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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 September 12, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000912 493.00 498.50 486.00 495.50 -0.25 1,938 1,643 -267
Nov00 000912 502.00 508.50 496.00 505.50 -0.50 23,493 87,451 -1,196
Jan01 000912 511.50 517.00 505.50 515.25 +0.25 2,788 14,411 +464
Mar01 000912 520.00 526.50 515.00 523.50 -1.00 1,724 12,147 +337
May01 000912 526.00 532.00 522.50 529.50 -1.25 875 10,716 +266
Jul01 000912 534.50 541.00 529.50 537.50 -0.50 955 13,773 +215
Aug01 000912 537.00 537.00 531.00 537.00 -1.00 5 210 -5
Total Volume and Open Interest 32,133 142,996 -95
Soybean Meal(CBOT)
Sep00 000912 170.30 172.20 168.40 171.80 +0.90 3,209 3,373 -946
Oct00 000912 167.90 170.00 165.40 169.80 +0.80 7,477 20,556 +587
Dec00 000912 169.30 171.80 166.70 171.10 +0.50 7,518 53,042 +549
Jan01 000912 170.10 172.20 167.30 171.30 +0.10 1,021 10,298 -138
Mar01 000912 171.00 173.00 168.50 172.70 +0.60 131 7,899 -2
May01 000912 171.50 173.40 168.80 173.00 +0.90 167 5,424 +23
Jul01 000912 173.00 174.80 170.50 174.80 +0.70 40 2,793 +36
Aug01 000912 172.30 174.00 170.00 173.70 +0.90 15 467 +12
Total Volume and Open Interest 19,581 104,299 +124
Soybean Oil(CBOT)
Sep00 000912 15.70 15.75 15.52 15.75 -0.05 2,218 1,262 -535
Oct00 000912 15.77 15.83 15.62 15.83 -0.05 4,014 22,394 -446
Dec00 000912 16.15 16.24 16.01 16.23 -0.06 4,846 61,002 -1,446
Jan01 000912 16.48 16.52 16.30 16.52 -0.06 1,255 17,530 -46
Mar01 000912 16.88 16.90 16.73 16.90 -0.07 342 11,102 +215
May01 000912 17.25 17.27 17.08 17.27 -0.07 691 9,058 +475
Jul01 000912 17.58 17.62 17.43 17.62 -0.06 16 6,085 +14
Aug01 000912 17.75 17.75 17.62 17.75 -0.02 3 1,250 +3
Total Volume and Open Interest 13,394 134,519 -1,762
Canola(WCE)
Sep00 000912 258.0 258.0 258.0 258.0 unch 0 5 -182
Nov00 000912 261.0 263.5 259.9 261.9 unch 5,692 43,629 -1,295
Jan01 000912 267.3 269.4 265.9 268.1 +0.2 1,573 10,078 +432
Mar01 000912 272.5 274.8 271.5 273.5 +0.5 1,306 3,371 +851
May01 000912 277.0 279.0 276.8 279.0 +1.3 54 1,423 +37
Total Volume and Open Interest 8,652 58,794 -157
Corn(CBOT)
Sep00 000912 182.25 183.00 180.00 182.50 -2.25 9,094 5,059 -2,512
Nov00 000912 190.00 190.75 188.00 190.00 -2.25 4,553 2,640 +37
Dec00 000912 193.00 194.25 191.50 194.00 -2.00 28,804 218,448 +128
Jan01 000912 197.50 197.50 195.50 197.25 -2.50 17 567 +6
Mar01 000912 205.00 206.00 203.25 206.00 -1.50 4,441 66,325 +914
May01 000912 211.75 213.00 210.25 212.50 -2.00 774 17,610 +305
Total Volume and Open Interest 50,231 353,833 +118
Wheat(CBOT)
Sep00 000912 246.00 246.00 241.75 245.00 -4.25 936 988 +47
Dec00 000912 261.00 262.25 257.00 261.00 -4.50 10,138 100,821 -51
Mar01 000912 277.50 279.00 274.00 277.75 -4.25 1,234 25,000 +467
May01 000912 287.00 288.75 285.00 287.50 -4.50 78 1,237 +6
Jul01 000912 297.00 297.50 293.00 297.00 -4.25 257 10,537 -199
Total Volume and Open Interest 12,681 139,366 +293
Wheat(KCBT)
Sep00 000912 291.00 293.50 288.25 293.50 -0.50 17 134 -437
Dec00 000912 306.00 307.50 302.00 306.75 -2.00 6,059 58,591 -1,186
Mar01 000912 320.00 321.25 316.50 320.75 -2.00 899 16,341 +111
May01 000912 327.50 329.50 324.75 329.50 -1.00 44 1,783 +3
Jul01 000912 334.50 336.00 332.25 336.00 -0.50 603 2,827 +521
Total Volume and Open Interest 7,627 79,697 -985
Wheat(MGE)
Sep00 000912 301.00 301.50 298.00 298.00 -4.00 16 15 -14
Dec00 000912 315.00 315.50 311.50 313.50 -4.00 2,811 16,750 -81
Mar01 000912 327.00 329.75 326.25 328.25 -3.00 409 4,899 +177
May01 000912 335.50 337.75 335.00 336.50 -2.75 53 856 +21
Jul01 000912 344.00 344.50 344.00 344.25 -2.75 40 293 +0
Total Volume and Open Interest 3,331 23,028 +105
Oats(CBOT)
Sep00 000912 102.50 102.50 102.00 102.00 -0.25 9 48 -17
Dec00 000912 111.75 112.25 110.75 111.50 -1.00 811 10,766 -142
Mar01 000912 121.25 122.25 120.25 121.00 -1.00 88 1,652 +8
May01 000912 126.00 126.00 126.00 126.00 -1.00 3 155 -1
Total Volume and Open Interest 931 12,804 -132
Rough Rice(CBOT)
Sep00 000912 6.75 6.86 6.75 6.83 +0.18 41 262 -5
Nov00 000912 6.49 6.65 6.33 6.45 +0.01 545 3,053 +128
Jan01 000912 6.64 6.75 6.42 6.56 +0.01 168 2,482 +42
Mar01 000912 6.80 6.85 6.56 6.68 +0.03 58 535 +38
Total Volume and Open Interest 850 6,465 +209
Live Cattle(CME)
Oct00 000912 67.300 67.450 66.900 67.025 -0.275 6,422 53,490 -1,816
Dec00 000912 69.400 69.525 68.900 69.050 -0.425 3,941 36,511 +1,107
Feb01 000912 70.700 70.725 70.250 70.350 -0.400 1,112 16,590 +303
Apr01 000912 72.825 72.850 72.475 72.550 -0.325 464 9,194 -47
Jun01 000912 70.500 70.500 70.150 70.150 -0.325 260 3,835 +114
Aug01 000912 70.675 70.675 70.375 70.375 -0.250 38 2,769 +0
Total Volume and Open Interest 12,294 122,933 -282
Feeder Cattle(CME)
Sep00 000912 85.250 85.250 84.875 84.875 -0.200 200 3,014 -109
Oct00 000912 85.650 85.700 84.950 85.175 -0.325 643 7,128 -156
Nov00 000912 86.300 86.350 85.750 85.875 -0.200 458 3,899 +116
Jan01 000912 86.850 86.900 86.550 86.675 -0.050 230 2,861 +69
Mar01 000912 86.800 86.925 86.600 86.650 -0.100 83 1,484 +65
Apr01 000912 86.850 86.900 86.675 86.775 -0.025 14 381 +12
May01 000912 86.850 86.975 86.700 86.700 -0.175 30 810 +10
Total Volume and Open Interest 1,671 19,643 +20
Lean Hogs(CME)
Oct00 000912 53.550 54.600 53.300 54.150 +0.775 2,931 17,351 -976
Dec00 000912 50.875 51.750 50.800 51.325 +0.450 2,136 13,583 +428
Feb01 000912 51.700 52.550 51.700 52.200 +0.400 320 3,973 -39
Apr01 000912 50.500 50.950 50.250 50.500 +0.150 31 1,713 -4
Jun01 000912 57.000 57.475 56.800 57.225 +0.375 55 673 +3
Jul01 000912 56.700 56.900 56.250 56.700 +0.350 9 236 -5
Aug01 000912 54.825 55.200 54.650 55.150 +0.450 7 128 +0
Oct01 000912 47.350 47.350 47.225 47.225 +0.125 7 23 +1
Total Volume and Open Interest 5,496 37,690 -592
Pork Bellies(CME)
Feb01 000912 64.700 65.700 64.150 64.300 -0.475 437 1,839 +48
Mar01 000912 65.250 65.250 64.000 64.000 -0.300 7 37 +3
May01 000912 64.900 65.600 64.350 64.900 unch 0 7 +0
Jul01 000912 63.400 63.400 62.400 63.400 -2.000 0 3 +0
Aug01 000912 62.050 62.050 62.000 62.050 -2.950 0 1 +0
Total Volume and Open Interest 444 1,887 +51
Cocoa(NYBOT)
Sep00 000912 773 778 773 778 +11 0 13 -19
Dec00 000912 815 820 808 818 +13 3,203 52,591 -62
Mar01 000912 844 849 840 848 +12 472 19,368 +69
May01 000912 860 871 860 871 +14 31 8,964 +9
Jul01 000912 888 894 888 894 +14 6 8,279 +1
Sep01 000912 912 920 911 920 +14 100 7,562 +100
Dec01 000912 948 952 948 952 +12 1 9,962 +1
Total Volume and Open Interest 3,815 122,925 +99
Coffee "C"(NYBOT)
Sep00 000912 78.50 78.65 78.00 78.65 +0.90 15 124 -14
Dec00 000912 82.75 84.00 82.10 83.90 +0.85 5,537 29,580 +387
Mar01 000912 87.70 88.50 86.80 88.50 +0.70 632 5,674 +24
May01 000912 90.50 91.00 90.00 91.00 +0.60 52 1,830 +14
Jul01 000912 93.25 93.80 93.20 93.80 +0.60 28 851 +14
Sep01 000912 95.75 96.60 95.75 96.60 +0.60 20 1,499 -1
Total Volume and Open Interest 6,301 39,824 +439
Orange Juice(NYBOT)
Nov00 000912 71.75 72.40 71.30 72.10 +0.80 732 17,539 -228
Jan01 000912 74.40 74.85 73.90 74.15 +0.35 337 5,087 +82
Mar01 000912 77.50 77.60 76.65 76.65 +0.20 230 5,141 +90
May01 000912 79.15 79.15 79.15 79.15 +0.45 2 675 +1
Jul01 000912 81.65 81.65 81.65 81.65 +0.70 2 299 +2
Total Volume and Open Interest 2,303 29,140 -515
Sugar #11(NYBOT)
Oct00 000912 10.42 10.53 10.31 10.47 +0.07 15,514 57,310 -3,187
Mar01 000912 10.30 10.40 10.18 10.36 +0.11 10,677 62,089 +3,747
May01 000912 9.86 9.95 9.80 9.94 +0.13 782 13,065 +114
Jul01 000912 9.33 9.41 9.30 9.40 +0.14 701 15,855 +329
Oct01 000912 9.03 9.11 9.03 9.11 +0.16 145 10,835 +15
Total Volume and Open Interest 27,974 164,480 +998
London Cocoa(LCE)
Sep00 000912 607 617 607 615 +6 922 8,907 -479
Dec00 000912 637 648 637 647 +8 2,825 57,607 -503
Mar01 000912 663 668 660 667 +8 796 42,315 +265
May01 000912 677 684 677 683 +8 95 20,738 +62
Jul01 000912 699 699 699 699 +8 20 8,329 +8
Sep01 000912 708 714 708 714 +8 11 16,978 +6
Dec01 000912 740 740 740 740 +8 0 5,001 +0
Total Volume and Open Interest 4,669 188,823 -641
London Coffee(LCE)
Sep00 000912 828.00 828.00 820.00 825.00 +1.00 239 2,779 -376
Nov00 000912 834.00 835.00 820.00 830.00 +1.00 2,174 34,817 +126
Jan01 000912 837.00 837.00 825.00 834.00 +3.00 566 11,330 -72
Mar01 000912 831.00 838.00 830.00 838.00 +5.00 254 4,400 +177
May01 000912 857.00 857.00 855.00 856.00 +5.00 14 2,407 +10
Jul01 000912 878.00 878.00 875.00 875.00 +5.00 1 485 +1
Total Volume and Open Interest 3,248 56,372 -134
London Sugar(LCE)
Oct00 000912 264.50 267.50 264.50 267.00 +2.10 5,269 5,703 -3,056
Dec00 000912 265.00 268.00 264.70 266.70 +1.40 1,567 14,360 +811
Mar01 000912 264.50 267.00 263.60 266.00 +1.60 550 12,619 +277
May01 000912 263.00 263.00 261.10 263.00 +1.90 122 1,859 -100
Aug01 000912 258.50 258.50 258.50 258.50 +2.00 0 3,186 +0
Total Volume and Open Interest 7,508 39,711 -2,068
Cotton(NYBOT)
Oct00 000912 63.90 63.95 63.00 63.18 -1.42 329 4,359 +112
Dec00 000912 65.80 65.80 64.65 64.86 -1.62 4,204 45,962 -144
Mar01 000912 66.70 67.30 66.30 66.55 -1.51 1,009 11,290 +357
May01 000912 67.80 67.80 67.01 67.20 -1.50 316 7,732 +70
Jul01 000912 68.60 68.70 67.65 67.85 -1.40 124 2,607 +50
Oct01 000912 64.60 64.60 64.60 64.60 -1.05 0 634 +0
Total Volume and Open Interest 18,080 76,227 +511
Lumber(CME)
Sep00 000912 221.0 223.7 219.5 222.7 +0.6 215 533 -120
Nov00 000912 237.6 239.7 235.5 239.4 +1.4 438 2,214 +50
Jan01 000912 249.6 250.4 247.9 250.1 -1.4 93 619 -1
Mar01 000912 259.8 259.8 259.0 259.0 +0.3 11 403 -3
Total Volume and Open Interest 758 3,895 -73
Crude Oil(NYM)
Oct00 000912 35.45 35.50 34.10 34.28 -0.86 101,518 118,737 -2,422
Nov00 000912 34.55 34.60 33.25 33.42 -0.80 80,015 96,267 +12,187
Dec00 000912 33.80 33.90 32.75 32.88 -0.66 30,057 56,906 +2,777
Jan01 000912 33.12 33.20 32.20 32.29 -0.58 7,431 28,202 +3,160
Feb01 000912 32.40 32.50 31.60 31.70 -0.53 2,069 14,981 +330
Mar01 000912 31.80 31.90 31.00 31.13 -0.50 2,326 13,230 +61
Apr01 000912 31.05 31.05 30.35 30.59 -0.47 478 8,336 +98
May01 000912 30.60 30.60 29.75 30.06 -0.44 1,215 6,999 +93
Jun01 000912 29.95 30.10 29.20 29.56 -0.41 2,566 23,089 +635
Jul01 000912 29.35 29.35 28.75 29.11 -0.40 399 8,280 -58
Total Volume and Open Interest 235,565 484,903 +16,204
Heating Oil(NYM)
Oct00 000912 106.50 107.60 103.20 104.68 -0.30 19,453 40,854 -4,705
Nov00 000912 105.25 106.40 102.30 103.66 -0.42 2,816 33,875 +5,878
Dec00 000912 103.30 104.45 100.50 102.06 -0.27 7,592 32,035 -492
Jan01 000912 101.60 102.60 99.20 100.16 -0.17 5,022 22,143 +534
Feb01 000912 97.60 98.75 95.80 96.56 -0.07 2,925 17,286 +676
Mar01 000912 91.80 92.30 89.85 90.46 +0.03 1,350 12,212 -202
Apr01 000912 87.00 87.20 85.50 85.71 -0.02 438 6,637 +326
May01 000912 83.25 83.25 82.01 82.01 -0.07 48 3,289 +1
Jun01 000912 79.25 79.80 79.25 79.26 -0.12 610 4,186 +135
Jul01 000912 79.30 79.30 78.06 78.06 -0.22 5 856 +5
Total Volume and Open Interest 40,273 177,480 +2,166
Unleaded Gas(NYM)
Oct00 000912 97.50 97.50 93.35 93.90 -3.45 19,054 30,413 -2,199
Nov00 000912 94.10 94.40 90.90 91.17 -2.92 12,801 16,484 +3,548
Dec00 000912 91.40 91.60 88.60 88.90 -2.19 3,101 8,158 +348
Jan01 000912 89.10 89.10 87.00 87.20 -1.69 573 3,081 +69
Feb01 000912 86.80 87.20 86.20 86.60 -1.44 232 3,958 +184
Mar01 000912 88.20 88.20 86.45 86.45 -1.39 252 2,271 +143
Apr01 000912 91.70 91.70 91.00 91.00 -1.24 167 3,480 +62
May01 000912 90.25 90.25 89.30 89.80 -1.04 115 1,028 +19
Total Volume and Open Interest 36,505 72,437 +2,348
Natural Gas(NYM)
Oct00 000912 5.060 5.060 4.960 5.008 -0.003 40,097 53,239 +1,802
Nov00 000912 5.180 5.180 5.050 5.105 -0.030 10,949 25,455 +1,471
Dec00 000912 5.270 5.285 5.155 5.209 -0.026 5,476 38,862 +798
Jan01 000912 5.235 5.260 5.130 5.178 -0.025 5,626 31,262 -627
Feb01 000912 4.965 4.990 4.900 4.913 -0.025 2,089 19,474 +349
Mar01 000912 4.690 4.710 4.600 4.636 -0.025 2,984 23,854 +812
Apr01 000912 4.385 4.395 4.320 4.346 -0.025 858 17,071 -78
May01 000912 4.290 4.300 4.230 4.251 -0.024 1,959 13,715 +695
Total Volume and Open Interest 73,727 379,095 +4,754
Brent Crude Oil(IPE)
Oct00 000912 33.90 34.37 32.26 32.48 -1.14 41,223 42,674 -6,080
Nov00 000912 33.75 34.38 32.43 32.68 -0.90 42,302 69,622 +10,393
Dec00 000912 33.51 33.90 32.15 32.32 -0.86 11,716 47,163 +2,731
Jan01 000912 32.90 32.95 31.52 31.66 -0.79 1,275 23,416 -881
Feb01 000912 32.17 32.18 30.90 30.99 -0.78 798 12,193 +80
Mar01 000912 31.20 31.25 30.23 30.31 -0.76 2,188 10,854 +715
Apr01 000912 30.40 30.60 29.47 29.59 -0.72 812 5,106 -89
May01 000912 29.70 29.71 28.93 28.93 -0.71 105 2,604 -949
Total Volume and Open Interest 103,507 259,568 +6,778
Gas Oil(IPE)
Sep00 000912 340.00 350.00 337.50 337.50 unch 12,336 7,815 -6,172
Oct00 000912 333.00 341.50 328.00 330.25 +0.25 15,806 48,376 +3,367
Nov00 000912 325.00 331.00 319.50 321.00 unch 3,713 18,899 -67
Dec00 000912 316.00 321.00 310.00 310.75 -0.25 4,717 26,235 -285
Jan01 000912 309.00 310.00 301.50 301.50 -0.50 2,247 9,666 +151
Feb01 000912 296.25 298.00 291.00 291.00 unch 50 5,163 -50
Mar01 000912 281.00 281.00 278.00 278.00 unch 1,150 5,119 +991
Apr01 000912 270.75 273.00 266.00 266.00 -1.00 0 2,486 +0
Total Volume and Open Interest 40,019 134,291 -2,265
US Dollar Index(NYBOT)
Sep00 000912 115.40 115.59 114.58 115.13 -0.27 2,380 2,107 -1,830
Dec00 000912 115.14 115.38 114.33 114.92 -0.26 3,000 3,222 +328
Mar01 000912 114.71 114.71 114.71 114.71 -0.25 4,770 5,335 -1,501
Total Volume and Open Interest 5,381 5,335 -1,501
Australian Dollar(IMM)
Sep00 000912 55.84 56.15 55.83 55.88 -0.23 12,820 16,122 -4,093
Dec00 000912 55.91 56.25 55.84 55.90 -0.23 11,903 15,351 +6,952
Mar01 000912 55.92 55.92 55.92 55.92 -0.23 8 725 +6
Total Volume and Open Interest 24,735 32,204 +2,869
British Pound(IMM)
Sep00 000912 140.20 141.50 140.10 140.70 -0.18 16,723 27,132 -6,669
Dec00 000912 140.38 141.76 140.30 140.88 -0.18 22,021 25,578 +11,902
Mar01 000912 141.08 141.70 140.40 141.08 -0.18 3 20 +0
Total Volume and Open Interest 38,747 52,732 +5,233
Canadian Dollar(IMM)
Sep00 000912 67.56 67.67 67.49 67.52 -0.07 22,518 40,691 -6,737
Dec00 000912 67.73 67.81 67.60 67.66 -0.07 13,400 28,271 +9,466
Mar01 000912 67.95 67.95 67.82 67.82 -0.07 48 850 +22
Jun01 000912 68.00 68.00 67.97 67.98 -0.07 43 172 +19
Total Volume and Open Interest 36,012 70,006 +2,772
Japanese Yen(IMM)
Sep00 000912 94.05 94.05 93.50 93.62 -0.79 11,930 52,789 -3,047
Dec00 000912 95.51 95.54 94.98 95.10 -0.81 17,476 36,684 +10,053
Mar01 000912 96.58 96.61 96.58 96.61 -0.83 47 286 +11
Total Volume and Open Interest 29,491 89,796 +7,047
Swiss Franc(IMM)
Sep00 000912 56.65 56.97 56.39 56.61 +0.19 24,161 40,600 -2,877
Dec00 000912 57.08 57.44 56.80 57.06 +0.20 13,292 29,471 +8,765
Mar01 000912 57.55 57.80 57.35 57.49 +0.20 2 13 +1
Total Volume and Open Interest 37,455 70,086 +5,889
EuroFX(IMM)
Sep00 000912 86.13 86.92 85.90 86.29 +0.40 15,948 58,733 -5,925
Dec00 000912 86.54 87.32 86.22 86.68 +0.41 18,900 24,759 +6,286
Mar01 000912 86.90 87.65 86.70 87.02 +0.41 51 309 +24
Total Volume and Open Interest 34,899 83,801 +385
Mexican Peso(IMM)
Sep00 000912 10780.0 10810.0 10755.0 10793.0 +5.0 10,159 8,218 -1,763
Dec00 000912 10523.0 10540.0 10485.0 10523.0 unch 8,180 6,451 +2,758
Total Volume and Open Interest 18,374 18,542 +997
30-Year T-Bonds(CBOT)
Sep00 000912 99~26 100~01 99~11 99~20 -0~03 13,142 60,659 -10,401
Dec00 000912 99~24 100~03 99~12 99~22 -0~02 146,727 345,711 -501
Mar01 000912 99~31 99~31 99~17 99~22 -0~04 286 1,343 +181
Total Volume and Open Interest 160,155 407,837 -10,721
Municipal Bonds(CBOT)
Sep00 000912 100~01 100~08 99~24 99~30 unch 1,207 10,988 -825
Dec00 000912 99~06 99~18 98~30 99~05 +0~01 1,632 12,206 +693
Total Volume and Open Interest 2,839 23,194 -132
10-Year T-Notes(CBOT)
Sep00 000912 100~020 100~045 99~285 100~010 unch 20,120 53,024 -25,180
Dec00 000912 99~305 100~030 99~255 99~310 +0~010 125,490 497,176 +14,210
Total Volume and Open Interest 145,610 550,679 -10,970
5-Year T-Notes(CBOT)
Sep00 000912 100~005 100~005 99~295 100~000 +0~005 8,617 11,896 -7,478
Dec00 000912 100~025 100~055 100~005 100~035 +0~005 43,193 357,908 +3,753
Mar01 000912 100~035 100~035 100~035 100~035 +0~005 0 7 +0
Total Volume and Open Interest 51,810 369,811 -3,725
2 Year T-Notes(CBOT)
Sep00 000912 99~098 99~098 99~092 99~095 -0~001 1,967 5,414 -732
Dec00 000912 99~107 99~110 99~102 99~105 -0~001 3,260 39,850 +1,129
Total Volume and Open Interest 5,227 45,264 +397
3-Mth T-Bills(IMM)
Dec00 000912 94.02 94.02 93.99 93.99 +0.03 42 1,070 +27
Total Volume and Open Interest 112 2,560 +45
Eurodollars(IMM)
Sep00 000912 93.340 93.340 93.335 93.340 unch 23,038 519,697 -6,825
Dec00 000912 93.230 93.245 93.230 93.240 +0.005 44,940 567,479 -7,001
Mar01 000912 93.335 93.350 93.325 93.340 +0.010 49,635 526,298 -1,819
Jun01 000912 93.325 93.340 93.310 93.330 +0.010 24,267 302,359 +98
Sep01 000912 93.310 93.320 93.295 93.315 +0.015 24,620 270,546 +2,103
Dec01 000912 93.240 93.240 93.220 93.240 +0.010 11,567 187,869 +1,397
Mar02 000912 93.275 93.290 93.260 93.285 +0.015 7,461 151,175 -584
Jun02 000912 93.260 93.265 93.240 93.265 +0.010 5,810 112,348 +548
Sep02 000912 93.250 93.255 93.230 93.250 +0.010 7,204 101,856 +309
Dec02 000912 93.170 93.185 93.160 93.180 +0.010 3,221 77,456 +700
Mar03 000912 93.230 93.230 93.205 93.220 +0.005 6,556 71,848 -117
Jun03 000912 93.195 93.195 93.185 93.195 +0.005 3,430 48,572 +61
Total Volume and Open Interest 232,152 3,335,844 -9,690
3-Mth Euro-Yen(IMM)
Sep00 000912 99.63 99.63 99.61 99.63 unch 1,551 13,056 +1,054
Dec00 000912 99.54 99.54 99.53 99.54 unch 629 12,383 +712
Mar01 000912 99.49 99.50 99.49 99.50 unch 2,568 15,618 +133
Jun01 000912 99.42 99.43 99.40 99.42 unch 941 9,714 +564
Sep01 000912 99.33 99.33 99.32 99.33 unch 145 16,510 +193
Dec01 000912 99.21 99.21 99.20 99.21 unch 25 3,329 -233
Mar02 000912 99.10 99.11 99.10 99.10 +0.01 0 3,215 -8
Jun02 000912 98.99 99.00 98.99 98.99 +0.02 0 625 +0
Sep02 000912 98.88 98.88 98.88 98.88 +0.02 0 36 +0
Dec02 000912 98.60 98.60 98.60 98.60 unch 0 30 +0
Total Volume and Open Interest 5,859 74,516 +2,395
3-Mth Euro-Yen(SIMEX)
Dec00 000912 99.54 99.54 99.54 99.54 unch 100 104,446 -271
Mar01 000912 99.50 99.50 99.49 99.49 unch 50 111,647 +346
Jun01 000912 99.42 99.43 99.42 99.42 unch 12,858 91,001 +2,939
Sep01 000912 99.33 99.34 99.33 99.33 unch 7,011 68,276 +1,396
Dec01 000912 99.21 99.21 99.21 99.21 +0.01 2,049 26,808 +282
Mar02 000912 99.11 99.12 99.11 99.11 +0.01 280 16,135 +271
Jun02 000912 99.00 99.00 99.00 99.00 +0.01 320 3,764 +8
Sep02 000912 98.85 98.85 98.85 98.85 +0.02 0 3,378 +0
Total Volume and Open Interest 28,983 515,845 +4,292
German Euro-Bund(EUREX)
Dec00 000912 104.66 104.86 104.55 104.64 unch 413,860 505,796 -28,919
Mar01 000912 104.75 104.90 104.75 104.77 -0.03 2,154 4,579 +363
Jun01 000912 104.52 104.52 104.52 104.52 unch      
Total Volume and Open Interest 416,014 510,375  
German Euro-Bobl(EUREX)
Dec00 000912 102.74 102.88 102.66 102.81 +0.10 188,742 265,617 +8,782
Mar01 000912 102.60 102.60 102.60 102.60 +0.07 0 2,205 -325
Jun01 000912 102.16 102.16 102.16 102.16 +0.10      
Total Volume and Open Interest 188,742 267,822  
Long Gilt(LIFFE)
Sep00 000912 112~18 112~21 111~25 111~26 -0~24 762 8,050 -573
Dec00 000912 112~06 112~10 111~12 111~14 -0~24 8,124 71,652 +2,022
Total Volume and Open Interest 12,016 79,702 +1,449
3-Mth Short Sterling(LIFFE)
Sep00 000912 93.78 93.80 93.78 93.79 +0.01 9,133 161,840 -5,264
Dec00 000912 93.66 93.68 93.64 93.66 +0.01 19,132 202,085 +159
Mar01 000912 93.64 93.68 93.62 93.65 +0.01 11,629 182,916 +510
Total Volume and Open Interest 49,372 888,409 -949
3-Mth Euribor(LIFFE)
Sep00 000912 95.110 95.140 95.110 95.130 +0.015 22,169 308,754 -4,717
Dec00 000912 94.730 94.765 94.720 94.745 +0.025 65,473 283,660 -1,958
Mar01 000912 94.695 94.725 94.685 94.710 +0.025 56,814 220,806 +7,457
Total Volume and Open Interest 193,470 1,330,031 -3,029
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 000912 93.35 93.37 93.34 93.36 -0.02 16,079 196,615 -8,099
Mar01 000912 93.27 93.28 93.26 93.28 -0.03 10,226 69,724 +3,652
Jun01 000912 93.31 93.32 93.30 93.32 -0.03 1,803 33,661 +1,259
Sep01 000912 93.33 93.35 93.33 93.35 -0.02 376 13,634 +388
Dec01 000912 93.35 93.36 93.35 93.36 -0.01 134 8,656 +70
Mar02 000912 93.35 93.38 93.35 93.38 -0.01 166 6,374 +115
Jun02 000912 93.35 93.39 93.35 93.39 -0.01 56 4,241 -163
Sep02 000912 93.35 93.38 93.35 93.38 unch 170 2,511 +99
Dec02 000912 93.36 93.37 93.36 93.37 +0.01 10 1,570 +0
Total Volume and Open Interest 29,140 341,460 -2,939
10-Year Aus T-Bonds(SFE)
Sep00 000912 93.89 93.92 93.87 93.89 +0.01 9,613 172,055 -3,991
Dec00 000912 93.90 93.93 93.89 93.89 +0.02 3,709 8,629 +3,385
Total Volume and Open Interest 13,322 180,684 -606
3-Year Aus T-Bonds(SFE)
Sep00 000912 93.74 93.76 93.72 93.76 -0.02 33,175 440,113 -34,626
Dec00 000912 93.74 93.76 93.73 93.75 -0.03 12,859 27,258 +4,549
Total Volume and Open Interest 46,034 467,371 -30,077
Gold(CMX)
Oct00 000912 273.4 276.8 273.4 273.8 -0.2 2,157 6,677 -941
Dec00 000912 276.5 279.5 276.4 276.6 -0.2 13,640 83,390 +1,052
Feb01 000912 280.8 282.0 279.3 279.3 -0.2 227 12,055 -156
Apr01 000912 282.5 282.5 281.9 281.9 -0.2 235 3,562 +116
Jun01 000912 285.5 285.5 284.5 284.5 -0.2 320 9,446 +195
Aug01 000912 287.0 287.0 287.0 287.0 -0.2 0 3,305 +0
Total Volume and Open Interest 16,594 135,633 +266
Silver(CMX)
Sep00 000912 493.5 494.0 490.0 490.9 +2.4 120 791 -98
Dec00 000912 494.0 498.5 494.0 496.2 +2.5 6,263 59,622 +560
Mar01 000912 500.0 501.4 500.0 501.4 +2.5 79 2,292 +33
May01 000912 504.3 504.3 504.3 504.3 +2.4 1 1,195 +1
Jul01 000912 507.0 507.0 507.0 507.0 +2.3 0 1,794 +0
Total Volume and Open Interest 6,470 73,025 +500
Platinum(NYM)
Oct00 000912 606.0 611.0 605.0 606.2 -0.7 431 8,066 -306
Jan01 000912 596.0 602.0 596.0 596.2 -1.7 155 1,875 +93
Total Volume and Open Interest 586 9,946 -213
Palladium(NYME)
Sep00 000912 738.00 761.30 710.00 761.30 unch 0 40 +0
Dec00 000912 760.00 770.00 760.00 767.90 +14.25 50 1,660 +34
Mar01 000912 764.90 764.90 764.90 764.90 +14.25 0 60 +0
Total Volume and Open Interest 50 1,760 +34
Copper(CMX)
Sep00 000912 91.45 92.85 91.30 92.85 +1.55 628 4,653 -430
Dec00 000912 92.05 93.60 91.90 93.60 +1.55 5,047 53,515 -70
Mar01 000912 92.00 93.50 91.90 93.40 +1.55 97 5,612 +15
May01 000912 91.70 93.00 91.70 93.00 +1.60 0 1,566 +0
Jul01 000912 91.60 92.70 91.60 92.60 +1.60 0 1,239 +0
Total Volume and Open Interest 5,932 82,841 -413
DJIA Index(CBOT)
Sep00 000912 11220 11305 11120 11303 +84 3,129 9,595 -1,391
Dec00 000912 11368 11460 11265 11452 +84 14,556 9,754 +1,696
Mar01 000912 11512 11602 11450 11602 +83 0 7 +0
Jun01 000912 11758 11758 11758 11758 +83      
Total Volume and Open Interest 17,685 19,362 +305
S & P 500(CME)
Sep00 000912 1493.00 1498.30 1481.00 1481.90 -9.90 91,387 132,744 -25,949
Dec00 000912 1515.50 1521.00 1503.00 1504.00 -10.00 117,693 315,074 +29,827
Mar01 000912 1539.50 1543.00 1527.00 1527.00 -10.00 513 1,869 +251
Jun01 000912 1550.40 1566.40 1550.40 1550.40 -10.00 6 1,315 -4
Total Volume and Open Interest 209,606 451,162 +4,125
S & P 500 E-Mini(Globex)
Sep00 000912 1492.00 1498.25 1481.00 1482.00 -9.75 2,965 39,833 -2,442
Dec00 000912 1514.25 1520.75 1502.75 1504.00 -10.00 101,121 18,244 +5,174
Total Volume and Open Interest 104,086 58,077 +2,732
NASDAQ 100(CME)
Sep00 000912 3750.00 3795.00 3645.00 3661.00 -60.50 9,883 19,798 -3,360
Dec00 000912 3812.00 3860.00 3705.00 3723.00 -60.50 22,674 20,141 +2,847
Mar01 000912 3785.50 3785.50 3785.50 3785.50 -60.50 0 34 +0
Total Volume and Open Interest 32,557 39,973 -513
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000912 3721.0 3796.5 3643.5 3661.0 -60.5 1,622 35,826 -458
Dec00 000912 3785.0 3863.0 3703.0 3723.0 -60.5 64,248 9,772 +1,499
Total Volume and Open Interest 65,970 45,598 +1,041
NYSE Composite(NYBOT)
Sep00 000912 678.50 678.50 676.00 676.00 -2.40      
Dec00 000912 687.25 687.75 685.25 685.40 -2.40      
Mar01 000912 697.00 697.00 694.80 694.80 -2.40      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000912 546.50 548.00 542.00 543.35 -3.05 3,692 8,099 -933
Dec00 000912 555.00 557.00 549.90 551.50 -3.00 4,306 8,705 +1,823
Mar01 000912 557.50 557.50 557.00 557.50 -3.00 0 1 +0
Total Volume and Open Interest 7,998 16,805 +890
Russell 2000(CME)
Sep00 000912 535.00 536.50 532.00 533.55 -0.65 4,060 6,003 -1,533
Dec00 000912 544.00 545.00 538.50 540.95 -0.55 5,893 7,722 +1,323
Mar01 000912 548.45 548.45 547.50 548.45 -0.55      
Total Volume and Open Interest 9,953 13,725 -210
Value Line(KCBT)
Sep00 000912 1169.00 1171.00 1163.00 1163.00 -4.00 32 180 -21
Total Volume and Open Interest 44 241 -14
Nikkei 225(CME)
Dec00 000912 16130 16210 16005 16115 +60 1,010 11,840 +54
Mar01 000912 16145 16185 16145 16145 +60 1 8 +1
Total Volume and Open Interest 1,011 11,859 -11,207
Nikkei 225(SIMEX)
Sep00 000907 16390 16450 16225 16440 +5 38,803 63,915 -16,879
Dec00 000912 16095 16125 15865 16065 -30 14,802 81,826 +1,579
Mar01 000912 16080 16080 16080 16080 -30 0 3,795 +0
Total Volume and Open Interest 14,802 86,031 +1,579
CAC 40(MATIF)
Sep00 000912 6659.0 6722.0 6622.0 6691.0 +37.0 44,052 0 +0
Oct00 000912 6699.5 6739.5 6660.0 6739.5 +57.0 2,273 0 +0
Nov00 000912 6676.0 6766.5 6675.0 6766.5 +33.5 45 0 +0
Total Volume and Open Interest 47,005    
DAX Index(EUREX)
Sep00 000912 7185.0 7207.0 7133.0 7145.5 -79.0 69,214 138,728 -22,525
Dec00 000912 7267.0 7293.0 7223.0 7234.0 -79.0 39,857 48,109 +19,990
Mar01 000912 7342.5 7342.5 7330.5 7330.5 -80.5 13 520 +15
Total Volume and Open Interest 109,084 187,357 -2,520
FT-SE 100(LIFFE)
Sep00 000912 6540.00 6586.00 6524.00 6553.00 -19.00 62,274 142,082 -35,966
Dec00 000912 6619.50 6670.00 6619.50 6638.00 -18.50 39,701 163,628 +29,671
Mar01 000912 6701.00 6701.00 6701.00 6701.00 -19.00 500 4,976 +500
Total Volume and Open Interest 103,632 310,686 -5,795
SPI 200(SFE)
Sep00 000912 3310.0 3334.0 3303.0 3329.0 +20.0 6,685 140,306 -2,249
Dec00 000912 3338.0 3368.0 3338.0 3363.0 +22.0 795 18,307 -137
Mar01 000912 3387.0 3387.0 3387.0 3387.0 +31.0 0 1,286 +0
Total Volume and Open Interest 7,480 160,073 -2,386
GSCI(CME)
Sep00 000912 256.65 257.25 250.20 251.70 -3.10 5,026 25,573 -4,629
Oct00 000912 254.05 255.00 248.40 249.60 -2.90 4,959 8,681 +4,286
Nov00 000912 247.30 251.60 247.00 247.30 -2.20      
Total Volume and Open Interest 9,985 34,255 -343
Bridge CRB Index(NYBOT)
Nov00 000912 228.90 229.30 228.50 228.90 +0.55 150 564 +10
Jan01 000912 229.05 229.05 228.65 228.65 +0.55 1 664 +1
Feb01 000912 226.90 226.90 226.90 226.90 +0.55 2 351 +1
Total Volume and Open Interest 153 1,579 +12
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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