Mth Euro-Yen(SIMEX)
Sep00 000828 99.61 99.61 99.61 99.61 unch 5,586 93,957 -358
Dec00 000828 99.50 99.50 99.49 99.50 unch 5,880 108,766 -985
Mar01 000828 99.43 99.43 99.40 99.40 -0.02 10,193 110,696 +3,210
Jun01 000828 99.33 99.33 99.31 99.32 -0.01 5,901 88,391 +987
Sep01 000828 99.22 99.22 99.21 99.21 -0.02 2,859 61,937 -1,894
Dec01 000828 99.09 99.09 99.07 99.07 -0.02 1,287 27,778 +3,318
Mar02 000828 99.00 99.00 98.99 98.99 -0.01 736 15,706 +787
Jun02 000828 98.88 98.88 98.88 98.88 -0.01 34 3,860 +120
Total Volume and Open Interest 32,876 514,764 +5,185
German Euro-Bund(EUREX)
Sep00 000828 105.18 105.33 105.05 105.05 -0.16 285,186 589,191 +8,259
Dec00 000828 104.94 105.05 104.81 104.81 -0.15 14,505 66,192 +5,217
Mar01 000828 104.78 104.78 104.78 104.78 -0.16 0 1,274 -396
Total Volume and Open Interest 299,691 656,657 +13,080
German Euro-Bobl(EUREX)
Sep00 000828 102.69 102.77 102.63 102.63 -0.06 116,260 280,600 +10,218
Dec00 000828 102.66 102.70 102.58 102.58 -0.07 8,032 33,589 +6,087
Mar01 000828 102.33 102.33 102.33 102.33 -0.06 0 998 +443
Total Volume and Open Interest 124,292 315,187 +16,748
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 000828 95.030 95.035 95.015 95.030 +0.010 54,341 335,020 +335,020
Dec00 000828 94.655 94.665 94.650 94.650 -0.005 51,444 291,630 +291,630
Mar01 000828 94.620 94.630 94.605 94.610 -0.010 29,747 220,856 +220,856
Total Volume and Open Interest 187,090 1,350,969 +1,350,969
3-Mth Aus T-Bills(SFE)
Sep00 000828 93.41 93.42 93.40 93.42 +0.04 6,213 206,296 +206,296
Dec00 000828 93.26 93.28 93.26 93.28 +0.04 8,349 171,629 +171,629
Mar01 000828 93.22 93.24 93.22 93.24 +0.05 6,249 56,513 +56,513
Jun01 000828 93.23 93.24 93.23 93.24 +0.02 1,503 26,476 +26,476
Sep01 000828 93.24 93.24 93.23 93.24 +0.03 437 11,948 +11,948
Dec01 000828 93.21 93.24 93.21 93.24 +0.02 531 7,893 +7,893
Mar02 000828 93.24 93.25 93.24 93.25 +0.02 649 6,240 +6,240
Jun02 000828 93.23 93.23 93.23 93.23 +0.01 392 3,923 +3,923
Sep02 000828 93.22 93.22 93.22 93.22 unch 160 1,909 +1,909
Dec02 000828 93.21 93.21 93.21 93.21 +0.01 65 1,540 +1,540
Total Volume and Open Interest 24,590 498,788 +498,788
10-Year Aus T-Bonds(SFE)
Sep00 000828 93.78 93.79 93.74 93.75 -0.04 6,182 152,929 +152,929
Dec00 000828 93.79 93.79 93.79 93.79 +0.01 25 102 +102
Total Volume and Open Interest 6,207 153,031 +153,031
3-Year Aus T-Bonds(SFE)
Sep00 000828 93.64 93.65 93.63 93.65 +0.04 20,867 404,652 +404,652
Dec00 000828 93.66 93.66 93.65 93.65 +0.02 0 1,165 +1,165
Total Volume and Open Interest 20,867 405,817 +405,817
Gold(CMX)
Aug00 000828 274.0 274.0 274.0 274.0 -0.1 5 52 +0
Oct00 000828 275.8 275.9 275.3 275.7 unch 86 8,342 +0
Dec00 000828 278.7 278.8 277.7 278.5 -0.1 12,396 80,115 -1,602
Feb01 000828 281.0 281.1 281.0 281.1 -0.1 131 11,758 -89
Apr01 000828 283.6 283.6 283.6 283.6 -0.2 0 3,863 +0
Jun01 000828 286.1 286.1 286.1 286.1 -0.2 325 8,395 -245
Total Volume and Open Interest 12,958 132,206 -1,931
Silver(CMX)
Sep00 000828 490.0 494.0 490.0 493.5 +4.0 13,215 35,538 -4,311
Dec00 000828 497.0 500.5 496.5 499.8 +3.8 10,704 51,533 +3,336
Mar01 000828 504.0 507.0 503.0 505.4 +3.8 147 2,106 -64
May01 000828 508.3 508.3 508.3 508.3 +3.8 0 831 +0
Jul01 000828 510.0 511.3 510.0 511.3 +3.8 0 1,778 +0
Total Volume and Open Interest 24,167 97,309 -1,038
Platinum(NYM)
Oct00 000828 580.0 587.0 578.0 586.6 +5.9 625 8,975 +83
Jan01 000828 568.0 571.6 568.0 571.6 +5.9 64 901 +48
Total Volume and Open Interest 689 9,881 +131
Palladium(NYME)
Sep00 000828 710.00 712.00 709.50 712.00 -11.95 36 202 -27
Dec00 000828 715.00 719.00 711.20 715.00 -9.45 81 1,606 +19
Mar01 000828 710.00 710.00 710.00 710.00 -9.45 5 9 +4
Total Volume and Open Interest 122 1,817 -4
Copper(CMX)
Sep00 000828 86.10 86.50 85.80 86.00 -0.25 7,688 19,463 -3,874
Dec00 000828 87.30 87.60 87.00 87.15 -0.25 9,850 33,956 +2,959
Mar01 000828 87.20 87.40 86.95 86.95 -0.15 195 5,537 +82
May01 000828 87.30 87.30 86.75 86.75 -0.15 23 1,450 +0
Jul01 000828 87.30 87.30 86.55 86.55 -0.15 0 897 +0
Total Volume and Open Interest 18,184 74,394 -901
DJIA Index(CBOT)
Sep00 000828 11230 11360 11230 11283 +36 4,807 13,843 +1
Dec00 000828 11400 11500 11380 11432 +37 183 2,283 +96
Mar01 000828 11546 11640 11546 11583 +37 5 10 +2
Jun01 000828 11739 11739 11739 11739 +37      
Total Volume and Open Interest 7,282 16,043 +80
S & P 500(CME)
Sep00 000828 1511.50 1529.30 1511.00 1518.80 +5.20 37,870 351,005 -3,084
Dec00 000828 1534.00 1551.50 1533.50 1541.40 +5.40 557 41,357 +5,484
Mar01 000828 1570.20 1575.00 1557.60 1565.00 +5.40 0 1,561 -2
Jun01 000828 1591.00 1599.00 1581.60 1589.00 +5.40 0 1,311 +3
Total Volume and Open Interest 38,427 395,399 +2,401
S & P 500 E-Mini(Globex)
Sep00 000828 1513.50 1530.00 1511.00 1518.75 +5.25 43,327 48,892 +1,601
Dec00 000828 1541.00 1554.75 1537.50 1541.50 +5.50 10 99 +12
Total Volume and Open Interest 43,337 48,991 +1,613
NASDAQ 100(CME)
Sep00 000828 3947.00 4005.00 3940.00 3959.00 unch 10,801 32,613 -462
Dec00 000828 4021.50 4048.00 4021.50 4021.50 -0.50 10 735 -19
Mar01 000828 4084.00 4084.00 4084.00 4084.00 -1.00 0 24 +0
Total Volume and Open Interest 10,811 33,372 -481
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000828 3955.5 4006.5 3940.0 3959.0 unch 32,394 33,016 -268
Dec00 000828 4021.5 4024.0 4021.5 4021.5 -0.5 0 19 +0
Total Volume and Open Interest 32,394 33,035 -268
NYSE Composite(NYBOT)
Sep00 000828 673.50 680.75 673.50 676.55 +2.00      
Dec00 000828 688.50 688.50 686.05 686.05 +2.00      
Mar01 000828 695.55 695.55 695.55 695.55 +2.00      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000828 534.50 537.90 534.00 534.50 +1.50 422 13,028 -199
Dec00 000828 544.00 544.00 542.35 542.35 +1.50 250 277 +277
Mar01 000828 548.35 548.35 548.35 548.35 +1.50      
Total Volume and Open Interest 672 13,305 +78
Russell 2000(CME)
Sep00 000828 527.50 531.50 526.50 526.65 -0.25 14 11,904 -129
Dec00 000828 533.90 533.90 533.90 533.90 -0.25 0 100 +0
Mar01 000828 541.45 541.45 541.45 541.45 -0.25      
Total Volume and Open Interest 14 12,004 -129
Value Line(KCBT)
Sep00 000828 1150.00 1153.00 1149.00 1149.00 +1.00 10 198 -3
Total Volume and Open Interest 10 202 -3
Nikkei 225(CME)
Sep00 000828 17120 17350 17055 17265 +310 721 15,069 -96
Dec00 000828 17180 17305 17125 17290 +315 67 102 +44
Total Volume and Open Interest 788 15,171 -52
Nikkei 225(SIMEX)
Sep00 000828 17000 17220 16830 17165 +225 14,906 104,094 -1,399
Dec00 000828 17155 17155 17155 17155 +225 0 7,129 -2
Mar01 000828 17175 17175 17175 17175 +225 0 3,790 +0
Total Volume and Open Interest 14,906 115,428 -1,401
CAC 40(MATIF)
Aug00 000828 6606.0 6638.0 6565.5 6627.0 +15.5 45,791 247,871 +639
Sep00 000828 6614.0 6638.0 6570.0 6629.0 +15.0 12,752 128,603 +4,317
Oct00 000828 6605.5 6648.0 6604.5 6648.0 +17.0 78 1 -49
Total Volume and Open Interest 63,250 408,058 +9,215
DAX Index(EUREX)
Sep00 000828 7356.0 7419.0 7330.0 7363.0 +18.0 24,646 165,228 -38
Dec00 000828 7476.0 7506.0 7426.0 7454.5 +18.5 441 3,160 -1
Mar01 000828 7587.0 7587.0 7527.0 7554.5 +19.0 45 297 -10
Total Volume and Open Interest 25,132 168,685 -49
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 000828 3380.0 3392.0 3375.0 3381.0 +2.0 5,549 122,557 +122,557
Dec00 000828 3410.0 3418.0 3403.0 3408.0 +3.0 147 6,551 +6,551
Mar01 000828 3424.0 3424.0 3424.0 3424.0 +3.0 166 1,268 +1,268
Total Volume and Open Interest 5,862 130,550 +130,550
GSCI(CME)
Sep00 000828 237.90 242.20 237.05 242.10 +3.95 425 34,227 -242
Oct00 000828 239.10 239.10 234.50 239.10 +4.00 5 79 +0
Nov00 000828 236.50 236.50 236.50 236.50 +4.00      
Total Volume and Open Interest 430 34,306 -242
Bridge CRB Index(NYBOT)
Nov00 000828 222.40 223.85 222.25 223.55 +1.65 260 571 +26
Jan01 000828 223.10 224.25 223.10 224.05 +1.65 0 649 +0
Feb01 000828 222.10 223.05 222.10 223.05 +1.65 0 349 +0
Total Volume and Open Interest 260 1,569 +26
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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