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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 Tue August 29, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000829 474.50 485.00 474.50 484.25 +14.00 4,818 10,686 +0
Nov00 000829 485.50 496.00 485.00 495.25 +15.00 30,618 79,019 +0
Jan01 000829 496.00 505.50 496.00 505.25 +14.50 1,658 12,737 +0
Mar01 000829 506.00 516.00 506.00 515.50 +14.25 966 9,746 +0
May01 000829 514.00 522.50 514.00 522.00 +12.50 79 7,101 +0
Jul01 000829 523.00 531.00 523.00 530.50 +12.75 521 7,272 +0
Aug01 000829 526.00 530.00 526.00 530.00 +12.50      
Total Volume and Open Interest 38,718 128,520 -163
Soybean Meal(CBOT)
Sep00 000829 165.00 167.20 164.50 166.90 +3.40 6,065 14,972 +0
Oct00 000829 162.30 165.00 162.00 164.80 +4.40 4,665 13,979 +0
Dec00 000829 163.00 166.20 163.00 166.10 +4.80 10,070 42,340 +0
Jan01 000829 163.80 166.60 163.50 166.50 +4.70 777 8,709 +0
Mar01 000829 164.50 167.80 164.50 167.80 +4.80 510 7,381 +0
May01 000829 166.00 169.00 166.00 169.00 +4.80 150 4,456 +0
Jul01 000829 167.50 171.00 167.50 171.00 +4.90 482 2,023 +0
Aug01 000829 167.70 170.00 167.70 170.00 +4.30      
Total Volume and Open Interest 22,719 93,860 -714
Soybean Oil(CBOT)
Sep00 000829 15.27 15.65 15.25 15.54 +0.40 4,259 11,414 +0
Oct00 000829 15.55 15.85 15.51 15.73 +0.38 2,619 23,236 +0
Dec00 000829 15.94 16.24 15.91 16.12 +0.38 7,039 63,129 +0
Jan01 000829 16.25 16.53 16.25 16.43 +0.38 2,252 16,936 +0
Mar01 000829 16.65 16.90 16.61 16.80 +0.36 869 8,836 +0
May01 000829 17.01 17.20 17.01 17.16 +0.36 202 7,214 +0
Jul01 000829 17.35 17.60 17.35 17.51 +0.36 322 5,077 +0
Aug01 000829 17.60 17.60 17.60 17.60 +0.30 347 713 +0
Total Volume and Open Interest 19,643 139,533 +0
Canola(WCE)
Sep00 000829 249.6 251.2 249.6 250.7 +2.1 131 2,621 -609
Nov00 000829 255.5 257.6 255.5 257.0 +2.3 3,004 41,529 -1,018
Jan01 000829 262.2 263.6 262.1 263.4 +2.3 144 7,873 +49
Mar01 000829 267.9 269.2 267.9 269.2 +2.2 43 1,486 +5
May01 000829 273.8 273.8 273.8 273.8 +2.1 0 43 +0
Total Volume and Open Interest 3,322 53,629 -1,573
Corn(CBOT)
Sep00 000829 181.00 185.00 181.00 184.25 +4.75 20,965 70,238 +0
Nov00 000829 190.75 192.75 190.50 192.25 +4.75 230 1,753 +0
Dec00 000829 194.25 197.50 193.50 196.50 +4.75 41,870 20,730 -186,620
Jan01 000829 198.50 201.00 198.50 200.50 +5.00 13 362 +0
Mar01 000829 205.50 208.75 205.00 208.25 +4.50 2,866 54,685 +0
May01 000829 213.25 215.75 212.50 215.25 +4.25 1,031 14,800 +0
Total Volume and Open Interest 67,619 199,149 +199,149
Wheat(CBOT)
Sep00 000829 243.50 251.00 243.50 250.25 +7.75 7,918 19,913 +0
Dec00 000829 263.00 269.00 262.00 268.75 +7.50 21,798 89,134 +0
Mar01 000829 280.00 286.00 279.25 285.25 +6.50 2,716 22,320 +0
May01 000829 290.00 296.00 290.00 295.50 +6.75 116 1,468 +0
Jul01 000829 299.50 304.50 299.00 304.25 +6.50 147 9,337 +0
Total Volume and Open Interest 32,728 142,708 -12
Wheat(KCBT)
Sep00 000829 290.00 293.50 289.50 293.00 +4.50 3,911 10,920 -973
Dec00 000829 306.50 309.75 305.00 309.25 +4.75 6,547 56,146 +464
Mar01 000829 320.50 324.00 319.50 323.75 +4.75 1,667 13,047 +689
May01 000829 327.75 332.00 327.75 332.00 +5.00 70 1,584 +48
Jul01 000829 334.50 338.50 334.50 338.50 +6.00 215 1,668 +204
Total Volume and Open Interest 12,413 83,378 +435
Wheat(MGE)
Sep00 000829 300.50 305.00 300.50 304.25 +4.00 2,914 4,874 -1,955
Dec00 000829 318.00 320.50 317.00 320.00 +4.00 2,872 15,091 +356
Mar01 000829 330.00 333.75 330.00 333.25 +4.00 281 4,152 +95
May01 000829 338.50 341.00 338.50 341.00 +3.50 151 596 +56
Jul01 000829 348.50 348.50 348.50 348.50 +3.50 2 275 +1
Total Volume and Open Interest 6,280 25,143 -1,417
Oats(CBOT)
Sep00 000829 98.50 99.50 98.25 98.75 +0.50 1,111 3,804 +0
Dec00 000829 109.50 110.25 109.00 109.75 +1.00 1,058 9,130 +0
Mar01 000829 119.50 120.00 119.00 119.50 +1.00 37 1,394 +0
May01 000829 125.50 125.50 124.50 125.00 +1.00 39 88 +0
Total Volume and Open Interest 2,253 14,515 -17
Rough Rice(CBOT)
Sep00 000829 6.95 7.06 6.80 6.85 +0.10 220 1,176 +0
Nov00 000829 6.51 6.69 6.38 6.47 -0.01 655 2,759 +0
Jan01 000829 6.66 6.82 6.47 6.55 -0.05 131 2,195 +0
Mar01 000829 6.78 6.95 6.60 6.66 unch 36 467 +0
Total Volume and Open Interest 1,043 6,702 +0
Live Cattle(CME)
Aug00 000829 65.650 65.675 65.525 65.650 -0.050 1,155 1,349 -1,058
Oct00 000829 67.450 67.550 67.075 67.125 -0.400 7,289 58,991 +280
Dec00 000829 69.350 69.500 69.175 69.200 -0.225 2,974 29,964 +450
Feb01 000829 70.925 71.025 70.750 70.850 -0.125 686 14,718 +87
Apr01 000829 72.950 73.025 72.750 72.875 -0.175 441 8,335 +88
Jun01 000829 70.500 70.550 70.375 70.450 -0.125 293 3,483 +26
Total Volume and Open Interest 12,900 119,520 -104
Feeder Cattle(CME)
Aug00 000829 86.325 86.450 86.250 86.425 +0.150 513 2,686 -247
Sep00 000829 84.600 84.800 84.300 84.325 -0.350 481 3,473 +6
Oct00 000829 85.050 85.050 84.700 84.825 -0.225 1,669 6,730 -196
Nov00 000829 85.700 85.700 85.350 85.500 -0.125 586 3,415 -29
Jan01 000829 86.250 86.250 85.975 86.200 -0.050 281 2,633 +43
Mar01 000829 86.200 86.200 86.000 86.075 -0.125 106 1,182 -2
Apr01 000829 86.150 86.150 86.000 86.000 -0.150 9 302 +0
Total Volume and Open Interest 3,678 21,134 -416
Lean Hogs(CME)
Oct00 000829 52.900 52.950 51.550 51.575 -1.975 2,949 19,507 +76
Dec00 000829 50.200 50.200 48.725 48.975 -1.675 1,888 11,494 +74
Feb01 000829 51.225 51.225 50.050 50.350 -1.150 277 3,718 -5
Apr01 000829 49.700 49.800 48.650 48.850 -1.125 59 1,661 -7
Jun01 000829 56.200 56.200 55.200 55.525 -0.800 11 638 +5
Jul01 000829 55.150 55.350 54.775 55.200 -0.750 3 167 +4
Aug01 000829 53.825 53.825 53.200 53.825 -0.575 5 90 +1
Oct01 000829 47.250 47.300 47.250 47.250 -0.550 2 3 +2
Total Volume and Open Interest 5,194 37,279 +150
Pork Bellies(CME)
Feb01 000829 63.800 64.000 61.425 61.900 -2.425 421 1,539 +9
Mar01 000829 63.500 63.550 61.400 62.100 -1.825 12 24 +0
May01 000829 64.000 64.150 61.100 61.100 -3.000 0 7 +0
Jul01 000829 64.100 64.100 63.650 64.100 -1.600 0 3 +0
Total Volume and Open Interest 446 1,598 -9
Cocoa(NYBOT)
Sep00 000829 737 750 737 744 -5 12 66 -128
Dec00 000829 782 791 780 785 -5 1,109 54,160 +71
Mar01 000829 816 822 814 819 -5 405 18,234 -143
May01 000829 843 846 838 841 -6 1 8,389 -1
Jul01 000829 862 865 859 864 -6 0 7,978 +0
Sep01 000829 888 890 888 890 -6 4 7,103 +4
Dec01 000829 924 927 922 923 -7 0 8,473 +0
Total Volume and Open Interest 1,831 119,384 +103
Coffee "C"(NYBOT)
Sep00 000829 75.25 75.70 74.40 74.70 -0.50 283 533 -136
Dec00 000829 80.75 80.90 79.70 79.80 -0.35 5,343 29,549 -42
Mar01 000829 85.75 85.90 84.60 84.60 -0.50 992 5,374 +152
May01 000829 88.60 88.90 87.35 87.35 -0.65 193 1,730 +75
Jul01 000829 91.30 91.30 90.10 90.10 -0.80 39 679 +6
Sep01 000829 94.50 94.50 92.75 92.85 -0.95 59 1,182 +21
Total Volume and Open Interest 6,925 39,137 +76
Orange Juice(NYBOT)
Sep00 000829 73.30 75.00 73.30 74.00 +0.60 1,131 3,484 -738
Nov00 000829 73.50 73.90 73.10 73.35 -0.35 1,155 15,736 +105
Jan01 000829 75.25 75.30 74.70 74.90 -0.15 203 4,205 +24
Mar01 000829 77.35 77.90 76.70 77.00 -0.05 336 4,293 +51
May01 000829 78.50 79.00 78.50 78.60 unch 1 639 +0
Total Volume and Open Interest 7,826 29,046 -558
Sugar #11(NYBOT)
Oct00 000829 10.74 10.86 10.66 10.73 -0.07 7,330 74,682 -2,295
Mar01 000829 10.48 10.52 10.36 10.39 -0.03 4,391 49,250 -1,562
May01 000829 10.08 10.13 10.00 10.02 unch 321 12,599 -63
Jul01 000829 9.62 9.65 9.53 9.53 +0.02 1,051 13,318 -108
Oct01 000829 9.32 9.32 9.20 9.22 +0.01 650 10,812 +139
Total Volume and Open Interest 13,854 166,086 -3,938
London Cocoa(LCE)
Sep00 000829 574 576 568 569 -1 396 15,227 +273
Dec00 000829 606 608 599 599 -3 876 59,159 +579
Mar01 000829 628 629 622 622 -2 1,422 41,062 +1,307
May01 000829 643 645 639 639 -1 72 19,851 +55
Jul01 000829 658 662 654 654 -2 608 8,093 +543
Sep01 000829 674 674 669 669 -3 10 5,425 +0
Dec01 000829 699 701 695 695 -4 213 4,850 +201
Total Volume and Open Interest 3,747 182,649 +3,108
London Coffee(LCE)
Sep00 000829 786.00 786.00 778.00 786.00 -8.00 2,598 17,298 +1,962
Nov00 000829 800.00 805.00 796.00 804.00 -7.00 2,895 31,360 +2,547
Jan01 000829 811.00 816.00 810.00 816.00 -5.00 736 9,820 +531
Mar01 000829 833.00 834.00 830.00 833.00 -6.00 175 2,544 +130
May01 000829 850.00 853.00 850.00 853.00 -6.00 23 1,896 +11
Jul01 000829 878.00 878.00 873.00 873.00 -6.00 65 390 +65
Total Volume and Open Interest 6,492 63,455 +5,246
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000829 273.70 274.50 272.50 272.80 -1.50 1,425 15,694 +1,323
Dec00 000829 272.50 272.50 271.20 271.50 -1.50 957 10,892 +921
Mar01 000829 268.60 269.40 267.90 268.00 -0.60 175 10,473 +183
May01 000829 263.40 264.00 263.30 263.30 -0.50 0 1,784 +0
Total Volume and Open Interest 2,557 43,971 +2,427
Cotton(NYBOT)
Oct00 000829 65.00 65.45 65.00 65.20 +0.36 398 4,478 +18
Dec00 000829 67.00 67.31 66.85 67.17 +0.36 6,828 44,187 +498
Mar01 000829 68.50 68.70 68.35 68.62 +0.29 842 10,363 +145
May01 000829 68.91 69.05 68.80 69.05 +0.30 321 7,245 +109
Jul01 000829 69.60 69.65 69.50 69.50 +0.17 94 2,367 -14
Oct01 000829 66.20 66.20 66.20 66.20 -0.55 0 569 +0
Total Volume and Open Interest 15,071 72,447 +848
Lumber(CME)
Sep00 000829 220.0 223.2 213.2 215.3 -6.7 290 1,467 +39
Nov00 000829 236.1 239.0 230.7 231.9 -5.0 227 1,416 +43
Jan01 000829 249.1 251.5 245.1 245.8 -4.0 34 411 +12
Mar01 000829 257.4 257.5 255.1 257.5 -1.6 55 341 +5
Total Volume and Open Interest 612 3,733 +99
Crude Oil(NYM)
Oct00 000829 32.82 33.02 32.56 32.74 -0.13 46,770 123,532 +3,660
Nov00 000829 31.95 32.14 31.75 31.83 -0.11 19,353 44,619 +1,116
Dec00 000829 31.34 31.50 31.15 31.21 -0.11 6,409 43,448 +11
Jan01 000829 30.70 30.90 30.60 30.63 -0.12 2,710 21,359 -42
Feb01 000829 30.35 30.35 30.08 30.08 -0.13 800 11,569 +56
Mar01 000829 29.71 29.75 29.58 29.58 -0.13 417 11,489 +104
Apr01 000829 29.23 29.24 29.10 29.10 -0.13 266 6,330 -50
May01 000829 28.80 28.83 28.64 28.64 -0.14 77 7,315 +0
Jun01 000829 28.25 28.40 28.21 28.21 -0.14 1,559 20,755 +359
Jul01 000829 27.99 27.99 27.84 27.84 -0.15 46 8,303 -30
Total Volume and Open Interest 81,793 405,325 +5,482
Heating Oil(NYM)
Sep00 000829 100.05 101.50 97.90 98.59 -1.29 14,076 17,313 -3,148
Oct00 000829 99.70 100.50 97.85 98.23 -1.02 14,114 42,883 +2,081
Nov00 000829 97.10 98.10 96.50 96.83 -0.14 4,165 24,187 +1,295
Dec00 000829 95.90 96.50 95.10 95.48 +0.01 3,806 30,792 +773
Jan01 000829 94.10 94.50 93.40 93.63 +0.16 1,924 19,880 +571
Feb01 000829 90.80 91.00 90.10 90.38 +0.31 1,299 16,377 +460
Mar01 000829 85.00 85.40 84.30 84.63 +0.31 693 10,466 -35
Apr01 000829 80.90 81.00 79.85 80.23 +0.36 717 5,615 +236
May01 000829 77.05 77.10 76.88 76.88 +0.36 294 3,118 +222
Jun01 000829 74.60 74.75 74.30 74.58 +0.36 35 2,793 -1
Total Volume and Open Interest 41,464 178,124 +2,477
Unleaded Gas(NYM)
Sep00 000829 97.60 98.15 96.00 97.32 -0.45 14,506 19,867 -1,817
Oct00 000829 91.00 91.50 90.00 91.04 +0.11 11,500 27,146 +872
Nov00 000829 88.00 88.25 87.20 88.10 +0.27 2,216 7,925 -481
Dec00 000829 85.25 86.15 85.20 86.15 +0.32 404 6,571 +113
Jan01 000829 84.50 84.95 84.50 84.95 +0.32 150 2,222 +33
Feb01 000829 84.10 84.70 84.10 84.70 +0.32 67 2,706 -4
Mar01 000829 83.90 84.70 83.90 84.70 +0.32 425 1,499 +177
Apr01 000829 89.25 89.25 89.25 89.25 +0.17 1,462 1,783 +4
Total Volume and Open Interest 32,522 72,135 -307
Natural Gas(NYM)
Sep00 000829 4.650 4.680 4.570 4.618 -0.067 49,138 22,927 -9,209
Oct00 000829 4.650 4.685 4.590 4.643 -0.049 17,322 44,937 +1,190
Nov00 000829 4.685 4.730 4.660 4.697 -0.039 2,615 22,941 +166
Dec00 000829 4.745 4.790 4.730 4.770 -0.030 2,474 32,962 +148
Jan01 000829 4.705 4.740 4.685 4.720 -0.024 2,060 28,810 +83
Feb01 000829 4.460 4.480 4.435 4.465 -0.015 1,503 18,440 +370
Mar01 000829 4.185 4.210 4.180 4.205 -0.008 1,618 21,800 +270
Apr01 000829 3.930 3.950 3.910 3.945 +0.007 943 12,101 -8
Total Volume and Open Interest 79,570 349,628 -6,566
Brent Crude Oil(IPE)
Oct00 000829 31.49 31.49 31.10 31.36 +0.97 22,999 69,490 -4,833
Nov00 000829 30.85 31.05 30.72 30.84 +0.76 13,512 45,688 -371
Dec00 000829 30.40 30.52 30.25 30.28 +0.64 3,855 39,671 -3,477
Jan01 000829 29.80 29.85 29.60 29.64 +0.55 1,547 19,153 -583
Feb01 000829 29.20 29.25 29.00 29.04 +0.50 381 12,034 -116
Mar01 000829 28.60 28.60 28.42 28.42 +0.43 305 8,208 -198
Apr01 000829 28.00 28.00 27.82 27.82 +0.37 463 3,959 +60
May01 000829 27.65 27.65 27.36 27.36 +0.37 386 2,130 +300
Total Volume and Open Interest 43,454 239,920 -10,643
Gas Oil(IPE)
Sep00 000829 312.00 318.25 312.00 313.25 +11.00 13,024 34,075 -1,961
Oct00 000829 307.00 309.00 304.25 304.75 +8.50 9,310 32,977 -610
Nov00 000829 297.50 298.75 295.00 295.25 +9.00 2,261 14,701 -1,306
Dec00 000829 289.50 289.75 286.00 286.25 +7.25 5,167 28,614 -1,684
Jan01 000829 281.00 281.00 277.50 277.50 +5.50 2,559 7,787 +225
Feb01 000829 271.00 271.00 267.25 267.25 +5.25 238 4,629 -134
Mar01 000829 257.25 257.25 255.75 255.75 +4.25 0 3,678 -1
Apr01 000829 248.50 248.50 246.25 246.25 +4.75 0 1,952 -10
Total Volume and Open Interest 33,059 137,844 -5,281
US Dollar Index(NYBOT)
Sep00 000829 111.50 112.22 111.41 112.15 +0.75 1,200 4,977 +144
Dec00 000829 111.41 111.90 111.37 111.90 +0.75 14 2,134 -4
Mar01 000829 111.65 111.65 111.65 111.65 +0.75 392 7,111 +140
Total Volume and Open Interest 1,214 7,111 +140
Australian Dollar(IMM)
Sep00 000829 57.15 57.40 56.90 57.03 -0.11 834 20,627 -100
Dec00 000829 57.25 57.40 56.95 57.05 -0.11 51 961 +25
Mar01 000829 57.35 57.35 57.05 57.07 -0.11 2 695 +1
Total Volume and Open Interest 889 22,285 -73
British Pound(IMM)
Sep00 000829 146.00 146.36 145.58 145.70 -1.42 5,197 43,802 +1,361
Dec00 000829 146.16 146.60 145.78 145.88 -1.42 204 917 +51
Mar01 000829 146.08 146.08 146.00 146.08 -1.42 0 13 +0
Total Volume and Open Interest 5,401 44,733 +1,412
Canadian Dollar(IMM)
Sep00 000829 67.44 67.44 67.21 67.32 -0.15 5,037 54,534 -2,065
Dec00 000829 67.56 67.56 67.34 67.46 -0.15 1,782 9,852 +1,553
Mar01 000829 67.62 67.62 67.62 67.62 -0.15 0 768 +0
Jun01 000829 67.75 67.78 67.75 67.78 -0.15 5 144 -1
Total Volume and Open Interest 6,824 65,318 -513
Japanese Yen(IMM)
Sep00 000829 94.28 94.65 94.10 94.62 +0.38 18,439 73,636 +1,090
Dec00 000829 95.81 96.15 95.62 96.12 +0.38 188 4,415 +125
Mar01 000829 97.50 97.65 97.50 97.65 +0.38 0 163 +0
Total Volume and Open Interest 18,627 78,215 +1,215
Swiss Franc(IMM)
Sep00 000829 58.14 58.21 57.69 57.79 -0.71 3,601 51,805 -399
Dec00 000829 58.60 58.63 58.14 58.24 -0.71 98 637 +24
Mar01 000829 58.67 58.67 58.60 58.67 -0.71 0 6 +0
Total Volume and Open Interest 3,699 52,448 -375
EuroFX(IMM)
Sep00 000829 89.68 89.89 89.23 89.33 -0.77 6,091 69,770 -239
Dec00 000829 90.05 90.28 89.62 89.72 -0.76 214 2,148 +96
Mar01 000829 90.40 90.50 90.05 90.09 -0.75 1 229 +0
Total Volume and Open Interest 13,310 72,290 +449
Mexican Peso(IMM)
Sep00 000829 10785.0 10790.0 10750.0 10783.0 -5.0 2,806 13,752 +388
Dec00 000829 10510.0 10523.0 10510.0 10523.0 -5.0 16 2,307 -37
Total Volume and Open Interest 3,436 19,888 +950
30-Year T-Bonds(CBOT)
Sep00 000829 99~25 99~29 99~12 99~17 -0~10 230,847 318,219 +0
Dec00 000829 99~29 99~30 99~13 99~19 -0~10 89,305 144,862 +0
Mar01 000829 99~20 99~21 99~19 99~21 -0~10 50 1,178 +0
Total Volume and Open Interest 320,202 464,259 -126
Municipal Bonds(CBOT)
Sep00 000829 99~12 99~14 98~31 99~07 -0~04 1,095 18,025 +0
Dec00 000829 98~19 98~20 98~09 98~15 -0~04 270 4,636 +0
Total Volume and Open Interest 1,365 22,661 +0
10-Year T-Notes(CBOT)
Sep00 000829 99~260 99~265 99~170 99~180 -0~075 146,189 395,697 +0
Dec00 000829 99~240 99~240 99~150 99~160 -0~070 80,497 181,637 +0
Total Volume and Open Interest 226,686 577,334 -117
5-Year T-Notes(CBOT)
Sep00 000829 99~230 99~230 99~180 99~190 -0~040 72,516 244,916 +0
Dec00 000829 99~260 99~260 99~215 99~225 -0~040 46,843 163,659 +0
Total Volume and Open Interest 119,359 408,575 +0
2 Year T-Notes(CBOT)
Sep00 000829 99~069 99~069 99~061 99~062 -0~008 8,529 36,475 +0
Dec00 000829 99~076 99~076 99~067 99~069 -0~009 11,524 19,409 +0
Total Volume and Open Interest 20,053 55,884 +0
3-Mth T-Bills(IMM)
Sep00 000829 93.88 93.88 93.87 93.87 +0.01 64 1,519 +39
Total Volume and Open Interest 188 1,591 +109
Eurodollars(IMM)
Sep00 000829 93.315 93.315 93.310 93.312 -0.003 19,874 547,015 -3,083
Dec00 000829 93.145 93.150 93.120 93.125 -0.025 18,710 549,157 +1,154
Mar01 000829 93.200 93.200 93.175 93.180 -0.020 36,123 500,649 -2,606
Jun01 000829 93.175 93.180 93.140 93.145 -0.025 19,435 289,253 +204
Sep01 000829 93.165 93.165 93.115 93.125 -0.030 16,149 233,329 +3,181
Dec01 000829 93.100 93.100 93.050 93.060 -0.040 8,824 175,679 +1,628
Mar02 000829 93.155 93.155 93.115 93.115 -0.045 5,415 143,891 +78
Jun02 000829 93.155 93.155 93.110 93.115 -0.045 3,876 107,100 -837
Sep02 000829 93.170 93.170 93.115 93.120 -0.045 2,522 98,399 -404
Dec02 000829 93.095 93.095 93.060 93.060 -0.050 2,075 77,189 +411
Mar03 000829 93.145 93.145 93.115 93.115 -0.050 2,078 73,891 -311
Jun03 000829 93.135 93.140 93.105 93.105 -0.050 1,775 50,372 -232
Total Volume and Open Interest 150,001 3,228,582 +934
3-Mth Euro-Yen(IMM)
Sep00 000829 99.63 99.63 99.62 99.63 +0.02 163 10,277 -158
Dec00 000829 99.50 99.50 99.50 99.50 unch 95 12,157 -231
Mar01 000829 99.42 99.42 99.41 99.42 +0.01 282 12,128 -29
Jun01 000829 99.32 99.32 99.32 99.32 unch 21 8,655 -157
Sep01 000829 99.22 99.22 99.21 99.21 unch 83 15,034 +374
Dec01 000829 99.08 99.08 99.08 99.08 unch 22 3,212 +21
Mar02 000829 98.98 98.99 98.98 98.98 -0.01 30 2,899 -102
Jun02 000829 98.88 98.88 98.88 98.88 -0.01 0 679 +0
Sep02 000829 98.73 98.74 98.73 98.74 -0.01 0 36 +0
Dec02 000829 98.60 98.60 98.60 98.60 unch 0 30 +0
Total Volume and Open Interest 696 65,107 -282
3-Mth Euro-Yen(SIMEX)
Sep00 000829 99.61 99.63 99.61 99.63 +0.02 5,057 94,811 +854
Dec00 000829 99.50 99.51 99.49 99.50 unch 9,941 109,324 +558
Mar01 000829 99.40 99.43 99.40 99.42 +0.02 11,230 109,987 -709
Jun01 000829 99.32 99.33 99.31 99.32 unch 3,748 88,259 -132
Sep01 000829 99.21 99.22 99.21 99.22 +0.01 2,918 63,022 +1,085
Dec01 000829 99.08 99.09 99.08 99.08 +0.01 562 27,239 -539
Mar02 000829 99.00 99.00 98.99 98.99 unch 23 15,936 +230
Jun02 000829 98.89 98.89 98.88 98.88 unch 34 3,860 +0
Total Volume and Open Interest 33,913 516,111 +1,347
German Euro-Bund(EUREX)
Sep00 000829 105.00 105.11 104.69 104.72 -0.33 136,063 573,037 -16,154
Dec00 000829 104.84 104.85 104.43 104.44 -0.37 4,890 76,318 +10,126
Mar01 000829 104.57 104.57 104.47 104.47 -0.31 0 1,527 +253
Total Volume and Open Interest 140,953 650,882 -5,775
German Euro-Bobl(EUREX)
Sep00 000829 102.62 102.68 102.51 102.55 -0.08 44,712 270,941 -9,659
Dec00 000829 102.52 102.64 102.49 102.50 -0.08 879 39,436 +5,847
Mar01 000829 102.25 102.25 102.25 102.25 -0.08 0 958 -40
Total Volume and Open Interest 45,591 311,335 -3,852
Long Gilt(LIFFE)
Sep00 000829 112~29 112~31 112~09 112~12 -0~17 17,951 46,211 +46,211
Dec00 000829 112~20 112~21 111~31 112~01 -0~18 11,226 26,317 +26,317
Total Volume and Open Interest 29,177 72,528 +72,528
3-Mth Short Sterling(LIFFE)
Sep00 000829 93.70 93.70 93.66 93.66 -0.05 7,033 177,023 +177,023
Dec00 000829 93.60 93.60 93.53 93.53 -0.08 13,126 185,011 +185,011
Mar01 000829 93.58 93.58 93.50 93.50 -0.09 11,373 171,611 +171,611
Total Volume and Open Interest 45,491 847,109 +847,109
3-Mth Euribor(LIFFE)
Sep00 000829 95.025 95.060 95.020 95.045 +0.015 9,449 333,898 -1,122
Dec00 000829 94.645 94.680 94.640 94.665 +0.015 11,106 293,213 +1,583
Mar01 000829 94.610 94.635 94.605 94.615 +0.005 8,230 221,373 +517
Total Volume and Open Interest 43,277 1,350,476 -493
3-Mth Aus T-Bills(SFE)
Sep00 000829 93.40 93.41 93.39 93.41 -0.01 1,649 207,045 +749
Dec00 000829 93.24 93.26 93.23 93.26 -0.02 3,359 172,555 +926
Mar01 000829 93.20 93.22 93.18 93.21 -0.03 448 56,302 -211
Jun01 000829 93.20 93.21 93.19 93.21 -0.03 94 26,925 +449
Sep01 000829 93.20 93.21 93.20 93.21 -0.03 89 12,022 +74
Dec01 000829 93.21 93.21 93.20 93.21 -0.03 26 7,898 +5
Mar02 000829 93.23 93.23 93.21 93.21 -0.04 35 6,273 +33
Jun02 000829 93.21 93.21 93.20 93.21 -0.02 15 3,958 +35
Sep02 000829 93.20 93.20 93.19 93.19 -0.03 160 1,909 +0
Dec02 000829 93.18 93.18 93.18 93.18 -0.03 65 1,540 +0
Total Volume and Open Interest 5,982 500,848 +2,060
10-Year Aus T-Bonds(SFE)
Sep00 000829 93.72 93.74 93.69 93.69 -0.06 2,859 154,300 +1,371
Dec00 000829 93.75 93.75 93.75 93.75 -0.03 141 243 +141
Total Volume and Open Interest 3,000 154,543 +1,512
3-Year Aus T-Bonds(SFE)
Sep00 000829 93.62 93.62 93.59 93.62 -0.03 1,278 403,911 -741
Dec00 000829 93.60 93.61 93.60 93.61 -0.04 1 1,166 +1
Total Volume and Open Interest 1,279 405,077 -740
Gold(CMX)
Aug00 000829 273.5 273.5 273.4 273.4 -0.6 1 40 -12
Oct00 000829 276.0 276.5 274.0 274.7 -1.0 267 8,185 -157
Dec00 000829 278.1 279.5 276.7 277.5 -1.0 6,342 80,360 +245
Feb01 000829 281.3 282.0 280.0 280.1 -1.0 3 11,758 +0
Apr01 000829 283.0 283.0 282.6 282.6 -1.0 26 3,877 +14
Jun01 000829 285.1 285.1 285.1 285.1 -1.0 106 8,430 +35
Total Volume and Open Interest 6,815 132,333 +127
Silver(CMX)
Sep00 000829 492.5 495.5 490.5 494.7 +1.2 10,728 28,171 -7,367
Dec00 000829 498.5 503.5 497.5 501.5 +1.7 10,917 57,874 +6,341
Mar01 000829 503.0 508.0 503.0 506.9 +1.5 43 2,118 +12
May01 000829 508.5 509.8 508.5 509.8 +1.5 0 831 +0
Jul01 000829 513.0 513.0 512.8 512.8 +1.5 59 1,828 +50
Total Volume and Open Interest 21,772 96,355 -954
Platinum(NYM)
Oct00 000829 586.0 596.9 585.0 593.9 +7.3 482 9,133 +158
Jan01 000829 572.0 578.9 572.0 578.9 +7.3 32 898 -3
Total Volume and Open Interest 514 10,036 +155
Palladium(NYME)
Sep00 000829 710.00 716.00 709.00 716.00 +4.00 20 187 -15
Dec00 000829 720.00 727.50 715.00 721.00 +6.00 144 1,605 -1
Mar01 000829 716.00 716.00 716.00 716.00 +6.00 0 9 +0
Total Volume and Open Interest 164 1,801 -16
Copper(CMX)
Sep00 000829 86.50 87.90 86.20 87.90 +1.90 4,853 16,978 -2,485
Dec00 000829 87.80 89.00 87.35 88.95 +1.80 5,174 36,273 +2,317
Mar01 000829 87.30 88.55 87.30 88.55 +1.60 404 5,686 +149
May01 000829 87.20 88.25 87.10 88.25 +1.50 4 1,452 +2
Jul01 000829 87.95 87.95 87.95 87.95 +1.40 14 901 +4
Total Volume and Open Interest 10,686 74,364 -30
DJIA Index(CBOT)
Sep00 000829 11274 11285 11225 11275 -8 9,205 14,529 +686
Dec00 000829 11405 11425 11375 11423 -9 100 2,317 +34
Mar01 000829 11550 11575 11540 11574 -9 4 10 +0
Jun01 000829 11730 11730 11730 11730 -9      
Total Volume and Open Interest 4,995 16,142 +99
S & P 500(CME)
Sep00 000829 1516.50 1519.00 1509.50 1518.30 -0.50 56,934 347,117 -3,888
Dec00 000829 1538.00 1541.00 1532.50 1540.90 -0.50 11,602 48,707 +7,350
Mar01 000829 1560.70 1564.50 1556.50 1564.50 -0.50 33 1,557 -4
Jun01 000829 1588.50 1588.50 1580.50 1588.50 -0.50 44 1,322 +11
Total Volume and Open Interest 68,625 398,863 +3,464
S & P 500 E-Mini(Globex)
Sep00 000829 1519.00 1519.50 1509.25 1518.25 -0.50 65,000 49,293 +401
Dec00 000829 1540.00 1541.00 1532.75 1541.00 -0.50 110 153 +54
Total Volume and Open Interest 65,110 49,446 +455
NASDAQ 100(CME)
Sep00 000829 3960.00 3987.00 3932.00 3976.50 +17.50 8,723 32,343 -270
Dec00 000829 4030.00 4040.00 4007.00 4040.00 +18.50 305 1,049 +314
Mar01 000829 4102.50 4102.50 4102.50 4102.50 +18.50 0 24 +0
Total Volume and Open Interest 9,028 33,416 +44
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000829 3958.5 3986.5 3933.0 3976.5 +17.5 32,674 34,343 +1,327
Dec00 000829 4040.0 4045.5 4020.0 4040.0 +18.5 1 20 +1
Total Volume and Open Interest 32,675 34,363 +1,328
NYSE Composite(NYBOT)
Sep00 000829 676.50 676.50 673.00 675.60 -0.95      
Dec00 000829 684.50 685.10 682.50 685.10 -0.95      
Mar01 000829 694.60 694.60 694.60 694.60 -0.95      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000829 535.00 537.00 533.10 537.00 +2.50 455 13,083 +55
Dec00 000829 544.90 544.90 544.90 544.90 +2.55 203 451 +174
Mar01 000829 550.90 550.90 550.90 550.90 +2.55      
Total Volume and Open Interest 658 13,534 +229
Russell 2000(CME)
Sep00 000829 527.00 533.00 526.50 532.85 +6.20 1,581 11,784 -120
Dec00 000829 534.50 540.10 534.50 540.10 +6.20 200 200 +100
Mar01 000829 547.65 547.65 547.65 547.65 +6.20      
Total Volume and Open Interest 1,781 11,984 -20
Value Line(KCBT)
Sep00 000829 1146.50 1154.00 1145.50 1154.00 +5.00 2 194 -4
Total Volume and Open Interest 2 198 -4
Nikkei 225(CME)
Sep00 000829 17090 17100 17040 17100 -165 1,800 15,516 +447
Dec00 000829 17100 17125 17070 17125 -165 620 703 +601
Total Volume and Open Interest 2,420 16,219 +1,048
Nikkei 225(SIMEX)
Sep00 000829 17210 17225 17005 17115 -50 12,149 103,260 -834
Dec00 000829 17250 17250 17080 17105 -50 55 7,779 +650
Mar01 000829 17125 17125 17125 17125 -50 0 3,790 +0
Total Volume and Open Interest 12,204 115,244 -184
CAC 40(MATIF)
Aug00 000829 6619.0 6646.0 6562.0 6622.0 -5.0 68,225 256,687 +8,816
Sep00 000829 6610.0 6647.5 6567.0 6625.5 -3.5 33,230 153,281 +24,678
Oct00 000829 6602.0 6668.0 6599.0 6668.0 +20.0 56 11 +10
Total Volume and Open Interest 102,043 452,224 +44,166
DAX Index(EUREX)
Sep00 000829 7342.5 7346.5 7286.0 7305.0 -58.0 23,404 166,511 +1,283
Dec00 000829 7415.5 7436.0 7387.5 7396.0 -58.5 649 3,263 +103
Mar01 000829 7516.0 7518.0 7491.5 7496.0 -58.5 40 307 +10
Total Volume and Open Interest 24,093 170,081 +1,396
FT-SE 100(LIFFE)
Sep00 000829 6612.00 6619.00 6571.00 6599.00 +34.00 21,541 272,326 +272,326
Dec00 000829 6682.00 6694.50 6659.00 6682.00 +35.00 176 27,073 +27,073
Mar01 000829 6743.00 6743.00 6743.00 6743.00 +34.00 0 3,340 +3,340
Total Volume and Open Interest 21,717 302,739 +302,739
SPI 200(SFE)
Sep00 000829 3386.0 3388.0 3371.0 3384.0 +3.0 5,039 125,462 +2,905
Dec00 000829 3410.0 3414.0 3402.0 3412.0 +4.0 810 7,321 +770
Mar01 000829 3427.0 3427.0 3427.0 3427.0 +3.0 0 1,268 +0
Total Volume and Open Interest 5,849 134,225 +3,675
GSCI(CME)
Sep00 000829 242.20 243.25 240.55 241.65 -0.45 44 34,251 +24
Oct00 000829 239.10 239.70 238.90 239.10 unch 0 79 +0
Nov00 000829 236.60 236.60 236.40 236.60 +0.10      
Total Volume and Open Interest 44 34,330 +24
Bridge CRB Index(NYBOT)
Nov00 000829 223.90 224.70 223.90 224.40 +0.85 170 568 -3
Jan01 000829 224.50 224.50 224.40 224.40 +0.35 5 652 +3
Feb01 000829 223.50 223.50 222.90 222.90 -0.15 1 349 +0
Total Volume and Open Interest 176 1,569 +0
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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