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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 19, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 000919 486.00 488.00 483.00 483.75 -4.75 36,861 89,281 -1,039
Jan01 000919 496.50 498.50 493.50 494.00 -4.75 4,298 17,677 +375
Mar01 000919 505.50 508.00 503.50 503.75 -4.50 2,495 13,893 +510
May01 000919 514.50 515.75 511.00 511.50 -5.25 829 11,396 +135
Jul01 000919 521.00 523.00 518.50 519.25 -5.25 1,582 14,159 -332
Aug01 000919 523.00 523.50 518.50 518.50 -5.75 23 251 +23
Sep01 000919 520.00 520.00 520.00 520.00 -5.75 0 111 +0
Total Volume and Open Interest 46,464 149,979 -207
Soybean Meal(CBOT)
Oct00 000919 168.80 169.20 167.30 167.80 -1.60 6,365 19,525 -1,277
Dec00 000919 168.00 168.20 166.00 166.20 -2.50 12,046 57,479 +432
Jan01 000919 168.00 168.90 166.20 166.30 -3.10 1,501 11,511 +177
Mar01 000919 168.50 169.50 167.00 167.00 -3.00 1,577 7,842 +252
May01 000919 168.00 168.50 166.30 166.50 -3.00 991 5,290 -251
Jul01 000919 168.00 169.50 167.20 167.20 -3.30 736 3,172 +160
Aug01 000919 168.50 168.50 166.50 166.50 -3.30 71 573 -13
Sep01 000919 169.00 169.00 166.00 166.10 -2.60 37 340 +5
Total Volume and Open Interest 23,412 105,998 -502
Soybean Oil(CBOT)
Oct00 000919 15.06 15.24 15.04 15.19 +0.10 4,017 20,018 -551
Dec00 000919 15.48 15.64 15.45 15.59 +0.10 13,534 67,355 +2,315
Jan01 000919 15.78 15.93 15.76 15.90 +0.10 1,758 18,281 +459
Mar01 000919 16.20 16.32 16.17 16.30 +0.09 1,402 12,505 +611
May01 000919 16.59 16.72 16.57 16.71 +0.11 580 9,301 -48
Jul01 000919 16.99 17.10 16.95 17.09 +0.10 597 6,822 +76
Aug01 000919 17.18 17.28 17.12 17.24 +0.11 6 1,277 +6
Sep01 000919 17.38 17.47 17.32 17.39 +0.13 8 1,242 +8
Total Volume and Open Interest 22,025 140,618 +2,906
Canola(WCE)
Sep00 000919 256.2 256.2 256.2 256.2 unch 0 5 +0
Nov00 000919 255.0 255.1 253.7 254.6 -0.9 2,921 38,024 +471
Jan01 000919 261.5 261.5 260.1 261.1 -1.0 390 13,351 +28
Mar01 000919 267.0 267.0 265.7 266.9 -0.4 23 5,150 -11
May01 000919 271.7 271.7 271.7 271.7 -1.6 0 1,640 +0
Total Volume and Open Interest 3,384 58,508 +528
Corn(CBOT)
Nov00 000919 184.25 185.00 183.50 183.50 -2.00 151 2,988 +0
Dec00 000919 188.00 189.25 187.00 187.25 -2.25 38,977 212,091 -2,514
Jan01 000919 192.25 192.50 190.50 190.75 -1.75 8 589 -4
Mar01 000919 200.25 201.00 199.00 199.25 -2.00 8,290 72,030 +1,699
May01 000919 207.75 208.75 207.00 207.25 -2.00 1,180 20,080 +230
Jul01 000919 214.75 215.50 214.25 214.50 -1.75 1,684 28,424 +296
Total Volume and Open Interest 50,721 353,645 -190
Wheat(CBOT)
Dec00 000919 255.00 257.00 249.00 249.25 -7.00 22,978 102,460 +675
Mar01 000919 271.50 273.75 266.00 266.25 -7.00 2,392 25,638 +322
May01 000919 282.00 283.75 276.75 276.75 -6.75 62 1,335 +33
Jul01 000919 292.00 293.00 285.50 285.75 -7.00 333 11,356 +207
Sep01 000919 300.00 300.00 293.75 293.75 -7.00 13 110 +2
Total Volume and Open Interest 25,786 141,659 +1,241
Wheat(KCBT)
Sep00 000919 286.00 286.00 286.00 286.00 -4.00 14 0 -14
Dec00 000919 302.50 303.00 297.25 297.50 -6.50 5,797 58,362 +473
Mar01 000919 316.25 316.50 311.50 312.00 -5.25 936 17,118 +325
May01 000919 324.00 324.00 320.00 320.50 -5.00 30 1,800 +16
Jul01 000919 332.00 332.00 327.00 327.50 -4.75 221 2,980 +9
Total Volume and Open Interest 6,998 80,281 +809
Wheat(MGE)
Sep00 000919 296.00 296.00 296.00 296.00 unch      
Dec00 000919 309.00 310.00 306.00 306.25 -4.00 2,878 18,411 +364
Mar01 000919 324.50 325.00 320.75 321.00 -4.25 381 5,121 +23
May01 000919 332.75 332.75 329.25 329.25 -4.50 82 1,006 +65
Jul01 000919 338.00 338.25 337.00 337.25 -4.25 55 339 +39
Total Volume and Open Interest 3,396 25,095 +491
Oats(CBOT)
Dec00 000919 107.75 108.00 107.00 107.25 -1.00 1,111 10,834 -113
Mar01 000919 117.25 117.50 116.50 116.50 -1.00 399 1,811 +130
May01 000919 123.00 123.00 122.50 122.50 -1.00 10 162 +0
Jul01 000919 127.75 127.75 127.75 127.75 -0.50 2 104 +0
Total Volume and Open Interest 1,522 12,991 +9
Rough Rice(CBOT)
Sep00 000919 6.44 6.50 6.44 6.48 +0.04 11 160 -8
Nov00 000919 6.11 6.24 6.10 6.23 +0.10 495 3,131 -32
Jan01 000919 6.26 6.40 6.25 6.40 +0.10 222 2,768 +108
Mar01 000919 6.40 6.54 6.40 6.54 +0.10 36 581 +9
Total Volume and Open Interest 769 6,776 +80
Live Cattle(CME)
Oct00 000919 67.950 68.050 67.800 67.975 unch 6,970 44,178 -2,717
Dec00 000919 69.675 69.750 69.475 69.625 +0.025 4,305 43,846 +1,401
Feb01 000919 70.650 70.825 70.575 70.650 unch 1,583 18,420 +506
Apr01 000919 72.625 72.800 72.600 72.750 +0.100 598 9,547 +53
Jun01 000919 70.025 70.100 69.950 70.100 +0.050 409 4,124 +36
Aug01 000919 70.250 70.275 70.175 70.175 -0.050 132 2,866 +73
Total Volume and Open Interest 14,004 123,805 -641
Feeder Cattle(CME)
Sep00 000919 85.700 85.750 85.650 85.750 unch 242 1,973 -150
Oct00 000919 85.825 85.900 85.700 85.875 +0.050 1,027 6,539 -96
Nov00 000919 86.500 86.600 86.450 86.475 -0.025 354 4,313 +64
Jan01 000919 87.275 87.450 87.200 87.350 +0.050 536 3,214 +51
Mar01 000919 87.050 87.175 87.000 87.100 -0.075 68 1,643 +4
Apr01 000919 87.050 87.150 87.000 87.150 +0.100 57 538 +42
May01 000919 87.100 87.200 87.100 87.100 unch 32 896 +13
Total Volume and Open Interest 2,355 19,254 -63
Lean Hogs(CME)
Oct00 000919 54.400 54.650 54.075 54.575 +0.150 3,713 15,121 -694
Dec00 000919 50.700 50.950 50.300 50.775 -0.050 3,000 17,237 +253
Feb01 000919 51.850 52.000 51.450 51.775 -0.275 251 4,210 -100
Apr01 000919 50.700 50.700 50.275 50.300 -0.225 39 1,813 +7
Jun01 000919 57.000 57.100 56.700 57.000 -0.100 14 679 +1
Jul01 000919 56.650 56.650 55.700 56.475 -0.175 1 231 +0
Aug01 000919 55.200 55.200 54.700 55.200 -0.300 0 135 +0
Oct01 000919 47.075 47.100 47.075 47.075 unch 6 26 +1
Total Volume and Open Interest 7,024 39,462 -532
Pork Bellies(CME)
Feb01 000919 62.900 63.125 60.400 61.575 -1.600 368 1,805 +5
Mar01 000919 62.400 62.800 60.650 61.550 -1.450 9 38 +3
May01 000919 63.000 63.650 62.000 62.150 -1.400 0 8 +0
Jul01 000919 63.000 63.000 62.000 62.100 -2.900 2 5 +0
Aug01 000919 64.750 64.750 64.750 64.750 unch 0 1 +0
Total Volume and Open Interest 379 1,857 +8
Cocoa(NYBOT)
Dec00 000919 812 812 801 803 -6 2,204 50,647 -103
Mar01 000919 840 841 831 833 -6 179 20,085 +80
May01 000919 862 865 854 855 -7 46 9,243 +33
Jul01 000919 885 885 879 879 -5 0 8,327 +0
Sep01 000919 908 908 904 904 -5 0 7,835 +0
Dec01 000919 943 943 940 940 -4 100 10,385 +62
Mar02 000919 973 973 973 973 -6 0 9,615 +0
Total Volume and Open Interest 2,529 123,193 +72
Coffee "C"(NYBOT)
Sep00 000919 77.00 77.20 77.00 77.20 -0.20 9 18 -36
Dec00 000919 82.00 82.45 81.80 82.15 -0.25 3,130 29,017 -353
Mar01 000919 87.00 87.10 86.50 86.80 -0.25 200 5,571 +25
May01 000919 89.90 90.00 89.50 89.75 +0.10 78 2,016 +40
Jul01 000919 93.00 93.00 92.00 92.50 unch 23 870 +1
Sep01 000919 95.00 95.25 95.00 95.25 unch 19 1,530 +0
Total Volume and Open Interest 3,461 39,365 -323
Orange Juice(NYBOT)
Nov00 000919 71.00 71.45 70.75 71.35 +0.50 740 17,647 -5
Jan01 000919 73.30 73.60 73.05 73.50 +0.50 297 5,590 +145
Mar01 000919 76.00 76.30 75.80 76.30 +0.55 63 5,257 +40
May01 000919 78.80 78.80 78.80 78.80 +0.55 0 676 +0
Jul01 000919 81.30 81.30 81.30 81.30 +0.80 5 304 +5
Total Volume and Open Interest 1,805 29,870 +185
Sugar #11(NYBOT)
Oct00 000919 9.75 9.86 9.71 9.80 +0.15 12,719 41,421 -1,017
Mar01 000919 9.70 9.77 9.62 9.71 +0.09 20,144 76,773 +458
May01 000919 9.37 9.41 9.31 9.40 +0.07 1,916 12,758 -204
Jul01 000919 8.89 8.92 8.83 8.86 -0.07 3,937 15,759 -818
Oct01 000919 8.66 8.72 8.60 8.60 -0.10 2,164 12,750 +1,678
Total Volume and Open Interest 41,171 165,492 +359
London Cocoa(LCE)
Sep00 000914 624 625 622 622 +7 7,710 1,964 -6,069
Dec00 000919 647 647 640 643 -6 1,336 58,883 -271
Mar01 000919 664 666 658 664 -4 868 43,590 +50
May01 000919 680 680 680 680 -4 21 20,804 +6
Jul01 000919 696 696 696 696 -4 35 8,359 +18
Sep01 000919 707 712 707 711 -4 60 17,097 +44
Dec01 000919 734 737 734 737 -4 100 5,406 +60
Total Volume and Open Interest 2,447 183,285 -95
London Coffee(LCE)
Sep00 000919 807.00 809.00 805.00 806.00 -4.00 24 1,889 -67
Nov00 000919 815.00 815.00 808.00 810.00 -5.00 3,019 33,495 -484
Jan01 000919 819.00 822.00 816.00 817.00 -6.00 527 11,743 +58
Mar01 000919 826.00 831.00 824.00 826.00 -5.00 33 5,418 +9
May01 000919 845.00 850.00 843.00 845.00 -5.00 5 2,559 +0
Jul01 000919 867.00 867.00 864.00 864.00 -5.00 0 517 +0
Total Volume and Open Interest 3,608 55,817 -484
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 000919 255.20 257.30 255.00 255.90 +1.50 1,743 16,372 +73
Mar01 000919 255.30 256.60 254.30 255.40 +1.50 1,064 13,597 +130
May01 000919 253.10 254.50 252.50 253.10 +1.40 323 2,611 +181
Aug01 000919 249.00 249.50 249.00 249.50 +1.30 51 3,516 +28
Total Volume and Open Interest 3,181 38,172 +412
Cotton(NYBOT)
Oct00 000919 62.60 62.95 62.50 62.65 -0.34 997 4,158 -217
Dec00 000919 63.05 63.38 62.74 63.13 -0.05 7,069 43,867 -458
Mar01 000919 64.60 65.20 64.55 65.08 -0.02 915 11,679 +129
May01 000919 65.00 65.70 65.00 65.70 +0.05 407 8,015 -17
Jul01 000919 65.90 66.35 65.70 66.35 +0.10 136 3,045 +4
Oct01 000919 63.25 63.25 63.25 63.25 +0.05 0 651 +0
Total Volume and Open Interest 17,046 75,237 -552
Lumber(CME)
Nov00 000919 244.5 244.5 240.6 241.4 -4.4 601 2,323 -16
Jan01 000919 255.0 255.5 250.8 250.9 -5.0 135 681 -1
Mar01 000919 263.0 263.1 261.2 262.1 -1.9 13 414 +2
May01 000919 265.5 265.5 261.8 262.5 -3.5 2 95 +2
Total Volume and Open Interest 801 3,635 -60
Crude Oil(NYM)
Oct00 000919 36.55 37.00 36.15 36.51 -0.37 59,663 50,510 -19,759
Nov00 000919 35.25 35.50 34.65 35.01 -0.54 70,370 141,438 +5,888
Dec00 000919 34.45 34.65 33.90 34.22 -0.56 20,687 59,169 +894
Jan01 000919 33.70 33.95 33.20 33.53 -0.54 7,348 32,731 +1,208
Feb01 000919 33.15 33.20 32.65 32.86 -0.53 1,777 15,218 -15
Mar01 000919 32.52 32.55 32.02 32.21 -0.52 1,615 16,771 +551
Apr01 000919 31.60 31.90 31.60 31.63 -0.51 1,255 9,531 +444
May01 000919 31.10 31.10 30.99 31.08 -0.51 727 7,669 -276
Jun01 000919 30.80 30.82 30.42 30.56 -0.50 1,427 26,209 +193
Jul01 000919 30.08 30.08 30.08 30.08 -0.50 402 8,289 +45
Total Volume and Open Interest 171,981 480,010 -9,264
Heating Oil(NYM)
Oct00 000919 103.50 103.60 100.30 101.91 -2.24 11,031 32,980 -1,643
Nov00 000919 103.00 103.25 100.25 101.72 -2.20 8,095 40,722 +686
Dec00 000919 102.05 102.50 99.90 100.97 -1.95 3,189 32,857 -511
Jan01 000919 100.80 101.25 99.20 99.87 -1.65 2,542 22,251 +213
Feb01 000919 97.60 98.00 96.20 96.72 -1.45 627 18,204 +116
Mar01 000919 92.00 92.25 90.50 90.97 -1.20 165 13,167 +19
Apr01 000919 87.25 87.50 86.37 86.37 -1.05 181 6,822 +114
May01 000919 83.60 83.90 82.82 82.82 -0.95 139 3,778 +49
Jun01 000919 80.65 81.40 80.27 80.27 -0.90 111 5,137 +74
Jul01 000919 79.07 79.07 79.07 79.07 -0.90 51 1,038 +3
Total Volume and Open Interest 26,205 182,187 -872
Unleaded Gas(NYM)
Oct00 000919 96.00 96.70 94.40 96.33 -0.69 13,131 27,054 -412
Nov00 000919 94.20 94.60 92.70 94.25 -0.65 7,589 20,372 +2,261
Dec00 000919 92.15 92.40 90.90 92.25 -0.50 1,813 8,440 +257
Jan01 000919 89.50 90.50 89.50 90.50 -0.45 364 2,824 -183
Feb01 000919 89.90 89.90 89.90 89.90 -0.45 245 4,621 +97
Mar01 000919 89.10 89.85 89.10 89.85 -0.40 40 2,893 -1
Apr01 000919 94.15 94.65 94.10 94.65 -0.40 280 4,413 +108
May01 000919 92.90 93.50 92.90 93.50 -0.40 75 2,621 +7
Total Volume and Open Interest 23,712 77,810 +2,162
Natural Gas(NYM)
Oct00 000919 5.270 5.385 5.230 5.363 +0.068 36,605 52,297 -1,167
Nov00 000919 5.380 5.495 5.350 5.477 +0.083 11,990 32,004 +1,313
Dec00 000919 5.490 5.600 5.470 5.585 +0.090 8,302 36,784 -1,121
Jan01 000919 5.445 5.540 5.420 5.525 +0.080 5,512 30,008 +1,316
Feb01 000919 5.145 5.240 5.135 5.228 +0.076 2,723 19,985 +166
Mar01 000919 4.850 4.940 4.840 4.930 +0.075 1,748 23,468 +102
Apr01 000919 4.550 4.640 4.540 4.620 +0.070 1,506 17,406 +220
May01 000919 4.440 4.530 4.440 4.510 +0.065 480 14,826 +287
Total Volume and Open Interest 71,549 381,485 +3,400
Brent Crude Oil(IPE)
Nov00 000919 34.38 34.46 33.62 33.63 -0.83 36,738 80,617 +499
Dec00 000919 33.90 33.90 33.16 33.26 -0.74 13,915 56,669 +497
Jan01 000919 33.03 33.09 32.52 32.52 -0.66 4,747 27,770 +489
Feb01 000919 32.26 32.32 31.78 31.78 -0.61 1,721 13,527 +231
Mar01 000919 31.55 31.55 31.03 31.03 -0.60 512 8,544 -214
Apr01 000919 30.75 30.75 30.29 30.29 -0.59 107 7,705 -74
May01 000919 29.30 30.20 29.30 29.65 -0.55 799 3,482 +535
Jun01 000919 29.56 29.56 29.06 29.06 -0.52 2,612 12,609 -1,070
Total Volume and Open Interest 63,090 248,576 +2,178
Gas Oil(IPE)
Oct00 000919 326.00 328.00 319.00 320.25 -9.50 10,524 41,953 -41
Nov00 000919 319.00 320.00 312.00 313.50 -7.75 5,630 24,879 +1,276
Dec00 000919 311.25 312.25 306.00 307.00 -6.75 2,957 24,672 -42
Jan01 000919 304.50 304.50 300.00 300.00 -4.50 1,110 10,554 -124
Feb01 000919 293.00 294.50 290.50 290.50 -4.50 368 6,054 +53
Mar01 000919 282.00 282.00 278.75 278.75 -4.75 0 5,787 +0
Apr01 000919 271.50 271.50 268.00 268.00 -5.00 0 2,907 +0
May01 000919 258.25 258.25 258.25 258.25 -5.25 0 547 +0
Total Volume and Open Interest 21,189 128,296 +1,522
US Dollar Index(NYBOT)
Dec00 000919 115.70 116.25 115.51 115.84 +0.08 750 5,285 -67
Mar01 000919 115.30 115.60 115.30 115.56 +0.02 520 7,922 -148
Jun01 000919 115.28 115.28 115.28 115.28 +0.02 520 7,922 -148
Total Volume and Open Interest 903 7,922 -148
Australian Dollar(IMM)
Dec00 000919 54.32 54.49 54.12 54.35 +0.12 2,478 23,145 +386
Mar01 000919 54.35 54.37 54.20 54.37 +0.12 2 338 +0
Jun01 000919 54.39 54.39 54.39 54.39 +0.12 0 6 +0
Total Volume and Open Interest 4,191 34,010 +125
British Pound(IMM)
Dec00 000919 140.58 141.48 140.48 141.20 +0.42 5,726 37,267 -1,035
Mar01 000919 140.70 141.54 140.70 141.40 +0.42 7 56 +5
Jun01 000919 141.60 141.60 141.60 141.60 +0.42 0 2 +0
Total Volume and Open Interest 9,868 47,675 -2,518
Canadian Dollar(IMM)
Dec00 000919 67.40 67.46 67.28 67.44 +0.10 8,250 52,829 +3,730
Mar01 000919 67.60 67.60 67.48 67.60 +0.10 369 1,134 +27
Jun01 000919 67.66 67.76 67.65 67.76 +0.10 268 225 +39
Sep01 000919 67.92 67.92 67.92 67.92 +0.10 0 29 +0
Total Volume and Open Interest 11,823 74,838 +3,259
Japanese Yen(IMM)
Dec00 000919 94.96 95.07 94.77 94.96 -0.02 7,421 38,779 -195
Mar01 000919 96.43 96.43 96.40 96.43 -0.02 2 221 +0
Jun01 000919 97.90 97.90 97.90 97.90 -0.02 0 7 +0
Total Volume and Open Interest 13,287 70,445 -3,783
Swiss Franc(IMM)
Dec00 000919 56.67 56.87 56.57 56.73 +0.21 7,357 48,144 +655
Mar01 000919 57.16 57.25 57.16 57.16 +0.21 2 42 +0
Jun01 000919 57.57 57.57 57.57 57.57 +0.21 0 2 +0
Total Volume and Open Interest 12,076 70,486 -3,212
EuroFX(IMM)
Dec00 000919 85.81 86.04 85.15 85.53 -0.25 14,707 71,824 +2,412
Mar01 000919 86.33 86.33 85.54 85.88 -0.25 98 834 +35
Total Volume and Open Interest 19,257 86,633 -217
Mexican Peso(IMM)
Sep00 000918 10630.0 10630.0 10600.0 10600.0 -30.0 321 5,537 -299
Dec00 000919 10330.0 10370.0 10280.0 10345.0 +35.0 7,604 7,591 -1,131
Total Volume and Open Interest 7,750 16,954 -1,162
30-Year T-Bonds(CBOT)
Sep00 000919 97~27 98~09 97~27 98~04 +0~07 4,008 16,913 -2,616
Dec00 000919 97~29 98~08 97~25 98~03 +0~07 290,174 387,809 -9,588
Mar01 000919 97~31 98~04 97~29 98~01 +0~06 87 1,432 +24
Total Volume and Open Interest 294,290 406,295 -12,164
Municipal Bonds(CBOT)
Sep00 000919 99~00 99~07 99~00 99~07 +0~06 462 6,654 -291
Dec00 000919 98~03 98~09 98~01 98~08 +0~06 1,387 16,422 +465
Total Volume and Open Interest 1,849 23,076 +174
10-Year T-Notes(CBOT)
Sep00 000919 99~260 100~000 99~245 99~295 +0~030 10,383 23,201 -2,850
Dec00 000919 99~220 99~260 99~180 99~235 +0~030 199,856 507,523 -9,654
Total Volume and Open Interest 210,423 531,524 -12,331
5-Year T-Notes(CBOT)
Sep00 000919 100~080 100~080 100~060 100~065 -0~015 1,709 3,400 -3,313
Dec00 000919 100~145 100~150 100~055 100~110 -0~015 59,491 364,601 -9,531
Mar01 000919 100~110 100~110 100~110 100~110 -0~015 0 7 +0
Total Volume and Open Interest 61,200 368,008 -12,844
2 Year T-Notes(CBOT)
Sep00 000919 99~112 99~118 99~108 99~112 -0~009 768 1,750 -1,366
Dec00 000919 100~010 100~010 99~118 100~000 -0~005 6,236 42,673 -1,718
Total Volume and Open Interest 7,004 44,423 -3,084
3-Mth T-Bills(IMM)
Dec00 000919 93.96 93.96 93.96 93.96 +0.01 48 1,095 +10
Total Volume and Open Interest 48 2,381 +10
Eurodollars(IMM)
Dec00 000919 93.315 93.320 93.280 93.295 unch 89,494 586,601 +893
Mar01 000919 93.470 93.475 93.415 93.430 -0.020 93,358 527,040 -20,792
Jun01 000919 93.485 93.490 93.420 93.445 -0.020 56,966 316,743 +9,500
Sep01 000919 93.490 93.495 93.415 93.435 -0.035 54,094 255,787 +12,746
Dec01 000919 93.420 93.420 93.340 93.350 -0.040 23,191 192,132 +130
Mar02 000919 93.460 93.460 93.390 93.400 -0.035 17,720 154,361 -938
Jun02 000919 93.430 93.430 93.360 93.370 -0.035 10,332 117,898 -857
Sep02 000919 93.400 93.400 93.335 93.345 -0.035 11,599 97,788 +798
Dec02 000919 93.320 93.320 93.265 93.265 -0.035 8,113 80,214 +2,363
Mar03 000919 93.350 93.350 93.295 93.300 -0.030 7,768 73,183 +1,109
Jun03 000919 93.310 93.310 93.260 93.260 -0.030 6,787 50,288 +821
Sep03 000919 93.270 93.270 93.220 93.225 -0.025 6,615 57,894 +2,028
Total Volume and Open Interest 418,103 3,286,988 -58,645
3-Mth Euro-Yen(IMM)
Sep00 000915 99.61 99.62 99.61 99.62 +0.01 2,896 14,137 +1,269
Dec00 000919 99.48 99.48 99.47 99.47 +0.01 3,322 15,099 +1,936
Mar01 000919 99.49 99.50 99.49 99.49 +0.02 4,430 16,230 -379
Jun01 000919 99.45 99.45 99.43 99.43 +0.01 1,077 7,619 -1,803
Sep01 000919 99.38 99.38 99.38 99.38 +0.03 1,907 13,281 -2,984
Dec01 000919 99.27 99.27 99.26 99.26 +0.01 2,577 5,634 +2,186
Mar02 000919 99.19 99.19 99.18 99.18 +0.02 365 3,026 -146
Jun02 000919 99.08 99.08 99.08 99.08 +0.03 500 832 -118
Sep02 000919 98.91 98.91 98.91 98.91 unch 0 36 +0
Dec02 000919 98.68 98.68 98.68 98.68 unch 0 30 +0
Total Volume and Open Interest 14,182 75,324 -1,683
3-Mth Euro-Yen(SIMEX)
Dec00 000919 99.46 99.48 99.46 99.48 +0.02 3,098 107,951 +0
Mar01 000919 99.46 99.50 99.46 99.49 +0.03 2,268 115,067 +0
Jun01 000919 99.42 99.45 99.42 99.45 +0.05 644 98,254 +0
Sep01 000919 99.36 99.39 99.36 99.39 +0.06 148 66,722 +0
Dec01 000919 99.23 99.28 99.23 99.28 +0.06 88 29,197 +0
Mar02 000919 99.19 99.19 99.18 99.19 +0.05 500 15,004 +0
Jun02 000919 99.07 99.07 99.07 99.07 +0.04 212 4,063 +0
Sep02 000919 98.93 98.93 98.93 98.93 +0.05 0 3,378 +0
Total Volume and Open Interest 8,913 525,529 +0
German Euro-Bund(EUREX)
Dec00 000919 104.25 104.63 104.19 104.59 +0.28 487,063 581,002 -39,016
Mar01 000919 104.55 104.64 104.52 104.52 +0.22 2,994 3,105 -81
Jun01 000919 104.47 104.47 104.47 104.47 +0.28 0 401 +0
Total Volume and Open Interest 490,057 584,508 -39,097
German Euro-Bobl(EUREX)
Dec00 000919 102.97 103.27 102.97 103.12 +0.10 179,530 296,881 +7,983
Mar01 000919 103.05 103.05 102.92 102.92 +0.08 0 1,831 +0
Jun01 000919 102.64 102.64 102.64 102.64 +0.18      
Total Volume and Open Interest 179,530 298,712 +7,983
Long Gilt(LIFFE)
Sep00 000919 112~06 112~12 112~01 112~12 +0~08 837 4,481 -517
Dec00 000919 111~22 112~02 111~21 112~01 +0~08 19,111 73,359 +3,730
Total Volume and Open Interest 20,771 77,840 +3,213
3-Mth Short Sterling(LIFFE)
Sep00 000919 93.80 93.82 93.80 93.81 +0.01 16,376 137,253 -3,368
Dec00 000919 93.73 93.75 93.73 93.74 +0.02 22,026 208,206 +3,930
Mar01 000919 93.76 93.77 93.75 93.76 +0.03 28,338 210,349 +7,192
Total Volume and Open Interest 94,843 931,221 +11,822
3-Mth Euribor(LIFFE)
Dec00 000919 94.830 94.900 94.830 94.865 +0.035 84,658 300,135 +6,108
Mar01 000919 94.835 94.915 94.835 94.890 +0.055 55,448 221,912 +1,217
Jun01 000919 94.775 94.865 94.775 94.840 +0.060 32,506 142,334 +4,014
Total Volume and Open Interest 241,483 1,375,851 +35,280
3-Mth Aus T-Bills(SFE)
Dec00 000919 93.29 93.35 93.28 93.35 +0.03 2,569 213,604 +8,796
Mar01 000919 93.29 93.34 93.29 93.34 +0.03 1,127 83,590 +415
Jun01 000919 93.34 93.37 93.32 93.36 +0.02 3,276 36,779 +2,442
Sep01 000919 93.35 93.39 93.35 93.39 +0.02 1,049 15,275 +712
Dec01 000919 93.38 93.40 93.37 93.39 -0.01 492 9,088 +474
Mar02 000919 93.39 93.39 93.36 93.38 -0.02 756 7,103 +555
Jun02 000919 93.38 93.40 93.37 93.38 -0.02 242 4,545 +67
Sep02 000919 93.38 93.38 93.36 93.37 -0.03 300 2,970 +213
Dec02 000919 93.36 93.36 93.34 93.34 -0.03 125 1,666 +96
Mar03 000919 93.35 93.35 93.32 93.32 -0.05 0 1,188 +0
Total Volume and Open Interest 9,937 379,091 +13,771
10-Year Aus T-Bonds(SFE)
Dec00 000919 93.72 93.78 93.71 93.78 +0.03 20,888 128,619 +16,632
Mar01 000919 93.75 93.75 93.75 93.75 -0.07      
Total Volume and Open Interest 20,888 128,619  
3-Year Aus T-Bonds(SFE)
Dec00 000919 93.71 93.76 93.71 93.73 -0.02 28,536 203,669 +17,476
Mar01 000919 93.70 93.70 93.70 93.70        
Gold(CMX)
Oct00 000919 272.8 273.5 271.7 272.6 +0.5 256 5,576 -120
Dec00 000919 275.6 276.3 274.6 275.4 +0.5 17,196 84,730 +399
Feb01 000919 278.0 278.3 277.8 278.1 +0.5 20 12,316 +7
Apr01 000919 280.1 280.7 280.1 280.7 +0.5 7 3,765 +7
Jun01 000919 284.0 284.0 283.2 283.2 +0.5 221 8,993 -77
Aug01 000919 285.7 285.7 285.7 285.7 +0.5 34 3,306 +0
Total Volume and Open Interest 17,753 136,067 +101
Silver(CMX)
Sep00 000919 489.0 489.0 487.5 488.3 +0.7 16 307 -20
Dec00 000919 494.5 495.5 494.0 494.5 +0.7 4,363 60,256 +34
Mar01 000919 500.5 501.0 499.0 499.9 +0.7 2 2,526 +2
May01 000919 503.1 503.1 503.1 503.1 +0.7 0 1,196 +0
Jul01 000919 506.1 506.1 506.1 506.1 +0.7 50 1,772 -24
Total Volume and Open Interest 4,434 73,746 -7
Platinum(NYM)
Oct00 000919 595.0 595.0 591.0 591.7 -1.1 1,001 5,327 -651
Jan01 000919 590.0 590.0 585.5 586.2 -2.1 723 4,546 +422
Total Volume and Open Interest 1,724 9,878 -229
Palladium(NYME)
Sep00 000919 0.00 0.00 0.00 0.00 unch 0 40 +0
Dec00 000919 716.00 725.00 716.00 722.00 +11.00 305 1,240 -114
Mar01 000919 722.00 722.00 722.00 722.00 +11.00 107 511 +107
Total Volume and Open Interest 412 1,791 -7
Copper(CMX)
Sep00 000919 91.40 92.20 91.40 92.15 +0.30 505 3,297 -225
Dec00 000919 92.55 93.10 91.85 93.05 +0.30 4,799 55,892 +1,004
Mar01 000919 92.40 93.05 92.00 93.05 +0.40 81 5,837 +11
May01 000919 92.20 92.60 92.10 92.60 +0.15 2 1,647 -2
Jul01 000919 91.60 92.10 91.60 92.10 +0.15 1 1,298 +0
Total Volume and Open Interest 5,628 84,877 +863
DJIA Index(CBOT)
Sep00 000914 11215 11234 11075 11100 -95 2,846 7,742 -731
Dec00 000919 10975 10990 10895 10928 -35 10,728 11,999 -219
Mar01 000919 11110 11110 11055 11074 -37 1 23 +1
Jun01 000919 11229 11229 11229 11229 -37      
Total Volume and Open Interest 10,729 12,028 -218
S & P 500(CME)
Dec00 000919 1472.50 1482.80 1467.30 1478.50 +11.20 70,855 376,611 +1,917
Mar01 000919 1491.00 1504.50 1490.50 1500.50 +11.40 191 2,281 +12
Jun01 000919 1518.10 1527.60 1511.60 1522.90 +11.30 17 1,300 -9
Sep01 000919 1545.90 1550.10 1534.10 1545.90 +11.80 12 159 +8
Total Volume and Open Interest 71,088 380,372 -85,368
S & P 500 E-Mini(Globex)
Dec00 000919 1467.00 1482.75 1466.75 1478.50 -2.70 104,794 29,453 +3,825
Mar01 000919 1495.00 1500.50 1494.25 1500.50        
NASDAQ 100(CME)
Dec00 000919 3697.00 3815.00 3662.00 3804.00 +146.50 19,910 29,695 +1,415
Mar01 000919 3864.00 3864.00 3864.00 3864.00 +146.50 3 39 +2
Jun01 000919 3912.00 3912.00 3912.00 3912.00 +146.50      
Total Volume and Open Interest 19,913 29,734  
NASDAQ 100 E-Mini(GLOBEX)
Dec00 000919 3658.5 3817.0 3656.0 3804.0 +146.5 72,994 14,762 +1,044
Mar01 000919 3864.0 3864.0 3864.0 3864.0        
NYSE Composite(NYBOT)
Dec00 000919 670.50 670.50 667.25 669.00 unch      
Mar01 000919 679.25 679.25 678.25 678.25 unch      
Jun01 000919 687.50 687.50 687.50 687.50 unch      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 000919 535.50 540.50 531.70 539.90 +6.90 1,924 12,549 -180
Mar01 000919 545.90 545.90 545.90 545.90 +6.90 0 1 +0
Jun01 000919 555.40 555.40 555.40 555.40 +6.90 0 1 +0
Total Volume and Open Interest 1,924 12,551 -5,616
Russell 2000(CME)
Dec00 000919 525.50 532.90 521.50 532.80 +9.05 2,763 11,194 -249
Mar01 000919 540.30 540.30 540.30 540.30 +9.05      
Jun01 000919 547.85 547.85 547.85 547.85 +9.05      
Total Volume and Open Interest 2,763 11,194 -3,154
Value Line(KCBT)
Dec00 000919 1157.00 1157.00 1146.50 1155.50 +6.50 47 95 +11
Total Volume and Open Interest 47 95 +11
Nikkei 225(CME)
Dec00 000919 16130 16295 16120 16280 +345 1,200 12,171 +109
Mar01 000919 16310 16310 16310 16310 +345 0 8 +0
Total Volume and Open Interest 1,200 12,179 +109
Nikkei 225(SIMEX)
Dec00 000919 15920 16155 15760 16150 +60 9,936 83,197 +83,197
Mar01 000919 16165 16165 16165 16165 +60 0 3,795 +3,795
Jun01 000919 16155 16155 16155 16155 +60 0 405 +405
Total Volume and Open Interest 9,936 87,402 -18,350
CAC 40(MATIF)
Sep00 000919 6486.0 6551.0 6472.0 6507.5 +16.5 69,994 0 +0
Oct00 000919 6534.5 6560.5 6505.0 6532.5 -27.0 2,438 0 +0
Nov00 000919 6532.5 6579.5 6527.5 6558.5 -27.5 36 0 +0
Total Volume and Open Interest 74,426    
DAX Index(EUREX)
Dec00 000919 6955.0 7010.5 6926.5 7009.0 +43.5 36,708 132,056 +7,905
Mar01 000919 7103.5 7103.5 7054.0 7101.0 +45.0 8 584 +21
Jun01 000919 7195.0 7195.0 7195.0 7195.0        
FT-SE 100(LIFFE)
Dec00 000919 6435.00 6487.00 6425.00 6469.00 +14.00 35,967 253,668 -3,212
Mar01 000919 6530.00 6534.00 6521.00 6530.00 +13.00 200 6,226 +197
Jun01 000919 6588.50 6600.00 6582.00 6600.00 +12.00 400 400  
Total Volume and Open Interest 36,567 260,294  
SPI 200(SFE)
Sep00 000919 3262.0 3264.0 3222.0 3237.0 -33.0 12,975 153,906 +3,802
Dec00 000919 3287.0 3293.0 3253.0 3266.0 -33.0 1,925 34,906 +1,203
Mar01 000919 3286.0 3286.0 3286.0 3286.0 -33.0 0 1,286 +0
Total Volume and Open Interest 14,900 190,272 +5,005
GSCI(CME)
Oct00 000919 254.85 255.30 251.90 253.40 -3.10 2,563 33,482 +1,984
Nov00 000919 251.20 251.20 251.00 251.20 -2.60 1 1 +1
Dec00 000919 250.00 250.00 250.00 250.00 -2.30 0 3 +0
Total Volume and Open Interest 4,712 35,086 +382
Bridge CRB Index(NYBOT)
Nov00 000919 227.20 227.40 226.60 227.05 -0.60 100 522 -2
Jan01 000919 226.80 226.80 226.80 226.80 -0.60 5 661 +2
Feb01 000919 225.05 225.05 225.05 225.05 -0.60 0 351 +0
Total Volume and Open Interest 105 1,535 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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