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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 September 11, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000911 490.00 496.00 490.00 495.75 +0.75 2,106 1,910 -107
Nov00 000911 500.00 506.75 499.50 506.00 +1.00 31,556 88,647 +1,159
Jan01 000911 509.75 515.75 509.75 515.00 +0.50 3,302 13,947 +555
Mar01 000911 518.00 524.75 518.00 524.50 +1.50 1,125 11,810 +216
May01 000911 526.50 531.50 526.50 530.75 +0.75 460 10,450 +174
Jul01 000911 535.00 539.50 534.50 538.00 unch 851 13,558 +358
Aug01 000911 535.00 539.00 535.00 538.00 unch 1 215 +1
Total Volume and Open Interest 39,536 143,091 +2,431
Soybean Meal(CBOT)
Sep00 000911 167.30 171.00 167.20 170.90 +2.70 2,029 4,319 -405
Oct00 000911 167.00 169.30 166.60 169.00 +1.10 5,802 19,969 -798
Dec00 000911 168.50 170.70 168.30 170.60 +0.70 8,969 52,493 +69
Jan01 000911 169.50 171.20 169.30 171.20 +0.70 557 10,436 -39
Mar01 000911 169.50 172.10 169.50 172.10 +0.70 395 7,901 -131
May01 000911 171.20 172.20 171.20 172.10 +0.20 283 5,401 +72
Jul01 000911 173.30 174.10 173.10 174.10 +0.30 60 2,757 +40
Aug01 000911 172.70 173.50 172.00 172.80 -0.70 116 455 +113
Total Volume and Open Interest 18,214 104,175 -1,076
Soybean Oil(CBOT)
Sep00 000911 15.72 15.82 15.65 15.80 +0.04 2,779 1,797 -397
Oct00 000911 15.76 15.92 15.71 15.88 +0.06 6,297 22,840 +14
Dec00 000911 16.17 16.32 16.11 16.29 +0.05 11,532 62,448 +9
Jan01 000911 16.48 16.60 16.40 16.58 +0.03 1,434 17,576 +15
Mar01 000911 16.85 17.00 16.80 16.97 +0.04 711 10,887 +379
May01 000911 17.22 17.34 17.18 17.34 +0.07 118 8,583 -3
Jul01 000911 17.58 17.69 17.55 17.68 +0.06 1,034 6,071 +85
Aug01 000911 17.75 17.88 17.70 17.77 +0.09 23 1,247 +18
Total Volume and Open Interest 24,483 136,281 +408
Canola(WCE)
Sep00 000911 258.0 258.0 258.0 258.0 unch 0 187 +0
Nov00 000911 262.2 263.8 261.5 261.9 -0.8 7,656 44,924 +1,639
Jan01 000911 268.4 269.6 267.5 267.9 -1.0 738 9,646 +309
Mar01 000911 273.2 274.9 273.0 273.0 -1.5 815 2,520 +573
May01 000911 280.0 280.0 277.7 277.7 -1.3 900 1,386 +900
Total Volume and Open Interest 10,109 58,951 +3,421
Corn(CBOT)
Sep00 000911 183.25 185.00 183.00 184.75 +0.50 7,771 7,571 -1,057
Nov00 000911 191.00 192.50 191.00 192.25 +0.25 2,578 2,603 -15
Dec00 000911 194.25 196.25 194.00 196.00 +0.50 31,205 218,320 +35
Jan01 000911 198.00 200.00 198.00 199.75 +0.75 2 561 +2
Mar01 000911 206.00 208.00 206.00 207.50 unch 4,902 65,411 +745
May01 000911 212.75 214.75 212.75 214.50 +0.25 434 17,305 +112
Total Volume and Open Interest 47,969 353,715 -112
Wheat(CBOT)
Sep00 000911 250.00 250.50 248.75 249.25 -1.25 1,330 941 -101
Dec00 000911 265.00 267.00 264.00 265.50 -0.75 9,212 100,872 +158
Mar01 000911 281.50 283.50 281.00 282.00 -1.00 688 24,533 +223
May01 000911 291.50 293.25 291.50 292.00 -0.75 118 1,231 -2
Jul01 000911 299.50 302.25 299.50 301.25 -0.25 319 10,736 +69
Total Volume and Open Interest 11,839 139,073 +390
Wheat(KCBT)
Sep00 000911 291.50 294.00 291.50 294.00 +3.00 289 571 +126
Dec00 000911 305.00 309.00 304.75 308.75 +2.75 3,690 59,777 +303
Mar01 000911 319.25 323.00 318.50 322.75 +3.00 838 16,230 +203
May01 000911 327.00 331.00 327.00 330.50 +3.25 82 1,780 +55
Jul01 000911 334.00 338.00 333.50 336.50 +1.50 177 2,306 +145
Total Volume and Open Interest 5,076 80,682 +832
Wheat(MGE)
Sep00 000911 302.00 302.00 302.00 302.00 +1.00 13 29 -101
Dec00 000911 315.50 318.50 315.25 317.50 +0.50 2,028 16,831 +64
Mar01 000911 330.00 332.75 330.00 331.25 +0.25 510 4,722 +32
May01 000911 339.00 340.25 339.00 339.25 +0.50 33 835 +7
Jul01 000911 347.25 347.75 347.00 347.00 +0.25 10 293 +0
Total Volume and Open Interest 2,595 22,923 +3
Oats(CBOT)
Sep00 000911 101.50 102.25 101.50 102.25 +0.75 23 65 +4
Dec00 000911 111.50 113.00 111.50 112.50 +0.75 1,453 10,908 -33
Mar01 000911 121.00 122.75 121.00 122.00 +1.00 176 1,644 -38
May01 000911 125.50 127.00 125.50 127.00 +1.00 4 156 +2
Total Volume and Open Interest 1,674 12,936 -49
Rough Rice(CBOT)
Sep00 000911 6.50 6.65 6.50 6.65 +0.20 22 267 -9
Nov00 000911 6.40 6.50 6.32 6.44 +0.18 237 2,925 +89
Jan01 000911 6.48 6.55 6.38 6.55 +0.20 132 2,440 -9
Mar01 000911 6.58 6.65 6.52 6.65 +0.17 36 497 -11
Total Volume and Open Interest 434 6,256 +61
Live Cattle(CME)
Oct00 000911 67.500 67.550 67.150 67.300 unch 6,382 55,306 -1,447
Dec00 000911 69.500 69.650 69.225 69.475 unch 4,275 35,404 +1,336
Feb01 000911 70.850 70.900 70.550 70.750 -0.100 879 16,287 +4
Apr01 000911 72.875 72.975 72.725 72.875 -0.075 461 9,241 +141
Jun01 000911 70.400 70.625 70.300 70.475 -0.025 99 3,721 +14
Aug01 000911 70.700 70.800 70.625 70.625 -0.050 69 2,769 +6
Total Volume and Open Interest 12,262 123,215 +146
Feeder Cattle(CME)
Sep00 000911 85.075 85.300 84.900 85.075 unch 289 3,123 -65
Oct00 000911 85.200 85.625 85.025 85.500 +0.200 1,111 7,284 +56
Nov00 000911 85.900 86.400 85.800 86.075 +0.025 716 3,783 +75
Jan01 000911 86.450 86.750 86.350 86.725 +0.150 261 2,792 +51
Mar01 000911 86.500 86.800 86.450 86.750 +0.150 104 1,419 +12
Apr01 000911 86.675 86.850 86.675 86.800 +0.100 13 369 +0
May01 000911 86.725 86.875 86.625 86.875 +0.125 29 800 +5
Total Volume and Open Interest 2,539 19,623 +143
Lean Hogs(CME)
Oct00 000911 54.050 54.100 53.325 53.375 -0.775 3,099 18,327 -414
Dec00 000911 50.950 51.150 50.500 50.875 -0.350 2,354 13,155 +619
Feb01 000911 51.750 51.900 51.500 51.800 -0.200 231 4,012 -2
Apr01 000911 50.450 50.500 50.200 50.350 -0.100 68 1,717 -3
Jun01 000911 56.750 57.000 56.750 56.850 -0.250 10 670 -1
Jul01 000911 56.350 56.500 56.200 56.350 -0.250 2 241 +0
Aug01 000911 54.700 54.700 54.550 54.700 -0.050 5 128 +1
Oct01 000911 47.150 47.200 47.100 47.100 -0.075 4 22 +3
Total Volume and Open Interest 5,773 38,282 +203
Pork Bellies(CME)
Feb01 000911 65.250 65.850 64.700 64.775 -1.800 381 1,791 -18
Mar01 000911 65.000 65.200 64.300 64.300 -2.450 5 34 -4
May01 000911 64.900 64.900 64.900 64.900 -1.500 0 7 +0
Jul01 000911 65.400 65.400 65.400 65.400 -2.600 1 3 +0
Aug01 000911 65.000 65.000 65.000 65.000 -2.500 1 1  
Total Volume and Open Interest 388 1,836  
Cocoa(NYBOT)
Sep00 000911 767 767 767 767 -11 21 32 -14
Dec00 000911 816 824 803 805 -11 3,885 52,653 +346
Mar01 000911 848 854 835 836 -11 316 19,299 -3
May01 000911 870 875 857 857 -13 43 8,955 +10
Jul01 000911 890 890 880 880 -13 311 8,278 +308
Sep01 000911 906 906 906 906 -11 35 7,462 +25
Dec01 000911 955 955 940 940 -11 823 9,961 +593
Total Volume and Open Interest 5,467 122,826 +1,265
Coffee "C"(NYBOT)
Sep00 000911 77.00 78.00 76.50 77.75 +0.35 37 138 -30
Dec00 000911 83.00 84.25 80.60 83.05 +0.75 2,853 29,193 -376
Mar01 000911 88.20 88.50 85.50 87.80 +0.80 189 5,650 -17
May01 000911 90.90 91.50 89.50 90.40 +0.80 36 1,816 +23
Jul01 000911 91.25 93.20 91.25 93.20 +0.75 11 837 +6
Sep01 000911 96.00 96.00 96.00 96.00 +0.70 91 1,500 +4
Total Volume and Open Interest 3,328 39,385 -341
Orange Juice(NYBOT)
Sep00 000911 70.00 70.00 69.25 70.00 +2.00 29 462 -14
Nov00 000911 70.50 71.50 70.50 71.30 +0.75 1,119 17,767 -41
Jan01 000911 73.15 74.00 73.00 73.80 +1.05 284 5,005 +2
Mar01 000911 75.50 76.65 75.50 76.45 +1.25 201 5,051 +58
May01 000911 77.50 78.70 77.50 78.70 +1.60 3 674 -3
Total Volume and Open Interest 2,887 29,655 +2
Sugar #11(NYBOT)
Oct00 000911 10.50 10.63 10.38 10.40 -0.27 7,047 60,497 -2,950
Mar01 000911 10.30 10.40 10.23 10.25 -0.22 4,448 58,342 +332
May01 000911 9.80 9.94 9.80 9.81 -0.19 309 12,951 -34
Jul01 000911 9.25 9.40 9.25 9.26 -0.19 472 15,526 +194
Oct01 000911 9.00 9.06 8.95 8.95 -0.14 190 10,820 -26
Total Volume and Open Interest 12,885 163,482 -2,488
London Cocoa(LCE)
Sep00 000911 609 615 609 609 +7 2,919 9,386 -2,835
Dec00 000911 638 647 637 639 +7 3,914 58,110 +689
Mar01 000911 659 667 658 659 +7 490 42,050 +122
May01 000911 677 679 675 675 +7 71 20,676 +21
Jul01 000911 695 695 691 691 +7 8 8,321 +2
Sep01 000911 711 711 706 706 +7 152 16,972 +95
Dec01 000911 732 732 732 732 +8 1 5,001 -1
Total Volume and Open Interest 7,650 189,464 -1,907
London Coffee(LCE)
Sep00 000911 824.00 825.00 823.00 824.00 +3.00 211 3,155 -436
Nov00 000911 829.00 837.00 826.00 829.00 unch 3,366 34,691 -921
Jan01 000911 835.00 838.00 829.00 831.00 +1.00 1,159 11,402 +37
Mar01 000911 837.00 840.00 831.00 833.00 -2.00 427 4,223 +195
May01 000911 855.00 855.00 851.00 851.00 -2.00 103 2,397 +28
Jul01 000911 877.00 877.00 870.00 870.00 -2.00 24 484 +19
Total Volume and Open Interest 5,290 56,506 -1,078
London Sugar(LCE)
Oct00 000911 271.50 271.50 264.50 264.90 -6.70 523 8,759 -178
Dec00 000911 271.40 271.40 265.20 265.30 -6.00 108 13,549 +39
Mar01 000911 269.00 269.00 264.40 264.40 -6.20 77 12,342 +40
May01 000911 264.20 265.50 261.10 261.10 -5.20 39 1,959 +33
Aug01 000911 256.50 256.50 256.50 256.50 -5.10 40 3,186 +24
Total Volume and Open Interest 810 41,779 -39
Cotton(NYBOT)
Oct00 000911 64.55 64.95 64.30 64.60 -0.12 443 4,247 -54
Dec00 000911 66.35 66.85 66.05 66.48 +0.01 3,459 46,106 +196
Mar01 000911 67.70 68.30 67.55 68.06 +0.08 462 10,933 +4
May01 000911 68.30 68.85 68.20 68.70 +0.10 478 7,662 +117
Jul01 000911 68.91 69.40 68.90 69.25 -0.05 112 2,557 -37
Oct01 000911 65.65 65.65 65.65 65.65 +0.05 21 634 +20
Total Volume and Open Interest 11,668 75,716 +367
Lumber(CME)
Sep00 000911 220.4 223.0 218.2 222.1 +2.8 218 653 -72
Nov00 000911 235.3 239.5 233.7 238.0 +2.7 432 2,164 +88
Jan01 000911 247.1 251.7 247.0 251.5 +2.1 110 620 +27
Mar01 000911 260.0 260.3 258.7 258.7 +1.3 16 406 +1
Total Volume and Open Interest 779 3,968 +46
Crude Oil(NYM)
Oct00 000911 33.80 35.85 33.75 35.14 +1.51 88,415 121,159 -1,763
Nov00 000911 32.95 34.95 32.95 34.22 +1.45 55,047 84,080 +11,884
Dec00 000911 32.35 34.20 32.35 33.54 +1.40 20,096 54,129 -1,114
Jan01 000911 31.80 33.40 31.75 32.87 +1.34 7,348 25,042 +363
Feb01 000911 31.28 32.65 31.28 32.23 +1.28 4,291 14,651 +305
Mar01 000911 31.70 32.00 31.20 31.63 +1.22 2,856 13,169 +828
Apr01 000911 30.95 31.30 30.70 31.06 +1.16 262 8,238 +13
May01 000911 30.35 30.50 30.35 30.50 +1.10 528 6,906 -56
Jun01 000911 29.30 30.25 29.30 29.97 +1.04 3,554 22,454 +773
Jul01 000911 29.35 29.70 29.25 29.51 +1.00 22 8,338 -19
Total Volume and Open Interest 186,889 468,699 +12,242
Heating Oil(NYM)
Oct00 000911 101.00 106.90 101.00 104.98 +5.49 23,189 45,559 -2,662
Nov00 000911 99.90 105.50 99.50 104.08 +5.74 10,202 27,997 -549
Dec00 000911 99.00 103.24 98.50 102.33 +5.09 4,750 32,527 +52
Jan01 000911 97.25 101.64 96.50 100.33 +4.69 2,245 21,609 +355
Feb01 000911 94.00 97.95 93.75 96.63 +4.24 3,391 16,610 +1,241
Mar01 000911 88.00 91.75 87.70 90.43 +3.94 1,072 12,414 +562
Apr01 000911 83.40 87.00 83.40 85.73 +3.84 412 6,311 -12
May01 000911 79.55 83.25 79.55 82.08 +3.74 137 3,288 +24
Jun01 000911 78.00 80.00 77.80 79.38 +3.64 914 4,051 +524
Jul01 000911 78.50 78.75 78.28 78.28 +3.54 30 851 +21
Total Volume and Open Interest 46,408 175,314 -443
Unleaded Gas(NYM)
Oct00 000911 95.75 99.10 95.40 97.35 +2.30 19,171 32,612 -313
Nov00 000911 91.80 95.60 91.80 94.09 +2.83 8,204 12,936 +1,195
Dec00 000911 89.10 92.30 89.10 91.09 +2.68 3,432 7,810 +223
Jan01 000911 86.90 89.70 86.90 88.89 +2.43 621 3,012 +161
Feb01 000911 86.50 88.70 86.50 88.04 +2.43 688 3,774 +341
Mar01 000911 87.20 87.84 87.20 87.84 +2.48 324 2,128 +71
Apr01 000911 92.75 92.75 92.24 92.24 +2.39 240 3,418 +61
May01 000911 90.80 91.25 90.80 90.84 +2.29 222 1,009 +168
Total Volume and Open Interest 32,919 70,089 +1,923
Natural Gas(NYM)
Oct00 000911 4.910 5.095 4.900 5.011 +0.131 33,310 51,437 -1,393
Nov00 000911 5.040 5.210 5.030 5.135 +0.136 11,208 23,984 +481
Dec00 000911 5.140 5.300 5.135 5.235 +0.135 8,950 38,064 -859
Jan01 000911 5.120 5.270 5.110 5.203 +0.133 6,786 31,889 -204
Feb01 000911 4.860 5.000 4.860 4.938 +0.123 1,492 19,125 +353
Mar01 000911 4.580 4.720 4.580 4.661 +0.121 1,708 23,042 +232
Apr01 000911 4.315 4.430 4.315 4.371 +0.111 945 17,149 +518
May01 000911 4.240 4.310 4.240 4.275 +0.105 2,082 13,020 +988
Total Volume and Open Interest 73,280 374,341 +1,556
Brent Crude Oil(IPE)
Oct00 000911 32.20 34.25 32.10 33.62 +0.84 40,607 48,754 -10,534
Nov00 000911 31.90 34.05 31.74 33.58 +1.43 29,937 59,229 +3,400
Dec00 000911 31.37 33.45 31.20 33.18 +1.52 14,917 44,432 +1,342
Jan01 000911 30.65 32.70 30.65 32.45 +1.45 6,968 24,297 +1,922
Feb01 000911 30.05 31.80 30.05 31.77 +1.44 1,546 12,113 +235
Mar01 000911 29.60 31.07 29.40 31.07 +1.41 2,725 10,139 +0
Apr01 000911 28.80 30.31 28.80 30.31 +1.32 600 5,195 -10
May01 000911 28.30 29.64 28.30 29.64 +1.23 1,700 3,553 +1,197
Total Volume and Open Interest 100,982 252,790 -1,575
Gas Oil(IPE)
Sep00 000911 315.00 338.00 315.00 337.50 +15.00 6,458 13,987 -3,787
Oct00 000911 307.00 332.00 307.00 330.00 +15.00 11,569 45,009 +532
Nov00 000911 302.25 321.25 302.25 321.00 +14.25 4,466 18,966 +76
Dec00 000911 294.50 312.75 294.25 311.00 +12.25 4,021 26,520 +22
Jan01 000911 288.50 302.00 287.50 302.00 +10.75 3,095 9,515 +832
Feb01 000911 287.25 291.00 287.25 291.00 +9.00 395 5,213 -85
Mar01 000911 273.50 278.00 273.50 278.00 +8.50 615 4,128 +135
Apr01 000911 267.00 267.00 267.00 267.00 +8.00 215 2,486 +100
Total Volume and Open Interest 32,384 136,556 -2,025
US Dollar Index(NYBOT)
Sep00 000911 114.79 115.53 114.41 115.40 +1.03 1,151 3,937 -619
Dec00 000911 114.59 115.25 114.26 115.18 +1.04 6,000 2,894 +381
Mar01 000911 114.60 114.96 114.60 114.96 +1.05 2,185 6,836 -238
Total Volume and Open Interest 7,151 6,836 -238
Australian Dollar(IMM)
Sep00 000911 55.85 56.12 55.70 56.11 +0.42 3,811 20,215 -946
Dec00 000911 55.86 56.15 55.70 56.13 +0.42 4,295 8,399 +3,397
Mar01 000911 56.00 56.15 56.00 56.15 +0.42 0 719 +11
Total Volume and Open Interest 8,106 29,335 +2,462
British Pound(IMM)
Sep00 000911 141.62 141.98 140.56 140.88 -1.22 12,295 33,801 -1,103
Dec00 000911 141.78 142.16 140.80 141.06 -1.22 1,118 13,676 +3,382
Mar01 000911 141.50 142.20 141.00 141.26 -1.22 9 20 +2
Total Volume and Open Interest 13,423 47,499 +2,282
Canadian Dollar(IMM)
Sep00 000911 67.68 67.78 67.57 67.59 -0.14 8,668 47,428 -1,613
Dec00 000911 67.85 67.92 67.70 67.73 -0.14 6,220 18,805 +4,673
Mar01 000911 68.00 68.02 67.89 67.89 -0.14 60 828 +28
Jun01 000911 68.05 68.05 68.05 68.05 -0.14 0 153 +1
Total Volume and Open Interest 14,948 67,234 +3,089
Japanese Yen(IMM)
Sep00 000911 94.22 94.51 94.22 94.41 +0.05 25,012 55,836 -7,639
Dec00 000911 95.75 96.04 95.74 95.91 +0.05 10,288 26,631 +6,659
Mar01 000911 97.31 97.48 97.31 97.44 +0.05 61 275 +51
Total Volume and Open Interest 35,364 82,749 -926
Swiss Franc(IMM)
Sep00 000911 56.30 56.59 56.27 56.42 +0.18 17,514 43,477 -7,467
Dec00 000911 56.70 57.04 56.70 56.86 +0.18 12,999 20,706 +10,816
Mar01 000911 57.35 57.35 57.29 57.29 +0.18 2 12 +0
Total Volume and Open Interest 30,515 64,197 +3,349
EuroFX(IMM)
Sep00 000911 86.04 86.30 85.72 85.89 -1.10 19,354 64,658 -4,258
Dec00 000911 86.43 86.68 86.10 86.27 -1.10 10,064 18,473 +5,424
Mar01 000911 86.80 87.00 86.45 86.61 -1.10 6 285 +9
Total Volume and Open Interest 29,424 83,416 +1,175
Mexican Peso(IMM)
Sep00 000911 10728.0 10790.0 10728.0 10788.0 +60.0 109 9,981 -934
Dec00 000911 10455.0 10530.0 10455.0 10523.0 +68.0 1,621 3,693 +326
Total Volume and Open Interest 1,738 17,545 -600
30-Year T-Bonds(CBOT)
Sep00 000911 100~01 100~04 99~16 99~23 -0~13 7,178 71,060 -1,597
Dec00 000911 100~06 100~06 99~17 99~24 -0~13 165,585 346,212 +3,076
Mar01 000911 100~04 100~04 99~20 99~26 -0~12 14 1,162 +5
Total Volume and Open Interest 172,777 418,558 +1,484
Municipal Bonds(CBOT)
Sep00 000911 100~00 100~02 99~26 99~30 -0~08 1,431 11,813 -1,145
Dec00 000911 99~14 99~17 99~00 99~04 -0~11 1,747 11,513 +1,244
Total Volume and Open Interest 3,178 23,326 +99
10-Year T-Notes(CBOT)
Sep00 000911 100~075 100~080 99~290 100~010 -0~070 14,711 78,204 -8,643
Dec00 000911 100~050 100~050 99~255 99~300 -0~075 116,102 482,966 +6,367
Total Volume and Open Interest 130,813 561,649 -2,276
5-Year T-Notes(CBOT)
Sep00 000911 100~025 100~025 99~290 99~315 -0~035 13,246 19,374 -10,220
Dec00 000911 100~060 100~060 100~005 100~030 -0~045 46,641 354,155 +6,066
Mar01 000911 100~030 100~030 100~030 100~030 -0~045 0 7 +0
Total Volume and Open Interest 59,887 373,536 -4,154
2 Year T-Notes(CBOT)
Sep00 000911 99~100 99~100 99~091 99~096 -0~005 1,161 6,146 -841
Dec00 000911 99~109 99~109 99~100 99~106 -0~005 4,833 38,721 +627
Total Volume and Open Interest 5,994 44,867 -214
3-Mth T-Bills(IMM)
Dec00 000911 93.93 93.98 93.93 93.96 +0.01 224 1,043 +225
Total Volume and Open Interest 437 2,515 +46
Eurodollars(IMM)
Sep00 000911 93.340 93.340 93.335 93.340 -0.003 28,671 526,522 -3,954
Dec00 000911 93.220 93.235 93.210 93.235 unch 52,532 574,480 +8,362
Mar01 000911 93.320 93.330 93.305 93.330 -0.005 52,372 528,117 +1,152
Jun01 000911 93.315 93.320 93.290 93.320 -0.010 31,002 302,261 -747
Sep01 000911 93.295 93.300 93.275 93.300 -0.010 17,967 268,443 +3,151
Dec01 000911 93.230 93.230 93.200 93.230 -0.010 13,738 186,472 +3,681
Mar02 000911 93.270 93.275 93.250 93.270 -0.010 12,064 151,759 +4,232
Jun02 000911 93.250 93.255 93.230 93.255 -0.005 8,589 111,800 +2,221
Sep02 000911 93.240 93.245 93.215 93.240 -0.010 4,632 101,547 +1,569
Dec02 000911 93.175 93.175 93.150 93.170 -0.010 2,653 76,756 +203
Mar03 000911 93.215 93.215 93.190 93.215 -0.005 2,651 71,965 +98
Jun03 000911 93.190 93.190 93.170 93.190 -0.005 2,100 48,511 +189
Total Volume and Open Interest 247,622 3,345,534 +20,649
3-Mth Euro-Yen(IMM)
Sep00 000911 99.63 99.63 99.62 99.63 +0.01 1,435 12,002 +1,607
Dec00 000911 99.54 99.55 99.54 99.54 +0.01 547 11,671 +55
Mar01 000911 99.49 99.50 99.49 99.50 +0.03 2,459 15,485 +1,694
Jun01 000911 99.42 99.43 99.42 99.42 +0.03 912 9,150 +1,061
Sep01 000911 99.33 99.33 99.32 99.33 +0.01 2,001 16,317 -548
Dec01 000911 99.21 99.21 99.21 99.21 +0.03 423 3,562 +133
Mar02 000911 99.09 99.10 99.09 99.09 +0.02 106 3,223 +77
Jun02 000911 98.97 98.98 98.97 98.97 +0.02 0 625 +8
Sep02 000911 98.86 98.86 98.86 98.86 +0.02 0 36 +0
Dec02 000911 98.60 98.60 98.60 98.60 unch 0 30 +0
Total Volume and Open Interest 7,883 72,121 +4,087
3-Mth Euro-Yen(SIMEX)
Sep00 000911 99.62 99.63 99.61 99.63 +0.01 4,073 89,741 -1,003
Dec00 000911 99.54 99.54 99.53 99.54 unch 9,608 104,717 +1,874
Mar01 000911 99.48 99.50 99.47 99.49 +0.02 100 111,301 +2,102
Jun01 000911 99.39 99.43 99.39 99.42 +0.03 5,702 88,062 +395
Sep01 000911 99.31 99.33 99.31 99.33 +0.02 4,043 66,880 +1,248
Dec01 000911 99.17 99.20 99.17 99.20 +0.03 3,734 26,526 -1,173
Mar02 000911 99.08 99.10 99.08 99.10 +0.03 201 15,864 +392
Jun02 000911 98.99 98.99 98.99 98.99 +0.03 100 3,756 +78
Total Volume and Open Interest 27,561 511,553 +3,913
German Euro-Bund(EUREX)
Sep00 000907 104.76 105.01 104.70 104.96 +0.05 664,403 304,607 -200,037
Dec00 000911 104.70 104.84 104.52 104.64 +0.02 457,753 534,715 +65,713
Mar01 000911 104.85 104.90 104.80 104.80 +0.02 5,263 4,216 +252
Total Volume and Open Interest 463,016 538,931 +65,965
German Euro-Bobl(EUREX)
Sep00 000907 102.51 102.71 102.50 102.64 +0.06 255,637 159,687 -101,526
Dec00 000911 102.67 102.80 102.57 102.71 +0.09 189,907 256,835 +31,726
Mar01 000911 102.53 102.53 102.53 102.53 +0.16 0 2,530 -749
Total Volume and Open Interest 189,907 259,365 +30,977
Long Gilt(LIFFE)
Sep00 000911 112~15 112~19 112~14 112~17 +0~04 3,044 8,623 -928
Dec00 000911 112~04 112~09 112~02 112~06 +0~04 19,857 69,630 +5,865
Total Volume and Open Interest 22,901 78,253 +4,937
3-Mth Short Sterling(LIFFE)
Sep00 000911 93.78 93.79 93.78 93.78 unch 15,386 167,104 -1,613
Dec00 000911 93.66 93.67 93.64 93.65 unch 33,211 201,926 +6,216
Mar01 000911 93.64 93.67 93.63 93.64 +0.01 27,882 182,406 +3,108
Total Volume and Open Interest 105,920 889,358 +12,669
3-Mth Euribor(LIFFE)
Sep00 000911 95.110 95.120 95.095 95.115 +0.015 28,948 313,471 +151
Dec00 000911 94.720 94.740 94.685 94.720 +0.015 55,213 285,618 -226
Mar01 000911 94.695 94.705 94.655 94.685 +0.005 45,139 213,349 +960
Total Volume and Open Interest 183,645 1,333,060 +1,346
3-Mth Aus T-Bills(SFE)
Sep00 000907 93.45 93.51 93.44 93.50 +0.03 26,473 92,907 -31,199
Dec00 000911 93.34 93.38 93.32 93.38 +0.05 12,325 204,714 +5,067
Mar01 000911 93.31 93.32 93.26 93.31 +0.02 2,809 66,072 +592
Jun01 000911 93.31 93.35 93.30 93.35 +0.04 603 32,402 -145
Sep01 000911 93.32 93.37 93.32 93.37 +0.05 334 13,246 -97
Dec01 000911 93.33 93.37 93.33 93.37 +0.03 101 8,586 -13
Mar02 000911 93.34 93.39 93.34 93.39 +0.05 25 6,259 -311
Jun02 000911 93.34 93.40 93.34 93.40 +0.05 5 4,404 -183
Sep02 000911 93.35 93.38 93.35 93.38 +0.05 171 2,412 -50
Dec02 000911 93.35 93.36 93.35 93.36 +0.05 11 1,570 +0
Total Volume and Open Interest 16,419 344,399 -88,047
10-Year Aus T-Bonds(SFE)
Sep00 000911 93.92 93.93 93.86 93.87 -0.05 960 176,046 +4,895
Dec00 000911 93.92 93.94 93.88 93.88 -0.07 84 5,244 +1,354
Total Volume and Open Interest 1,044 181,290 +6,249
3-Year Aus T-Bonds(SFE)
Sep00 000911 93.75 93.79 93.73 93.78 +0.04 29,899 474,739 +17,322
Dec00 000911 93.75 93.78 93.74 93.78 +0.05 4,999 22,709 +8,733
Total Volume and Open Interest 34,898 497,448 +26,055
Gold(CMX)
Oct00 000911 274.3 274.5 272.7 274.0 -0.2 998 7,618 -105
Dec00 000911 276.6 277.3 275.9 276.8 unch 24,340 82,338 +6,475
Feb01 000911 279.7 279.7 279.5 279.5 unch 1,100 12,211 +613
Apr01 000911 282.5 282.5 282.1 282.1 unch 0 3,446 +2
Jun01 000911 284.7 284.7 284.7 284.7 unch 97 9,251 -56
Aug01 000911 287.2 287.2 287.2 287.2 unch 0 3,305 +0
Total Volume and Open Interest 26,661 135,367 +7,052
Silver(CMX)
Sep00 000911 490.5 491.0 488.5 488.5 -3.8 300 889 -267
Dec00 000911 495.5 497.0 493.0 493.7 -3.5 5,126 59,062 -209
Mar01 000911 500.0 500.0 498.9 498.9 -3.3 9 2,259 +1
May01 000911 504.0 504.0 501.9 501.9 -3.3 0 1,194 +0
Jul01 000911 504.7 504.7 504.7 504.7 -3.3 0 1,794 +4
Total Volume and Open Interest 5,438 72,525 -471
Platinum(NYM)
Oct00 000911 606.0 610.0 605.5 606.9 -5.2 535 8,372 -79
Jan01 000911 600.0 602.0 597.9 597.9 -5.2 83 1,782 -13
Total Volume and Open Interest 618 10,159 -92
Palladium(NYME)
Sep00 000911 738.00 761.30 710.00 761.30 unch 0 40 +0
Dec00 000911 760.00 760.00 751.00 753.65 -2.85 81 1,626 +17
Mar01 000911 750.65 750.65 750.65 750.65 -2.85 0 60 +0
Total Volume and Open Interest 81 1,726 +17
Copper(CMX)
Sep00 000911 91.10 91.30 90.70 91.30 +0.10 1,598 5,083 -454
Dec00 000911 91.60 92.20 91.30 92.05 +0.25 7,866 53,585 +1,353
Mar01 000911 91.45 92.10 91.30 91.85 +0.25 315 5,597 -110
May01 000911 91.40 91.40 91.40 91.40 +0.25 4 1,566 +3
Jul01 000911 91.00 91.00 91.00 91.00 +0.25 3 1,239 +2
Total Volume and Open Interest 10,148 83,254 +918
DJIA Index(CBOT)
Sep00 000911 11220 11290 11140 11219 -13 1,637 10,986 -766
Dec00 000911 11360 11440 11290 11368 -10 10,205 8,058 +1,036
Mar01 000911 11519 11519 11519 11519 -10 1 7 -1
Jun01 000911 11675 11675 11675 11675 -10      
Total Volume and Open Interest 11,843 19,057 +269
S & P 500(CME)
Sep00 000911 1492.00 1509.00 1484.50 1491.80 -4.80 13,792 158,693 -28,931
Dec00 000911 1514.80 1531.50 1506.00 1514.00 -5.00 104,025 285,247 +35,536
Mar01 000911 1533.50 1554.30 1533.00 1537.00 -5.30 2 1,618 +4
Jun01 000911 1557.80 1578.10 1552.80 1560.40 -5.70 0 1,319 +0
Total Volume and Open Interest 117,822 447,037 +6,608
S & P 500 E-Mini(Globex)
Sep00 000911 1497.00 1508.75 1484.00 1491.75 -4.75 3,227 42,275 -1,863
Dec00 000911 1518.00 1531.50 1505.75 1514.00 -5.00 80,415 13,070 +5,531
Total Volume and Open Interest 83,642 55,345 +3,668
NASDAQ 100(CME)
Sep00 000911 3795.00 3855.00 3695.00 3721.50 -86.50 475 23,158 -4,220
Dec00 000911 3855.00 3920.00 3752.00 3783.50 -87.00 18,265 17,294 +4,812
Mar01 000911 3846.00 3846.00 3846.00 3846.00 -87.00 0 34 +0
Total Volume and Open Interest 18,740 40,486 +592
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000911 3808.0 3858.5 3692.0 3721.5 -86.5 3,198 36,284 -1,170
Dec00 000911 3866.0 3920.0 3752.0 3783.5 -87.0 53,322 8,273 +3,440
Total Volume and Open Interest 56,520 44,557 +2,270
NYSE Composite(NYBOT)
Sep00 000911 674.75 681.25 674.75 678.40 +3.45      
Dec00 000911 684.00 691.50 684.00 687.80 +3.45      
Mar01 000911 697.20 697.20 697.20 697.20 +3.45      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000911 542.00 549.00 542.00 546.40 +2.45 144 9,032 -696
Dec00 000911 551.00 558.40 550.50 554.50 +2.50 51 6,882 +865
Mar01 000911 560.50 561.00 560.50 560.50 +2.50 0 1 +0
Total Volume and Open Interest 195 15,915 +169
Russell 2000(CME)
Sep00 000911 535.00 538.00 532.00 534.20 -0.15 166 7,536 -1,126
Dec00 000911 541.50 547.00 539.50 541.50 -0.15 424 6,399 +1,045
Mar01 000911 549.00 550.50 549.00 549.00 -0.15      
Total Volume and Open Interest 590 13,935 -81
Value Line(KCBT)
Sep00 000911 1161.00 1175.00 1161.00 1167.00 +2.50 47 201 +6
Total Volume and Open Interest 72 255 +16
Nikkei 225(CME)
Dec00 000911 16150 16165 16000 16055 -410 1,576 11,786 +1,196
Mar01 000911 16150 16150 16050 16085 -410 0 7 +0
Total Volume and Open Interest 1,592 23,066 +468
Nikkei 225(SIMEX)
Sep00 000907 16390 16450 16225 16440 +5 38,803 63,915 -16,879
Dec00 000911 16420 16450 16060 16095 -415 14,930 80,247 +1,186
Mar01 000911 16110 16110 16110 16110 -415 0 3,795 +0
Total Volume and Open Interest 14,930 84,452 +1,186
CAC 40(MATIF)
Sep00 000911 6705.0 6743.5 6653.0 6654.0 -61.0 51,636 0 -329,934
Oct00 000911 6728.5 6768.5 6682.5 6682.5 -59.5 1,081 0 -262
Nov00 000911 6753.5 6763.5 6722.5 6733.0 -20.5      
Total Volume and Open Interest 54,912    
DAX Index(EUREX)
Sep00 000911 7259.0 7278.0 7201.5 7224.5 -42.0 51,810 161,253 -229
Dec00 000911 7345.0 7364.0 7291.0 7313.0 -42.5 25,841 28,119 +13,459
Mar01 000911 7411.5 7443.5 7406.5 7411.0 -42.5 35 505 +0
Total Volume and Open Interest 77,686 189,877 +13,230
FT-SE 100(LIFFE)
Sep00 000911 6585.00 6603.00 6527.00 6572.00 -6.00 58,011 178,048 -22,691
Dec00 000911 6665.00 6684.00 6611.00 6656.50 -6.50 23,738 133,957 +18,079
Mar01 000911 6691.00 6720.00 6691.00 6720.00 -3.00 264 4,476 +14
Total Volume and Open Interest 82,013 316,481 -4,598
SPI 200(SFE)
Sep00 000911 3305.0 3318.0 3297.0 3309.0 -14.0 7,673 142,555 +3,537
Dec00 000911 3338.0 3347.0 3330.0 3341.0 -14.0 2,786 18,444 +2,427
Mar01 000911 3356.0 3356.0 3356.0 3356.0 -14.0 0 1,286 +0
Total Volume and Open Interest 10,459 162,459 +5,964
GSCI(CME)
Sep00 000911 248.20 257.70 247.60 254.80 +6.60 4,402 30,202 -3,992
Oct00 000911 245.60 255.00 245.50 252.50 +6.60 4,169 4,395 +3,616
Nov00 000911 249.50 252.00 249.50 249.50 +5.50      
Total Volume and Open Interest 8,571 34,598 -376
Bridge CRB Index(NYBOT)
Nov00 000911 227.25 229.20 227.25 228.35 +0.75 140 554 +4
Jan01 000911 228.25 228.25 228.10 228.10 +0.75 8 663 +0
Feb01 000911 226.50 226.90 226.35 226.35 +0.75 0 350 +0
Total Volume and Open Interest 148 1,567 +4
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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