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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 31, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000831 487.00 495.00 487.00 494.75 +13.00 4,762 6,426 +0
Nov00 000831 498.00 505.50 497.00 505.00 +12.75 39,771 83,768 +0
Jan01 000831 508.50 515.50 507.50 515.00 +12.25 3,249 13,903 +0
Mar01 000831 519.00 524.50 517.00 523.75 +11.50 2,313 10,034 +0
May01 000831 527.50 531.00 524.00 530.75 +11.25 609 6,994 +0
Jul01 000831 532.00 539.50 532.00 538.75 +11.50 1,993 8,270 +0
Aug01 000831 540.00 540.00 540.00 540.00 +13.00 5 162 +0
Total Volume and Open Interest 52,752 131,704 +0
Soybean Meal(CBOT)
Sep00 000831 167.70 171.00 167.70 170.80 +4.20 5,300 13,225 +0
Oct00 000831 165.00 169.80 165.00 169.20 +5.40 6,001 16,440 +0
Dec00 000831 167.20 171.50 167.20 170.90 +5.80 11,529 44,920 +0
Jan01 000831 167.80 172.20 167.80 171.60 +5.90 1,140 9,530 +0
Mar01 000831 170.50 173.00 169.20 173.00 +5.90 525 7,678 +0
May01 000831 171.00 174.40 170.30 174.40 +6.10 272 4,523 +0
Jul01 000831 173.00 176.00 172.20 175.90 +5.80 99 2,113 +0
Aug01 000831 172.50 175.00 172.00 175.00 +5.70 18 305 +0
Total Volume and Open Interest 24,884 98,734 -401
Soybean Oil(CBOT)
Sep00 000831 15.60 15.77 15.51 15.75 +0.21 8,880 8,444 +0
Oct00 000831 15.85 15.93 15.70 15.89 +0.17 5,826 23,694 +0
Dec00 000831 16.30 16.33 16.08 16.28 +0.16 13,700 62,063 +0
Jan01 000831 16.57 16.60 16.42 16.57 +0.15 1,325 16,691 +0
Mar01 000831 16.95 16.98 16.77 16.94 +0.15 303 9,113 +0
May01 000831 17.15 17.30 17.15 17.30 +0.16 750 7,368 +0
Jul01 000831 17.55 17.65 17.55 17.65 +0.16 107 5,426 +0
Aug01 000831 17.67 17.67 17.67 17.67 +0.07 5 1,065 +0
Total Volume and Open Interest 31,329 138,360 +0
Canola(WCE)
Sep00 000831 254.6 254.6 254.6 254.6 +4.3 292 2,192 -271
Nov00 000831 257.3 261.3 257.3 261.1 +4.3 4,361 44,228 +1,499
Jan01 000831 264.0 267.5 264.0 267.3 +4.3 153 8,065 +97
Mar01 000831 272.1 273.4 272.0 273.4 +4.4 28 1,499 +2
May01 000831 276.7 276.7 276.7 276.7 +3.0 0 43 +0
Total Volume and Open Interest 4,834 56,104 +1,327
Corn(CBOT)
Sep00 000831 182.25 184.25 181.25 183.75 +2.25 35,846 48,166 +0
Nov00 000831 191.50 193.00 190.00 192.75 +3.25 548 1,947 +0
Dec00 000831 194.75 196.75 193.50 196.50 +2.75 54,478 216,570 +0
Jan01 000831 199.50 200.25 198.25 200.00 +2.50 17 411 +0
Mar01 000831 206.75 208.25 205.50 208.00 +2.25 8,102 56,191 +0
May01 000831 214.75 215.00 212.75 214.75 +1.75 901 15,240 +0
Total Volume and Open Interest 102,206 377,030 -16
Wheat(CBOT)
Sep00 000831 247.50 251.00 247.00 250.75 +4.50 12,276 10,639 +0
Dec00 000831 265.50 268.50 264.75 268.25 +4.00 26,787 92,578 +0
Mar01 000831 282.00 286.00 281.00 285.25 +4.25 2,213 22,578 +0
May01 000831 292.50 295.50 291.50 295.25 +3.50 299 1,419 +0
Jul01 000831 302.00 304.00 300.00 304.00 +3.75 997 9,500 +0
Total Volume and Open Interest 42,647 137,313 +0
Wheat(KCBT)
Sep00 000831 288.50 293.00 287.75 292.75 +4.00 7,086 3,826 -4,198
Dec00 000831 306.00 309.25 304.25 308.75 +3.50 10,207 59,848 +1,404
Mar01 000831 321.50 323.50 319.00 323.50 +3.50 1,118 14,460 +385
May01 000831 327.00 331.00 327.00 331.00 +3.00 26 1,599 +7
Jul01 000831 335.00 338.25 333.50 338.25 +4.25 99 1,755 +36
Total Volume and Open Interest 18,537 81,501 -2,366
Wheat(MGE)
Sep00 000831 299.00 302.00 298.25 302.00 +3.00 3,905 1,832 -1,395
Dec00 000831 315.00 318.00 314.25 317.50 +3.00 3,740 16,971 +1,075
Mar01 000831 330.00 332.50 328.50 331.75 +3.25 292 4,305 +63
May01 000831 337.75 340.00 336.25 340.00 +3.75 98 685 +34
Jul01 000831 346.00 347.50 345.00 347.50 +2.00 7 278 +3
Total Volume and Open Interest 8,053 24,255 -210
Oats(CBOT)
Sep00 000831 96.00 98.00 96.00 98.00 +1.50 3,186 2,401 +0
Dec00 000831 106.50 108.50 106.50 107.75 unch 2,694 10,297 +0
Mar01 000831 116.50 117.75 116.50 117.00 unch 51 1,507 +0
May01 000831 122.75 122.75 122.50 122.50 unch 2 122 +0
Total Volume and Open Interest 5,946 14,445 +0
Rough Rice(CBOT)
Sep00 000831 6.45 6.46 6.27 6.27 -0.23 229 1,093 +0
Nov00 000831 6.27 6.27 6.18 6.19 -0.09 693 2,670 +0
Jan01 000831 6.35 6.38 6.30 6.31 -0.07 168 2,175 +0
Mar01 000831 6.46 6.46 6.42 6.42 -0.04 69 486 +0
Total Volume and Open Interest 1,169 6,529 +0
Live Cattle(CME)
Aug00 000831 66.000 66.250 65.900 66.225 +0.300 465 753 -291
Oct00 000831 67.100 67.325 66.775 66.975 -0.125 5,319 59,299 +894
Dec00 000831 69.050 69.150 68.800 69.025 unch 2,876 30,479 +399
Feb01 000831 70.700 70.775 70.500 70.700 -0.025 966 15,220 +378
Apr01 000831 72.725 72.750 72.525 72.725 -0.075 446 8,635 +157
Jun01 000831 70.450 70.500 70.325 70.425 -0.025 198 3,518 +44
Total Volume and Open Interest 10,313 120,606 +1,596
Feeder Cattle(CME)
Aug00 000831 86.700 86.775 86.675 86.725 +0.100 561 2,215 -280
Sep00 000831 84.850 84.900 84.350 84.625 unch 440 3,350 +26
Oct00 000831 85.050 85.200 84.500 84.925 -0.025 1,458 6,835 +118
Nov00 000831 85.750 85.900 85.350 85.525 -0.150 463 3,539 +94
Jan01 000831 86.300 86.350 85.950 86.225 -0.075 280 2,589 -48
Mar01 000831 86.200 86.300 86.000 86.300 +0.100 101 1,212 -14
Apr01 000831 86.200 86.200 86.000 86.150 -0.050 12 322 +10
Total Volume and Open Interest 3,337 20,801 -74
Lean Hogs(CME)
Oct00 000831 52.500 53.000 52.250 52.925 +0.650 3,399 19,244 -586
Dec00 000831 50.000 50.375 49.775 50.300 +0.300 1,827 11,688 -10
Feb01 000831 51.025 51.350 50.750 51.325 +0.300 348 3,672 -60
Apr01 000831 49.300 49.750 49.300 49.600 +0.300 89 1,663 -1
Jun01 000831 55.700 56.050 55.650 55.950 +0.175 11 651 +4
Jul01 000831 55.000 55.950 55.000 55.950 +0.800 8 185 +0
Aug01 000831 53.400 53.950 53.400 53.950 +0.375 17 101 +11
Oct01 000831 47.300 47.500 47.275 47.500 +0.200 0 3 +0
Total Volume and Open Interest 5,699 37,208 -642
Pork Bellies(CME)
Feb01 000831 63.350 64.500 63.300 63.875 +0.075 596 1,746 +100
Mar01 000831 63.300 64.200 63.300 63.700 unch 14 27 -1
May01 000831 64.000 64.125 64.000 64.000 unch 1 7 -1
Jul01 000831 65.000 65.000 65.000 65.000 +0.900 0 3 +0
Total Volume and Open Interest 611 1,783 +98
Cocoa(NYBOT)
Sep00 000831 760 760 745 745 -15 14 48 -15
Dec00 000831 801 812 794 795 -6 4,475 53,343 -999
Mar01 000831 832 845 826 827 -7 1,087 18,251 -16
May01 000831 859 866 850 851 -5 84 8,398 -30
Jul01 000831 885 885 873 873 -6 99 7,987 -27
Sep01 000831 898 898 898 898 -5 0 7,103 +0
Dec01 000831 932 932 932 932 -6 3 8,557 +3
Total Volume and Open Interest 5,765 119,010 -1,084
Coffee "C"(NYBOT)
Sep00 000831 73.50 75.20 73.50 74.50 +0.60 186 460 +14
Dec00 000831 79.75 80.75 79.20 79.70 +0.15 3,666 29,271 -321
Mar01 000831 84.50 85.50 84.30 84.60 +0.30 529 5,347 -32
May01 000831 87.75 88.00 87.25 87.25 +0.20 81 1,747 +16
Jul01 000831 90.50 90.50 90.00 90.00 +0.35 46 707 +39
Sep01 000831 93.00 93.00 92.25 92.75 +0.20 71 1,326 +54
Total Volume and Open Interest 4,579 38,976 -230
Orange Juice(NYBOT)
Sep00 000831 75.00 75.05 73.75 73.75 -1.20 1,434 1,437 -784
Nov00 000831 73.50 73.50 72.75 72.90 -0.60 1,751 16,822 +470
Jan01 000831 75.20 75.20 74.70 74.75 -0.45 467 4,459 +196
Mar01 000831 77.40 77.40 76.90 76.90 -0.30 210 4,392 +35
May01 000831 78.60 78.75 78.60 78.65 -0.15 0 641 +0
Total Volume and Open Interest 7,364 28,440 -83
Sugar #11(NYBOT)
Oct00 000831 10.70 10.72 10.52 10.56 -0.20 7,446 74,397 -4
Mar01 000831 10.40 10.42 10.25 10.32 -0.13 4,339 49,554 +413
May01 000831 10.04 10.04 9.92 9.98 -0.11 736 12,735 -238
Jul01 000831 9.53 9.55 9.41 9.47 -0.11 622 13,529 -159
Oct01 000831 9.20 9.20 9.09 9.15 -0.12 71 10,927 +45
Total Volume and Open Interest 13,305 166,561 +93
London Cocoa(LCE)
Sep00 000831 581 591 579 589 +11 506 14,314 -283
Dec00 000831 614 622 610 619 +11 1,584 58,250 -237
Mar01 000831 635 642 632 641 +10 721 40,486 +402
May01 000831 657 661 653 657 +9 118 19,781 -23
Jul01 000831 674 674 673 673 +9 265 8,341 +125
Sep01 000831 689 689 685 688 +9 537 5,984 +506
Dec01 000831 714 714 711 713 +8 0 4,935 +0
Total Volume and Open Interest 3,731 180,923 +490
London Coffee(LCE)
Sep00 000831 775.00 780.00 760.00 760.00 -18.00 3,115 10,442 -1,077
Nov00 000831 795.00 797.00 775.00 776.00 -20.00 3,489 33,619 +1,864
Jan01 000831 805.00 808.00 787.00 787.00 -21.00 1,131 9,598 +445
Mar01 000831 820.00 820.00 800.00 800.00 -23.00 279 2,895 -22
May01 000831 840.00 840.00 820.00 820.00 -23.00 69 2,060 +36
Jul01 000831 856.00 856.00 841.00 841.00 -22.00 8 402 +8
Total Volume and Open Interest 8,091 59,163 +1,254
London Sugar(LCE)
Aug00 000714 244.40 244.50 240.10 241.10 -3.30 2,919 885 -2,498
Oct00 000831 272.20 272.60 270.00 270.30 -1.90 2,100 13,813 -759
Dec00 000831 272.10 272.10 268.50 268.90 -2.90 914 10,527 +49
Mar01 000831 269.00 269.40 264.60 265.50 -3.80 269 10,700 +138
May01 000831 260.30 260.30 260.30 260.30 -4.30 10 1,768 -16
Total Volume and Open Interest 3,303 41,936 -588
Cotton(NYBOT)
Oct00 000831 64.20 64.50 63.30 63.37 -1.38 539 4,606 +82
Dec00 000831 66.25 66.60 65.30 65.35 -1.28 4,834 44,695 +486
Mar01 000831 67.40 67.94 66.60 66.73 -1.26 779 10,874 +203
May01 000831 67.80 68.25 67.00 67.22 -1.18 105 7,285 +30
Jul01 000831 68.45 68.90 67.80 67.83 -1.02 8 2,417 +0
Oct01 000831 65.70 65.70 65.00 65.00 -0.70 14 585 +14
Total Volume and Open Interest 14,289 73,857 +824
Lumber(CME)
Sep00 000831 220.0 224.6 218.8 221.8 +2.6 432 1,279 -76
Nov00 000831 236.5 242.7 236.1 238.8 +2.9 417 1,595 +86
Jan01 000831 249.2 252.5 248.6 249.7 +1.5 51 493 +26
Mar01 000831 259.6 261.0 259.2 260.0 +1.8 22 353 +2
Total Volume and Open Interest 930 3,822 +42
Crude Oil(NYM)
Oct00 000831 33.25 33.70 32.97 33.12 -0.20 79,214 121,359 -1,658
Nov00 000831 32.42 32.80 32.10 32.21 -0.21 41,931 50,491 +5,548
Dec00 000831 31.80 32.15 31.50 31.58 -0.24 19,555 46,463 +3,885
Jan01 000831 31.25 31.50 30.95 30.99 -0.26 5,468 22,967 +1,675
Feb01 000831 30.70 30.92 30.43 30.43 -0.28 1,377 12,707 +305
Mar01 000831 30.22 30.35 29.93 29.93 -0.29 746 12,003 +319
Apr01 000831 29.81 29.81 29.45 29.45 -0.30 170 6,359 +71
May01 000831 29.35 29.36 29.00 29.00 -0.30 456 6,650 -158
Jun01 000831 28.90 29.00 28.58 28.58 -0.30 1,321 20,948 -179
Jul01 000831 28.40 28.40 28.21 28.21 -0.30 123 8,673 -93
Total Volume and Open Interest 155,767 416,769 +9,789
Heating Oil(NYM)
Sep00 000831 99.30 99.50 97.90 98.42 -0.83 15,620 10,077 -4,682
Oct00 000831 99.20 100.00 98.35 98.70 -0.62 4,972 46,310 +2,723
Nov00 000831 97.90 98.70 97.20 97.75 -0.42 1,251 23,426 -69
Dec00 000831 96.90 97.30 96.30 96.65 -0.42 6,021 29,515 -431
Jan01 000831 95.10 95.90 94.90 95.15 -0.22 1,790 20,224 -86
Feb01 000831 92.00 92.70 91.70 92.05 -0.17 1,450 15,656 -321
Mar01 000831 86.30 86.75 86.10 86.25 -0.32 299 10,511 -70
Apr01 000831 81.90 82.50 81.90 81.95 -0.32 403 5,887 +210
May01 000831 78.75 78.80 78.60 78.60 -0.32 232 3,005 -22
Jun01 000831 76.50 76.50 76.30 76.30 -0.32 259 2,940 +96
Total Volume and Open Interest 32,402 172,331 -2,585
Unleaded Gas(NYM)
Sep00 000831 100.50 103.50 99.00 101.14 +1.15 19,219 11,105 -4,710
Oct00 000831 93.50 96.25 93.30 94.56 +1.27 17,007 29,422 +1,677
Nov00 000831 90.10 91.70 90.10 90.75 +0.61 3,835 9,031 +291
Dec00 000831 87.50 89.00 87.50 88.00 +0.06 1,041 6,687 +4
Jan01 000831 87.00 87.25 86.30 86.30 -0.24 872 2,696 +330
Feb01 000831 86.80 86.80 85.50 85.50 -0.59 351 2,376 -325
Mar01 000831 86.40 86.40 85.15 85.15 -0.79 226 1,738 +125
Apr01 000831 90.50 90.60 89.75 89.75 -0.84 723 2,943 +658
Total Volume and Open Interest 44,108 69,741 -1,237
Natural Gas(NYM)
Oct00 000831 4.820 4.865 4.740 4.782 -0.019 34,954 48,372 +1,918
Nov00 000831 4.890 4.915 4.810 4.840 -0.010 6,251 23,292 +169
Dec00 000831 4.950 4.970 4.860 4.910 -0.010 5,528 34,779 +959
Jan01 000831 4.890 4.930 4.810 4.850 -0.011 5,475 29,026 -105
Feb01 000831 4.630 4.650 4.580 4.580 -0.010 1,873 18,875 +446
Mar01 000831 4.360 4.370 4.315 4.315 -0.008 1,424 21,779 -184
Apr01 000831 4.090 4.105 4.055 4.055 -0.003 1,479 13,166 +744
May01 000831 3.975 4.000 3.950 3.950 +0.002 1,462 8,843 -360
Total Volume and Open Interest 49,694 340,181 +4,425
Brent Crude Oil(IPE)
Oct00 000831 31.75 32.12 31.62 31.72 -0.26 37,301 67,886 +1,576
Nov00 000831 31.40 31.67 31.20 31.23 -0.24 26,115 48,747 +3,331
Dec00 000831 30.90 31.11 30.70 30.72 -0.23 10,960 37,505 -390
Jan01 000831 30.30 30.41 30.04 30.04 -0.29 2,647 19,625 +755
Feb01 000831 29.58 29.73 29.38 29.38 -0.33 1,673 11,711 -605
Mar01 000831 29.00 29.15 28.69 28.69 -0.40 1,850 8,589 +681
Apr01 000831 28.55 28.55 28.10 28.10 -0.41 26 4,025 +0
May01 000831 28.07 28.07 27.63 27.63 -0.40 17 2,050 -10
Total Volume and Open Interest 81,477 240,843 +5,426
Gas Oil(IPE)
Sep00 000831 316.50 317.50 310.00 311.50 +2.00 12,578 29,440 -2,944
Oct00 000831 306.50 307.75 303.50 305.50 +5.00 11,609 35,264 -1,224
Nov00 000831 298.50 298.50 295.25 297.25 +4.75 5,359 17,086 +338
Dec00 000831 291.00 291.25 288.00 290.50 +5.00 7,248 25,450 -2,835
Jan01 000831 283.25 283.25 280.75 283.00 +5.50 1,355 7,873 +50
Feb01 000831 273.00 273.50 272.25 273.50 +5.50 670 5,175 +182
Mar01 000831 262.75 262.75 261.00 262.75 +5.75 550 3,861 +203
Apr01 000831 253.00 253.25 251.25 253.25 +5.75 450 2,441 +150
Total Volume and Open Interest 40,009 135,887 -6,315
US Dollar Index(NYBOT)
Sep00 000831 111.99 112.88 111.80 112.57 +0.49 1,600 5,056 +57
Dec00 000831 111.93 112.65 111.60 112.32 +0.57 53 2,214 +10
Mar01 000831 112.25 112.25 112.07 112.07 +0.49 413 7,273 +69
Total Volume and Open Interest 1,655 7,273 +69
Australian Dollar(IMM)
Sep00 000831 57.39 57.85 57.34 57.76 +0.27 3,005 20,282 -360
Dec00 000831 57.35 57.90 57.35 57.78 +0.27 2,067 1,697 +685
Mar01 000831 57.80 57.80 57.80 57.80 +0.27 3 701 +1
Total Volume and Open Interest 5,075 22,682 +326
British Pound(IMM)
Sep00 000831 145.28 145.70 144.60 145.10 -0.82 9,108 43,406 -1,126
Dec00 000831 145.44 145.90 144.82 145.28 -0.82 451 1,725 +519
Mar01 000831 145.48 146.20 144.90 145.48 -0.82 24 18 +5
Total Volume and Open Interest 9,583 45,150 -602
Canadian Dollar(IMM)
Sep00 000831 67.76 68.00 67.73 67.99 +0.23 14,514 52,696 -4,258
Dec00 000831 67.90 68.15 67.89 68.13 +0.23 253 9,917 +8
Mar01 000831 68.15 68.29 68.15 68.29 +0.23 2 767 -1
Jun01 000831 68.30 68.45 68.30 68.45 +0.23 19 145 +1
Total Volume and Open Interest 14,788 63,545 -4,250
Japanese Yen(IMM)
Sep00 000831 94.26 94.32 93.87 93.96 -0.36 8,350 73,362 -56
Dec00 000831 95.76 95.81 95.34 95.44 -0.37 311 4,442 +104
Mar01 000831 96.95 96.95 96.95 96.95 -0.38 1 165 -1
Total Volume and Open Interest 8,662 77,970 +47
Swiss Franc(IMM)
Sep00 000831 57.56 57.73 57.24 57.48 -0.31 8,463 52,397 -1,110
Dec00 000831 58.05 58.13 57.67 57.93 -0.30 438 855 +194
Mar01 000831 58.26 58.40 58.19 58.36 -0.30 8 7 +1
Total Volume and Open Interest 8,909 53,259 -915
EuroFX(IMM)
Sep00 000831 89.14 89.35 88.50 88.85 -0.50 12,734 69,463 -512
Dec00 000831 89.52 89.72 88.99 89.24 -0.50 994 3,262 +480
Mar01 000831 89.43 89.68 89.43 89.61 -0.50 9 231 +2
Total Volume and Open Interest 15,577 72,986 +839
Mexican Peso(IMM)
Sep00 000831 10825.0 10835.0 10813.0 10825.0 +5.0 1,666 14,239 +560
Dec00 000831 10560.0 10570.0 10550.0 10560.0 +10.0 266 2,364 +47
Total Volume and Open Interest 1,998 20,252 +620
30-Year T-Bonds(CBOT)
Sep00 000831 99~24 100~17 99~17 100~17 +0~24 110,265 212,525 +0
Dec00 000831 99~26 100~19 99~18 100~17 +0~23 235,761 238,246 +0
Mar01 000831 100~14 100~16 100~14 100~16 +0~23 37 1,186 +0
Total Volume and Open Interest 346,064 452,037 -45
Municipal Bonds(CBOT)
Sep00 000831 99~14 100~02 99~11 99~29 +0~16 1,726 17,651 +0
Dec00 000831 98~23 99~11 98~20 99~06 +0~16 1,785 4,930 +0
Total Volume and Open Interest 3,511 22,581 +0
10-Year T-Notes(CBOT)
Sep00 000831 99~195 100~070 99~180 100~070 +0~175 154,543 291,114 +0
Dec00 000831 99~180 100~055 99~160 100~050 +0~180 209,738 292,280 +0
Total Volume and Open Interest 364,496 583,527 +0
5-Year T-Notes(CBOT)
Sep00 000831 99~220 99~310 99~205 99~300 +0~105 60,289 161,669 +0
Dec00 000831 99~245 100~030 99~245 100~020 +0~105 82,680 243,986 +0
Mar01 000831 100~040 100~040 100~040 100~040 +0~110      
Total Volume and Open Interest 142,969 405,655  
2 Year T-Notes(CBOT)
Sep00 000831 99~068 99~086 99~067 99~085 +0~019 12,928 25,998 +0
Dec00 000831 99~076 99~097 99~074 99~095 +0~023 10,608 27,788 +0
Total Volume and Open Interest 23,536 53,786 +0
3-Mth T-Bills(IMM)
Sep00 000831 93.89 93.89 93.89 93.89 +0.01 34 1,553 +19
Total Volume and Open Interest 1,309 2,210 +596
Eurodollars(IMM)
Sep00 000831 93.310 93.330 93.308 93.327 +0.015 39,926 545,604 +1,110
Dec00 000831 93.135 93.195 93.130 93.185 +0.050 60,892 548,949 -5,349
Mar01 000831 93.210 93.275 93.190 93.250 +0.050 73,281 505,572 +575
Jun01 000831 93.165 93.255 93.155 93.235 +0.075 35,349 291,582 +2,530
Sep01 000831 93.140 93.235 93.130 93.215 +0.085 19,993 238,643 +1,646
Dec01 000831 93.070 93.160 93.060 93.140 +0.080 15,868 176,487 +1,665
Mar02 000831 93.125 93.220 93.115 93.200 +0.085 12,827 139,961 -3,025
Jun02 000831 93.115 93.210 93.105 93.190 +0.080 8,915 106,240 -545
Sep02 000831 93.125 93.215 93.115 93.195 +0.080 5,079 98,016 -87
Dec02 000831 93.065 93.155 93.055 93.135 +0.080 4,774 77,288 -92
Mar03 000831 93.120 93.210 93.110 93.190 +0.080 4,008 74,055 -69
Jun03 000831 93.105 93.195 93.095 93.175 +0.080 3,246 49,466 -502
Total Volume and Open Interest 302,909 3,236,421 -173
3-Mth Euro-Yen(IMM)
Sep00 000831 99.62 99.62 99.61 99.62 unch 1,866 12,540 -112
Dec00 000831 99.53 99.53 99.52 99.53 +0.01 737 12,385 +24
Mar01 000831 99.43 99.44 99.43 99.43 unch 628 11,715 -324
Jun01 000831 99.35 99.35 99.34 99.34 +0.01 97 8,016 -597
Sep01 000831 99.25 99.25 99.24 99.24 unch 31 15,756 +564
Dec01 000831 99.11 99.12 99.11 99.11 unch 5 3,114 -48
Mar02 000831 99.00 99.01 99.00 99.00 unch 0 2,899 +0
Jun02 000831 98.92 98.92 98.92 98.92 +0.01 35 669 -10
Sep02 000831 98.76 98.76 98.76 98.76 unch 0 36 +0
Dec02 000831 98.60 98.60 98.60 98.60 unch 0 30 +0
Total Volume and Open Interest 3,399 67,160 -503
3-Mth Euro-Yen(SIMEX)
Sep00 000831 99.62 99.63 99.61 99.61 -0.01 6,026 97,182 +2,414
Dec00 000831 99.52 99.54 99.51 99.52 unch 6,272 105,333 -2,353
Mar01 000831 99.43 99.46 99.43 99.43 unch 100 108,373 -2,395
Jun01 000831 99.34 99.36 99.33 99.35 +0.01 8,623 88,172 +376
Sep01 000831 99.24 99.26 99.23 99.25 +0.01 3,479 64,621 +144
Dec01 000831 99.11 99.13 99.11 99.11 unch 1,796 27,414 +271
Mar02 000831 99.01 99.03 99.01 99.01 unch 125 15,800 +14
Jun02 000831 98.90 98.90 98.90 98.90 unch 50 4,031 +171
Total Volume and Open Interest 26,471 514,599 -1,358
German Euro-Bund(EUREX)
Sep00 000831 104.85 104.99 104.65 104.86 +0.01 518,104 554,182 +16,025
Dec00 000831 104.65 104.70 104.39 104.58 +0.01 27,837 97,804 +19,864
Mar01 000831 104.64 104.70 104.64 104.66 -0.01 1,095 1,327 +163
Total Volume and Open Interest 547,036 653,313 +36,052
German Euro-Bobl(EUREX)
Sep00 000831 102.59 102.75 102.55 102.66 +0.08 190,333 262,924 +371
Dec00 000831 102.54 102.69 102.50 102.60 +0.08 21,245 40,603 +811
Mar01 000831 102.36 102.36 102.36 102.36 +0.08 0 750 -208
Total Volume and Open Interest 211,578 304,277 +974
Long Gilt(LIFFE)
Sep00 000831 112~10 112~20 112~10 112~15 +0~01 17,214 28,182 -5,900
Dec00 000831 112~00 112~09 112~00 112~05 +0~00 10,015 47,468 +5,719
Total Volume and Open Interest 27,229 75,650 -181
3-Mth Short Sterling(LIFFE)
Sep00 000831 93.67 93.69 93.66 93.68 +0.01 13,540 181,074 +1,947
Dec00 000831 93.54 93.57 93.53 93.54 -0.01 37,117 186,359 +811
Mar01 000831 93.51 93.54 93.50 93.51 -0.01 27,265 162,566 -5,193
Total Volume and Open Interest 103,935 849,331 -186,775
3-Mth Euribor(LIFFE)
Sep00 000831 95.070 95.135 95.060 95.115 +0.045 61,619 331,650 -5,887
Dec00 000831 94.685 94.750 94.680 94.710 +0.020 57,168 290,345 +2,116
Mar01 000831 94.635 94.705 94.630 94.660 +0.020 31,581 222,110 -59
Total Volume and Open Interest 207,545 1,352,710 -421
3-Mth Aus T-Bills(SFE)
Sep00 000831 93.41 93.44 93.39 93.44 +0.04 502 204,617 -3,637
Dec00 000831 93.26 93.30 93.23 93.29 +0.05 3,524 179,486 +4,626
Mar01 000831 93.23 93.24 93.19 93.24 +0.05 1,740 59,289 +611
Jun01 000831 93.23 93.23 93.19 93.23 +0.04 371 28,419 -555
Sep01 000831 93.20 93.23 93.19 93.22 +0.04 524 12,193 +242
Dec01 000831 93.19 93.21 93.18 93.21 +0.04 225 8,177 +272
Mar02 000831 93.17 93.21 93.17 93.21 +0.03 65 6,370 +65
Jun02 000831 93.19 93.19 93.19 93.19 +0.02 65 3,972 +25
Sep02 000831 93.18 93.18 93.18 93.18 +0.02 95 2,006 +90
Dec02 000831 93.18 93.18 93.18 93.18 +0.03 5 1,545 +5
Total Volume and Open Interest 7,116 510,495 +1,744
10-Year Aus T-Bonds(SFE)
Sep00 000831 93.72 93.80 93.68 93.79 +0.06 3,569 157,016 +3,977
Dec00 000831 93.71 93.74 93.71 93.74 +0.05 5 867 +585
Total Volume and Open Interest 3,574 157,883 +4,562
3-Year Aus T-Bonds(SFE)
Sep00 000831 93.61 93.64 93.58 93.63 +0.05 9,080 419,571 +19,145
Dec00 000831 93.62 93.62 93.62 93.62 +0.05 6 1,179 +12
Total Volume and Open Interest 9,086 420,750 +19,157
Gold(CMX)
Oct00 000831 276.4 280.0 276.3 279.6 +4.2 82 8,134 -26
Dec00 000831 279.4 282.7 278.7 282.1 +3.9 7,963 79,492 -614
Feb01 000831 282.0 285.0 282.0 284.7 +3.9 4 11,764 +0
Apr01 000831 285.5 287.3 285.5 287.2 +3.9 0 3,832 +0
Jun01 000831 289.7 289.7 289.7 289.7 +3.9 1 8,431 +1
Aug01 000831 293.0 293.0 292.2 292.2 +3.9 0 2,845 +0
Total Volume and Open Interest 8,052 131,335 -639
Silver(CMX)
Sep00 000831 494.0 504.5 493.0 500.3 +7.3 16,796 9,234 -10,550
Dec00 000831 500.0 508.5 499.5 504.5 +6.0 19,174 61,263 +3,886
Mar01 000831 506.0 511.5 506.0 509.4 +5.7 213 2,343 +53
May01 000831 512.2 512.2 512.2 512.2 +5.7 301 1,194 +278
Jul01 000831 514.8 514.8 514.8 514.8 +5.7 63 1,789 -14
Total Volume and Open Interest 38,167 82,816 -4,950
Platinum(NYM)
Oct00 000831 589.0 592.0 584.5 586.7 -4.7 842 9,110 +15
Jan01 000831 575.0 575.0 570.0 572.7 -4.2 174 1,037 +140
Total Volume and Open Interest 1,016 10,152 +155
Palladium(NYME)
Sep00 000831 710.00 716.75 710.00 716.75 +4.70 12 128 -1
Dec00 000831 716.00 719.00 716.00 718.75 +5.70 31 1,582 +22
Mar01 000831 713.75 713.75 713.75 713.75 +5.70 0 59 +0
Total Volume and Open Interest 43 1,769 +21
Copper(CMX)
Sep00 000831 88.50 88.80 88.00 88.50 unch 9,613 14,000 -1,947
Dec00 000831 89.50 89.85 88.90 89.50 -0.20 12,567 47,510 +4,987
Mar01 000831 88.90 89.65 88.90 89.45 +0.25 236 5,579 +96
May01 000831 89.15 89.15 89.15 89.15 +0.30 2 1,584 +0
Jul01 000831 88.85 88.85 88.85 88.85 +0.35 100 1,011 +100
Total Volume and Open Interest 24,945 84,349 +4,522
DJIA Index(CBOT)
Sep00 000831 11140 11335 11135 11260 +135 10,744 14,257 +0
Dec00 000831 11290 11477 11290 11409 +141 417 2,318 +0
Mar01 000831 11555 11620 11555 11560 +141 1 10 +0
Jun01 000831 11716 11716 11716 11716 +141      
Total Volume and Open Interest 6,794 16,591 -271
S & P 500(CME)
Sep00 000831 1508.50 1529.50 1508.00 1521.20 +17.60 71,830 322,226 -17,379
Dec00 000831 1531.00 1552.00 1531.00 1544.10 +17.90 31,463 81,766 +20,284
Mar01 000831 1573.00 1576.00 1567.90 1567.90 +17.80 1 1,577 +0
Jun01 000831 1591.50 1598.00 1591.10 1592.00 +17.90 2 1,323 -1
Total Volume and Open Interest 103,303 407,050 +2,904
S & P 500 E-Mini(Globex)
Sep00 000831 1504.50 1529.50 1503.75 1521.25 +17.75 60,133 53,148 +2,444
Dec00 000831 1530.00 1552.00 1527.75 1544.00 +17.75 49 162 +14
Total Volume and Open Interest 60,182 53,310 +2,458
NASDAQ 100(CME)
Sep00 000831 4000.00 4096.00 3997.00 4094.00 +118.50 12,010 31,627 -545
Dec00 000831 4106.00 4159.00 4065.00 4159.00 +121.00 1,193 2,538 +936
Mar01 000831 4221.50 4221.50 4221.50 4221.50 +121.00 0 24 +0
Total Volume and Open Interest 13,203 34,189 +391
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000831 3973.5 4095.0 3965.0 4094.0 +115.5 29,969 34,566 +627
Dec00 000831 4112.0 4159.0 4048.0 4159.0 +121.0 12 24 +3
Total Volume and Open Interest 29,981 34,580 +620
NYSE Composite(NYBOT)
Sep00 000831 671.50 679.25 671.50 676.00 +5.00      
Dec00 000831 683.25 687.25 683.25 685.25 +5.00      
Mar01 000831 694.50 694.50 694.50 694.50 +5.00      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000831 539.50 546.00 539.50 543.25 +7.00 407 12,855 -48
Dec00 000831 551.15 551.15 551.15 551.15 +7.00 149 841 +97
Mar01 000831 557.15 557.15 557.15 557.15 +7.00      
Total Volume and Open Interest 556 13,696 +49
Russell 2000(CME)
Sep00 000831 535.50 542.00 535.00 537.05 +3.15 1,157 11,724 -168
Dec00 000831 544.00 546.00 544.00 544.25 +3.15 435 600 +399
Mar01 000831 551.80 551.80 551.80 551.80 +3.15      
Total Volume and Open Interest 1,592 12,324 +231
Value Line(KCBT)
Sep00 000831 1158.00 1166.00 1158.00 1164.50 +10.50 23 197 +2
Total Volume and Open Interest 23 201 +2
Nikkei 225(CME)
Sep00 000831 16840 17030 16820 17020 +165 1,397 14,896 -443
Dec00 000831 16930 17090 16930 17050 +165 520 1,187 +403
Total Volume and Open Interest 1,917 16,083 -40
Nikkei 225(SIMEX)
Sep00 000831 16900 17070 16780 16850 -85 9,249 102,721 -1,269
Dec00 000831 16910 16910 16840 16840 -85 273 8,167 +207
Mar01 000831 16860 16860 16860 16860 -85 5 3,795 +5
Total Volume and Open Interest 9,532 115,093 -1,062
CAC 40(MATIF)
Aug00 000831 6630.0 6671.5 6556.5 6652.0 +25.0 101,714 263,654 -20,303
Sep00 000831 6635.0 6676.0 6560.0 6660.0 +29.0 68,293 224,154 +35,290
Oct00 000831 6657.0 6696.0 6620.5 6658.0 -7.0 67 36 +25
Total Volume and Open Interest 170,110 541,184 +17,594
DAX Index(EUREX)
Sep00 000831 7213.0 7268.0 7180.0 7260.0 +64.0 26,019 166,408 +1,318
Dec00 000831 7293.0 7351.0 7272.0 7349.0 +63.5 1,009 3,556 +171
Mar01 000831 7378.0 7447.0 7378.0 7446.5 +64.0 235 361 +34
Total Volume and Open Interest 27,263 170,325 +1,523
FT-SE 100(LIFFE)
Sep00 000831 6581.00 6695.00 6581.00 6687.00 +72.00 22,561 269,359 +725
Dec00 000831 6678.00 6776.50 6678.00 6770.50 +72.50 3,168 27,600 +156
Mar01 000831 6834.50 6834.50 6834.50 6834.50 +72.50 300 3,515 +175
Total Volume and Open Interest 26,029 300,474 +1,056
SPI 200(SFE)
Sep00 000831 3348.0 3350.0 3290.0 3293.0 -54.0 10,717 127,100 +6,319
Dec00 000831 3375.0 3375.0 3321.0 3321.0 -54.0 680 8,109 +556
Mar01 000831 3336.0 3336.0 3336.0 3336.0 -54.0 0 1,268 +0
Total Volume and Open Interest 11,397 136,651 +6,875
GSCI(CME)
Sep00 000831 244.80 246.60 244.00 244.35 -0.45 156 34,167 -29
Oct00 000831 241.40 243.00 241.40 241.70 -0.50 50 129 +50
Nov00 000831 239.50 240.00 239.50 239.50 unch      
Total Volume and Open Interest 206 34,297 +21
Bridge CRB Index(NYBOT)
Nov00 000831 225.50 226.00 225.10 225.60 +1.00 190 571 +6
Jan01 000831 225.00 225.50 225.00 225.35 +0.75 4 652 +1
Feb01 000831 224.50 224.50 223.85 223.85 +0.75 0 349 +0
Total Volume and Open Interest 194 1,572 +7
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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