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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 Wed September 13, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Sep00 000913 497.00 497.00 488.00 488.75 -6.75 1,988 1,334 -309
Nov00 000913 506.00 508.00 498.00 499.50 -6.00 47,991 87,572 +121
Jan01 000913 515.50 517.00 508.00 509.00 -6.25 3,854 14,826 +415
Mar01 000913 524.50 526.50 517.00 518.00 -5.50 1,612 12,388 +241
May01 000913 531.00 532.50 524.00 525.50 -4.00 1,256 11,010 +294
Jul01 000913 540.00 540.00 532.00 533.75 -3.75 1,545 14,182 +409
Aug01 000913 533.25 533.25 533.25 533.25 -3.75 33 231 +21
Total Volume and Open Interest 58,529 144,350 +1,354
Soybean Meal(CBOT)
Sep00 000913 172.50 173.50 171.80 172.90 +1.10 3,235 2,526 -847
Oct00 000913 170.30 170.50 167.70 167.80 -2.00 10,534 20,316 -240
Dec00 000913 171.80 171.80 168.40 168.70 -2.40 12,735 54,250 +1,208
Jan01 000913 172.50 172.50 169.20 169.40 -1.90 1,484 10,476 +178
Mar01 000913 173.30 173.30 170.30 170.30 -2.40 336 8,104 +205
May01 000913 173.30 173.30 170.20 170.30 -2.70 122 5,460 +36
Jul01 000913 174.50 175.00 171.30 171.90 -2.90 193 2,901 +108
Aug01 000913 174.00 174.00 170.50 170.80 -2.90 15 482 +15
Total Volume and Open Interest 28,654 104,962 +663
Soybean Oil(CBOT)
Sep00 000913 15.80 15.80 15.55 15.65 -0.10 1,678 1,104 -158
Oct00 000913 15.88 15.88 15.58 15.70 -0.13 5,727 21,411 -983
Dec00 000913 16.23 16.24 15.98 16.10 -0.13 7,848 61,288 +286
Jan01 000913 16.54 16.54 16.30 16.39 -0.13 973 17,763 +233
Mar01 000913 16.92 16.92 16.70 16.76 -0.14 87 11,059 -43
May01 000913 17.27 17.27 17.10 17.15 -0.12 546 9,412 +354
Jul01 000913 17.64 17.64 17.45 17.50 -0.12 380 6,248 +163
Aug01 000913 17.80 17.80 17.63 17.63 -0.12 8 1,244 -6
Total Volume and Open Interest 17,259 134,367 -152
Canola(WCE)
Sep00 000913 258.0 258.0 258.0 258.0 unch 0 5 +0
Nov00 000913 262.5 262.7 260.4 260.5 -1.4 8,148 43,124 -505
Jan01 000913 268.7 268.7 266.5 266.8 -1.3 2,067 11,837 +1,759
Mar01 000913 272.3 272.6 272.3 272.3 -1.2 46 3,382 +11
May01 000913 277.1 277.1 277.1 277.1 -1.9 12 1,425 +2
Total Volume and Open Interest 10,273 60,061 +1,267
Corn(CBOT)
Sep00 000913 183.50 183.75 180.25 180.50 -2.00 7,030 3,679 -1,380
Nov00 000913 190.50 190.75 187.25 187.50 -2.50 601 2,791 +151
Dec00 000913 195.25 195.25 191.25 191.50 -2.50 51,692 217,958 -490
Jan01 000913 197.50 198.00 195.25 195.50 -1.75 6 567 +0
Mar01 000913 206.75 207.00 203.00 203.50 -2.50 4,488 66,834 +509
May01 000913 213.50 213.75 210.25 210.50 -2.00 1,969 18,155 +545
Total Volume and Open Interest 68,631 353,544 -289
Wheat(CBOT)
Sep00 000913 245.00 246.00 240.00 242.00 -3.00 298 477 -511
Dec00 000913 261.00 261.75 255.00 257.00 -4.00 23,405 101,967 +1,146
Mar01 000913 278.50 278.50 272.00 274.00 -3.75 2,175 25,140 +140
May01 000913 288.50 288.50 282.25 284.00 -3.50 186 1,290 +53
Jul01 000913 297.50 297.50 291.50 293.25 -3.75 695 10,597 +60
Total Volume and Open Interest 26,884 140,278 +912
Wheat(KCBT)
Sep00 000913 289.00 291.00 289.00 291.00 -2.50 126 83 -51
Dec00 000913 308.25 308.25 302.50 304.75 -2.00 7,013 58,197 -394
Mar01 000913 322.00 322.50 316.25 318.50 -2.25 1,113 16,501 +160
May01 000913 327.75 327.75 325.00 326.50 -3.00 61 1,759 -24
Jul01 000913 337.50 337.50 331.50 334.25 -1.75 138 2,805 -22
Total Volume and Open Interest 8,451 79,366 -331
Wheat(MGE)
Sep00 000913 295.00 297.00 295.00 297.00 -1.00 9 9 -6
Dec00 000913 314.50 314.75 310.50 311.00 -2.50 2,912 16,796 +46
Mar01 000913 329.50 329.50 325.50 326.00 -2.25 945 4,623 -276
May01 000913 337.00 337.25 334.00 334.00 -2.50 75 903 +47
Jul01 000913 342.50 343.50 342.25 343.50 -0.75 1 293 +0
Total Volume and Open Interest 3,945 22,842 -186
Oats(CBOT)
Sep00 000913 103.00 103.00 102.00 102.75 +0.75 6 44 -4
Dec00 000913 112.50 112.50 110.25 110.50 -1.00 798 10,880 +114
Mar01 000913 122.00 122.00 120.00 120.00 -1.00 110 1,670 +18
May01 000913 125.25 125.25 125.25 125.25 -0.75 0 155 +0
Total Volume and Open Interest 916 12,933 +129
Rough Rice(CBOT)
Sep00 000913 6.78 6.85 6.78 6.80 -0.03 45 203 -59
Nov00 000913 6.43 6.48 6.34 6.48 +0.03 474 3,168 +115
Jan01 000913 6.52 6.59 6.45 6.59 +0.03 196 2,557 +75
Mar01 000913 6.58 6.68 6.58 6.68 unch 81 588 +53
Total Volume and Open Interest 809 6,654 +189
Live Cattle(CME)
Oct00 000913 67.000 67.200 66.850 66.950 -0.075 8,999 50,933 -2,557
Dec00 000913 69.000 69.200 68.825 68.900 -0.150 5,373 38,483 +1,972
Feb01 000913 70.250 70.500 70.050 70.200 -0.150 1,273 16,889 +299
Apr01 000913 72.400 72.550 72.175 72.375 -0.175 423 9,267 +73
Jun01 000913 70.150 70.250 69.800 70.000 -0.150 141 3,874 +39
Aug01 000913 70.425 70.425 70.150 70.200 -0.175 125 2,774 +5
Total Volume and Open Interest 16,391 122,816 -117
Feeder Cattle(CME)
Sep00 000913 84.875 84.950 84.725 84.725 -0.150 389 2,730 -284
Oct00 000913 85.050 85.150 84.700 84.900 -0.275 1,067 7,071 -57
Nov00 000913 85.750 86.000 85.450 85.600 -0.275 480 3,936 +37
Jan01 000913 86.550 86.700 86.200 86.375 -0.300 444 2,913 +52
Mar01 000913 86.600 86.675 86.225 86.400 -0.250 77 1,515 +31
Apr01 000913 86.650 86.650 86.400 86.450 -0.325 38 403 +22
May01 000913 86.500 86.750 86.400 86.450 -0.250 25 817 +7
Total Volume and Open Interest 2,535 19,465 -178
Lean Hogs(CME)
Oct00 000913 54.025 54.725 53.625 54.125 -0.025 5,358 16,588 -763
Dec00 000913 51.200 51.700 50.725 51.125 -0.200 3,491 14,414 +831
Feb01 000913 52.200 52.550 51.775 52.175 -0.025 489 4,070 +97
Apr01 000913 50.550 50.950 50.450 50.525 +0.025 55 1,717 +4
Jun01 000913 57.450 57.650 57.200 57.325 +0.100 15 684 +11
Jul01 000913 56.750 56.900 56.500 56.750 +0.050 8 231 -5
Aug01 000913 54.775 55.200 54.750 55.200 +0.050 4 132 +4
Oct01 000913 47.200 47.200 47.125 47.125 -0.100 1 24 +1
Total Volume and Open Interest 9,421 37,870 +180
Pork Bellies(CME)
Feb01 000913 64.200 65.000 63.825 64.100 -0.200 396 1,848 +9
Mar01 000913 63.800 64.250 63.800 63.875 -0.125 4 37 +0
May01 000913 64.700 64.900 64.450 64.450 -0.450 0 7 +0
Jul01 000913 65.125 65.125 65.125 65.125 +1.725 2 3 +0
Aug01 000913 64.000 64.000 64.000 64.000 +1.950 2 1 +0
Total Volume and Open Interest 404 1,896 +9
Cocoa(NYBOT)
Sep00 000913 796 798 793 798 +20 28 36 +23
Dec00 000913 818 840 817 838 +20 1,536 52,269 -322
Mar01 000913 848 868 848 866 +18 355 19,373 +5
May01 000913 880 889 875 889 +18 69 8,961 -3
Jul01 000913 908 912 908 912 +18 5 8,279 +0
Sep01 000913 931 938 931 938 +18 3 7,563 +1
Dec01 000913 967 975 966 973 +21 7 9,953 -9
Total Volume and Open Interest 2,003 122,620 -305
Coffee "C"(NYBOT)
Sep00 000913 79.00 80.00 79.00 79.55 +0.90 22 119 -5
Dec00 000913 83.25 85.25 83.25 84.75 +0.85 3,911 29,309 -271
Mar01 000913 88.00 89.75 88.00 89.50 +1.00 410 5,627 -47
May01 000913 90.75 92.35 90.75 92.15 +1.15 114 1,872 +42
Jul01 000913 93.50 94.90 93.50 94.90 +1.10 28 838 -13
Sep01 000913 96.00 97.70 95.25 97.70 +1.10 26 1,516 +17
Total Volume and Open Interest 4,550 39,574 -250
Orange Juice(NYBOT)
Nov00 000913 72.65 72.85 71.50 71.95 -0.15 627 17,604 +65
Jan01 000913 75.00 75.10 73.90 74.30 +0.15 220 5,165 +78
Mar01 000913 77.25 77.70 76.65 76.80 +0.15 65 5,111 -30
May01 000913 79.20 79.20 79.20 79.20 +0.05 0 675 +0
Jul01 000913 81.60 81.60 81.60 81.60 -0.05 0 299 +0
Total Volume and Open Interest 1,922 29,253 +113
Sugar #11(NYBOT)
Oct00 000913 10.47 10.63 10.40 10.53 +0.06 15,269 53,785 -3,525
Mar01 000913 10.36 10.47 10.29 10.43 +0.07 11,123 65,668 +3,579
May01 000913 9.96 10.01 9.84 9.98 +0.04 1,420 13,129 +64
Jul01 000913 9.42 9.48 9.40 9.42 +0.02 690 15,965 +110
Oct01 000913 9.15 9.18 9.05 9.14 +0.03 103 10,835 +0
Total Volume and Open Interest 28,630 164,733 +253
London Cocoa(LCE)
Sep00 000913 615 629 612 615 unch 4,150 8,033 -874
Dec00 000913 647 661 644 647 unch 5,537 58,326 +719
Mar01 000913 665 679 663 666 -1 642 42,448 +133
May01 000913 680 691 678 682 -1 34 20,738 +0
Jul01 000913 698 698 698 698 -1 8 8,329 +0
Sep01 000913 715 715 713 713 -1 47 17,011 +33
Dec01 000913 737 741 737 739 -1 1 5,001 +0
Total Volume and Open Interest 10,410 188,834 +11
London Coffee(LCE)
Sep00 000913 824.00 824.00 820.00 823.00 -2.00 346 2,499 -280
Nov00 000913 832.00 834.00 825.00 828.00 -2.00 1,631 34,432 -385
Jan01 000913 835.00 836.00 828.00 834.00 unch 459 11,347 +17
Mar01 000913 840.00 840.00 833.00 840.00 +2.00 205 4,557 +157
May01 000913 860.00 860.00 859.00 859.00 +3.00 20 2,411 +4
Jul01 000913 880.00 880.00 878.00 878.00 +3.00 3 488 +3
Total Volume and Open Interest 2,666 55,890 -482
London Sugar(LCE)
Oct00 000913 267.00 268.60 265.50 267.10 +0.10 4,719 3,714 -1,989
Dec00 000913 267.20 268.60 266.00 267.30 +0.60 2,038 14,700 +340
Mar01 000913 266.00 267.90 266.00 266.40 +0.40 1,330 12,904 +285
May01 000913 262.80 263.80 262.00 263.40 +0.40 580 1,864 +5
Aug01 000913 259.00 259.40 259.00 259.40 +0.90 40 3,186 +0
Total Volume and Open Interest 8,667 38,352 -1,359
Cotton(NYBOT)
Oct00 000913 63.00 63.20 62.30 62.47 -0.71 444 4,304 -55
Dec00 000913 64.80 64.85 63.81 63.97 -0.89 10,145 46,224 +262
Mar01 000913 66.50 66.50 65.50 65.61 -0.94 1,552 11,529 +239
May01 000913 67.10 67.10 66.00 66.25 -0.95 422 7,772 +40
Jul01 000913 67.75 67.75 66.80 66.90 -0.95 210 2,633 +26
Oct01 000913 64.60 64.60 63.50 63.50 -1.10 0 634 +0
Total Volume and Open Interest 26,794 76,753 +526
Lumber(CME)
Sep00 000913 224.0 234.5 223.7 231.8 +9.1 173 470 -63
Nov00 000913 241.2 246.7 241.2 244.7 +5.3 482 2,250 +36
Jan01 000913 251.4 255.2 251.4 252.7 +2.6 96 602 -17
Mar01 000913 262.6 263.1 260.5 261.5 +2.5 8 404 +1
Total Volume and Open Interest 767 3,854 -41
Crude Oil(NYM)
Oct00 000913 34.00 34.70 33.55 33.82 -0.46 91,911 101,508 -17,229
Nov00 000913 33.30 33.55 32.30 32.68 -0.74 69,486 104,794 +8,527
Dec00 000913 32.75 33.00 31.90 32.20 -0.68 37,234 55,157 -1,749
Jan01 000913 32.15 32.45 31.45 31.72 -0.57 10,747 29,581 +1,379
Feb01 000913 31.56 31.80 31.10 31.24 -0.46 6,637 15,395 +414
Mar01 000913 31.25 31.30 30.75 30.75 -0.38 5,007 15,083 +1,853
Apr01 000913 30.37 30.70 30.20 30.29 -0.30 888 8,504 +168
May01 000913 30.05 30.15 29.70 29.84 -0.22 992 7,369 +370
Jun01 000913 29.60 29.70 29.05 29.41 -0.15 5,485 23,397 +308
Jul01 000913 29.02 29.02 29.02 29.02 -0.09 1,383 8,197 -83
Total Volume and Open Interest 242,915 478,212 -6,691
Heating Oil(NYM)
Oct00 000913 104.00 104.20 100.00 101.07 -3.61 20,280 38,982 -1,872
Nov00 000913 103.30 103.50 99.30 100.63 -3.03 13,756 34,778 +903
Dec00 000913 101.50 102.00 98.40 99.43 -2.63 8,198 31,049 -986
Jan01 000913 99.80 100.20 97.20 97.93 -2.23 3,349 22,333 +190
Feb01 000913 96.40 96.70 94.50 94.63 -1.93 2,464 17,646 +360
Mar01 000913 90.25 91.00 88.50 88.83 -1.63 1,629 12,695 +483
Apr01 000913 85.55 85.80 84.00 84.28 -1.43 629 6,590 -47
May01 000913 82.00 82.30 80.78 80.78 -1.23 767 3,153 -136
Jun01 000913 79.55 79.55 78.23 78.23 -1.03 604 4,434 +248
Jul01 000913 78.00 78.00 77.13 77.13 -0.93 144 833 -23
Total Volume and Open Interest 52,185 176,818 -662
Unleaded Gas(NYM)
Oct00 000913 94.25 95.50 92.15 93.34 -0.56 18,245 27,351 -3,062
Nov00 000913 91.90 92.30 89.30 90.35 -0.82 9,736 16,374 -110
Dec00 000913 89.65 89.65 87.15 88.10 -0.80 3,795 7,825 -333
Jan01 000913 87.70 87.70 85.35 86.40 -0.80 617 2,864 -217
Feb01 000913 85.85 85.85 85.85 85.85 -0.75 66 3,869 -89
Mar01 000913 85.85 85.85 85.85 85.85 -0.60 510 2,599 +328
Apr01 000913 91.25 91.25 90.65 90.65 -0.35 728 3,606 +126
May01 000913 90.30 90.30 89.55 89.55 -0.25 463 1,204 +176
Total Volume and Open Interest 34,685 69,441 -2,996
Natural Gas(NYM)
Oct00 000913 5.080 5.170 4.920 5.055 +0.047 36,076 52,756 -483
Nov00 000913 5.170 5.245 5.030 5.157 +0.052 11,720 26,893 +1,438
Dec00 000913 5.275 5.345 5.150 5.260 +0.051 4,626 39,025 +163
Jan01 000913 5.235 5.300 5.140 5.225 +0.047 5,873 30,259 -1,003
Feb01 000913 4.970 5.025 4.900 4.955 +0.042 1,634 19,686 +212
Mar01 000913 4.700 4.740 4.630 4.675 +0.039 2,188 23,735 -119
Apr01 000913 4.370 4.430 4.350 4.381 +0.035 755 17,190 +119
May01 000913 4.275 4.330 4.260 4.283 +0.032 657 13,833 +118
Total Volume and Open Interest 69,573 380,366 +1,271
Brent Crude Oil(IPE)
Oct00 000913 32.01 32.37 31.30 31.53 -0.95 23,665 36,389 -6,285
Nov00 000913 32.20 32.58 31.40 32.00 -0.68 50,921 74,486 +4,864
Dec00 000913 31.85 32.22 31.16 31.72 -0.60 18,555 49,211 +2,048
Jan01 000913 31.20 31.61 30.70 31.17 -0.49 3,997 23,695 +279
Feb01 000913 30.60 31.00 30.22 30.62 -0.37 2,559 13,390 +1,197
Mar01 000913 30.03 30.45 29.70 30.07 -0.24 2,708 9,987 -867
Apr01 000913 29.40 29.80 29.22 29.49 -0.10 3,121 5,979 +873
May01 000913 28.96 28.96 28.96 28.96 +0.03 356 2,904 +300
Total Volume and Open Interest 108,513 263,967 +4,399
Gas Oil(IPE)
Oct00 000913 329.00 329.00 318.50 319.00 -11.25 22,334 50,093 +1,717
Nov00 000913 317.75 318.00 311.00 311.00 -10.00 8,557 21,723 +2,824
Dec00 000913 308.50 309.00 303.00 303.00 -7.75 6,431 26,721 +486
Jan01 000913 298.00 299.50 295.25 295.25 -6.25 866 9,883 +217
Feb01 000913 286.00 288.50 285.25 285.25 -5.75 406 5,463 +300
Mar01 000913 275.50 277.50 273.75 273.75 -4.25 205 5,124 +5
Apr01 000913 265.00 267.00 263.75 263.75 -2.25 417 2,828 +342
May01 000913 253.00 255.75 253.00 254.75 -0.75 0 355 +0
Total Volume and Open Interest 47,690 133,913 -378
US Dollar Index(NYBOT)
Sep00 000913 115.13 115.37 114.64 115.34 +0.21 1,410 1,188 -919
Dec00 000913 114.80 115.21 114.47 115.13 +0.21 2,000 3,047 -175
Mar01 000913 114.92 114.92 114.92 114.92 +0.21 3,153 4,241 -1,094
Total Volume and Open Interest 3,410 4,241 -1,094
Australian Dollar(IMM)
Sep00 000913 55.45 55.70 55.42 55.56 -0.32 4,954 14,492 -1,630
Dec00 000913 55.45 55.70 55.40 55.59 -0.31 3,273 17,312 +1,961
Mar01 000913 55.60 55.65 55.50 55.62 -0.30 7 734 +9
Total Volume and Open Interest 8,234 32,544 +340
British Pound(IMM)
Sep00 000913 141.10 141.30 140.66 140.94 +0.24 6,333 23,687 -3,445
Dec00 000913 141.22 141.50 140.82 141.12 +0.24 13,495 31,260 +5,682
Mar01 000913 141.40 141.60 141.20 141.32 +0.24 3 20 +0
Total Volume and Open Interest 19,833 54,969 +2,237
Canadian Dollar(IMM)
Sep00 000913 67.63 67.74 67.37 67.44 -0.08 79 33,908 -6,783
Dec00 000913 67.77 67.87 67.51 67.58 -0.08 7,186 33,193 +4,922
Mar01 000913 67.74 67.91 67.69 67.74 -0.08 277 916 +66
Jun01 000913 67.90 68.12 67.90 67.90 -0.08 6 174 +2
Total Volume and Open Interest 7,555 68,219 -1,787
Japanese Yen(IMM)
Sep00 000913 93.35 93.48 93.19 93.37 -0.25 9,728 46,890 -5,899
Dec00 000913 94.80 94.97 94.65 94.85 -0.25 25,637 45,258 +8,574
Mar01 000913 96.35 96.35 96.30 96.35 -0.26 177 205 -81
Total Volume and Open Interest 35,546 92,390 +2,594
Swiss Franc(IMM)
Sep00 000913 56.69 56.93 56.55 56.62 +0.01 6,901 33,216 -7,384
Dec00 000913 57.11 57.38 56.98 57.06 unch 28,572 34,032 +4,561
Mar01 000913 57.58 57.72 57.49 57.49 unch 13 16 +3
Total Volume and Open Interest 35,486 67,266 -2,820
EuroFX(IMM)
Sep00 000913 86.60 86.71 86.02 86.15 -0.14 15,307 48,610 -10,123
Dec00 000913 86.98 87.10 86.40 86.54 -0.14 24,977 34,841 +10,082
Mar01 000913 87.10 87.40 86.83 86.88 -0.14 352 429 +120
Total Volume and Open Interest 40,636 83,880 +79
Mexican Peso(IMM)
Sep00 000913 10790.0 10793.0 10715.0 10723.0 -70.0 3,259 7,125 -1,093
Dec00 000913 10523.0 10523.0 10420.0 10443.0 -80.0 4,129 8,321 +1,870
Total Volume and Open Interest 7,399 19,329 +787
30-Year T-Bonds(CBOT)
Sep00 000913 99~18 99~29 99~18 99~29 +0~09 22,077 48,804 -11,855
Dec00 000913 99~21 100~00 99~18 99~31 +0~09 236,350 371,800 +26,089
Mar01 000913 99~26 99~31 99~26 99~31 +0~09 97 1,341 -2
Total Volume and Open Interest 258,524 422,069 +14,232
Municipal Bonds(CBOT)
Sep00 000913 99~29 100~06 99~29 100~01 +0~03 1,204 10,106 -882
Dec00 000913 99~06 99~15 99~05 99~07 +0~02 2,053 13,032 +826
Total Volume and Open Interest 3,257 23,138 -56
10-Year T-Notes(CBOT)
Sep00 000913 100~045 100~115 100~040 100~110 +0~100 10,421 44,875 -8,149
Dec00 000913 100~005 100~095 100~000 100~090 +0~100 110,956 502,978 +5,802
Total Volume and Open Interest 121,397 548,332 -2,347
5-Year T-Notes(CBOT)
Sep00 000913 100~025 100~050 100~015 100~050 +0~050 6,344 10,567 -1,329
Dec00 000913 100~055 100~105 100~050 100~095 +0~060 41,850 360,186 +2,278
Mar01 000913 100~095 100~095 100~095 100~095 +0~060 0 7 +0
Total Volume and Open Interest 48,194 370,760 +949
2 Year T-Notes(CBOT)
Sep00 000913 99~100 99~108 99~100 99~108 +0~013 1,622 3,329 -2,085
Dec00 000913 99~109 99~120 99~108 99~118 +0~013 4,526 41,391 +1,541
Total Volume and Open Interest 6,148 44,720 -544
3-Mth T-Bills(IMM)
Dec00 000913 94.01 94.01 94.01 94.01 +0.03 15 1,081 +11
Total Volume and Open Interest 23 2,567 +7
Eurodollars(IMM)
Sep00 000913 93.338 93.340 93.335 93.340 unch 30,001 518,238 -1,459
Dec00 000913 93.235 93.260 93.235 93.250 +0.010 59,621 575,230 +7,751
Mar01 000913 93.345 93.385 93.340 93.375 +0.035 74,625 530,436 +4,138
Jun01 000913 93.335 93.380 93.330 93.375 +0.045 38,391 309,230 +6,871
Sep01 000913 93.320 93.370 93.320 93.365 +0.050 21,146 272,588 +2,042
Dec01 000913 93.250 93.300 93.250 93.290 +0.050 10,027 187,516 -353
Mar02 000913 93.300 93.345 93.295 93.340 +0.055 13,157 151,507 +332
Jun02 000913 93.280 93.325 93.280 93.320 +0.055 7,076 112,563 +215
Sep02 000913 93.270 93.315 93.270 93.310 +0.060 5,473 101,583 -273
Dec02 000913 93.200 93.245 93.200 93.240 +0.060 3,607 77,740 +284
Mar03 000913 93.235 93.285 93.235 93.285 +0.065 4,676 71,983 +135
Jun03 000913 93.215 93.270 93.215 93.260 +0.065 3,003 48,520 -52
Total Volume and Open Interest 293,377 3,357,015 +21,171
3-Mth Euro-Yen(IMM)
Sep00 000913 99.63 99.63 99.62 99.62 -0.01 3,965 13,199 +143
Dec00 000913 99.53 99.53 99.52 99.52 -0.02 806 12,827 +444
Mar01 000913 99.48 99.49 99.48 99.49 -0.01 2,767 16,210 +592
Jun01 000913 99.41 99.42 99.41 99.41 -0.01 786 9,098 -616
Sep01 000913 99.32 99.33 99.32 99.33 unch 1,276 16,208 -302
Dec01 000913 99.21 99.21 99.21 99.21 unch 192 3,293 -36
Mar02 000913 99.11 99.11 99.11 99.11 +0.01 113 3,163 -52
Jun02 000913 99.00 99.00 99.00 99.00 +0.01 0 625 +0
Sep02 000913 98.86 98.86 98.86 98.86 -0.02 0 36 +0
Dec02 000913 98.68 98.68 98.68 98.68 +0.08 0 30 +0
Total Volume and Open Interest 9,905 74,689 +173
3-Mth Euro-Yen(SIMEX)
Dec00 000913 99.54 99.54 99.52 99.53 -0.01 7,161 104,443 -3
Mar01 000913 99.50 99.50 99.47 99.49 unch 8,729 113,355 +1,708
Jun01 000913 99.42 99.42 99.40 99.41 -0.01 8,411 92,688 +1,687
Sep01 000913 99.33 99.33 99.32 99.32 -0.01 3,301 68,569 +293
Dec01 000913 99.21 99.21 99.20 99.21 unch 702 27,114 +306
Mar02 000913 99.11 99.11 99.11 99.11 unch 410 16,191 +56
Jun02 000913 99.00 99.00 99.00 99.00 unch 0 3,764 +0
Sep02 000913 98.85 98.85 98.85 98.85 unch 0 3,378 +0
Total Volume and Open Interest 30,854 518,606 +2,761
German Euro-Bund(EUREX)
Dec00 000913 104.70 104.85 104.63 104.84 +0.20 578,060 520,269 +14,473
Mar01 000913 104.81 104.96 104.81 104.96 +0.19 769 2,572 -2,007
Jun01 000913 104.72 104.72 104.72 104.72 +0.20      
Total Volume and Open Interest 578,829 522,841 +12,466
German Euro-Bobl(EUREX)
Dec00 000913 102.85 103.00 102.82 102.99 +0.18 230,264 277,251 +11,634
Mar01 000913 102.78 102.78 102.78 102.78 +0.18 0 1,996 -209
Jun01 000913 102.34 102.34 102.34 102.34 +0.18      
Total Volume and Open Interest 230,264 279,247 +11,425
Long Gilt(LIFFE)
Sep00 000913 111~28 112~03 111~28 112~00 +0~06 2,217 14,282 +6,232
Dec00 000913 111~16 111~25 111~14 111~20 +0~06 25,962 62,735 -8,917
Total Volume and Open Interest 28,179 77,017 -2,685
3-Mth Short Sterling(LIFFE)
Sep00 000913 93.79 93.81 93.79 93.81 +0.02 20,868 177,414 +15,574
Dec00 000913 93.66 93.69 93.65 93.69 +0.03 49,532 174,293 -27,792
Mar01 000913 93.66 93.69 93.65 93.69 +0.04 40,272 152,294 -30,622
Total Volume and Open Interest 147,772 827,426 -60,983
3-Mth Euribor(LIFFE)
Sep00 000913 95.135 95.150 95.135 95.145 +0.015 46,266 326,658 +17,904
Dec00 000913 94.760 94.785 94.755 94.775 +0.030 86,744 287,312 +3,652
Mar01 000913 94.730 94.750 94.720 94.740 +0.030 58,873 213,186 -7,620
Total Volume and Open Interest 263,186 1,346,902 +16,871
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 000913 93.35 93.42 93.35 93.38 +0.02 7,805 195,592 -1,023
Mar01 000913 93.29 93.35 93.28 93.35 +0.07 5,913 71,835 +2,111
Jun01 000913 93.33 93.37 93.32 93.37 +0.05 675 33,137 -524
Sep01 000913 93.35 93.40 93.35 93.40 +0.05 555 13,558 -76
Dec01 000913 93.36 93.40 93.35 93.40 +0.04 226 8,701 +45
Mar02 000913 93.39 93.42 93.37 93.41 +0.03 496 6,610 +236
Jun02 000913 93.40 93.41 93.39 93.40 +0.01 323 4,481 +240
Sep02 000913 93.38 93.40 93.38 93.39 +0.01 125 2,618 +107
Dec02 000913 93.37 93.37 93.37 93.37 unch 15 1,565 -5
Total Volume and Open Interest 16,144 342,562 +1,102
10-Year Aus T-Bonds(SFE)
Sep00 000913 93.90 93.99 93.90 93.99 +0.10 13,556 175,106 +3,051
Dec00 000913 93.92 94.00 93.92 94.00 +0.11 8,021 17,461 +8,832
Total Volume and Open Interest 21,577 192,567 +11,883
3-Year Aus T-Bonds(SFE)
Sep00 000913 93.77 93.81 93.76 93.79 +0.03 3,965 434,579 -5,534
Dec00 000913 93.76 93.81 93.76 93.80 +0.05 2,517 39,139 +11,881
Total Volume and Open Interest 6,482 473,718 +6,347
Gold(CMX)
Oct00 000913 274.2 274.2 273.0 273.7 -0.1 552 6,560 -117
Dec00 000913 276.8 277.4 275.9 276.5 -0.1 24,455 81,144 -2,246
Feb01 000913 279.4 280.0 279.2 279.2 -0.1 499 12,330 +275
Apr01 000913 281.8 281.8 281.8 281.8 -0.1 15 3,557 -5
Jun01 000913 284.4 284.4 284.4 284.4 -0.1 141 9,454 +8
Aug01 000913 286.9 286.9 286.9 286.9 -0.1 0 3,305 +0
Total Volume and Open Interest 25,672 133,556 -2,077
Silver(CMX)
Sep00 000913 490.0 490.0 488.0 489.2 -1.7 113 568 -223
Dec00 000913 496.0 497.0 492.5 494.7 -1.5 6,442 59,357 -265
Mar01 000913 501.0 501.0 500.0 500.0 -1.4 30 2,274 -18
May01 000913 504.0 504.0 502.9 502.9 -1.4 126 1,196 +1
Jul01 000913 505.5 505.6 505.5 505.6 -1.4 0 1,795 +1
Total Volume and Open Interest 6,714 72,522 -503
Platinum(NYM)
Oct00 000913 600.0 603.0 592.0 596.0 -10.2 1,017 7,446 -620
Jan01 000913 593.0 593.0 584.0 587.0 -9.2 587 2,325 +450
Total Volume and Open Interest 1,604 9,776 -170
Palladium(NYME)
Sep00 000913 738.00 761.30 710.00 761.30 unch 0 40 +0
Dec00 000913 757.00 757.00 734.00 745.00 -22.90 45 1,669 +9
Mar01 000913 735.00 742.00 735.00 742.00 -22.90 0 60 +0
Total Volume and Open Interest 45 1,769 +9
Copper(CMX)
Sep00 000913 93.35 93.35 92.70 92.75 -0.10 653 4,291 -362
Dec00 000913 94.10 94.20 93.30 93.55 -0.05 8,210 54,768 +1,253
Mar01 000913 93.60 93.70 93.35 93.35 -0.05 113 5,595 -17
May01 000913 92.90 92.90 92.90 92.90 -0.10 65 1,601 +35
Jul01 000913 92.70 92.70 92.45 92.45 -0.15 27 1,251 +12
Total Volume and Open Interest 9,899 84,066 +1,225
DJIA Index(CBOT)
Sep00 000913 11265 11270 11156 11195 -108 3,220 8,473 -1,122
Dec00 000913 11410 11420 11300 11343 -109 17,340 11,023 +1,269
Mar01 000913 11500 11525 11460 11491 -111 7 12 +5
Jun01 000913 11646 11646 11646 11646 -112      
Total Volume and Open Interest 20,567 19,514 +152
S & P 500(CME)
Sep00 000913 1474.00 1488.00 1473.00 1485.40 +3.50 55,780 117,617 -15,127
Dec00 000913 1496.50 1510.80 1495.00 1507.50 +3.50 107,049 340,492 +25,418
Mar01 000913 1520.10 1533.50 1520.00 1530.10 +3.10 90 1,886 +17
Jun01 000913 1544.00 1556.90 1544.00 1553.40 +3.00 0 1,315 +0
Total Volume and Open Interest 162,919 461,470 +10,308
S & P 500 E-Mini(Globex)
Sep00 000913 1482.50 1491.00 1473.00 1485.50 +3.50 1,780 39,181 -652
Dec00 000913 1503.50 1510.75 1494.50 1507.50 +3.50 82,774 21,152 +2,908
Total Volume and Open Interest 84,554 60,333 +2,256
NASDAQ 100(CME)
Sep00 000913 3615.00 3752.00 3615.00 3743.00 +82.00 9,507 17,573 -2,225
Dec00 000913 3677.00 3822.00 3671.00 3805.00 +82.00 22,013 24,044 +3,903
Mar01 000913 3850.00 3853.00 3850.00 3853.00 +67.50 0 34 +0
Total Volume and Open Interest 31,520 41,651 +1,678
NASDAQ 100 E-Mini(GLOBEX)
Sep00 000913 3662.0 3755.5 3605.5 3743.0 +82.0 1,266 34,533 -1,293
Dec00 000913 3729.0 3822.5 3669.5 3805.0 +82.0 60,147 46,283 +36,511
Total Volume and Open Interest 60,147 46,283 +685
NYSE Composite(NYBOT)
Sep00 000913 674.00 675.60 672.75 675.60 -0.40      
Dec00 000913 682.75 686.75 682.25 684.85 -0.55      
Mar01 000913 694.10 694.10 694.10 694.10 -0.70      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Sep00 000913 539.00 541.50 539.00 540.35 -3.00 1,626 6,975 -1,124
Dec00 000913 547.00 550.50 546.50 548.50 -3.00 1,930 9,986 +1,281
Mar01 000913 554.50 554.50 554.50 554.50 -3.00 0 1 +0
Total Volume and Open Interest 3,558 16,963 +158
Russell 2000(CME)
Sep00 000913 530.00 537.00 530.00 535.40 +1.85 1,854 5,073 -930
Dec00 000913 537.10 543.00 536.10 542.85 +1.90 2,506 8,799 +1,077
Mar01 000913 550.35 550.35 550.35 550.35 +1.90      
Total Volume and Open Interest 4,360 13,872 +147
Value Line(KCBT)
Sep00 000913 1159.00 1169.00 1159.00 1166.00 +3.00 26 127 -53
Total Volume and Open Interest 59 181 -60
Nikkei 225(CME)
Dec00 000913 16140 16280 16115 16270 +155 1,187 11,856 +16
Mar01 000913 16300 16300 16300 16300 +155 0 8 +0
Total Volume and Open Interest 1,187 11,869 +10
Nikkei 225(SIMEX)
Sep00 000907 16390 16450 16225 16440 +5 38,803 63,915 -16,879
Dec00 000913 16100 16300 16070 16180 +115 13,118 82,583 +757
Mar01 000913 16195 16195 16195 16195 +115 0 3,795 +0
Total Volume and Open Interest 13,118 86,788 +757
CAC 40(MATIF)
Sep00 000913 6711.5 6732.0 6562.0 6577.0 -114.0 59,375 0 +0
Oct00 000913 6725.0 6752.5 6590.5 6603.0 -136.5 965 0 +0
Nov00 000913 6740.5 6740.5 6621.0 6621.0 -145.5 13 0 +0
Total Volume and Open Interest 62,543    
DAX Index(EUREX)
Sep00 000913 7148.0 7169.0 6995.5 7014.0 -131.5 61,482 128,972 -9,756
Dec00 000913 7245.0 7255.5 7082.5 7098.5 -135.5 32,506 83,485 +35,376
Mar01 000913 7233.0 7233.0 7185.5 7185.5 -145.0 10 527 +7
Total Volume and Open Interest 93,998 212,984 +25,627
FT-SE 100(LIFFE)
Sep00 000913 6532.00 6558.50 6454.00 6465.50 -87.50 74,803 234,315 +92,233
Dec00 000913 6619.00 6642.50 6537.00 6549.50 -88.50 51,169 71,120 -92,508
Mar01 000913 6694.50 6694.50 6605.00 6612.50 -88.50 264 4,162 -814
Total Volume and Open Interest 125,972 309,597 -1,089
SPI 200(SFE)
Sep00 000913 3323.0 3348.0 3315.0 3338.0 +9.0 12,078 144,395 +4,089
Dec00 000913 3359.0 3379.0 3348.0 3371.0 +8.0 4,778 22,697 +4,390
Mar01 000913 3391.0 3391.0 3391.0 3391.0 +4.0 2 1,286 +0
Total Volume and Open Interest 16,858 168,552 +8,479
GSCI(CME)
Sep00 000913 249.85 252.90 246.50 248.90 -2.80 4,708 21,362 -4,211
Oct00 000913 248.10 250.10 244.20 246.30 -3.30 4,441 12,880 +4,199
Nov00 000913 244.50 248.00 243.50 244.50 -2.80      
Total Volume and Open Interest 9,149 34,243 -12
Bridge CRB Index(NYBOT)
Nov00 000913 228.70 229.25 227.10 227.55 -1.35 180 516 -48
Jan01 000913 228.50 228.50 227.30 227.30 -1.35 1 663 -1
Feb01 000913 225.55 225.55 225.55 225.55 -1.35 0 351 +0
Total Volume and Open Interest 181 1,530 -49
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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