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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 20, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Nov00 000920 483.00 495.50 483.00 487.50 +3.75 25,683 88,416 -865
Jan01 000920 494.00 505.75 494.00 497.75 +3.75 2,319 17,403 -274
Mar01 000920 504.00 515.00 503.50 508.00 +4.25 1,325 14,175 +282
May01 000920 511.50 521.50 511.00 515.50 +4.00 801 11,489 +93
Jul01 000920 519.50 530.00 519.50 523.25 +4.00 645 14,505 +346
Aug01 000920 523.00 529.50 522.50 522.75 +4.25 4 254 +3
Sep01 000920 524.00 524.00 524.00 524.00 +4.00 0 111 +0
Total Volume and Open Interest 30,824 149,492 -487
Soybean Meal(CBOT)
Oct00 000920 168.00 171.50 167.90 169.60 +1.80 8,613 19,252 -273
Dec00 000920 166.00 169.70 166.00 167.40 +1.20 12,684 56,094 -1,385
Jan01 000920 166.20 169.80 166.20 167.80 +1.50 2,033 11,456 -55
Mar01 000920 167.00 170.40 167.00 168.80 +1.80 457 7,940 +98
May01 000920 167.00 169.80 166.50 168.50 +2.00 1,032 5,415 +125
Jul01 000920 168.00 170.60 168.00 169.30 +2.10 707 3,525 +353
Aug01 000920 168.20 170.00 168.20 168.20 +1.70 23 591 +18
Sep01 000920 167.50 169.00 167.50 167.50 +1.40 15 349 +9
Total Volume and Open Interest 25,616 104,930 -1,068
Soybean Oil(CBOT)
Oct00 000920 15.23 15.47 15.23 15.27 +0.08 3,965 19,659 -359
Dec00 000920 15.64 15.87 15.64 15.65 +0.06 9,605 68,005 +650
Jan01 000920 15.95 16.17 15.95 15.95 +0.05 1,378 18,261 -20
Mar01 000920 16.37 16.57 16.36 16.36 +0.06 787 12,830 +325
May01 000920 16.83 16.95 16.76 16.76 +0.05 987 9,431 +130
Jul01 000920 17.20 17.32 17.13 17.14 +0.05 148 6,940 +118
Aug01 000920 17.30 17.30 17.30 17.30 +0.06 48 1,323 +46
Sep01 000920 17.41 17.41 17.41 17.41 +0.02 10 1,202 -40
Total Volume and Open Interest 17,023 141,490 +872
Canola(WCE)
Sep00 000920 256.2 256.2 256.2 256.2 unch 0 5 +0
Nov00 000920 254.8 256.3 254.8 255.8 +1.2 3,583 39,390 +1,366
Jan01 000920 261.6 262.7 261.4 262.2 +1.1 1,146 14,251 +900
Mar01 000920 267.0 268.5 267.0 267.7 +0.8 49 5,142 -8
May01 000920 273.0 273.0 272.6 272.6 +0.9 17 1,623 -17
Total Volume and Open Interest 4,797 60,751 +2,243
Corn(CBOT)
Nov00 000920 184.00 185.75 183.75 183.75 +0.25 192 3,059 +71
Dec00 000920 187.50 190.00 187.50 188.00 +0.75 28,883 211,648 -443
Jan01 000920 193.00 193.50 191.75 191.75 +1.00 3 590 +1
Mar01 000920 199.25 201.75 199.25 200.00 +0.75 5,471 73,280 +1,250
May01 000920 207.50 209.75 207.50 207.50 +0.25 1,031 20,479 +399
Jul01 000920 214.50 216.75 214.50 214.75 +0.25 1,677 28,781 +357
Total Volume and Open Interest 38,362 355,570 +1,925
Wheat(CBOT)
Dec00 000920 248.00 253.00 248.00 249.75 +0.50 20,215 104,334 +1,874
Mar01 000920 265.50 269.75 265.00 267.00 +0.75 1,476 25,794 +156
May01 000920 276.00 280.00 276.00 277.25 +0.50 88 1,355 +20
Jul01 000920 285.00 289.00 285.00 287.00 +1.25 292 11,449 +93
Sep01 000920 295.00 295.50 294.00 294.75 +1.00 16 110 +0
Total Volume and Open Interest 22,097 143,804 +2,145
Wheat(KCBT)
Sep00 000920 285.50 285.50 285.00 285.00 -1.00      
Dec00 000920 296.00 300.50 296.00 296.25 -1.25 6,681 59,377 +1,015
Mar01 000920 310.50 314.25 310.00 310.25 -1.75 1,082 17,120 +2
May01 000920 318.50 321.00 318.25 318.75 -1.75 45 1,819 +19
Jul01 000920 326.50 329.25 325.50 325.75 -1.75 100 2,993 +13
Total Volume and Open Interest 7,908 81,330 +1,049
Wheat(MGE)
Sep00 000920 296.00 296.00 296.00 296.00 unch      
Dec00 000920 305.50 309.00 305.50 307.25 +1.00 2,285 18,966 +555
Mar01 000920 320.00 323.75 320.00 321.50 +0.50 347 5,220 +99
May01 000920 330.50 331.75 329.75 330.00 +0.75 36 994 -12
Jul01 000920 338.50 338.50 337.75 338.00 +0.75 5 342 +3
Total Volume and Open Interest 2,673 25,740 +645
Oats(CBOT)
Dec00 000920 107.00 108.00 106.50 106.75 -0.50 390 10,778 -56
Mar01 000920 117.00 117.75 116.25 116.25 -0.25 81 1,755 -56
May01 000920 122.25 123.00 122.25 122.25 -0.25 11 163 +1
Jul01 000920 127.50 127.50 127.50 127.50 -0.25 0 104 +0
Total Volume and Open Interest 482 12,880 -111
Rough Rice(CBOT)
Sep00 000920 6.04 6.04 6.04 6.04 -0.44 43 140 -20
Nov00 000920 6.20 6.20 6.11 6.12 -0.11 412 2,844 -287
Jan01 000920 6.32 6.35 6.30 6.32 -0.08 234 2,492 -276
Mar01 000920 6.46 6.46 6.42 6.43 -0.11 55 582 +1
Total Volume and Open Interest 745 6,196 -580
Live Cattle(CME)
Oct00 000920 67.900 68.100 67.850 67.975 unch 4,688 43,589 -589
Dec00 000920 69.600 69.750 69.450 69.500 -0.125 3,255 44,818 +972
Feb01 000920 70.650 70.825 70.600 70.700 +0.050 616 18,608 +188
Apr01 000920 72.700 72.850 72.550 72.700 -0.050 556 9,851 +304
Jun01 000920 70.050 70.150 70.000 70.000 -0.100 89 4,145 +21
Aug01 000920 70.225 70.300 70.050 70.050 -0.125 58 2,889 +23
Total Volume and Open Interest 9,270 124,732 +927
Feeder Cattle(CME)
Sep00 000920 85.700 85.850 85.525 85.600 -0.150 162 1,863 -110
Oct00 000920 85.800 86.100 85.650 85.825 -0.050 403 6,478 -61
Nov00 000920 86.475 86.700 86.250 86.450 -0.025 310 4,231 -82
Jan01 000920 87.400 87.525 87.100 87.200 -0.150 252 3,265 +51
Mar01 000920 87.100 87.250 87.000 87.000 -0.100 57 1,647 +4
Apr01 000920 87.050 87.200 87.025 87.200 +0.050 38 558 +20
May01 000920 87.100 87.200 87.075 87.100 unch 5 897 +1
Total Volume and Open Interest 1,236 19,086 -168
Lean Hogs(CME)
Oct00 000920 54.575 55.675 54.575 55.575 +1.000 2,810 14,463 -658
Dec00 000920 50.750 51.650 50.750 51.600 +0.825 1,990 17,396 +159
Feb01 000920 51.700 52.450 51.650 52.200 +0.425 409 4,308 +98
Apr01 000920 50.300 51.150 50.300 50.800 +0.500 32 1,816 +3
Jun01 000920 57.150 57.575 57.000 57.250 +0.250 40 683 +4
Jul01 000920 56.650 56.750 56.300 56.500 +0.025 3 232 +1
Aug01 000920 55.000 55.150 54.750 55.150 -0.050 0 135 +0
Oct01 000920 47.050 47.350 46.500 46.500 -0.575 0 26 +0
Total Volume and Open Interest 5,284 39,069 -393
Pork Bellies(CME)
Feb01 000920 61.600 62.250 61.050 62.150 +0.575 901 1,898 +93
Mar01 000920 61.500 62.150 61.300 62.150 +0.600 6 37 -1
May01 000920 62.500 62.500 62.500 62.500 +0.350 1 8 +0
Jul01 000920 63.200 63.200 62.950 62.950 +0.850 1 6 +1
Aug01 000920 64.750 64.750 64.750 64.750 unch 0 1 +0
Total Volume and Open Interest 909 1,950 +93
Cocoa(NYBOT)
Dec00 000920 805 813 787 788 -15 2,817 50,641 -6
Mar01 000920 834 842 818 819 -14 545 20,285 +200
May01 000920 860 860 842 843 -12 59 9,276 +33
Jul01 000920 882 887 868 868 -11 539 8,337 +10
Sep01 000920 893 893 893 893 -11 16 7,836 +1
Dec01 000920 940 940 925 926 -14 28 10,384 -1
Mar02 000920 960 960 960 960 -13 0 9,615 +0
Total Volume and Open Interest 4,505 123,931 +738
Coffee "C"(NYBOT)
Sep00 000919 77.00 77.20 77.00 77.20 -0.20 9 18 -36
Dec00 000920 81.25 81.25 78.00 79.15 -3.00 2,333 28,871 -146
Mar01 000920 85.25 85.25 82.75 83.90 -2.90 316 5,667 +96
May01 000920 87.75 88.00 86.25 86.70 -3.05 73 2,081 +65
Jul01 000920 91.00 91.00 89.00 89.60 -2.90 16 877 +7
Sep01 000920 91.75 92.35 91.00 92.35 -2.90 27 1,540 +10
Total Volume and Open Interest 2,769 39,383 +18
Orange Juice(NYBOT)
Nov00 000920 71.60 73.00 71.60 72.65 +1.30 594 17,580 -67
Jan01 000920 74.05 74.90 74.00 74.70 +1.20 254 5,720 +130
Mar01 000920 76.95 78.00 76.95 77.35 +1.05 45 5,278 +21
May01 000920 79.85 79.85 79.85 79.85 +1.05 0 676 +0
Jul01 000920 81.95 82.35 81.95 82.35 +1.05 0 304 +0
Total Volume and Open Interest 3,393 29,954 +84
Sugar #11(NYBOT)
Oct00 000920 9.70 9.73 9.40 9.44 -0.36 12,896 36,720 -4,701
Mar01 000920 9.57 9.64 9.30 9.33 -0.38 12,358 79,296 +2,523
May01 000920 9.32 9.32 9.02 9.05 -0.35 1,477 12,811 +53
Jul01 000920 8.76 8.77 8.50 8.52 -0.34 1,985 15,785 +26
Oct01 000920 8.52 8.55 8.30 8.32 -0.28 667 13,048 +298
Total Volume and Open Interest 29,631 163,862 -1,630
London Cocoa(LCE)
Sep00 000914 624 625 622 622 +7 7,710 1,964 -6,069
Dec00 000920 638 640 635 637 -6 1,995 58,051 -832
Mar01 000920 658 663 656 659 -5 910 43,955 +365
May01 000920 672 678 672 675 -5 0 20,804 +0
Jul01 000920 695 695 691 691 -5 0 8,359 +0
Sep01 000920 708 710 706 706 -5 33 17,094 -3
Dec01 000920 736 736 733 733 -4 10 5,416 +10
Total Volume and Open Interest 2,948 182,825 -460
London Coffee(LCE)
Sep00 000920 801.00 801.00 795.00 800.00 -6.00 59 1,780 -109
Nov00 000920 808.00 808.00 798.00 803.00 -7.00 1,173 33,185 -310
Jan01 000920 814.00 814.00 805.00 810.00 -7.00 499 11,869 +126
Mar01 000920 821.00 823.00 815.00 818.00 -8.00 202 5,397 -21
May01 000920 840.00 842.00 832.00 836.00 -9.00 101 2,625 +66
Jul01 000920 860.00 860.00 855.00 855.00 -9.00 18 521 +4
Total Volume and Open Interest 2,052 55,573 -244
London Sugar(LCE)
Oct00 000915 263.50 264.00 252.00 262.70 -0.90 2,117 1,120 -1,892
Dec00 000920 255.70 255.70 249.00 249.30 -6.60 1,620 15,784 -588
Mar01 000920 255.50 255.50 248.50 248.80 -6.60 1,111 13,629 +32
May01 000920 250.00 250.00 246.40 246.40 -6.70 241 2,712 +101
Aug01 000920 247.00 247.00 242.90 242.90 -6.60 37 3,541 +25
Total Volume and Open Interest 3,155 37,758 -414
Cotton(NYBOT)
Oct00 000920 62.75 63.70 62.65 63.14 +0.49 242 4,065 -93
Dec00 000920 62.90 63.80 62.90 63.15 +0.02 4,681 43,334 -533
Mar01 000920 64.80 65.60 64.80 64.90 -0.18 1,061 11,621 -58
May01 000920 65.45 66.25 65.45 65.50 -0.20 269 8,098 +83
Jul01 000920 66.10 66.65 66.05 66.05 -0.30 88 3,052 +7
Oct01 000920 63.40 63.40 63.40 63.40 +0.15 0 651 +0
Total Volume and Open Interest 12,851 74,643 -594
Lumber(CME)
Nov00 000920 238.5 240.3 237.0 238.3 -3.1 627 2,296 -27
Jan01 000920 250.0 250.5 248.3 248.8 -2.1 273 776 +95
Mar01 000920 261.0 261.6 259.3 259.4 -2.7 27 429 +15
May01 000920 263.1 264.5 261.5 261.7 -0.8 14 101 +6
Total Volume and Open Interest 948 3,724 +89
Crude Oil(NYM)
Oct00 000920 37.50 37.80 36.70 37.20 +0.69 62,731 32,123 -18,387
Nov00 000920 35.75 36.10 35.15 35.24 +0.23 111,182 146,812 +5,374
Dec00 000920 35.00 35.20 34.30 34.35 +0.13 36,708 62,438 +3,269
Jan01 000920 34.20 34.27 33.50 33.60 +0.07 6,025 32,940 +209
Feb01 000920 33.65 33.65 32.88 32.88 +0.02 1,864 15,230 +12
Mar01 000920 32.95 32.95 32.18 32.18 -0.03 2,547 16,079 -692
Apr01 000920 32.00 32.10 31.57 31.57 -0.06 3,220 9,136 -395
May01 000920 31.52 31.52 31.00 31.00 -0.08 1,005 8,087 +418
Jun01 000920 31.00 31.00 30.46 30.46 -0.10 6,262 26,686 +477
Jul01 000920 30.48 30.48 29.95 29.95 -0.13 300 8,365 +76
Total Volume and Open Interest 240,466 470,237 -9,773
Heating Oil(NYM)
Oct00 000920 104.00 104.50 100.80 101.79 -0.12 22,518 29,991 -2,989
Nov00 000920 103.80 104.30 100.60 101.74 +0.02 17,710 42,174 +1,452
Dec00 000920 103.00 103.60 100.10 101.04 +0.07 7,061 31,968 -889
Jan01 000920 102.40 102.40 99.85 99.99 +0.12 2,997 23,163 +912
Feb01 000920 98.50 98.80 96.89 96.89 +0.17 882 18,501 +297
Mar01 000920 92.80 92.85 91.19 91.19 +0.22 568 13,321 +154
Apr01 000920 88.00 88.20 86.64 86.64 +0.27 208 6,915 +93
May01 000920 84.40 84.40 83.09 83.09 +0.27 100 3,833 +55
Jun01 000920 81.70 81.75 80.10 80.59 +0.32 47 5,124 -13
Jul01 000920 80.00 80.00 79.39 79.39 +0.32 3 1,039 +1
Total Volume and Open Interest 52,156 181,294 -893
Unleaded Gas(NYM)
Oct00 000920 99.00 99.70 97.50 98.45 +2.12 14,146 26,423 -631
Nov00 000920 97.70 97.70 95.25 95.79 +1.54 8,987 22,368 +1,996
Dec00 000920 95.00 95.00 93.20 93.26 +1.01 4,096 8,880 +440
Jan01 000920 93.50 93.50 91.31 91.31 +0.81 521 2,966 +142
Feb01 000920 92.55 92.55 90.46 90.46 +0.56 303 4,397 -224
Mar01 000920 90.90 90.90 90.31 90.31 +0.46 693 3,401 +508
Apr01 000920 96.50 96.50 95.06 95.06 +0.41 309 4,412 -1
May01 000920 93.91 93.91 93.91 93.91 +0.41 331 2,917 +296
Total Volume and Open Interest 29,419 80,331 +2,521
Natural Gas(NYM)
Oct00 000920 5.340 5.380 5.260 5.318 -0.045 39,144 51,262 -1,035
Nov00 000920 5.450 5.490 5.380 5.433 -0.044 16,566 35,921 +3,917
Dec00 000920 5.570 5.600 5.500 5.548 -0.037 3,768 37,094 +310
Jan01 000920 5.490 5.560 5.450 5.495 -0.030 4,593 30,455 +447
Feb01 000920 5.200 5.255 5.160 5.210 -0.018 2,596 19,528 -457
Mar01 000920 4.920 4.950 4.890 4.923 -0.007 1,391 23,501 +33
Apr01 000920 4.610 4.645 4.590 4.620 unch 1,371 17,094 -312
May01 000920 4.520 4.530 4.490 4.510 unch 876 15,028 +202
Total Volume and Open Interest 74,262 382,534 +1,049
Brent Crude Oil(IPE)
Nov00 000920 34.25 34.81 33.70 33.74 +0.11 42,965 79,266 -1,351
Dec00 000920 33.85 34.26 33.20 33.25 -0.01 16,268 60,567 +3,898
Jan01 000920 33.05 33.40 32.40 32.40 -0.12 4,651 27,835 +65
Feb01 000920 32.21 32.55 31.70 31.70 -0.08 1,126 13,232 -295
Mar01 000920 31.46 31.65 31.00 31.00 -0.03 572 8,759 +215
Apr01 000920 30.70 31.10 30.30 30.30 +0.01 415 7,720 +15
May01 000920 30.05 30.20 29.64 29.64 -0.01 603 3,790 +308
Jun01 000920 29.43 29.60 29.02 29.02 -0.04 1,025 12,727 +118
Total Volume and Open Interest 68,225 251,649 +3,073
Gas Oil(IPE)
Oct00 000920 323.25 326.50 321.75 323.00 +2.75 12,196 42,005 +52
Nov00 000920 315.75 319.25 314.00 316.25 +2.75 6,866 24,315 -564
Dec00 000920 309.00 312.25 308.00 310.00 +3.00 3,224 24,846 +174
Jan01 000920 302.50 304.50 301.75 302.75 +2.75 2,137 10,962 +408
Feb01 000920 293.75 295.00 293.00 293.25 +2.75 347 6,120 +66
Mar01 000920 282.00 282.00 281.00 281.25 +2.50 110 5,787 +0
Apr01 000920 271.00 271.00 270.50 270.50 +2.50 500 2,957 +50
May01 000920 260.75 260.75 260.75 260.75 +2.50 0 547 +0
Total Volume and Open Interest 25,987 128,582 +286
US Dollar Index(NYBOT)
Dec00 000920 115.84 116.45 115.70 116.14 +0.30 800 5,254 -31
Mar01 000920 115.92 116.02 115.60 115.86 +0.30 969 7,692 -230
Jun01 000920 115.58 115.58 115.58 115.58 +0.30 969 7,692 -230
Total Volume and Open Interest 1,115 7,692 -230
Australian Dollar(IMM)
Dec00 000920 54.12 54.26 53.60 53.76 -0.59 742 23,100 -45
Mar01 000920 54.05 54.20 53.70 53.78 -0.59 2 338 +0
Jun01 000920 53.80 53.80 53.80 53.80 -0.59 0 6 +0
Total Volume and Open Interest 744 33,964 -46
British Pound(IMM)
Dec00 000920 141.64 142.06 140.98 141.16 -0.04 3,673 37,629 +362
Mar01 000920 142.00 142.30 141.00 141.36 -0.04 11 59 +3
Jun01 000920 141.56 142.40 141.56 141.56 -0.04 0 2 +0
Total Volume and Open Interest 3,684 48,049 +374
Canadian Dollar(IMM)
Dec00 000920 67.70 67.73 67.48 67.55 +0.11 4,240 51,377 -1,452
Mar01 000920 67.84 67.84 67.71 67.71 +0.11 0 1,134 +0
Jun01 000920 67.90 67.96 67.86 67.87 +0.11 3 225 +0
Sep01 000920 68.00 68.15 68.00 68.03 +0.11 0 29 +0
Total Volume and Open Interest 4,947 72,763 -2,075
Japanese Yen(IMM)
Dec00 000920 95.30 95.44 95.06 95.23 +0.27 5,512 38,101 -678
Mar01 000920 96.61 96.85 96.60 96.70 +0.27 0 221 +0
Jun01 000920 98.17 98.17 98.17 98.17 +0.27 0 7 +0
Total Volume and Open Interest 5,512 69,763 -682
Swiss Franc(IMM)
Dec00 000920 56.45 56.78 56.37 56.68 -0.05 7,730 47,660 -484
Mar01 000920 57.14 57.14 56.90 57.11 -0.05 0 42 +0
Jun01 000920 57.52 57.52 57.52 57.52 -0.05 0 2 +0
Total Volume and Open Interest 7,730 70,000 -486
EuroFX(IMM)
Dec00 000920 85.10 85.52 84.78 85.16 -0.37 11,495 72,625 +801
Mar01 000920 85.70 85.70 85.30 85.51 -0.37 16 835 +1
Total Volume and Open Interest 11,511 87,424 +791
Mexican Peso(IMM)
Sep00 000918 10630.0 10630.0 10600.0 10600.0 -30.0 321 5,537 -299
Dec00 000920 10333.0 10333.0 10240.0 10295.0 -50.0 4,149 7,512 -79
Total Volume and Open Interest 4,161 16,839 -115
30-Year T-Bonds(CBOT)
Sep00 000920 98~04 98~07 97~25 98~02 -0~02 7,366 11,416 -5,497
Dec00 000920 98~05 98~08 97~19 97~24 -0~11 200,800 389,671 +1,862
Mar01 000920 97~27 97~30 97~18 97~18 -0~15 61 1,451 +19
Total Volume and Open Interest 208,227 402,679 -3,616
Municipal Bonds(CBOT)
Sep00 000920 99~05 99~07 98~20 98~21 -0~18 1,704 5,397 -1,257
Dec00 000920 98~07 98~09 97~23 97~26 -0~14 2,892 18,054 +1,632
Total Volume and Open Interest 4,596 23,451 +375
10-Year T-Notes(CBOT)
Sep00 000920 99~305 99~310 99~260 99~305 +0~010 6,281 18,616 -4,585
Dec00 000920 99~240 99~280 99~150 99~175 -0~060 135,424 515,581 +8,058
Total Volume and Open Interest 141,920 535,097 +3,573
5-Year T-Notes(CBOT)
Sep00 000920 100~060 100~085 100~020 100~070 +0~005 1,141 2,520 -880
Dec00 000920 100~100 100~135 100~050 100~055 -0~055 56,721 360,291 -4,310
Mar01 000920 100~055 100~055 100~055 100~055 -0~055 0 7 +0
Total Volume and Open Interest 57,862 362,818 -5,190
2 Year T-Notes(CBOT)
Sep00 000920 99~112 99~112 99~102 99~104 -0~008 553 1,559 -191
Dec00 000920 99~126 100~002 99~114 99~116 -0~012 2,031 43,630 +957
Total Volume and Open Interest 2,584 45,189 +766
3-Mth T-Bills(IMM)
Dec00 000920 93.93 93.93 93.93 93.93 -0.03 1 1,096 +1
Total Volume and Open Interest 1 1,097 -1,284
Eurodollars(IMM)
Dec00 000920 93.285 93.305 93.270 93.275 -0.020 56,139 593,915 +7,314
Mar01 000920 93.430 93.465 93.400 93.405 -0.025 125,177 530,238 +3,198
Jun01 000920 93.435 93.480 93.410 93.415 -0.030 85,210 314,064 -2,679
Sep01 000920 93.425 93.475 93.405 93.410 -0.025 82,350 262,365 +6,578
Dec01 000920 93.350 93.390 93.310 93.320 -0.030 24,113 191,748 -384
Mar02 000920 93.390 93.430 93.355 93.360 -0.040 15,653 154,982 +621
Jun02 000920 93.360 93.395 93.320 93.325 -0.045 13,728 118,181 +283
Sep02 000920 93.315 93.370 93.295 93.300 -0.045 11,517 97,015 -773
Dec02 000920 93.250 93.280 93.215 93.215 -0.050 4,320 79,295 -919
Mar03 000920 93.270 93.315 93.250 93.250 -0.050 4,902 72,551 -632
Jun03 000920 93.245 93.275 93.210 93.210 -0.050 3,399 50,500 +212
Sep03 000920 93.210 93.230 93.175 93.175 -0.050 5,505 58,340 +446
Total Volume and Open Interest 469,027 2,897,354 -389,634
3-Mth Euro-Yen(IMM)
Sep00 000915 99.61 99.62 99.61 99.62 +0.01 2,896 14,137 +1,269
Dec00 000920 99.46 99.46 99.45 99.46 -0.01 1,906 13,898 -1,201
Mar01 000920 99.47 99.49 99.47 99.48 -0.01 1,778 14,162 -2,068
Jun01 000920 99.42 99.44 99.42 99.43 unch 637 7,810 +191
Sep01 000920 99.35 99.38 99.35 99.36 -0.02 427 10,128 -3,153
Dec01 000920 99.25 99.25 99.25 99.25 -0.01 395 5,690 +56
Mar02 000920 99.17 99.18 99.17 99.17 -0.01 100 3,133 +107
Jun02 000920 99.08 99.08 99.07 99.08 unch 0 832 +0
Sep02 000920 98.91 98.91 98.91 98.91 unch 0 36 +0
Dec02 000920 98.68 98.68 98.68 98.68 unch 0 30 +0
Total Volume and Open Interest 5,309 55,785 -19,539
3-Mth Euro-Yen(SIMEX)
Dec00 000920 99.47 99.48 99.44 99.46 -0.02 300 110,077 +2,126
Mar01 000920 99.49 99.49 99.46 99.47 -0.02 17,239 119,472 +4,405
Jun01 000920 99.44 99.44 99.42 99.43 -0.02 12,965 96,857 -1,397
Sep01 000920 99.38 99.38 99.35 99.36 -0.03 13 67,516 +794
Dec01 000920 99.26 99.26 99.24 99.25 -0.03 1,306 29,434 +237
Mar02 000920 99.18 99.18 99.16 99.16 -0.03 200 14,777 -227
Jun02 000920 99.06 99.06 99.06 99.06 -0.01 400 4,335 +272
Sep02 000920 98.90 98.90 98.90 98.90 -0.03 0 3,378 +0
Total Volume and Open Interest 32,423 447,774 -77,755
German Euro-Bund(EUREX)
Dec00 000920 104.61 104.65 104.40 104.59 unch 659,934 608,684 +27,682
Mar01 000920 104.55 104.64 104.54 104.63 +0.11 3,247 4,236 +1,131
Jun01 000920 104.47 104.47 104.47 104.47 unch 0 401 +0
Total Volume and Open Interest 663,181 613,321 +28,813
German Euro-Bobl(EUREX)
Dec00 000920 103.12 103.20 103.01 103.19 +0.07 376,037 308,413 +11,532
Mar01 000920 102.92 102.99 102.92 102.99 +0.07 1,933 1,831 +0
Jun01 000920 102.71 102.71 102.71 102.71 +0.07      
Total Volume and Open Interest 377,970 310,244 +11,532
Long Gilt(LIFFE)
Sep00 000920 112~08 112~12 112~08 112~12 0~00 570 4,397 -84
Dec00 000920 111~31 112~01 111~25 112~00 -0~01 12,823 73,775 +416
Total Volume and Open Interest 14,601 78,172 +332
3-Mth Short Sterling(LIFFE)
Sep00 000920 93.81 93.81 93.80 93.81 unch 16,460 132,062 -5,191
Dec00 000920 93.73 93.74 93.68 93.74 unch 25,224 208,365 +159
Mar01 000920 93.75 93.76 93.69 93.75 -0.01 30,756 213,838 +3,489
Total Volume and Open Interest 110,596 926,509 -4,712
3-Mth Euribor(LIFFE)
Dec00 000920 94.865 94.885 94.845 94.885 +0.020 114,898 301,749 +1,614
Mar01 000920 94.880 94.910 94.870 94.905 +0.015 111,359 226,413 +4,501
Jun01 000920 94.830 94.860 94.815 94.855 +0.015 82,118 149,053 +6,719
Total Volume and Open Interest 423,052 1,095,095 -280,756
3-Mth Aus T-Bills(SFE)
Dec00 000920 93.35 93.35 93.30 93.32 -0.03 7,571 211,329 -2,275
Mar01 000920 93.35 93.35 93.28 93.31 -0.03 4,055 78,342 -5,248
Jun01 000920 93.37 93.37 93.33 93.33 -0.03 1,557 34,037 -2,742
Sep01 000920 93.39 93.40 93.36 93.37 -0.02 409 15,147 -128
Dec01 000920 93.38 93.38 93.37 93.37 -0.02 298 9,224 +136
Mar02 000920 93.38 93.38 93.37 93.37 -0.01 266 7,129 +26
Jun02 000920 93.38 93.38 93.35 93.35 -0.03 208 4,678 +133
Sep02 000920 93.36 93.36 93.35 93.35 -0.02 214 3,184 +214
Dec02 000920 93.34 93.34 93.33 93.33 -0.01 53 1,719 +53
Mar03 000920 93.30 93.30 93.30 93.30 -0.02 58 1,246 +58
Total Volume and Open Interest 14,693 369,321 -9,770
10-Year Aus T-Bonds(SFE)
Dec00 000920 93.76 93.79 93.74 93.74 -0.04 19,061 139,626 +11,007
Mar01 000920 93.79 93.79 93.79 93.79 +0.04      
Total Volume and Open Interest 19,061 139,626 +11,007
3-Year Aus T-Bonds(SFE)
Dec00 000920 93.77 93.77 93.72 93.72 -0.01 28,690 223,577 +19,908
Mar01 000920 93.69 93.69 93.69 93.69 -0.01      
Total Volume and Open Interest 28,690 223,577  
Gold(CMX)
Oct00 000920 271.5 273.0 269.6 269.7 -2.9 141 5,508 -68
Dec00 000920 274.5 275.7 272.3 272.5 -2.9 12,053 86,265 +1,535
Feb01 000920 278.0 278.0 275.0 275.1 -3.0 44 12,337 +21
Apr01 000920 280.0 280.0 277.5 277.7 -3.0 8 3,760 -5
Jun01 000920 283.7 283.7 279.5 280.2 -3.0 104 9,014 +21
Aug01 000920 282.7 282.7 282.7 282.7 -3.0 0 3,306 +0
Total Volume and Open Interest 12,355 137,567 +1,500
Silver(CMX)
Sep00 000920 486.0 486.5 483.0 483.0 -5.3 15 298 -9
Dec00 000920 493.5 496.0 488.5 489.3 -5.2 1,964 60,160 -96
Mar01 000920 500.0 500.0 494.0 494.8 -5.1 38 2,508 -18
May01 000920 503.0 503.5 498.1 498.1 -5.0 0 1,196 +0
Jul01 000920 502.0 502.0 501.0 501.2 -4.9 0 1,774 +2
Total Volume and Open Interest 2,017 73,625 -121
Platinum(NYM)
Oct00 000920 591.7 595.0 587.1 588.8 -2.9 1,322 4,522 -805
Jan01 000920 587.2 587.5 582.1 582.8 -3.4 881 5,204 +658
Total Volume and Open Interest 2,203 9,731 -147
Palladium(NYME)
Sep00 000920 738.00 761.30 710.00 761.30 +761.30 0 40 +0
Dec00 000920 720.00 735.00 715.10 717.25 -4.75 125 1,259 +19
Mar01 000920 717.25 717.25 717.25 717.25 -4.75 40 551 +40
Total Volume and Open Interest 165 1,850 +59
Copper(CMX)
Sep00 000920 91.30 91.30 90.00 90.15 -2.00 693 3,276 -21
Dec00 000920 92.00 92.20 90.70 91.05 -2.00 6,386 57,416 +1,524
Mar01 000920 91.90 92.30 90.90 91.25 -1.80 86 5,898 +61
May01 000920 91.00 91.05 90.70 91.05 -1.55 14 1,650 +3
Jul01 000920 91.60 91.60 90.50 90.65 -1.45 2 1,296 -2
Total Volume and Open Interest 7,634 86,436 +1,559
DJIA Index(CBOT)
Sep00 000914 11215 11234 11075 11100 -95 2,846 7,742 -731
Dec00 000920 10930 10955 10670 10805 -123 9,849 11,968 -31
Mar01 000920 11000 11000 10825 10951 -123 2 24 +1
Jun01 000920 11106 11106 11106 11106 -123      
Total Volume and Open Interest 9,851 11,998 -30
S & P 500(CME)
Dec00 000920 1478.00 1478.90 1450.50 1469.00 -9.50 70,229 378,503 +1,892
Mar01 000920 1482.20 1495.00 1474.00 1491.00 -9.50 59 2,314 +33
Jun01 000920 1497.90 1518.20 1497.80 1513.00 -9.90 38 1,308 +8
Sep01 000920 1522.10 1540.20 1520.00 1535.00 -10.90 32 160 +1
Total Volume and Open Interest 70,358 382,300 +1,928
S & P 500 E-Mini(Globex)
Dec00 000920 1478.75 1480.50 1450.25 1469.00 -9.50 103,371 28,669 -784
Mar01 000920 1497.25 1498.50 1480.00 1491.00 -9.50 1 1  
Total Volume and Open Interest 103,372 28,670  
NASDAQ 100(CME)
Dec00 000920 3804.00 3873.00 3715.00 3853.00 +49.00 22,063 30,558 +863
Mar01 000920 3913.00 3913.00 3913.00 3913.00 +49.00 0 39 +0
Jun01 000920 3961.00 3961.00 3961.00 3961.00 +49.00      
Total Volume and Open Interest 22,063 30,597 +863
NASDAQ 100 E-Mini(GLOBEX)
Dec00 000920 3801.5 3874.0 3715.5 3853.0 +49.0 70,029 16,973 +2,211
Mar01 000920 3913.0 3913.0 3913.0 3913.0 +49.0      
Total Volume and Open Interest 70,029 16,973  
NYSE Composite(NYBOT)
Dec00 000920 669.00 669.00 657.50 661.80 -7.20      
Mar01 000920 671.05 671.05 671.05 671.05 -7.20      
Jun01 000920 680.30 680.30 680.30 680.30 -7.20      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 000920 540.50 541.00 532.50 540.00 +0.10 828 12,708 +159
Mar01 000920 546.00 546.00 545.50 546.00 +0.10 0 1 +0
Jun01 000920 555.50 555.50 555.00 555.50 +0.10 0 1 +0
Total Volume and Open Interest 828 12,710 +159
Russell 2000(CME)
Dec00 000920 532.00 532.00 524.50 529.50 -3.30 2,528 11,464 +270
Mar01 000920 537.00 537.00 535.50 537.00 -3.30      
Jun01 000920 544.55 544.55 543.05 544.55 -3.30      
Total Volume and Open Interest 2,528 11,464 +270
Value Line(KCBT)
Dec00 000920 1158.00 1158.50 1144.00 1147.50 -8.00 21 89 -6
Total Volume and Open Interest 21 89 -6
Nikkei 225(CME)
Dec00 000920 16300 16330 16150 16315 +35 724 12,478 +307
Mar01 000920 16345 16345 16235 16345 +35 0 8 +0
Total Volume and Open Interest 724 12,486 +307
Nikkei 225(SIMEX)
Dec00 000920 16200 16485 16140 16365 +215 13,648 84,483 +1,286
Mar01 000920 16380 16380 16380 16380 +215 0 3,795 +0
Jun01 000920 16370 16370 16370 16370 +215 0 405 +0
Total Volume and Open Interest 13,648 88,688 +1,286
CAC 40(MATIF)
Sep00 000920 6560.0 6570.0 6348.0 6381.5 -126.0 50,919 0 +0
Oct00 000920 6579.0 6587.5 6400.0 6400.0 -132.5 10,628 0 +0
Nov00 000920 6585.0 6585.0 6456.0 6456.0 -102.5 22 0 +0
Total Volume and Open Interest 63,394    
DAX Index(EUREX)
Dec00 000920 7036.0 7044.5 6801.0 6823.5 -185.5 35,919 135,264 +3,208
Mar01 000920 7118.0 7118.0 6906.5 6913.0 -188.0 16 591 +7
Jun01 000920 7009.5 7009.5 7009.5 7009.5 -185.5      
Total Volume and Open Interest 35,935 135,855  
FT-SE 100(LIFFE)
Dec00 000920 6498.00 6506.00 6289.00 6292.00 -177.00 32,143 247,701 -5,967
Mar01 000920 6351.00 6351.00 6351.00 6351.00 -179.00 415 6,226 +0
Jun01 000920 6422.50 6422.50 6422.50 6422.50 -177.50 350 750 +350
Total Volume and Open Interest 32,908 254,677 -5,617
SPI 200(SFE)
Sep00 000920 3260.0 3270.0 3242.0 3269.0 +32.0 12,029 161,424 +7,518
Dec00 000920 3289.0 3301.0 3274.0 3300.0 +34.0 2,180 36,814 +1,908
Mar01 000920 3320.0 3320.0 3320.0 3320.0 +34.0 0 1,286 +0
Total Volume and Open Interest 14,209 199,698 +9,426
GSCI(CME)
Oct00 000920 256.30 257.80 253.00 253.50 +0.10 491 33,733 +251
Nov00 000920 251.00 254.60 251.00 251.00 -0.20 0 1 +0
Dec00 000920 249.70 253.00 249.70 249.70 -0.30 0 3 +0
Total Volume and Open Interest 491 33,737 -1,349
Bridge CRB Index(NYBOT)
Nov00 000920 226.70 227.25 225.20 225.40 -1.65 230 528 +6
Jan01 000920 225.75 225.75 225.15 225.15 -1.65 0 661 +0
Feb01 000920 223.40 223.40 223.40 223.40 -1.65 0 351 +0
Total Volume and Open Interest 230 1,541 +6
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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